# EDGAR Filing Document

**Accession Number:** 0001282693
**File Stem:** 0000894189-26-014920
**Filing Date:** 2026-5
**Character Count:** 1044501
**Document Hash:** cd3520b28c0accfa99beeb8eadf8ba3c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-26-014920.hdr.sgml**: 20260515

**ACCESSION NUMBER**: 0000894189-26-014920

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260515

**DATE AS OF CHANGE**: 20260515

**PERIOD START**: 20261231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09997
- **FILM NUMBER:** 26983235

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

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

## Series and Classes Contracts Data

### Baird Aggregate Bond Fund (Series ID: S000000753)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000002163 | Institutional | BAGIX           |
| C000002164 | Investor      | BAGSX           |

## Nport-Ex

---

| | | |
|:---|:---|:---|
| **Baird Aggregate Bond Fund** | **Baird Aggregate Bond Fund** | **Baird Aggregate Bond Fund** |
| **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **CORPORATE BONDS - 38.6%** | **Par**  | **Value**  |
| **Financials - 18.1%** | **Financials - 18.1%** | **Financials - 18.1%** |
|  200 Park Funding Trust, 5.74%, 02/15/2055 (Callable 08/15/2054) <sup>(a)</sup> | $21925000 | $21064622 |
| ABN AMRO Bank NV | ABN AMRO Bank NV | ABN AMRO Bank NV |
| &nbsp;&nbsp; 4.80%, 04/18/2026 <sup>(a)</sup> | 42935000 | 42914039 |
| &nbsp;&nbsp; 1.54% to 06/16/2026 then 1 yr. CMT Rate + 0.80%, 06/16/2027 (Callable 06/16/2026) <sup>(a)</sup> | 16900000 | 16788966 |
| &nbsp;&nbsp; 6.34% to 09/18/2026 then 1 yr. CMT Rate + 1.65%, 09/18/2027 (Callable 09/18/2026) <sup>(a)</sup> | 16025000 | 16161265 |
| &nbsp;&nbsp; 4.99% to 12/03/2027 then 1 yr. CMT Rate + 0.78%, 12/03/2028 (Callable 12/03/2027) <sup>(a)</sup> | 51250000 | 51626410 |
| &nbsp;&nbsp; 5.52% to 12/03/2034 then 1 yr. CMT Rate + 1.25%, 12/03/2035 (Callable 12/03/2034) <sup>(a)</sup> | 10000000 | 10136915 |
| &nbsp;&nbsp; 3.32% to 03/13/2032 then 5 yr. CMT Rate + 1.90%, 03/13/2037 (Callable 12/13/2031) <sup>(a)</sup> | 5000000 | 4462826 |
|  AEGON Funding Co. LLC, 5.50%, 04/16/2027 (Callable 03/16/2027) <sup>(a)</sup> | 31625000 | 31903124 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust |
| &nbsp;&nbsp; 5.75%, 06/06/2028 (Callable 05/06/2028) | 30000000 | 30736842 |
| &nbsp;&nbsp; 3.00%, 10/29/2028 (Callable 08/29/2028) | 44806000 | 43129560 |
| &nbsp;&nbsp; 4.63%, 09/10/2029 (Callable 08/10/2029) | 8000000 | 7984199 |
| &nbsp;&nbsp; 3.30%, 01/30/2032 (Callable 10/30/2031) | 10000000 | 9082258 |
| &nbsp;&nbsp; 4.75%, 01/15/2033 (Callable 11/15/2032) | 19900000 | 19341997 |
|  Aetna, Inc., 6.63%, 06/15/2036 | 9165000 | 9876367 |
| Agree LP | Agree LP | Agree LP |
| &nbsp;&nbsp; 2.90%, 10/01/2030 (Callable 07/01/2030) | 5000000 | 4618328 |
| &nbsp;&nbsp; 4.80%, 10/01/2032 (Callable 07/01/2032) | 7000000 | 6932851 |
| AIB Group PLC | AIB Group PLC | AIB Group PLC |
| &nbsp;&nbsp; 6.61% to 09/13/2028 then SOFR + 2.33%, 09/13/2029 (Callable 09/13/2028) <sup>(a)</sup> | 65345000 | 68389479 |
| &nbsp;&nbsp; 5.87% to 03/28/2034 then SOFR + 1.91%, 03/28/2035 (Callable 03/28/2034) <sup>(a)</sup> | 39575000 | 40895266 |
|  AIG SunAmerica Global Financing X, 6.90%, 03/15/2032 <sup>(a)</sup> | 25000000 | 27109134 |
|  Air Lease Corp., 5.85%, 12/15/2027 (Callable 11/15/2027) | 10000000 | 10208910 |
| Aircastle Ltd. | Aircastle Ltd. | Aircastle Ltd. |
| &nbsp;&nbsp; 2.85%, 01/26/2028 (Callable 11/26/2027) <sup>(a)</sup> | 12131000 | 11751931 |
| &nbsp;&nbsp; 6.50%, 07/18/2028 (Callable 06/18/2028) <sup>(a)</sup> | 9482000 | 9830535 |
| &nbsp;&nbsp; 5.95%, 02/15/2029 (Callable 01/15/2029) <sup>(a)</sup> | 23000000 | 23628703 |
|  Aircastle Ltd. / Aircastle Ireland DAC, 5.00%, 09/15/2030 (Callable 08/15/2030) <sup>(a)</sup> | 12595000 | 12565007 |
|  Ally Financial, Inc., 5.54% to 01/17/2030 then SOFR + 1.73%, 01/17/2031 (Callable 01/17/2030) | 8444000 | 8500555 |
|  American International Group, Inc., 5.13%, 03/27/2033 (Callable 12/27/2032) | 10500000 | 10601202 |
| American National Global Funding | American National Global Funding | American National Global Funding |
| &nbsp;&nbsp; 5.55%, 01/28/2030 <sup>(a)</sup> | 15000000 | 15152885 |
| &nbsp;&nbsp; 4.88%, 01/23/2031 <sup>(a)</sup> | 37100000 | 36312200 |
| American National Group, Inc. | American National Group, Inc. | American National Group, Inc. |
| &nbsp;&nbsp; 5.75%, 10/01/2029 (Callable 09/01/2029) | 12000000 | 12123782 |
| &nbsp;&nbsp; 6.00%, 07/15/2035 (Callable 04/15/2035) | 59600000 | 58103213 |
| Americold Realty Operating Partnership LP | Americold Realty Operating Partnership LP | Americold Realty Operating Partnership LP |
| &nbsp;&nbsp; 5.60%, 05/15/2032 (Callable 03/15/2032) | 21626000 | 21392979 |
| &nbsp;&nbsp; 5.41%, 09/12/2034 (Callable 06/12/2034) | 10000000 | 9508752 |
|  AmFam Holdings, Inc., 2.81%, 03/11/2031 (Callable 12/11/2030) <sup>(a)</sup> | 5900000 | 5175387 |
|  Aon Corp. / Aon Global Holdings PLC, 3.90%, 02/28/2052 (Callable 08/28/2051) | 5000000 | 3645990 |
|  Aon Global Ltd., 4.45%, 05/24/2043 (Callable 02/24/2043) | 1274000 | 1073422 |
|  Aon North America, Inc., 5.75%, 03/01/2054 (Callable 09/01/2053) | 10600000 | 10213399 |
| Arthur J Gallagher & Co. | Arthur J Gallagher & Co. | Arthur J Gallagher & Co. |
| &nbsp;&nbsp; 3.50%, 05/20/2051 (Callable 11/20/2050) | 5625000 | 3847879 |
| &nbsp;&nbsp; 5.75%, 03/02/2053 (Callable 09/02/2052) | 5000000 | 4790076 |
| &nbsp;&nbsp; 5.75%, 07/15/2054 (Callable 01/15/2054) | 9000000 | 8632778 |
|  ASB Bank Ltd., 5.28% to 06/17/2027 then 5 yr. CMT Rate + 2.25%, 06/17/2032 (Callable 06/17/2027) <sup>(a)</sup> | 4350000 | 4370402 |
|  Assurant, Inc., 5.55%, 02/15/2036 (Callable 11/15/2035) | 9250000 | 9268765 |
| Australia & New Zealand Banking Group Ltd. | Australia & New Zealand Banking Group Ltd. | Australia & New Zealand Banking Group Ltd. |
| &nbsp;&nbsp; 6.74%, 12/08/2032 <sup>(a)</sup> | 38113000 | 41325653 |
| &nbsp;&nbsp; 5.20% to 09/30/2034 then 1 yr. CMT Rate + 1.47%, 09/30/2035 (Callable 09/30/2034) <sup>(a)</sup> | 37350000 | 36770356 |
| &nbsp;&nbsp; 2.57% to 11/25/2030 then 5 yr. CMT Rate + 1.70%, 11/25/2035 (Callable 11/25/2030) <sup>(a)</sup> | 15000000 | 13406558 |
| &nbsp;&nbsp; 5.82% to 06/18/2035 then 1 yr. CMT Rate + 1.35%, 06/18/2036 (Callable 06/18/2035) <sup>(a)</sup> | 12000000 | 12209278 |
| Aviation Capital Group LLC | Aviation Capital Group LLC | Aviation Capital Group LLC |
| &nbsp;&nbsp; 6.25%, 04/15/2028 (Callable 03/15/2028) <sup>(a)</sup> | 31000000 | 31864400 |
| &nbsp;&nbsp; 4.25%, 04/30/2029 (Callable 03/30/2029) <sup>(a)</sup> | 13000000 | 12810484 |
| &nbsp;&nbsp; 5.38%, 07/15/2029 (Callable 06/15/2029) <sup>(a)</sup> | 25760000 | 26163373 |
| &nbsp;&nbsp; 5.13%, 04/10/2030 (Callable 03/10/2030) <sup>(a)</sup> | 15000000 | 15078144 |
| &nbsp;&nbsp; 6.38%, 07/15/2030 (Callable 05/15/2030) <sup>(a)</sup> | 6500000 | 6841517 |
| &nbsp;&nbsp; 4.80%, 10/24/2030 (Callable 09/24/2030) <sup>(a)</sup> | 23925000 | 23648684 |
| Avolon Holdings Funding Ltd. | Avolon Holdings Funding Ltd. | Avolon Holdings Funding Ltd. |
| &nbsp;&nbsp; 4.95%, 01/15/2028 (Callable 12/15/2027) <sup>(a)</sup> | 24000000 | 24078996 |
| &nbsp;&nbsp; 5.38%, 05/30/2030 (Callable 04/30/2030) <sup>(a)</sup> | 8000000 | 8087228 |
| Banco Santander SA | Banco Santander SA | Banco Santander SA |
| &nbsp;&nbsp; 1.72% to 09/14/2026 then 1 yr. CMT Rate + 0.90%, 09/14/2027 (Callable 09/14/2026) | 11325000 | 11180502 |
| &nbsp;&nbsp; 4.38%, 04/12/2028 | 13400000 | 13355648 |
| &nbsp;&nbsp; 6.61%, 11/07/2028 | 15000000 | 15765136 |
| &nbsp;&nbsp; 5.54% to 03/14/2029 then 1 yr. CMT Rate + 1.45%, 03/14/2030 (Callable 03/14/2029) | 15600000 | 15972773 |
| &nbsp;&nbsp; 3.49%, 05/28/2030 | 5000000 | 4757547 |
| &nbsp;&nbsp; 2.75%, 12/03/2030 | 19250000 | 17243209 |
| &nbsp;&nbsp; 5.44%, 07/15/2031 | 10000000 | 10285913 |
| &nbsp;&nbsp; 3.23% to 11/22/2031 then 1 yr. CMT Rate + 1.60%, 11/22/2032 (Callable 08/22/2031) | 35000000 | 31415853 |
| &nbsp;&nbsp; 6.92%, 08/08/2033 | 9800000 | 10577051 |
| &nbsp;&nbsp; 6.35%, 03/14/2034 | 36500000 | 38340038 |
| Bank of America Corp. | Bank of America Corp. | Bank of America Corp. |
| &nbsp;&nbsp; 6.20% to 11/10/2027 then SOFR + 1.99%, 11/10/2028 (Callable 11/10/2027) | 11425000 | 11736827 |
| &nbsp;&nbsp; 3.42% to 12/20/2027 then 3 mo. Term SOFR + 1.30%, 12/20/2028 (Callable 12/20/2027) | 37683000 | 37018705 |
| &nbsp;&nbsp; 3.97% to 03/05/2028 then 3 mo. Term SOFR + 1.33%, 03/05/2029 (Callable 03/05/2028) | 14230000 | 14100915 |
| &nbsp;&nbsp; 2.09% to 06/14/2028 then SOFR + 1.06%, 06/14/2029 (Callable 06/14/2028) | 15000000 | 14271599 |
| &nbsp;&nbsp; 4.27% to 07/23/2028 then 3 mo. Term SOFR + 1.57%, 07/23/2029 (Callable 07/23/2028) | 39821000 | 39658681 |
| &nbsp;&nbsp; 3.19% to 07/23/2029 then 3 mo. Term SOFR + 1.44%, 07/23/2030 (Callable 07/23/2029) | 5000000 | 4795301 |
| &nbsp;&nbsp; 2.50% to 02/13/2030 then 3 mo. Term SOFR + 1.25%, 02/13/2031 (Callable 02/13/2030) | 13000000 | 12016174 |
| &nbsp;&nbsp; 2.59% to 04/29/2030 then SOFR + 2.15%, 04/29/2031 (Callable 04/29/2030) | 60000000 | 55430120 |
| &nbsp;&nbsp; 1.90% to 07/23/2030 then SOFR + 1.53%, 07/23/2031 (Callable 07/23/2030) | 10000000 | 8906437 |
| &nbsp;&nbsp; 1.92% to 10/24/2030 then SOFR + 1.37%, 10/24/2031 (Callable 10/24/2030) | 5000000 | 4431224 |
| &nbsp;&nbsp; 2.69% to 04/22/2031 then SOFR + 1.32%, 04/22/2032 (Callable 04/22/2031) | 15000000 | 13593278 |
| &nbsp;&nbsp; 2.30% to 07/21/2031 then SOFR + 1.22%, 07/21/2032 (Callable 07/21/2031) | 5000000 | 4413672 |
| &nbsp;&nbsp; 2.97% to 02/04/2032 then SOFR + 1.33%, 02/04/2033 (Callable 02/04/2032) | 28925000 | 26183289 |
| &nbsp;&nbsp; 5.29% to 04/25/2033 then SOFR + 1.91%, 04/25/2034 (Callable 04/25/2033) | 16500000 | 16700555 |
| &nbsp;&nbsp; 5.47% to 01/23/2034 then SOFR + 1.65%, 01/23/2035 (Callable 01/23/2034) | 10000000 | 10207987 |
| &nbsp;&nbsp; 7.75%, 05/14/2038 | 1138000 | 1352030 |
| Bank of Ireland Group PLC | Bank of Ireland Group PLC | Bank of Ireland Group PLC |
| &nbsp;&nbsp; 2.03% to 09/30/2026 then 1 yr. CMT Rate + 1.10%, 09/30/2027 (Callable 09/30/2026) <sup>(a)</sup> | 20975000 | 20705075 |
| &nbsp;&nbsp; 5.60% (SOFR + 1.62%), 03/20/2030 (Callable 03/20/2029) <sup>(a)</sup> | 67824000 | 69555610 |
| Bank of Montreal | Bank of Montreal | Bank of Montreal |
| &nbsp;&nbsp; 5.37%, 06/04/2027 | 3000000 | 3036508 |
| &nbsp;&nbsp; 5.00% to 01/27/2028 then SOFR + 0.67%, 01/27/2029 (Callable 01/27/2028) | 15500000 | 15639002 |
| &nbsp;&nbsp; 4.34% (SOFR + 0.89%), 03/19/2030 (Callable 03/19/2029) | 25000000 | 24890424 |
| &nbsp;&nbsp; 3.09% to 01/10/2032 then 5 yr. CMT Rate + 1.40%, 01/10/2037 (Callable 01/10/2032) | 32576000 | 28969759 |
| Bank of Nova Scotia | Bank of Nova Scotia | Bank of Nova Scotia |
| &nbsp;&nbsp; 5.40%, 06/04/2027 | 40000000 | 40509668 |
| &nbsp;&nbsp; 5.25%, 06/12/2028 | 10000000 | 10201266 |
| &nbsp;&nbsp; 4.93% to 02/14/2028 then SOFR + 0.89%, 02/14/2029 (Callable 02/14/2028) | 45000000 | 45377797 |
| &nbsp;&nbsp; 4.25% (SOFR + 0.73%), 02/02/2030 (Callable 02/02/2029) | 54360000 | 53864528 |
| &nbsp;&nbsp; 4.59% to 05/04/2032 then 5 yr. CMT Rate + 2.05%, 05/04/2037 (Callable 02/04/2032) | 23300000 | 22289545 |
| Banque Federative du Credit Mutuel SA | Banque Federative du Credit Mutuel SA | Banque Federative du Credit Mutuel SA |
| &nbsp;&nbsp; 4.75%, 07/13/2027 <sup>(a)</sup> | 22290000 | 22377381 |
| &nbsp;&nbsp; 5.19%, 02/16/2028 <sup>(a)</sup> | 14500000 | 14691130 |
| &nbsp;&nbsp; 5.79%, 07/13/2028 <sup>(a)</sup> | 12000000 | 12312541 |
| Barclays PLC | Barclays PLC | Barclays PLC |
| &nbsp;&nbsp; 4.34%, 01/10/2028 (Callable 01/08/2027) | 20000000 | 19917201 |
| &nbsp;&nbsp; 5.09% to 02/25/2028 then SOFR + 0.96%, 02/25/2029 (Callable 02/25/2028) | 17000000 | 17139108 |
| &nbsp;&nbsp; 4.48% to 11/11/2028 then SOFR + 1.08%, 11/11/2029 (Callable 11/11/2028) | 8000000 | 7956115 |
| &nbsp;&nbsp; 5.69% to 03/12/2029 then SOFR + 1.74%, 03/12/2030 (Callable 03/12/2029) | 5875000 | 6036906 |
| &nbsp;&nbsp; 5.37% to 02/25/2030 then SOFR + 1.23%, 02/25/2031 (Callable 02/25/2030) | 12125000 | 12335580 |
| &nbsp;&nbsp; 4.52% to 02/24/2031 then SOFR + 1.14%, 02/24/2032 (Callable 02/24/2031) | 19000000 | 18583778 |
| &nbsp;&nbsp; 7.44% to 11/02/2032 then 1 yr. CMT Rate + 3.50%, 11/02/2033 (Callable 11/02/2032) | 4575000 | 5114715 |
| &nbsp;&nbsp; 6.22% to 05/09/2033 then SOFR + 2.98%, 05/09/2034 (Callable 05/09/2033) | 52900000 | 55476357 |
| &nbsp;&nbsp; 6.69% to 09/13/2033 then SOFR + 2.62%, 09/13/2034 (Callable 09/13/2033) | 32225000 | 34821751 |
| &nbsp;&nbsp; 5.34% to 09/10/2034 then SOFR + 1.91%, 09/10/2035 (Callable 09/10/2034) | 60000000 | 59459992 |
| &nbsp;&nbsp; 5.79% to 02/25/2035 then SOFR + 1.59%, 02/25/2036 (Callable 02/25/2035) | 18000000 | 18200329 |
|  Beacon Funding Trust, 6.27%, 08/15/2054 (Callable 02/15/2054) <sup>(a)</sup> | 37750000 | 37305969 |
|  Belrose Funding Trust II, 6.79%, 05/15/2055 (Callable 11/15/2054) <sup>(a)</sup> | 14000000 | 14022091 |
|  BGC Group, Inc., 6.60%, 06/10/2029 (Callable 05/10/2029) | 19542000 | 20162072 |
| BNP Paribas SA | BNP Paribas SA | BNP Paribas SA |
| &nbsp;&nbsp; 4.38%, 05/12/2026 <sup>(a)</sup> | 45131000 | 45115507 |
| &nbsp;&nbsp; 4.63%, 03/13/2027 <sup>(a)</sup> | 2325000 | 2324700 |
| &nbsp;&nbsp; 2.59% to 01/20/2027 then SOFR + 1.23%, 01/20/2028 (Callable 01/20/2027) <sup>(a)</sup> | 2175000 | 2141722 |
| &nbsp;&nbsp; 1.90% to 09/30/2027 then SOFR + 1.61%, 09/30/2028 (Callable 09/30/2027) <sup>(a)</sup> | 27000000 | 25957060 |
| &nbsp;&nbsp; 4.79% to 05/09/2028 then SOFR + 1.45%, 05/09/2029 (Callable 05/09/2028) <sup>(a)</sup> | 10000000 | 10035549 |
| &nbsp;&nbsp; 5.34% (1 yr. CMT Rate + 1.50%), 06/12/2029 (Callable 06/12/2028) <sup>(a)</sup> | 13025000 | 13234886 |
| &nbsp;&nbsp; 2.16% to 09/15/2028 then SOFR + 1.22%, 09/15/2029 (Callable 09/15/2028) <sup>(a)</sup> | 26788000 | 25235825 |
| &nbsp;&nbsp; 5.18% to 01/09/2029 then SOFR + 1.52%, 01/09/2030 (Callable 01/09/2029) <sup>(a)</sup> | 6500000 | 6600134 |
| &nbsp;&nbsp; 5.28% to 11/19/2029 then SOFR + 1.28%, 11/19/2030 (Callable 11/19/2029) <sup>(a)</sup> | 32300000 | 32791776 |
| &nbsp;&nbsp; 5.09% to 05/09/2030 then SOFR + 1.68%, 05/09/2031 (Callable 05/09/2030) <sup>(a)</sup> | 5000000 | 5043160 |
| &nbsp;&nbsp; 2.87% to 04/19/2031 then 3 mo. Term SOFR + 1.39%, 04/19/2032 (Callable 04/19/2031) <sup>(a)</sup> | 43447000 | 39395976 |
| &nbsp;&nbsp; 3.13% to 01/20/2032 then SOFR + 1.56%, 01/20/2033 (Callable 01/20/2032) <sup>(a)</sup> | 10000000 | 8989579 |
| &nbsp;&nbsp; 4.92% to 01/15/2033 then SOFR + 1.29%, 01/15/2034 (Callable 01/15/2033) <sup>(a)</sup> | 10500000 | 10267119 |
| &nbsp;&nbsp; 2.59% to 08/12/2030 then 5 yr. CMT Rate + 2.05%, 08/12/2035 (Callable 08/12/2030) <sup>(a)</sup> | 14000000 | 12519276 |
| &nbsp;&nbsp; 5.91% to 11/19/2034 then SOFR + 1.92%, 11/19/2035 (Callable 11/19/2034) <sup>(a)</sup> | 7600000 | 7705173 |
| BPCE SA | BPCE SA | BPCE SA |
| &nbsp;&nbsp; 5.72% to 01/18/2029 then SOFR + 1.96%, 01/18/2030 (Callable 01/18/2029) <sup>(a)</sup> | 5400000 | 5535246 |
| &nbsp;&nbsp; 5.88% to 01/14/2030 then SOFR + 1.68%, 01/14/2031 (Callable 01/14/2030) <sup>(a)</sup> | 8700000 | 8962336 |
| &nbsp;&nbsp; 5.39% to 05/28/2030 then SOFR + 1.58%, 05/28/2031 (Callable 05/28/2030) <sup>(a)</sup> | 15000000 | 15202079 |
| &nbsp;&nbsp; 2.28% to 01/20/2031 then SOFR + 1.31%, 01/20/2032 (Callable 01/20/2031) <sup>(a)</sup> | 18350000 | 16176099 |
| &nbsp;&nbsp; 3.12% to 10/19/2031 then SOFR + 1.73%, 10/19/2032 (Callable 10/19/2031) <sup>(a)</sup> | 49720000 | 43925982 |
| &nbsp;&nbsp; 7.00% to 10/19/2033 then SOFR + 2.59%, 10/19/2034 (Callable 10/19/2033) <sup>(a)</sup> | 10000000 | 10928819 |
| &nbsp;&nbsp; 6.51% to 01/18/2034 then SOFR + 2.79%, 01/18/2035 (Callable 01/18/2034) <sup>(a)</sup> | 12500000 | 12929487 |
| &nbsp;&nbsp; 5.94% to 05/30/2034 then SOFR + 1.85%, 05/30/2035 (Callable 05/30/2034) <sup>(a)</sup> | 16000000 | 16365399 |
| &nbsp;&nbsp; 6.03% to 05/28/2035 then SOFR + 1.96%, 05/28/2036 (Callable 05/28/2035) <sup>(a)</sup> | 18500000 | 18914910 |
|  Broadstone Net Lease LLC, 5.00%, 11/01/2032 (Callable 09/01/2032) | 6000000 | 5901688 |
| Brown & Brown, Inc. | Brown & Brown, Inc. | Brown & Brown, Inc. |
| &nbsp;&nbsp; 4.50%, 03/15/2029 (Callable 12/15/2028) | 23825000 | 23694564 |
| &nbsp;&nbsp; 2.38%, 03/15/2031 (Callable 12/15/2030) | 36789000 | 32371092 |
| &nbsp;&nbsp; 4.20%, 03/17/2032 (Callable 12/17/2031) | 15000000 | 14158740 |
| &nbsp;&nbsp; 5.25%, 06/23/2032 (Callable 04/23/2032) | 12315000 | 12280908 |
| &nbsp;&nbsp; 4.95%, 03/17/2052 (Callable 09/17/2051) | 9500000 | 7917195 |
| Canadian Imperial Bank of Commerce | Canadian Imperial Bank of Commerce | Canadian Imperial Bank of Commerce |
| &nbsp;&nbsp; 4.86% to 03/31/2028 then SOFR + 1.03%, 03/30/2029 (Callable 03/31/2028) | 20000000 | 20160001 |
| &nbsp;&nbsp; 4.28% (SOFR + 0.79%), 01/29/2030 (Callable 01/29/2029) | 24000000 | 23838253 |
| &nbsp;&nbsp; 4.63% to 09/11/2029 then SOFR + 1.34%, 09/11/2030 (Callable 09/11/2029) | 8000000 | 8008869 |
| &nbsp;&nbsp; 5.25% to 01/13/2030 then SOFR + 1.11%, 01/13/2031 (Callable 01/13/2030) | 15000000 | 15298066 |
| &nbsp;&nbsp; 4.58% to 09/08/2030 then SOFR + 1.17%, 09/08/2031 (Callable 09/08/2030) | 10000000 | 9957455 |
| &nbsp;&nbsp; 6.09%, 10/03/2033 (Callable 07/03/2033) | 20000000 | 21396333 |
| Cantor Fitzgerald LP | Cantor Fitzgerald LP | Cantor Fitzgerald LP |
| &nbsp;&nbsp; 4.50%, 04/14/2027 (Callable 01/14/2027) <sup>(a)</sup> | 17450000 | 17393410 |
| &nbsp;&nbsp; 7.20%, 12/12/2028 (Callable 11/12/2028) <sup>(a)</sup> | 14250000 | 14804074 |
| Capital One Financial Corp. | Capital One Financial Corp. | Capital One Financial Corp. |
| &nbsp;&nbsp; 4.10%, 02/09/2027 (Callable 11/09/2026) | 38019000 | 37929465 |
| &nbsp;&nbsp; 3.65%, 05/11/2027 (Callable 04/11/2027) | 26750000 | 26526451 |
| &nbsp;&nbsp; 5.47% to 02/01/2028 then SOFR + 2.08%, 02/01/2029 (Callable 02/01/2028) | 12938000 | 13133371 |
| &nbsp;&nbsp; 6.31% to 06/08/2028 then SOFR + 2.64%, 06/08/2029 (Callable 06/08/2028) | 40205000 | 41572540 |
| &nbsp;&nbsp; 3.27% to 03/01/2029 then SOFR + 1.79%, 03/01/2030 (Callable 03/01/2029) | 23862000 | 22976874 |
| &nbsp;&nbsp; 7.62% to 10/30/2030 then SOFR + 3.07%, 10/30/2031 (Callable 10/30/2030) | 8000000 | 8835974 |
| &nbsp;&nbsp; 5.82% to 02/01/2033 then SOFR + 2.60%, 02/01/2034 (Callable 02/01/2033) | 12700000 | 12994245 |
| &nbsp;&nbsp; 7.96% to 11/02/2033 then SOFR + 3.37%, 11/02/2034 (Callable 11/02/2033) | 23000000 | 26377508 |
| &nbsp;&nbsp; 6.05% to 02/01/2034 then SOFR + 2.26%, 02/01/2035 (Callable 02/01/2034) | 7950000 | 8215677 |
| &nbsp;&nbsp; 5.40% (SOFR + 1.51%), 01/30/2037 (Callable 01/30/2036) | 19000000 | 18617481 |
| Capital One NA | Capital One NA | Capital One NA |
| &nbsp;&nbsp; 5.97% to 08/09/2028 then 5 yr. Mid Swap Rate USD + 1.73%, 08/09/2028 | 6264000 | 6416368 |
| &nbsp;&nbsp; 4.65%, 09/13/2028 (Callable 06/13/2028) | 32508000 | 32644694 |
| Centene Corp. | Centene Corp. | Centene Corp. |
| &nbsp;&nbsp; 2.45%, 07/15/2028 (Callable 05/15/2028) | 18084000 | 16841602 |
| &nbsp;&nbsp; 4.63%, 12/15/2029 (Callable 05/01/2026) | 25000000 | 23732060 |
| &nbsp;&nbsp; 3.38%, 02/15/2030 (Callable 04/16/2026) | 15325000 | 13843653 |
| &nbsp;&nbsp; 3.00%, 10/15/2030 (Callable 07/15/2030) | 13061000 | 11446129 |
| &nbsp;&nbsp; 2.50%, 03/01/2031 (Callable 12/01/2030) | 50000000 | 41957661 |
| &nbsp;&nbsp; 2.63%, 08/01/2031 (Callable 05/01/2031) | 17675000 | 14778824 |
| Citigroup, Inc. | Citigroup, Inc. | Citigroup, Inc. |
| &nbsp;&nbsp; 3.89% to 01/10/2027 then 3 mo. Term SOFR + 1.82%, 01/10/2028 (Callable 01/10/2027) | 20600000 | 20500695 |
| &nbsp;&nbsp; 3.67% to 07/24/2027 then 3 mo. Term SOFR + 1.65%, 07/24/2028 (Callable 07/24/2027) | 3142000 | 3108539 |
| &nbsp;&nbsp; 3.52% to 10/27/2027 then 3 mo. Term SOFR + 1.41%, 10/27/2028 (Callable 10/27/2027) | 11900000 | 11722928 |
| &nbsp;&nbsp; 4.79% to 03/04/2028 then SOFR + 0.87%, 03/04/2029 (Callable 03/04/2028) | 40000000 | 40201693 |
| &nbsp;&nbsp; 4.54% to 09/19/2029 then SOFR + 1.34%, 09/19/2030 (Callable 09/19/2029) | 28350000 | 28251635 |
| &nbsp;&nbsp; 4.41% to 03/31/2030 then SOFR + 3.91%, 03/31/2031 (Callable 03/31/2030) | 26105000 | 25806600 |
| &nbsp;&nbsp; 4.95% to 05/07/2030 then SOFR + 1.46%, 05/07/2031 (Callable 05/07/2030) | 14000000 | 14090741 |
| &nbsp;&nbsp; 2.57% to 06/03/2030 then SOFR + 2.11%, 06/03/2031 (Callable 06/03/2030) | 25000000 | 22917004 |
| &nbsp;&nbsp; 4.50% to 09/11/2030 then SOFR + 1.17%, 09/11/2031 (Callable 09/11/2030) | 14000000 | 13840876 |
| &nbsp;&nbsp; 2.56% to 05/01/2031 then SOFR + 1.17%, 05/01/2032 (Callable 05/01/2031) | 6000000 | 5367262 |
| &nbsp;&nbsp; 2.52% to 11/03/2031 then SOFR + 1.18%, 11/03/2032 (Callable 11/03/2031) | 11460000 | 10104520 |
| &nbsp;&nbsp; 3.79% to 03/17/2032 then SOFR + 1.94%, 03/17/2033 (Callable 03/17/2032) | 18000000 | 16884973 |
| &nbsp;&nbsp; 6.27% to 11/17/2032 then SOFR + 2.34%, 11/17/2033 (Callable 11/17/2032) | 29000000 | 30994868 |
| &nbsp;&nbsp; 5.33% to 03/27/2035 then SOFR + 1.47%, 03/27/2036 (Callable 03/27/2035) | 55275000 | 55443385 |
| Citizens Financial Group, Inc. | Citizens Financial Group, Inc. | Citizens Financial Group, Inc. |
| &nbsp;&nbsp; 2.85%, 07/27/2026 (Callable 04/27/2026) | 10000000 | 9952708 |
| &nbsp;&nbsp; 5.84% to 01/23/2029 then SOFR + 2.01%, 01/23/2030 (Callable 01/23/2029) | 10000000 | 10298316 |
| &nbsp;&nbsp; 3.25%, 04/30/2030 (Callable 01/30/2030) | 28925000 | 27271687 |
| &nbsp;&nbsp; 6.65% to 04/25/2034 then SOFR + 2.33%, 04/25/2035 (Callable 04/25/2034) | 10000000 | 10717624 |
| CNA Financial Corp. | CNA Financial Corp. | CNA Financial Corp. |
| &nbsp;&nbsp; 3.45%, 08/15/2027 (Callable 05/15/2027) | 12000000 | 11832166 |
| &nbsp;&nbsp; 3.90%, 05/01/2029 (Callable 02/01/2029) | 7000000 | 6852917 |
| &nbsp;&nbsp; 2.05%, 08/15/2030 (Callable 05/15/2030) | 1000000 | 889610 |
| &nbsp;&nbsp; 5.50%, 06/15/2033 (Callable 03/15/2033) | 15225000 | 15438750 |
| CNO Global Funding | CNO Global Funding | CNO Global Funding |
| &nbsp;&nbsp; 5.88%, 06/04/2027 <sup>(a)</sup> | 37000000 | 37505935 |
| &nbsp;&nbsp; 4.88%, 12/10/2027 <sup>(a)</sup> | 15325000 | 15360733 |
| &nbsp;&nbsp; 2.65%, 01/06/2029 <sup>(a)</sup> | 10000000 | 9472905 |
| Commonwealth Bank of Australia | Commonwealth Bank of Australia | Commonwealth Bank of Australia |
| &nbsp;&nbsp; 2.69%, 03/11/2031 <sup>(a)</sup> | 41000000 | 37098705 |
| &nbsp;&nbsp; 3.78%, 03/14/2032 <sup>(a)</sup> | 17800000 | 16721039 |
| &nbsp;&nbsp; 5.84%, 03/13/2034 <sup>(a)</sup> | 10000000 | 10311380 |
| &nbsp;&nbsp; 3.61% to 09/12/2029 then 5 yr. CMT Rate + 2.05%, 09/12/2034 (Callable 09/12/2029) <sup>(a)</sup> | 10000000 | 9604345 |
|  Constellation Global Funding, 4.85%, 10/22/2030 <sup>(a)</sup> | 45000000 | 44097973 |
| Cooperatieve Rabobank UA | Cooperatieve Rabobank UA | Cooperatieve Rabobank UA |
| &nbsp;&nbsp; 3.75%, 07/21/2026 | 20829000 | 20783430 |
| &nbsp;&nbsp; 4.66% to 08/22/2027 then 1 yr. CMT Rate + 1.75%, 08/22/2028 (Callable 08/22/2027) <sup>(a)</sup> | 12000000 | 12023903 |
| &nbsp;&nbsp; 5.56% to 02/28/2028 then 1 yr. CMT Rate + 1.40%, 02/28/2029 (Callable 02/28/2028) <sup>(a)</sup> | 7200000 | 7336882 |
| Corebridge Global Funding | Corebridge Global Funding | Corebridge Global Funding |
| &nbsp;&nbsp; 4.90%, 01/07/2028 <sup>(a)</sup> | 18000000 | 18110497 |
| &nbsp;&nbsp; 5.20%, 01/12/2029 <sup>(a)</sup> | 5000000 | 5076432 |
| &nbsp;&nbsp; 5.20%, 06/24/2029 <sup>(a)</sup> | 10000000 | 10131097 |
| Credit Agricole SA | Credit Agricole SA | Credit Agricole SA |
| &nbsp;&nbsp; 4.13%, 01/10/2027 <sup>(a)</sup> | 17867000 | 17842114 |
| &nbsp;&nbsp; 4.63% to 09/11/2027 then SOFR + 1.21%, 09/11/2028 (Callable 09/11/2027) <sup>(a)</sup> | 12000000 | 11996524 |
| &nbsp;&nbsp; 5.23% to 01/09/2028 then SOFR + 1.13%, 01/09/2029 (Callable 01/09/2028) <sup>(a)</sup> | 17000000 | 17186035 |
| &nbsp;&nbsp; 6.32% to 10/03/2028 then SOFR + 1.86%, 10/03/2029 (Callable 10/03/2028) <sup>(a)</sup> | 65046000 | 67714290 |
| &nbsp;&nbsp; 3.25%, 01/14/2030 <sup>(a)</sup> | 6800000 | 6379644 |
| &nbsp;&nbsp; 4.00% to 01/10/2028 then 5 yr. Swap Rate USD + 1.64%, 01/10/2033 (Callable 01/10/2028) <sup>(a)</sup> | 8000000 | 7868691 |
| &nbsp;&nbsp; 5.51%, 07/05/2033 <sup>(a)</sup> | 32000000 | 33006956 |
| &nbsp;&nbsp; 6.25% to 01/10/2034 then SOFR + 2.67%, 01/10/2035 (Callable 01/10/2034) <sup>(a)</sup> | 7000000 | 7258481 |
| Danske Bank AS | Danske Bank AS | Danske Bank AS |
| &nbsp;&nbsp; 4.30% to 04/01/2027 then 1 yr. CMT Rate + 1.75%, 04/01/2028 (Callable 04/01/2027) <sup>(a)</sup> | 23530000 | 23495055 |
| &nbsp;&nbsp; 5.71% to 03/01/2029 then 1 yr. CMT Rate + 1.40%, 03/01/2030 (Callable 03/01/2029) <sup>(a)</sup> | 36318000 | 37353483 |
| &nbsp;&nbsp; 4.61% to 10/02/2029 then 1 yr. CMT Rate + 1.10%, 10/02/2030 (Callable 10/02/2029) <sup>(a)</sup> | 15000000 | 14955696 |
| &nbsp;&nbsp; 5.02% to 03/04/2030 then 1 yr. CMT Rate + 0.93%, 03/04/2031 (Callable 03/04/2030) <sup>(a)</sup> | 10000000 | 10064766 |
| &nbsp;&nbsp; 5.00% to 03/27/2031 then 1 yr. CMT Rate + 0.98%, 03/27/2032 (Callable 03/27/2031) <sup>(a)</sup> | 14000000 | 14034825 |
| Deutsche Bank AG | Deutsche Bank AG | Deutsche Bank AG |
| &nbsp;&nbsp; 7.15% to 07/13/2026 then SOFR + 2.52%, 07/13/2027 (Callable 07/13/2026) | 32425000 | 32643714 |
| &nbsp;&nbsp; 2.31% to 11/16/2026 then SOFR + 1.22%, 11/16/2027 (Callable 11/16/2026) | 19435000 | 19169997 |
| &nbsp;&nbsp; 6.82% to 11/20/2028 then SOFR + 2.51%, 11/20/2029 (Callable 11/20/2028) | 25649000 | 26930627 |
| &nbsp;&nbsp; 5.00% to 09/11/2029 then SOFR + 1.70%, 09/11/2030 (Callable 09/11/2029) | 27750000 | 27880710 |
| &nbsp;&nbsp; 5.30% to 05/09/2030 then SOFR + 1.72%, 05/09/2031 (Callable 05/09/2030) | 7500000 | 7577407 |
| &nbsp;&nbsp; 4.95% to 08/04/2030 then SOFR + 1.30%, 08/04/2031 (Callable 08/04/2030) | 13500000 | 13449149 |
| &nbsp;&nbsp; 3.55% to 09/18/2030 then SOFR + 3.04%, 09/18/2031 (Callable 09/18/2030) | 36351000 | 34174399 |
| &nbsp;&nbsp; 3.73% to 01/14/2031 then SOFR + 2.76%, 01/14/2032 (Callable 10/14/2030) | 12240000 | 11375069 |
| &nbsp;&nbsp; 3.04% to 05/28/2031 then SOFR + 1.72%, 05/28/2032 (Callable 05/28/2031) | 14000000 | 12676748 |
| &nbsp;&nbsp; 3.74% to 01/07/2032 then SOFR + 2.26%, 01/07/2033 (Callable 10/07/2031) | 87215000 | 79489416 |
|  Deutsche Bank AG/New York NY, 6.72% to 01/18/2028 then SOFR + 3.18%, 01/18/2029 (Callable 01/18/2028) | 10000000 | 10360454 |
|  DNB Bank ASA, 4.38% to 11/04/2030 then SOFR + 1.05%, 11/04/2031 (Callable 11/04/2030) <sup>(a)</sup> | 8000000 | 7885393 |
| Elevance Health, Inc. | Elevance Health, Inc. | Elevance Health, Inc. |
| &nbsp;&nbsp; 5.20%, 02/15/2035 (Callable 11/15/2034) | 9975000 | 9958620 |
| &nbsp;&nbsp; 5.10%, 01/15/2044 | 1584000 | 1442187 |
| &nbsp;&nbsp; 4.38%, 12/01/2047 (Callable 06/01/2047) | 8650000 | 6957844 |
| &nbsp;&nbsp; 5.13%, 02/15/2053 (Callable 08/15/2052) | 8150000 | 7145482 |
| &nbsp;&nbsp; 5.70%, 02/15/2055 (Callable 08/15/2054) | 13825000 | 13067802 |
|  Equitable Financial Life Global Funding, 5.45%, 03/03/2028 <sup>(a)</sup> | 6000000 | 6090607 |
|  Equitable Holdings, Inc., 4.57%, 02/15/2029 (Callable 11/15/2028) <sup>(a)</sup> | 2183000 | 2168887 |
| Extra Space Storage LP | Extra Space Storage LP | Extra Space Storage LP |
| &nbsp;&nbsp; 5.70%, 04/01/2028 (Callable 03/01/2028) | 25000000 | 25526328 |
| &nbsp;&nbsp; 5.50%, 07/01/2030 (Callable 05/01/2030) | 10000000 | 10257958 |
| &nbsp;&nbsp; 2.55%, 06/01/2031 (Callable 03/01/2031) | 10750000 | 9601847 |
| &nbsp;&nbsp; 5.40%, 06/15/2035 (Callable 03/15/2035) | 9050000 | 9072549 |
| Federation des Caisses Desjardins du Quebec | Federation des Caisses Desjardins du Quebec | Federation des Caisses Desjardins du Quebec |
| &nbsp;&nbsp; 4.55%, 08/23/2027 <sup>(a)</sup> | 24325000 | 24416416 |
| &nbsp;&nbsp; 4.57%, 08/26/2030 <sup>(a)</sup> | 10000000 | 9948067 |
|  Fifth Third Bancorp, 4.77% to 07/28/2029 then SOFR + 2.13%, 07/28/2030 (Callable 07/28/2029) | 7525000 | 7526132 |
|  Fifth Third Bank NA, 5.33% to 08/25/2032 then SOFR + 2.61%, 08/25/2033 (Callable 08/25/2032) | 15325000 | 15352101 |
| First Citizens BancShares, Inc. | First Citizens BancShares, Inc. | First Citizens BancShares, Inc. |
| &nbsp;&nbsp; 5.23% to 03/12/2030 then SOFR + 1.41%, 03/12/2031 (Callable 03/12/2030) | 17500000 | 17352578 |
| &nbsp;&nbsp; 4.87% to 03/03/2031 then SOFR + 1.49%, 03/03/2032 (Callable 03/03/2031) | 30000000 | 28984690 |
|  First Industrial LP, 5.25%, 01/15/2031 (Callable 12/15/2030) | 10000000 | 10096768 |
|  Five Corners Funding Trust II, 2.85%, 05/15/2030 (Callable 02/15/2030) <sup>(a)</sup> | 30000000 | 27946258 |
|  Five Corners Funding Trust III, 5.79%, 02/15/2033 (Callable 11/15/2032) <sup>(a)</sup> | 18000000 | 18563960 |
|  Five Corners Funding Trust IV, 6.00%, 02/15/2053 (Callable 08/15/2052) <sup>(a)</sup> | 10000000 | 9863824 |
|  FMR LLC, 4.95%, 02/01/2033 <sup>(a)</sup> | 1750000 | 1757647 |
|  Globe Life, Inc., 4.55%, 09/15/2028 (Callable 06/15/2028) | 5000000 | 4993070 |
|  Goldman Sachs Bank USA, 5.41% to 05/21/2026 then SOFR + 0.75%, 05/21/2027 (Callable 05/21/2026) | 5000000 | 5006190 |
|  Goldman Sachs Capital I, 6.35%, 02/15/2034 | 1553000 | 1617738 |
| Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. |
| &nbsp;&nbsp; 2.64% to 02/24/2027 then SOFR + 1.11%, 02/24/2028 (Callable 02/24/2027) | 89350000 | 87910229 |
| &nbsp;&nbsp; 4.94% (SOFR + 1.32%), 04/23/2028 (Callable 04/23/2027) | 5000000 | 5024428 |
| &nbsp;&nbsp; 3.81% to 04/23/2028 then 3 mo. Term SOFR + 1.42%, 04/23/2029 (Callable 04/23/2028) | 10000000 | 9864635 |
| &nbsp;&nbsp; 4.22% to 05/01/2028 then 3 mo. Term SOFR + 1.56%, 05/01/2029 (Callable 05/01/2028) | 43348000 | 43103408 |
| &nbsp;&nbsp; 4.15% (SOFR + 0.90%), 10/21/2029 (Callable 10/21/2028) | 18000000 | 17832037 |
| &nbsp;&nbsp; 3.80%, 03/15/2030 (Callable 12/15/2029) | 30000000 | 29153736 |
| &nbsp;&nbsp; 5.05% to 07/23/2029 then SOFR + 1.21%, 07/23/2030 (Callable 07/23/2029) | 15000000 | 15180711 |
| &nbsp;&nbsp; 4.69% to 10/23/2029 then SOFR + 1.14%, 10/23/2030 (Callable 10/23/2029) | 15000000 | 15011745 |
| &nbsp;&nbsp; 1.99% to 01/27/2031 then SOFR + 1.09%, 01/27/2032 (Callable 01/27/2031) | 10000000 | 8776324 |
| &nbsp;&nbsp; 2.62% to 04/22/2031 then SOFR + 1.28%, 04/22/2032 (Callable 04/22/2031) | 9625000 | 8645686 |
| &nbsp;&nbsp; 2.38% to 07/21/2031 then SOFR + 1.25%, 07/21/2032 (Callable 07/21/2031) | 30000000 | 26483210 |
| &nbsp;&nbsp; 5.07% to 01/21/2036 then SOFR + 1.19%, 01/21/2037 (Callable 01/21/2036) | 9500000 | 9287886 |
|  Grand River Funding Trust I, 6.31%, 02/15/2036 (Callable 11/15/2035) <sup>(a)</sup> | 15300000 | 15435187 |
|  Grand River Funding Trust II, 7.28%, 02/15/2056 (Callable 08/15/2055) <sup>(a)</sup> | 20000000 | 20920008 |
| Guardian Life Global Funding | Guardian Life Global Funding | Guardian Life Global Funding |
| &nbsp;&nbsp; 5.55%, 10/28/2027 <sup>(a)</sup> | 16350000 | 16669845 |
| &nbsp;&nbsp; 4.33%, 10/06/2030 <sup>(a)</sup> | 61400000 | 60698158 |
| Guardian Life Insurance Co. of America | Guardian Life Insurance Co. of America | Guardian Life Insurance Co. of America |
| &nbsp;&nbsp; 3.70%, 01/22/2070 (Callable 07/22/2069) <sup>(a)</sup> | 7211000 | 4698689 |
| &nbsp;&nbsp; 4.85%, 01/24/2077 <sup>(a)</sup> | 24727000 | 19956370 |
| Hanover Insurance Group, Inc. | Hanover Insurance Group, Inc. | Hanover Insurance Group, Inc. |
| &nbsp;&nbsp; 2.50%, 09/01/2030 (Callable 06/01/2030) | 10550000 | 9565286 |
| &nbsp;&nbsp; 5.50%, 09/01/2035 (Callable 06/01/2035) | 27500000 | 27261595 |
|  Health Care Service Corp. A Mutual Legal Reserve Co., 2.20%, 06/01/2030 (Callable 03/01/2030) <sup>(a)</sup> | 6125000 | 5541131 |
|  Healthpeak OP LLC, 5.25%, 12/15/2032 (Callable 09/15/2032) | 4000000 | 4026432 |
|  Henneman Trust, 6.58%, 05/15/2055 (Callable 11/15/2054) <sup>(a)</sup> | 8800000 | 8841254 |
|  High Street Funding Trust II, 4.68%, 02/15/2048 (Callable 11/15/2047) <sup>(a)</sup> | 2000000 | 1680407 |
|  Horizon Mutual Holdings, Inc., 6.20%, 11/15/2034 (Callable 08/15/2034) <sup>(a)</sup> | 15000000 | 14042243 |
| Host Hotels & Resorts LP | Host Hotels & Resorts LP | Host Hotels & Resorts LP |
| &nbsp;&nbsp; 4.25%, 12/15/2028 (Callable 11/15/2028) | 5160000 | 5098847 |
| &nbsp;&nbsp; 5.70%, 06/15/2032 (Callable 04/15/2032) | 15000000 | 15348296 |
| &nbsp;&nbsp; 5.50%, 04/15/2035 (Callable 01/15/2035) | 6000000 | 5952822 |
| HSBC Holdings PLC | HSBC Holdings PLC | HSBC Holdings PLC |
| &nbsp;&nbsp; 2.01% to 09/22/2027 then SOFR + 1.73%, 09/22/2028 (Callable 09/22/2027) | 17286000 | 16663704 |
| &nbsp;&nbsp; 5.13% to 11/19/2027 then SOFR + 1.04%, 11/19/2028 (Callable 11/19/2027) | 35000000 | 35255151 |
| &nbsp;&nbsp; 4.90% to 03/03/2028 then SOFR + 1.03%, 03/03/2029 (Callable 03/03/2028) | 26000000 | 26142043 |
| &nbsp;&nbsp; 6.16% to 03/09/2028 then SOFR + 1.97%, 03/09/2029 (Callable 03/09/2028) | 8250000 | 8487062 |
| &nbsp;&nbsp; 4.58% to 06/19/2028 then 3 mo. Term SOFR + 1.80%, 06/19/2029 (Callable 06/19/2028) | 35000000 | 34974880 |
| &nbsp;&nbsp; 2.21% to 08/17/2028 then SOFR + 1.29%, 08/17/2029 (Callable 08/17/2028) | 27139000 | 25689577 |
| &nbsp;&nbsp; 3.97% to 05/22/2029 then 3 mo. Term SOFR + 1.87%, 05/22/2030 (Callable 05/22/2029) | 11533000 | 11291731 |
| &nbsp;&nbsp; 5.29% to 11/19/2029 then SOFR + 1.29%, 11/19/2030 (Callable 11/19/2029) | 24600000 | 25046508 |
| &nbsp;&nbsp; 4.62% to 11/06/2030 then SOFR + 1.19%, 11/06/2031 (Callable 11/06/2030) | 9000000 | 8875006 |
| &nbsp;&nbsp; 4.68% to 03/10/2031 then SOFR + 1.21%, 03/10/2032 (Callable 03/10/2031) | 20000000 | 19734960 |
| &nbsp;&nbsp; 2.80% to 05/24/2031 then SOFR + 1.19%, 05/24/2032 (Callable 05/24/2031) | 37085000 | 33352622 |
|  Humana, Inc., 5.55%, 05/01/2035 (Callable 02/01/2035) | 22000000 | 21753772 |
| Huntington Bancshares, Inc. | Huntington Bancshares, Inc. | Huntington Bancshares, Inc. |
| &nbsp;&nbsp; 4.44% to 08/04/2027 then SOFR + 1.97%, 08/04/2028 (Callable 08/04/2027) | 9500000 | 9493110 |
| &nbsp;&nbsp; 5.27% to 01/15/2030 then SOFR + 1.28%, 01/15/2031 (Callable 01/15/2030) | 28000000 | 28424353 |
| &nbsp;&nbsp; 4.62% to 01/28/2031 then SOFR + 0.99%, 01/28/2032 (Callable 01/28/2031) | 30000000 | 29562162 |
| &nbsp;&nbsp; 5.02% to 05/17/2032 then SOFR + 2.05%, 05/17/2033 (Callable 05/17/2032) | 3775000 | 3750619 |
| &nbsp;&nbsp; 5.71% to 02/02/2034 then SOFR + 1.87%, 02/02/2035 (Callable 02/02/2034) | 10150000 | 10357213 |
| Huntington National Bank | Huntington National Bank | Huntington National Bank |
| &nbsp;&nbsp; 4.27%, 11/25/2026 | 4600000 | 4595979 |
| &nbsp;&nbsp; 5.65%, 01/10/2030 (Callable 11/10/2029) | 1500000 | 1551209 |
|  ING Groep NV, 5.55% to 03/19/2034 then SOFR + 1.77%, 03/19/2035 (Callable 03/19/2034) | 6000000 | 6094166 |
| Jackson National Life Global Funding | Jackson National Life Global Funding | Jackson National Life Global Funding |
| &nbsp;&nbsp; 5.55%, 07/02/2027 <sup>(a)</sup> | 30000000 | 30274778 |
| &nbsp;&nbsp; 4.55%, 09/09/2030 <sup>(a)</sup> | 15000000 | 14694857 |
|  Janus Henderson US Holdings, Inc., 5.45%, 09/10/2034 (Callable 06/10/2034) | 10000000 | 9970213 |
| Jefferies Financial Group, Inc. | Jefferies Financial Group, Inc. | Jefferies Financial Group, Inc. |
| &nbsp;&nbsp; 5.88%, 07/21/2028 (Callable 06/21/2028) | 18000000 | 18379251 |
| &nbsp;&nbsp; 4.15%, 01/23/2030 | 10000000 | 9640827 |
| &nbsp;&nbsp; 6.20%, 04/14/2034 (Callable 01/14/2034) | 20000000 | 20396238 |
| &nbsp;&nbsp; 6.25%, 01/15/2036 | 1390000 | 1409046 |
| &nbsp;&nbsp; 5.50%, 02/15/2036 (Callable 11/15/2035) | 21775000 | 20899517 |
| JPMorgan Chase & Co. | JPMorgan Chase & Co. | JPMorgan Chase & Co. |
| &nbsp;&nbsp; 1.47% to 09/22/2026 then SOFR + 0.77%, 09/22/2027 (Callable 09/22/2026) | 12025000 | 11860443 |
| &nbsp;&nbsp; 5.57% to 04/22/2027 then SOFR + 0.93%, 04/22/2028 (Callable 04/22/2027) | 3000000 | 3036627 |
| &nbsp;&nbsp; 4.98% to 07/22/2027 then SOFR + 0.93%, 07/22/2028 (Callable 07/22/2027) | 42500000 | 42785660 |
| &nbsp;&nbsp; 4.85% to 07/25/2027 then SOFR + 1.99%, 07/25/2028 (Callable 07/25/2027) | 60619000 | 60917344 |
| &nbsp;&nbsp; 4.92% to 01/24/2028 then SOFR + 0.80%, 01/24/2029 (Callable 01/24/2028) | 25000000 | 25212921 |
| &nbsp;&nbsp; 2.07% to 06/01/2028 then SOFR + 1.02%, 06/01/2029 (Callable 06/01/2028) | 25000000 | 23787384 |
| &nbsp;&nbsp; 5.30% to 07/24/2028 then SOFR + 1.45%, 07/24/2029 (Callable 07/24/2028) | 10000000 | 10186630 |
| &nbsp;&nbsp; 6.09% to 10/23/2028 then SOFR + 1.57%, 10/23/2029 (Callable 10/23/2028) | 30000000 | 31172363 |
| &nbsp;&nbsp; 3.70% to 05/06/2029 then 3 mo. Term SOFR + 1.42%, 05/06/2030 (Callable 05/06/2029) | 15000000 | 14628457 |
| &nbsp;&nbsp; 2.52% to 04/22/2030 then SOFR + 2.04%, 04/22/2031 (Callable 04/22/2030) | 28000000 | 25874997 |
| &nbsp;&nbsp; 1.95% to 02/04/2031 then SOFR + 1.07%, 02/04/2032 (Callable 02/04/2031) | 22000000 | 19370941 |
| &nbsp;&nbsp; 2.58% to 04/22/2031 then 3 mo. Term SOFR + 1.25%, 04/22/2032 (Callable 04/22/2031) | 10000000 | 9036604 |
| &nbsp;&nbsp; 5.35% to 06/01/2033 then SOFR + 1.85%, 06/01/2034 (Callable 06/01/2033) | 2500000 | 2550711 |
| &nbsp;&nbsp; 5.77% to 04/22/2034 then SOFR + 1.49%, 04/22/2035 (Callable 04/22/2034) | 26500000 | 27602006 |
| KBC Group NV | KBC Group NV | KBC Group NV |
| &nbsp;&nbsp; 5.80% to 01/19/2028 then 1 yr. CMT Rate + 2.10%, 01/19/2029 (Callable 01/19/2028) <sup>(a)</sup> | 18500000 | 18906123 |
| &nbsp;&nbsp; 4.93% to 10/16/2029 then 1 yr. CMT Rate + 1.07%, 10/16/2030 (Callable 10/16/2029) <sup>(a)</sup> | 18375000 | 18494536 |
|  Kemper Corp., 3.80%, 02/23/2032 (Callable 11/23/2031) | 8000000 | 7222060 |
| Keybank National Association | Keybank National Association | Keybank National Association |
| &nbsp;&nbsp; 3.40%, 05/20/2026 | 18965000 | 18936828 |
| &nbsp;&nbsp; 4.90%, 08/08/2032 | 6000000 | 5898625 |
| &nbsp;&nbsp; 5.00%, 01/26/2033 (Callable 10/26/2032) | 5000000 | 4927981 |
| Liberty Mutual Group, Inc. | Liberty Mutual Group, Inc. | Liberty Mutual Group, Inc. |
| &nbsp;&nbsp; 4.57%, 02/01/2029 <sup>(a)</sup> | 2087000 | 2076284 |
| &nbsp;&nbsp; 3.95%, 10/15/2050 (Callable 04/15/2050) <sup>(a)</sup> | 2231000 | 1619245 |
| &nbsp;&nbsp; 5.50%, 06/15/2052 (Callable 12/15/2051) <sup>(a)</sup> | 5150000 | 4644746 |
|  Liberty Mutual Insurance Co., 7.70%, 10/15/2097 <sup>(a)</sup> | 465000 | 509389 |
| Lincoln National Corp. | Lincoln National Corp. | Lincoln National Corp. |
| &nbsp;&nbsp; 3.05%, 01/15/2030 (Callable 10/15/2029) | 20010000 | 18827322 |
| &nbsp;&nbsp; 2.33%, 08/15/2030 (Callable 05/15/2030) | 23950000 | 21423879 |
| &nbsp;&nbsp; 5.35%, 11/15/2035 (Callable 08/15/2035) | 15800000 | 15400325 |
|  Lineage OP LP, 5.25%, 07/15/2030 (Callable 06/15/2030) | 27000000 | 26938201 |
| Lloyds Banking Group PLC | Lloyds Banking Group PLC | Lloyds Banking Group PLC |
| &nbsp;&nbsp; 1.63% to 05/11/2026 then 1 yr. CMT Rate + 0.85%, 05/11/2027 (Callable 05/11/2026) | 10000000 | 9965014 |
| &nbsp;&nbsp; 3.57% to 11/07/2027 then 3 mo. LIBOR USD + 1.21%, 11/07/2028 (Callable 11/07/2027) <sup>(b)</sup> | 18500000 | 18248600 |
| &nbsp;&nbsp; 5.09% to 11/26/2027 then 1 yr. CMT Rate + 0.85%, 11/26/2028 (Callable 11/26/2027) | 30000000 | 30273566 |
| &nbsp;&nbsp; 4.24% to 02/10/2029 then 1 yr. CMT Rate + 0.60%, 02/10/2030 (Callable 02/10/2029) | 30000000 | 29676868 |
| &nbsp;&nbsp; 4.43% to 11/04/2030 then 1 yr. CMT Rate + 0.82%, 11/04/2031 (Callable 11/04/2030) | 20000000 | 19718803 |
| &nbsp;&nbsp; 5.68% to 01/05/2034 then 1 yr. CMT Rate + 1.75%, 01/05/2035 (Callable 01/05/2034) | 12000000 | 12329387 |
| &nbsp;&nbsp; 5.59% to 11/26/2034 then 1 yr. CMT Rate + 1.20%, 11/26/2035 (Callable 11/26/2034) | 15000000 | 15261731 |
| LPL Holdings, Inc. | LPL Holdings, Inc. | LPL Holdings, Inc. |
| &nbsp;&nbsp; 6.75%, 11/17/2028 (Callable 10/17/2028) | 36030000 | 37748594 |
| &nbsp;&nbsp; 4.00%, 03/15/2029 (Callable 05/01/2026) <sup>(a)</sup> | 6500000 | 6312022 |
| &nbsp;&nbsp; 5.20%, 03/15/2030 (Callable 02/15/2030) | 18375000 | 18509651 |
| &nbsp;&nbsp; 5.15%, 06/15/2030 (Callable 05/15/2030) | 8000000 | 8034806 |
| &nbsp;&nbsp; 4.38%, 05/15/2031 (Callable 05/15/2026) <sup>(a)</sup> | 11930000 | 11411716 |
| &nbsp;&nbsp; 6.00%, 05/20/2034 (Callable 02/20/2034) | 32814000 | 33468697 |
| &nbsp;&nbsp; 5.65%, 03/15/2035 (Callable 12/15/2034) | 12000000 | 11897208 |
| &nbsp;&nbsp; 5.75%, 06/15/2035 (Callable 03/15/2035) | 11500000 | 11454491 |
| LXP Industrial Trust | LXP Industrial Trust | LXP Industrial Trust |
| &nbsp;&nbsp; 6.75%, 11/15/2028 (Callable 10/15/2028) | 2957000 | 3100170 |
| &nbsp;&nbsp; 2.70%, 09/15/2030 (Callable 06/15/2030) | 14800000 | 13493909 |
| &nbsp;&nbsp; 2.38%, 10/01/2031 (Callable 07/01/2031) | 5747000 | 4988013 |
|  M&T Bank Corp., 7.41% to 10/30/2028 then SOFR + 2.80%, 10/30/2029 (Callable 10/30/2028) | 12000000 | 12823877 |
| Macquarie Airfinance Holdings Ltd. | Macquarie Airfinance Holdings Ltd. | Macquarie Airfinance Holdings Ltd. |
| &nbsp;&nbsp; 6.40%, 03/26/2029 (Callable 02/26/2029) <sup>(a)</sup> | 6115000 | 6335884 |
| &nbsp;&nbsp; 5.15%, 03/17/2030 (Callable 02/17/2030) <sup>(a)</sup> | 46750000 | 46510884 |
| &nbsp;&nbsp; 6.50%, 03/26/2031 (Callable 01/26/2031) <sup>(a)</sup> | 8375000 | 8769821 |
| Macquarie Bank Ltd. | Macquarie Bank Ltd. | Macquarie Bank Ltd. |
| &nbsp;&nbsp; 3.62%, 06/03/2030 <sup>(a)</sup> | 12550000 | 11909159 |
| &nbsp;&nbsp; 5.64% to 08/13/2035 then 1 yr. CMT Rate + 1.45%, 08/13/2036 (Callable 08/13/2035) <sup>(a)</sup> | 15000000 | 14918058 |
| Macquarie Group Ltd. | Macquarie Group Ltd. | Macquarie Group Ltd. |
| &nbsp;&nbsp; 3.76% to 11/28/2027 then 3 mo. Term SOFR + 1.63%, 11/28/2028 (Callable 11/28/2027) <sup>(a)</sup> | 9000000 | 8873888 |
| &nbsp;&nbsp; 2.87% to 01/14/2032 then SOFR + 1.53%, 01/14/2033 (Callable 01/14/2032) <sup>(a)</sup> | 56525000 | 50574052 |
| &nbsp;&nbsp; 4.44% to 06/21/2032 then SOFR + 2.41%, 06/21/2033 (Callable 06/21/2032) <sup>(a)</sup> | 9000000 | 8727857 |
|  Maple Grove Funding Trust I, 4.16%, 08/15/2051 (Callable 02/15/2051) <sup>(a)</sup> | 28600000 | 20625955 |
| Marsh & McLennan Cos., Inc. | Marsh & McLennan Cos., Inc. | Marsh & McLennan Cos., Inc. |
| &nbsp;&nbsp; 2.25%, 11/15/2030 (Callable 08/15/2030) | 5000000 | 4522009 |
| &nbsp;&nbsp; 5.88%, 08/01/2033 | 8429000 | 8950741 |
| &nbsp;&nbsp; 4.35%, 01/30/2047 (Callable 07/30/2046) | 3450000 | 2820265 |
| &nbsp;&nbsp; 5.45%, 03/15/2053 (Callable 09/15/2052) | 3700000 | 3493304 |
| Massachusetts Mutual Life Insurance Co. | Massachusetts Mutual Life Insurance Co. | Massachusetts Mutual Life Insurance Co. |
| &nbsp;&nbsp; 5.38%, 12/01/2041 <sup>(a)</sup> | 6000000 | 5496924 |
| &nbsp;&nbsp; 5.67%, 12/01/2052 (Callable 06/01/2052) <sup>(a)</sup> | 15000000 | 14415390 |
| &nbsp;&nbsp; 5.08% (3 mo. LIBOR USD + 3.19%), 02/15/2069 (Callable 02/15/2049) <sup>(a)(b)</sup> | 40670000 | 36025501 |
| &nbsp;&nbsp; 3.73%, 10/15/2070 <sup>(a)</sup> | 22472000 | 14083969 |
| &nbsp;&nbsp; 4.90%, 04/01/2077 <sup>(a)</sup> | 11175000 | 8831070 |
| MassMutual Global Funding II | MassMutual Global Funding II | MassMutual Global Funding II |
| &nbsp;&nbsp; 4.00%, 01/22/2029 <sup>(a)</sup> | 14000000 | 13852179 |
| &nbsp;&nbsp; 4.55%, 05/07/2030 <sup>(a)</sup> | 5700000 | 5681465 |
|  MBIA Insurance Corp., 15.19% (3 mo. Term SOFR + 11.52%), 01/15/2033 (Callable 01/15/2028) <sup>(a)(c)</sup> | 714000 | 1428 |
|  MetLife, Inc., 4.88%, 11/13/2043 | 3375000 | 3022239 |
| Metropolitan Life Global Funding I | Metropolitan Life Global Funding I | Metropolitan Life Global Funding I |
| &nbsp;&nbsp; 2.95%, 04/09/2030 <sup>(a)</sup> | 22375000 | 21014470 |
| &nbsp;&nbsp; 1.55%, 01/07/2031 <sup>(a)</sup> | 650000 | 564914 |
| &nbsp;&nbsp; 5.15%, 03/28/2033 <sup>(a)</sup> | 19475000 | 19667574 |
| Mitsubishi UFJ Financial Group, Inc. | Mitsubishi UFJ Financial Group, Inc. | Mitsubishi UFJ Financial Group, Inc. |
| &nbsp;&nbsp; 5.02% to 07/20/2027 then 1 yr. CMT Rate + 1.95%, 07/20/2028 (Callable 07/20/2027) | 6700000 | 6741668 |
| &nbsp;&nbsp; 5.35% to 09/13/2027 then 1 yr. CMT Rate + 1.90%, 09/13/2028 (Callable 09/13/2027) | 13600000 | 13763909 |
| &nbsp;&nbsp; 5.48% to 02/22/2030 then 1 yr. CMT Rate + 1.53%, 02/22/2031 (Callable 02/22/2030) | 3525000 | 3618109 |
| &nbsp;&nbsp; 5.16% to 04/24/2030 then 1 yr. CMT Rate + 1.17%, 04/24/2031 (Callable 04/24/2030) | 8500000 | 8620961 |
| &nbsp;&nbsp; 5.43% to 04/17/2034 then 1 yr. CMT Rate + 1.00%, 04/17/2035 (Callable 04/17/2034) | 7000000 | 7121926 |
| Mizuho Financial Group, Inc. | Mizuho Financial Group, Inc. | Mizuho Financial Group, Inc. |
| &nbsp;&nbsp; 1.23% to 05/22/2026 then 1 yr. CMT Rate + 0.67%, 05/22/2027 (Callable 05/22/2026) | 8000000 | 7962274 |
| &nbsp;&nbsp; 5.41% to 09/13/2027 then 1 yr. CMT Rate + 2.05%, 09/13/2028 (Callable 09/13/2027) | 6725000 | 6815684 |
| &nbsp;&nbsp; 5.78% to 07/06/2028 then 1 yr. CMT Rate + 1.65%, 07/06/2029 (Callable 07/06/2028) | 10000000 | 10275748 |
| &nbsp;&nbsp; 4.71% to 07/08/2030 then 1 yr. CMT Rate + 0.92%, 07/08/2031 (Callable 07/08/2030) | 13725000 | 13702320 |
| &nbsp;&nbsp; 1.98% to 09/08/2030 then 3 mo. Term SOFR + 1.53%, 09/08/2031 (Callable 09/08/2030) | 10000000 | 8875166 |
| Morgan Stanley | Morgan Stanley | Morgan Stanley |
| &nbsp;&nbsp; 3.59%, 07/22/2028 (Callable 07/22/2027) <sup>(d)</sup> | 12000000 | 11858939 |
| &nbsp;&nbsp; 6.30% to 10/18/2027 then SOFR + 2.24%, 10/18/2028 (Callable 10/18/2027) | 62625000 | 64263921 |
| &nbsp;&nbsp; 3.77% to 01/24/2028 then 3 mo. Term SOFR + 1.40%, 01/24/2029 (Callable 01/24/2028) | 1000000 | 986603 |
| &nbsp;&nbsp; 5.12% to 02/01/2028 then SOFR + 1.73%, 02/01/2029 (Callable 02/01/2028) | 8300000 | 8390772 |
| &nbsp;&nbsp; 5.16% to 04/20/2028 then SOFR + 1.59%, 04/20/2029 (Callable 04/20/2028) | 37365000 | 37795378 |
| &nbsp;&nbsp; 5.17% to 01/16/2029 then SOFR + 1.45%, 01/16/2030 (Callable 01/16/2029) | 16740000 | 16975443 |
| &nbsp;&nbsp; 3.62% to 04/01/2030 then SOFR + 3.12%, 04/01/2031 (Callable 04/01/2030) | 10000000 | 9589057 |
| &nbsp;&nbsp; 4.36% to 10/22/2030 then SOFR + 1.07%, 10/22/2031 (Callable 10/22/2030) | 12500000 | 12249867 |
| &nbsp;&nbsp; 4.71% to 03/12/2031 then SOFR + 1.20%, 03/12/2032 (Callable 03/12/2031) | 18800000 | 18673418 |
| &nbsp;&nbsp; 1.93% to 04/28/2031 then SOFR + 1.02%, 04/28/2032 (Callable 04/28/2031) | 25000000 | 21670410 |
| &nbsp;&nbsp; 2.24% to 07/21/2031 then SOFR + 1.18%, 07/21/2032 (Callable 07/21/2031) | 25000000 | 21886957 |
| &nbsp;&nbsp; 6.34% to 10/18/2032 then SOFR + 2.56%, 10/18/2033 (Callable 10/18/2032) | 20000000 | 21399476 |
| &nbsp;&nbsp; 5.42% to 07/21/2033 then SOFR + 1.88%, 07/21/2034 (Callable 07/21/2033) | 8000000 | 8117274 |
| &nbsp;&nbsp; 5.07% (SOFR + 1.18%), 01/30/2037 (Callable 01/30/2036) | 40100000 | 39286752 |
| Mutual of Omaha Cos. Global Funding | Mutual of Omaha Cos. Global Funding | Mutual of Omaha Cos. Global Funding |
| &nbsp;&nbsp; 5.35%, 04/09/2027 <sup>(a)</sup> | 12000000 | 12105505 |
| &nbsp;&nbsp; 4.55%, 01/13/2031 <sup>(a)</sup> | 20000000 | 19753725 |
|  Mutual of Omaha Insurance Co., 6.14% to 01/16/2054 then 10 yr. CMT Rate + 2.95%, 01/16/2064 (Callable 10/16/2053) <sup>(a)</sup> | 9500000 | 9579250 |
| National Australia Bank Ltd. | National Australia Bank Ltd. | National Australia Bank Ltd. |
| &nbsp;&nbsp; 2.33%, 08/21/2030 <sup>(a)</sup> | 95282000 | 85956669 |
| &nbsp;&nbsp; 2.99%, 05/21/2031 <sup>(a)</sup> | 34911000 | 31746928 |
| &nbsp;&nbsp; 6.43%, 01/12/2033 <sup>(a)</sup> | 28262000 | 30173631 |
| &nbsp;&nbsp; 3.93% to 08/02/2029 then 5 yr. CMT Rate + 1.88%, 08/02/2034 (Callable 08/02/2029) <sup>(a)</sup> | 10000000 | 9696304 |
| &nbsp;&nbsp; 5.90% to 01/14/2035 then 1 yr. CMT Rate + 1.30%, 01/14/2036 (Callable 01/14/2035) <sup>(a)</sup> | 9000000 | 9242493 |
| &nbsp;&nbsp; 3.35% to 01/12/2032 then 5 yr. CMT Rate + 1.70%, 01/12/2037 (Callable 01/12/2032) <sup>(a)</sup> | 10000000 | 9043976 |
| National Bank of Canada | National Bank of Canada | National Bank of Canada |
| &nbsp;&nbsp; 4.95% to 02/01/2027 then SOFR + 0.80%, 02/01/2028 (Callable 02/01/2027) | 10000000 | 10039509 |
| &nbsp;&nbsp; 5.60%, 12/18/2028 | 13000000 | 13391742 |
| &nbsp;&nbsp; 4.50%, 10/10/2029 | 15000000 | 15008459 |
| Nationwide Building Society | Nationwide Building Society | Nationwide Building Society |
| &nbsp;&nbsp; 4.00%, 09/14/2026 <sup>(a)</sup> | 73507000 | 73307824 |
| &nbsp;&nbsp; 6.56% to 10/18/2026 then SOFR + 1.91%, 10/18/2027 (Callable 10/18/2026) <sup>(a)</sup> | 12000000 | 12135093 |
| &nbsp;&nbsp; 4.30% to 03/08/2028 then 3 mo. LIBOR USD + 1.45%, 03/08/2029 (Callable 03/08/2028) <sup>(a)(b)</sup> | 11948000 | 11865460 |
| &nbsp;&nbsp; 4.65% to 07/14/2028 then SOFR + 1.06%, 07/14/2029 (Callable 07/14/2028) <sup>(a)</sup> | 72048000 | 72113010 |
| &nbsp;&nbsp; 3.96% to 07/18/2029 then 3 mo. LIBOR USD + 1.86%, 07/18/2030 (Callable 07/18/2029) <sup>(a)(b)</sup> | 39035000 | 38156296 |
|  Nationwide Financial Services, Inc., 3.90%, 11/30/2049 (Callable 05/30/2049) <sup>(a)</sup> | 10000000 | 7406312 |
| Nationwide Mutual Insurance Co. | Nationwide Mutual Insurance Co. | Nationwide Mutual Insurance Co. |
| &nbsp;&nbsp; 9.38%, 08/15/2039 <sup>(a)</sup> | 18340000 | 23482119 |
| &nbsp;&nbsp; 4.35%, 04/30/2050 (Callable 10/30/2049) <sup>(a)</sup> | 25000000 | 18925181 |
| NatWest Group PLC | NatWest Group PLC | NatWest Group PLC |
| &nbsp;&nbsp; 1.64% to 06/14/2026 then 1 yr. CMT Rate + 0.90%, 06/14/2027 (Callable 06/14/2026) | 15700000 | 15604591 |
| &nbsp;&nbsp; 3.07% to 05/22/2027 then 1 yr. CMT Rate + 2.55%, 05/22/2028 (Callable 05/22/2027) | 9236000 | 9087625 |
| &nbsp;&nbsp; 5.52% to 09/30/2027 then 1 yr. CMT Rate + 2.27%, 09/30/2028 (Callable 09/30/2027) | 10000000 | 10146562 |
| &nbsp;&nbsp; 4.89% to 05/18/2028 then 3 mo. LIBOR USD + 1.75%, 05/18/2029 (Callable 05/18/2028) <sup>(b)</sup> | 26150000 | 26332752 |
| &nbsp;&nbsp; 5.81% to 09/13/2028 then 1 yr. CMT Rate + 1.95%, 09/13/2029 (Callable 09/13/2028) | 65500000 | 67393184 |
| &nbsp;&nbsp; 5.08% to 01/27/2029 then 3 mo. LIBOR USD + 1.91%, 01/27/2030 (Callable 01/27/2029) <sup>(b)</sup> | 7000000 | 7077118 |
| &nbsp;&nbsp; 4.45% to 05/08/2029 then 3 mo. LIBOR USD + 1.87%, 05/08/2030 (Callable 05/08/2029) <sup>(b)</sup> | 46139000 | 45861270 |
| &nbsp;&nbsp; 6.02% to 03/02/2033 then 1 yr. CMT Rate + 2.10%, 03/02/2034 (Callable 03/02/2033) | 4700000 | 4949981 |
| &nbsp;&nbsp; 5.78% to 03/01/2034 then 1 yr. CMT Rate + 1.50%, 03/01/2035 (Callable 03/01/2034) | 12000000 | 12404807 |
| NatWest Markets PLC | NatWest Markets PLC | NatWest Markets PLC |
| &nbsp;&nbsp; 5.42%, 05/17/2027 <sup>(a)</sup> | 32050000 | 32453158 |
| &nbsp;&nbsp; 4.89%, 03/27/2031 <sup>(a)</sup> | 21000000 | 21043463 |
|  New York Life Global Funding, 5.00%, 06/06/2029 <sup>(a)</sup> | 12050000 | 12247625 |
| New York Life Insurance Co. | New York Life Insurance Co. | New York Life Insurance Co. |
| &nbsp;&nbsp; 6.75%, 11/15/2039 <sup>(a)</sup> | 12026000 | 13410754 |
| &nbsp;&nbsp; 3.75%, 05/15/2050 (Callable 11/15/2049) <sup>(a)</sup> | 17000000 | 12328765 |
| &nbsp;&nbsp; 4.45%, 05/15/2069 (Callable 11/15/2068) <sup>(a)</sup> | 16000000 | 12092847 |
|  Nippon Life Insurance Co., 4.75%, 04/02/2031 (Callable 03/02/2031) <sup>(a)</sup> | 15325000 | 15363345 |
|  NLG Global Funding, 4.35%, 09/15/2030 <sup>(a)</sup> | 10000000 | 9821756 |
|  NNN REIT, Inc., 5.50%, 06/15/2034 (Callable 03/15/2034) | 6800000 | 6903377 |
| Nomura Holdings, Inc. | Nomura Holdings, Inc. | Nomura Holdings, Inc. |
| &nbsp;&nbsp; 1.65%, 07/14/2026 | 32975000 | 32734509 |
| &nbsp;&nbsp; 5.59%, 07/02/2027 | 20000000 | 20244339 |
| &nbsp;&nbsp; 5.39%, 07/06/2027 | 10000000 | 10102661 |
| &nbsp;&nbsp; 2.17%, 07/14/2028 | 16055000 | 15211452 |
| &nbsp;&nbsp; 2.71%, 01/22/2029 | 8000000 | 7596728 |
| &nbsp;&nbsp; 3.10%, 01/16/2030 | 2000000 | 1885875 |
|  Old Republic International Corp., 5.75%, 03/28/2034 (Callable 12/28/2033) | 15000000 | 15306054 |
|  Peachtree Corners Funding Trust II, 6.01%, 05/15/2035 (Callable 02/15/2035) <sup>(a)</sup> | 6000000 | 6138283 |
|  Penn Mutual Life Insurance Co., 3.80%, 04/29/2061 <sup>(a)</sup> | 17038000 | 11263512 |
|  Pine Street Trust III, 6.22%, 05/15/2054 (Callable 11/15/2053) <sup>(a)</sup> | 10000000 | 9985091 |
| Principal Life Global Funding II | Principal Life Global Funding II | Principal Life Global Funding II |
| &nbsp;&nbsp; 5.50%, 06/28/2028 <sup>(a)</sup> | 40500000 | 41305316 |
| &nbsp;&nbsp; 5.10%, 01/25/2029 <sup>(a)</sup> | 13725000 | 13934464 |
| Prologis LP | Prologis LP | Prologis LP |
| &nbsp;&nbsp; 4.75%, 06/15/2033 (Callable 03/15/2033) | 9425000 | 9345769 |
| &nbsp;&nbsp; 5.13%, 01/15/2034 (Callable 10/15/2033) | 21575000 | 21810958 |
| Protective Life Corp. | Protective Life Corp. | Protective Life Corp. |
| &nbsp;&nbsp; 4.30%, 09/30/2028 (Callable 06/30/2028) <sup>(a)</sup> | 10000000 | 9936001 |
| &nbsp;&nbsp; 4.70%, 01/15/2031 (Callable 12/15/2030) <sup>(a)</sup> | 15000000 | 14855483 |
| &nbsp;&nbsp; 5.35%, 12/15/2035 (Callable 09/15/2035) <sup>(a)</sup> | 20175000 | 19825770 |
| &nbsp;&nbsp; 8.45%, 10/15/2039 | 2650000 | 3212194 |
|  Protective Life Global Funding, 5.22%, 06/12/2029 <sup>(a)</sup> | 15250000 | 15505136 |
|  Prudential Financial, Inc., 6.63%, 12/01/2037 | 5000000 | 5510611 |
|  Raymond James Financial, Inc., 4.65%, 04/01/2030 (Callable 01/01/2030) | 9700000 | 9785284 |
| Realty Income Corp. | Realty Income Corp. | Realty Income Corp. |
| &nbsp;&nbsp; 4.70%, 12/15/2028 (Callable 11/15/2028) | 6625000 | 6662238 |
| &nbsp;&nbsp; 5.63%, 10/13/2032 (Callable 07/13/2032) | 6725000 | 7012154 |
| Sammons Financial Group Global Funding | Sammons Financial Group Global Funding | Sammons Financial Group Global Funding |
| &nbsp;&nbsp; 5.10%, 12/10/2029 <sup>(a)</sup> | 17500000 | 17669835 |
| &nbsp;&nbsp; 4.80%, 12/12/2030 <sup>(a)</sup> | 9425000 | 9341052 |
| Sammons Financial Group, Inc. | Sammons Financial Group, Inc. | Sammons Financial Group, Inc. |
| &nbsp;&nbsp; 3.35%, 04/16/2031 (Callable 01/16/2031) <sup>(a)</sup> | 14350000 | 13174314 |
| &nbsp;&nbsp; 4.75%, 04/08/2032 (Callable 01/08/2032) <sup>(a)</sup> | 23000000 | 21911555 |
| Santander UK Group Holdings PLC | Santander UK Group Holdings PLC | Santander UK Group Holdings PLC |
| &nbsp;&nbsp; 1.67% to 06/14/2026 then SOFR + 0.99%, 06/14/2027 (Callable 06/14/2026) | 9500000 | 9441610 |
| &nbsp;&nbsp; 3.82% to 11/03/2027 then 3 mo. LIBOR USD + 1.40%, 11/03/2028 (Callable 11/03/2027) <sup>(b)</sup> | 29048000 | 28674136 |
| &nbsp;&nbsp; 6.53% to 01/10/2028 then SOFR + 2.60%, 01/10/2029 (Callable 01/10/2028) | 27600000 | 28477881 |
| &nbsp;&nbsp; 4.32% to 09/22/2028 then SOFR + 1.07%, 09/22/2029 (Callable 09/22/2028) | 27500000 | 27242058 |
| &nbsp;&nbsp; 5.69% to 04/15/2030 then SOFR + 1.52%, 04/15/2031 (Callable 04/15/2030) | 7500000 | 7713640 |
|  Skandinaviska Enskilda Banken AB, 5.38%, 03/05/2029 <sup>(a)</sup> | 10000000 | 10247658 |
| SMBC Aviation Capital Finance DAC | SMBC Aviation Capital Finance DAC | SMBC Aviation Capital Finance DAC |
| &nbsp;&nbsp; 1.90%, 10/15/2026 (Callable 09/15/2026) <sup>(a)</sup> | 6725000 | 6630597 |
| &nbsp;&nbsp; 5.45%, 05/03/2028 (Callable 04/03/2028) <sup>(a)</sup> | 7000000 | 7097318 |
| &nbsp;&nbsp; 2.30%, 06/15/2028 (Callable 04/15/2028) <sup>(a)</sup> | 12000000 | 11417862 |
| &nbsp;&nbsp; 5.70%, 07/25/2033 (Callable 04/25/2033) <sup>(a)</sup> | 33475000 | 34200567 |
| &nbsp;&nbsp; 5.55%, 04/03/2034 (Callable 01/03/2034) <sup>(a)</sup> | 48550000 | 48730067 |
| Societe Generale SA | Societe Generale SA | Societe Generale SA |
| &nbsp;&nbsp; 5.25%, 02/19/2027 <sup>(a)</sup> | 27000000 | 27167713 |
| &nbsp;&nbsp; 5.52% to 01/19/2027 then 1 yr. CMT Rate + 1.50%, 01/19/2028 (Callable 01/19/2027) <sup>(a)</sup> | 5000000 | 5033285 |
| &nbsp;&nbsp; 5.50% to 04/13/2028 then 1 yr. CMT Rate + 1.20%, 04/13/2029 (Callable 04/13/2028) <sup>(a)</sup> | 17225000 | 17482325 |
| &nbsp;&nbsp; 5.63% to 01/19/2029 then 1 yr. CMT Rate + 1.75%, 01/19/2030 (Callable 01/19/2029) <sup>(a)</sup> | 13000000 | 13290936 |
| &nbsp;&nbsp; 4.45% to 04/12/2029 then SOFR + 1.10%, 04/12/2030 (Callable 04/12/2029) <sup>(a)</sup> | 7000000 | 6929843 |
| &nbsp;&nbsp; 5.51% to 05/22/2030 then SOFR + 1.65%, 05/22/2031 (Callable 05/22/2030) <sup>(a)</sup> | 20000000 | 20417310 |
| &nbsp;&nbsp; 2.89% to 06/09/2031 then 1 yr. CMT Rate + 1.30%, 06/09/2032 (Callable 06/09/2031) <sup>(a)</sup> | 11775000 | 10561328 |
| &nbsp;&nbsp; 3.34% to 01/21/2032 then 1 yr. CMT Rate + 1.60%, 01/21/2033 (Callable 01/21/2032) <sup>(a)</sup> | 11816000 | 10665717 |
| &nbsp;&nbsp; 6.69% to 01/10/2033 then 1 yr. CMT Rate + 2.95%, 01/10/2034 (Callable 01/10/2033) <sup>(a)</sup> | 19500000 | 20826621 |
| &nbsp;&nbsp; 6.07% to 01/19/2034 then 1 yr. CMT Rate + 2.10%, 01/19/2035 (Callable 01/19/2034) <sup>(a)</sup> | 7000000 | 7228480 |
| &nbsp;&nbsp; 5.44% to 10/03/2035 then SOFR + 1.73%, 10/03/2036 (Callable 10/03/2035) <sup>(a)</sup> | 32250000 | 31553095 |
| &nbsp;&nbsp; 3.63%, 03/01/2041 <sup>(a)</sup> | 12000000 | 8618236 |
| &nbsp;&nbsp; 4.03% to 01/21/2042 then 1 yr. CMT Rate + 1.90%, 01/21/2043 (Callable 01/21/2042) <sup>(a)</sup> | 5000000 | 3717464 |
| Standard Chartered PLC | Standard Chartered PLC | Standard Chartered PLC |
| &nbsp;&nbsp; 2.61% to 01/12/2027 then 1 yr. CMT Rate + 1.18%, 01/12/2028 (Callable 01/12/2027) <sup>(a)</sup> | 24000000 | 23643644 |
| &nbsp;&nbsp; 6.30% to 01/09/2028 then 1 yr. CMT Rate + 2.45%, 01/09/2029 (Callable 01/09/2028) <sup>(a)</sup> | 12000000 | 12325812 |
| &nbsp;&nbsp; 4.30% to 01/13/2029 then 1 yr. CMT Rate + 0.77%, 01/13/2030 (Callable 01/13/2029) <sup>(a)</sup> | 8400000 | 8311316 |
| &nbsp;&nbsp; 7.02% to 02/08/2029 then 1 yr. CMT Rate + 2.20%, 02/08/2030 (Callable 02/08/2029) <sup>(a)</sup> | 15500000 | 16456230 |
| &nbsp;&nbsp; 5.01% to 10/15/2029 then 1 yr. CMT Rate + 1.15%, 10/15/2030 (Callable 10/15/2029) <sup>(a)</sup> | 25350000 | 25562071 |
| &nbsp;&nbsp; 5.24% to 05/13/2030 then 1 yr. CMT Rate + 1.35%, 05/13/2031 (Callable 05/13/2030) <sup>(a)</sup> | 20000000 | 20280893 |
| &nbsp;&nbsp; 4.53% to 06/05/2031 then 1 yr. CMT Rate + 0.95%, 06/05/2032 (Callable 06/05/2031) <sup>(a)</sup> | 32850000 | 32074744 |
| &nbsp;&nbsp; 2.68% to 06/29/2031 then 1 yr. CMT Rate + 1.20%, 06/29/2032 (Callable 06/29/2031) <sup>(a)</sup> | 48200000 | 42865860 |
| &nbsp;&nbsp; 6.30% to 07/06/2033 then 1 yr. CMT Rate + 2.58%, 07/06/2034 (Callable 07/06/2033) <sup>(a)</sup> | 13850000 | 14617335 |
| &nbsp;&nbsp; 5.91% to 05/14/2034 then 1 yr. CMT Rate + 1.45%, 05/14/2035 (Callable 05/14/2034) <sup>(a)</sup> | 13500000 | 13816193 |
| &nbsp;&nbsp; 6.23% to 01/21/2035 then 1 yr. CMT Rate + 1.43%, 01/21/2036 (Callable 01/21/2035) <sup>(a)</sup> | 15000000 | 15787177 |
| &nbsp;&nbsp; 5.40% to 08/12/2035 then 1 yr. CMT Rate + 1.20%, 08/12/2036 (Callable 08/12/2035) <sup>(a)</sup> | 26000000 | 25629215 |
|  Stifel Financial Corp., 4.00%, 05/15/2030 (Callable 02/15/2030) | 51140000 | 49661249 |
|  Store Capital LLC, 4.95%, 02/11/2031 (Callable 01/11/2031) <sup>(a)</sup> | 11900000 | 11796327 |
| Sumitomo Mitsui Financial Group, Inc. | Sumitomo Mitsui Financial Group, Inc. | Sumitomo Mitsui Financial Group, Inc. |
| &nbsp;&nbsp; 2.13%, 07/08/2030 | 7575000 | 6812037 |
| &nbsp;&nbsp; 5.77%, 01/13/2033 | 33650000 | 35020036 |
| Svenska Handelsbanken AB | Svenska Handelsbanken AB | Svenska Handelsbanken AB |
| &nbsp;&nbsp; 1.42% to 06/11/2026 then 1 yr. CMT Rate + 0.63%, 06/11/2027 (Callable 06/11/2026) <sup>(a)</sup> | 15000000 | 14916549 |
| &nbsp;&nbsp; 5.50%, 06/15/2028 <sup>(a)</sup> | 15250000 | 15576346 |
| Swedbank AB | Swedbank AB | Swedbank AB |
| &nbsp;&nbsp; 5.41%, 03/14/2029 <sup>(a)</sup> | 29950000 | 30729101 |
| &nbsp;&nbsp; 4.90%, 03/30/2031 <sup>(a)</sup> | 25000000 | 25098734 |
|  Symetra Life Insurance Co., 6.55%, 10/01/2055 (Callable 04/01/2055) <sup>(a)</sup> | 10000000 | 10019670 |
|  Synchrony Bank, 5.63%, 08/23/2027 (Callable 07/23/2027) | 18250000 | 18451138 |
| Synchrony Financial | Synchrony Financial | Synchrony Financial |
| &nbsp;&nbsp; 3.70%, 08/04/2026 (Callable 05/04/2026) | 23023000 | 22955240 |
| &nbsp;&nbsp; 3.95%, 12/01/2027 (Callable 09/01/2027) | 44825000 | 44270578 |
| &nbsp;&nbsp; 5.02% (SOFR + 1.40%), 07/29/2029 (Callable 07/29/2028) | 11500000 | 11488712 |
| &nbsp;&nbsp; 5.94% to 08/02/2029 then SOFR + 2.13%, 08/02/2030 (Callable 08/02/2029) | 5875000 | 5969263 |
| &nbsp;&nbsp; 5.45% to 03/06/2030 then SOFR + 1.68%, 03/06/2031 (Callable 03/06/2030) | 10000000 | 9991719 |
| &nbsp;&nbsp; 2.88%, 10/28/2031 (Callable 07/28/2031) | 5000000 | 4362061 |
| &nbsp;&nbsp; 4.95% to 02/25/2031 then SOFR + 1.53%, 02/25/2032 (Callable 02/25/2031) | 17700000 | 17177894 |
| &nbsp;&nbsp; 6.00% to 07/29/2035 then SOFR + 2.07%, 07/29/2036 (Callable 07/29/2035) | 30884000 | 30461600 |
|  Takeoff Merger Sub, Inc., 4.85%, 03/24/2031 (Callable 02/24/2031) <sup>(a)</sup> | 30225000 | 29847028 |
|  Trinity Acquisition PLC, 6.13%, 08/15/2043 | 22561000 | 22244866 |
| Truist Financial Corp. | Truist Financial Corp. | Truist Financial Corp. |
| &nbsp;&nbsp; 7.16% to 10/30/2028 then SOFR + 2.45%, 10/30/2029 (Callable 10/30/2028) | 8000000 | 8502669 |
| &nbsp;&nbsp; 5.12% to 01/26/2033 then SOFR + 1.85%, 01/26/2034 (Callable 01/26/2033) | 12000000 | 11967725 |
|  Trustage Financial Group, Inc., 4.63%, 04/15/2032 (Callable 01/15/2032) <sup>(a)</sup> | 12205000 | 11666548 |
|  UBS AG, 4.63% to 02/16/2031 then SOFR + 1.11%, 02/16/2032 (Callable 02/16/2031) | 17000000 | 16941498 |
|  UBS Americas, Inc., 7.13%, 07/15/2032 | 5063000 | 5655866 |
| UBS Group AG | UBS Group AG | UBS Group AG |
| &nbsp;&nbsp; 1.49% to 08/10/2026 then 1 yr. CMT Rate + 0.85%, 08/10/2027 (Callable 08/10/2026) <sup>(a)</sup> | 9000000 | 8902995 |
| &nbsp;&nbsp; 4.28%, 01/09/2028 (Callable 01/09/2027) <sup>(a)</sup> | 18078000 | 18012559 |
| &nbsp;&nbsp; 4.25%, 03/23/2028 (Callable 03/23/2027) <sup>(a)</sup> | 17150000 | 17086382 |
| &nbsp;&nbsp; 3.87% to 01/12/2028 then 3 mo. LIBOR USD + 1.41%, 01/12/2029 (Callable 01/12/2028) <sup>(a)(b)</sup> | 72136000 | 71305224 |
| &nbsp;&nbsp; 4.21% to 04/10/2029 then SOFR + 0.84%, 04/10/2030 (Callable 04/10/2029) <sup>(a)</sup> | 35000000 | 34556186 |
| &nbsp;&nbsp; 3.13% to 08/13/2029 then 3 mo. LIBOR USD + 1.47%, 08/13/2030 (Callable 08/13/2029) <sup>(a)(b)</sup> | 7300000 | 6943248 |
| &nbsp;&nbsp; 4.19% to 04/01/2030 then SOFR + 3.73%, 04/01/2031 (Callable 04/01/2030) <sup>(a)</sup> | 20000000 | 19568264 |
| &nbsp;&nbsp; 2.10% to 02/11/2031 then 1 yr. CMT Rate + 1.00%, 02/11/2032 (Callable 02/11/2031) <sup>(a)</sup> | 49570000 | 43674676 |
| &nbsp;&nbsp; 3.09% to 05/14/2031 then SOFR + 1.73%, 05/14/2032 (Callable 05/14/2031) <sup>(a)</sup> | 23390000 | 21450409 |
| &nbsp;&nbsp; 4.84% to 11/06/2032 then SOFR + 1.29%, 11/06/2033 (Callable 11/06/2032) <sup>(a)</sup> | 21000000 | 20655408 |
| UnitedHealth Group, Inc. | UnitedHealth Group, Inc. | UnitedHealth Group, Inc. |
| &nbsp;&nbsp; 2.75%, 05/15/2040 (Callable 11/15/2039) | 7000000 | 5091543 |
| &nbsp;&nbsp; 4.75%, 05/15/2052 (Callable 11/15/2051) | 8275000 | 6965891 |
|  Voya Financial, Inc., 5.05%, 03/02/2036 (Callable 12/02/2035) | 14400000 | 13909809 |
|  Voya Global Funding, 4.60%, 11/24/2030 <sup>(a)</sup> | 11750000 | 11572532 |
| Wells Fargo & Co. | Wells Fargo & Co. | Wells Fargo & Co. |
| &nbsp;&nbsp; 3.53% to 03/24/2027 then SOFR + 1.51%, 03/24/2028 (Callable 03/24/2027) | 3199000 | 3172610 |
| &nbsp;&nbsp; 5.71% to 04/22/2027 then SOFR + 1.07%, 04/22/2028 (Callable 04/22/2027) | 10000000 | 10128994 |
| &nbsp;&nbsp; 2.39% to 06/02/2027 then SOFR + 2.10%, 06/02/2028 (Callable 06/02/2027) | 34086000 | 33269846 |
| &nbsp;&nbsp; 4.81% to 07/25/2027 then SOFR + 1.98%, 07/25/2028 (Callable 07/25/2027) | 23000000 | 23095468 |
| &nbsp;&nbsp; 4.97% (SOFR + 1.37%), 04/23/2029 (Callable 04/23/2028) | 22625000 | 22821177 |
| &nbsp;&nbsp; 5.57% to 07/25/2028 then SOFR + 1.74%, 07/25/2029 (Callable 07/25/2028) | 44350000 | 45368833 |
| &nbsp;&nbsp; 3.35% to 03/02/2032 then SOFR + 1.50%, 03/02/2033 (Callable 03/02/2032) | 5000000 | 4590929 |
| &nbsp;&nbsp; 5.39% to 04/24/2033 then SOFR + 2.02%, 04/24/2034 (Callable 04/24/2033) | 23925000 | 24283305 |
| &nbsp;&nbsp; 6.49% to 10/23/2033 then SOFR + 2.06%, 10/23/2034 (Callable 10/23/2033) | 25000000 | 27068847 |
| &nbsp;&nbsp; 5.50% to 01/23/2034 then SOFR + 1.78%, 01/23/2035 (Callable 01/23/2034) | 10650000 | 10841152 |
| &nbsp;&nbsp; 3.07% to 04/30/2040 then SOFR + 2.53%, 04/30/2041 (Callable 04/30/2040) | 25000000 | 18768828 |
|  Wells Fargo Bank NA, 5.85%, 02/01/2037 | 10000000 | 10302457 |
|  Western & Southern Financial Group, Inc., 5.75%, 07/15/2033 <sup>(a)</sup> | 8300000 | 8599377 |
| Western-Southern Global Funding | Western-Southern Global Funding | Western-Southern Global Funding |
| &nbsp;&nbsp; 4.25%, 01/29/2029 <sup>(a)</sup> | 30000000 | 29728850 |
| &nbsp;&nbsp; 4.70%, 12/10/2032 <sup>(a)</sup> | 50000000 | 48693505 |
| Westpac Banking Corp. | Westpac Banking Corp. | Westpac Banking Corp. |
| &nbsp;&nbsp; 4.32% to 11/23/2026 then 5 yr. Mid Swap Rate USD + 2.24%, 11/23/2031 (Callable 11/23/2026) | 8350000 | 8329816 |
| &nbsp;&nbsp; 5.41% to 08/10/2032 then 1 yr. CMT Rate + 2.68%, 08/10/2033 (Callable 08/10/2032) | 5000000 | 5065081 |
| &nbsp;&nbsp; 6.82%, 11/17/2033 | 4350000 | 4748238 |
| &nbsp;&nbsp; 4.11% to 07/24/2029 then 5 yr. CMT Rate + 2.00%, 07/24/2034 (Callable 07/24/2029) | 10000000 | 9750386 |
| &nbsp;&nbsp; 2.67% to 11/15/2030 then 5 yr. CMT Rate + 1.75%, 11/15/2035 (Callable 11/15/2030) | 13600000 | 12216052 |
| &nbsp;&nbsp; 4.42%, 07/24/2039 | 10000000 | 8966838 |
| Willis North America, Inc. | Willis North America, Inc. | Willis North America, Inc. |
| &nbsp;&nbsp; 4.65%, 06/15/2027 (Callable 05/15/2027) | 8525000 | 8539062 |
| &nbsp;&nbsp; 2.95%, 09/15/2029 (Callable 06/15/2029) | 7500000 | 7102021 |
| &nbsp;&nbsp; 5.35%, 05/15/2033 (Callable 02/15/2033) | 11425000 | 11544553 |
| &nbsp;&nbsp; 5.05%, 09/15/2048 (Callable 03/15/2048) | 10200000 | 8854013 |
| &nbsp;&nbsp; 5.90%, 03/05/2054 (Callable 09/05/2053) | 23750000 | 23053086 |
|  WP Carey, Inc., 5.38%, 06/30/2034 (Callable 03/30/2034) | 10000000 | 10000117 |
|  |  | 10232235811 |
| **Industrials - 19.0%** | **Industrials - 19.0%** | **Industrials - 19.0%** |
|  AbbVie, Inc., 4.55%, 03/15/2035 (Callable 09/15/2034) | 26098000 | 25339479 |
| Adventist Health System/West | Adventist Health System/West | Adventist Health System/West |
| &nbsp;&nbsp; 2.95%, 03/01/2029 (Callable 12/01/2028) | 19250000 | 18313846 |
| &nbsp;&nbsp; 3.63%, 03/01/2049 (Callable 09/01/2048) | 9000000 | 6016585 |
|  AGCO Corp., 5.80%, 03/21/2034 (Callable 12/21/2033) | 13500000 | 13792986 |
|  Agilent Technologies, Inc., 2.10%, 06/04/2030 (Callable 03/04/2030) | 14000000 | 12669960 |
|  Air Products and Chemicals, Inc., 2.70%, 05/15/2040 (Callable 11/15/2039) | 10425000 | 7669133 |
| Aker BP ASA | Aker BP ASA | Aker BP ASA |
| &nbsp;&nbsp; 5.60%, 06/13/2028 (Callable 05/13/2028) <sup>(a)</sup> | 15500000 | 15813362 |
| &nbsp;&nbsp; 6.00%, 06/13/2033 (Callable 03/13/2033) <sup>(a)</sup> | 26500000 | 27604915 |
| &nbsp;&nbsp; 5.13%, 10/01/2034 (Callable 07/01/2034) <sup>(a)</sup> | 30825000 | 30166371 |
| &nbsp;&nbsp; 5.25%, 10/30/2035 (Callable 07/30/2035) <sup>(a)</sup> | 18200000 | 17698716 |
| Alcon Finance Corp. | Alcon Finance Corp. | Alcon Finance Corp. |
| &nbsp;&nbsp; 2.75%, 09/23/2026 (Callable 07/23/2026) <sup>(a)</sup> | 14770000 | 14651140 |
| &nbsp;&nbsp; 3.80%, 09/23/2049 (Callable 03/23/2049) <sup>(a)</sup> | 7000000 | 5204763 |
|  Allegion PLC, 3.50%, 10/01/2029 (Callable 07/01/2029) | 21494000 | 20701758 |
| Allegion US Holding Co., Inc. | Allegion US Holding Co., Inc. | Allegion US Holding Co., Inc. |
| &nbsp;&nbsp; 3.55%, 10/01/2027 (Callable 07/01/2027) | 11975000 | 11804448 |
| &nbsp;&nbsp; 5.41%, 07/01/2032 (Callable 04/01/2032) | 13025000 | 13295092 |
| &nbsp;&nbsp; 5.60%, 05/29/2034 (Callable 02/28/2034) | 10000000 | 10205680 |
| Amgen, Inc. | Amgen, Inc. | Amgen, Inc. |
| &nbsp;&nbsp; 3.15%, 02/21/2040 (Callable 08/21/2039) | 13350000 | 10383239 |
| &nbsp;&nbsp; 4.40%, 05/01/2045 (Callable 11/01/2044) | 12300000 | 10374582 |
| &nbsp;&nbsp; 4.20%, 02/22/2052 (Callable 08/22/2051) | 4000000 | 3107946 |
| &nbsp;&nbsp; 5.65%, 03/02/2053 (Callable 09/02/2052) | 37200000 | 36029768 |
|  Amrize Finance US LLC, 7.13%, 07/15/2036 | 13596000 | 15480588 |
| Anglo American Capital PLC | Anglo American Capital PLC | Anglo American Capital PLC |
| &nbsp;&nbsp; 4.75%, 04/10/2027 <sup>(a)</sup> | 7237000 | 7244643 |
| &nbsp;&nbsp; 4.50%, 03/15/2028 (Callable 12/15/2027) <sup>(a)</sup> | 17570000 | 17570426 |
| &nbsp;&nbsp; 5.63%, 04/01/2030 (Callable 01/01/2030) <sup>(a)</sup> | 10439000 | 10764442 |
| &nbsp;&nbsp; 2.63%, 09/10/2030 (Callable 06/10/2030) <sup>(a)</sup> | 35675000 | 32547652 |
| &nbsp;&nbsp; 5.75%, 04/05/2034 (Callable 01/05/2034) <sup>(a)</sup> | 30000000 | 30878289 |
|  Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., 4.90%, 02/01/2046 (Callable 08/01/2045) | 48306000 | 43532015 |
|  Anheuser-Busch InBev Worldwide, Inc., 5.45%, 01/23/2039 (Callable 07/23/2038) | 20150000 | 20470792 |
|  AptarGroup, Inc., 3.60%, 03/15/2032 (Callable 12/15/2031) | 7500000 | 6970852 |
| ArcelorMittal SA | ArcelorMittal SA | ArcelorMittal SA |
| &nbsp;&nbsp; 6.55%, 11/29/2027 (Callable 10/29/2027) | 26009000 | 26802602 |
| &nbsp;&nbsp; 6.80%, 11/29/2032 (Callable 08/29/2032) | 25000000 | 27592972 |
| &nbsp;&nbsp; 6.00%, 06/17/2034 (Callable 03/17/2034) | 14600000 | 15355646 |
| &nbsp;&nbsp; 7.00%, 10/15/2039 <sup>(e)</sup> | 15906000 | 17295321 |
| &nbsp;&nbsp; 6.75%, 03/01/2041 <sup>(e)</sup> | 7328000 | 7791717 |
| &nbsp;&nbsp; 6.35%, 06/17/2054 (Callable 12/17/2053) | 9000000 | 9155400 |
| Ashtead Capital, Inc. | Ashtead Capital, Inc. | Ashtead Capital, Inc. |
| &nbsp;&nbsp; 4.00%, 05/01/2028 (Callable 04/11/2026) <sup>(a)</sup> | 8010000 | 7900791 |
| &nbsp;&nbsp; 5.50%, 08/11/2032 (Callable 05/11/2032) <sup>(a)</sup> | 38369000 | 38906533 |
| &nbsp;&nbsp; 5.55%, 05/30/2033 (Callable 02/28/2033) <sup>(a)</sup> | 15000000 | 15146318 |
| &nbsp;&nbsp; 5.95%, 10/15/2033 (Callable 07/15/2033) <sup>(a)</sup> | 21434000 | 22057130 |
| &nbsp;&nbsp; 5.80%, 04/15/2034 (Callable 01/15/2034) <sup>(a)</sup> | 11000000 | 11214401 |
|  AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust, 6.09%, 12/15/2044 <sup>(a)</sup> | 69225290 | 68530621 |
| AT&T, Inc. | AT&T, Inc. | AT&T, Inc. |
| &nbsp;&nbsp; 2.55%, 12/01/2033 (Callable 09/01/2033) | 22965000 | 19433841 |
| &nbsp;&nbsp; 5.40%, 02/15/2034 (Callable 11/15/2033) | 12000000 | 12269919 |
| &nbsp;&nbsp; 4.90%, 08/15/2037 (Callable 02/14/2037) | 20000000 | 19209291 |
| &nbsp;&nbsp; 3.50%, 09/15/2053 (Callable 03/15/2053) | 10000000 | 6557364 |
| &nbsp;&nbsp; 5.70%, 11/01/2054 (Callable 05/01/2054) | 7025000 | 6577712 |
| &nbsp;&nbsp; 3.55%, 09/15/2055 (Callable 03/15/2055) | 61006000 | 39675998 |
| &nbsp;&nbsp; 6.00%, 04/30/2056 (Callable 10/30/2055) | 19000000 | 18589776 |
| &nbsp;&nbsp; 6.05%, 08/15/2056 (Callable 02/15/2056) | 14000000 | 13786941 |
| &nbsp;&nbsp; 3.80%, 12/01/2057 (Callable 06/01/2057) | 29423000 | 19868491 |
| &nbsp;&nbsp; 3.65%, 09/15/2059 (Callable 03/15/2059) | 49359000 | 31983624 |
| Augusta SpinCo Corp. | Augusta SpinCo Corp. | Augusta SpinCo Corp. |
| &nbsp;&nbsp; 4.40%, 03/23/2029 (Callable 02/23/2029) | 16500000 | 16454839 |
| &nbsp;&nbsp; 4.95%, 03/23/2033 (Callable 01/23/2033) | 13275000 | 13229074 |
|  AutoNation, Inc., 4.45%, 01/15/2029 (Callable 12/15/2028) | 17500000 | 17354511 |
|  Bacardi Ltd. / Bacardi-Martini BV, 5.40%, 06/15/2033 (Callable 03/15/2033) <sup>(a)</sup> | 15000000 | 14851271 |
|  Baxter International, Inc., 2.27%, 12/01/2028 (Callable 10/01/2028) | 54076000 | 50390263 |
|  Bayer US Finance LLC, 6.25%, 01/21/2029 (Callable 12/21/2028) <sup>(a)</sup> | 15000000 | 15579774 |
|  Bayport Polymers LLC, 4.74%, 04/14/2027 (Callable 03/14/2027) <sup>(a)</sup> | 61325000 | 61354281 |
|  Becle SAB de CV, 2.50%, 10/14/2031 (Callable 07/14/2031) <sup>(a)</sup> | 39493000 | 33916983 |
|  Becton Dickinson & Co., 2.82%, 05/20/2030 (Callable 02/20/2030) | 15000000 | 13987328 |
| Bell Telephone Co. of Canada or Bell Canada | Bell Telephone Co. of Canada or Bell Canada | Bell Telephone Co. of Canada or Bell Canada |
| &nbsp;&nbsp; 5.10%, 05/11/2033 (Callable 02/11/2033) | 11825000 | 11838762 |
| &nbsp;&nbsp; 4.46%, 04/01/2048 (Callable 10/01/2047) | 1225000 | 991190 |
| Berry Global, Inc. | Berry Global, Inc. | Berry Global, Inc. |
| &nbsp;&nbsp; 5.50%, 04/15/2028 (Callable 03/15/2028) | 19345000 | 19722437 |
| &nbsp;&nbsp; 5.80%, 06/15/2031 (Callable 04/15/2031) | 31000000 | 32088571 |
|  Bimbo Bakeries USA, Inc., 4.00%, 05/17/2051 (Callable 11/17/2050) <sup>(a)</sup> | 20009000 | 15135338 |
|  BMW US Capital LLC, 4.40%, 03/19/2029 <sup>(a)</sup> | 14200000 | 14173552 |
| Boardwalk Pipelines LP | Boardwalk Pipelines LP | Boardwalk Pipelines LP |
| &nbsp;&nbsp; 4.45%, 07/15/2027 (Callable 04/15/2027) | 15227000 | 15210402 |
| &nbsp;&nbsp; 4.80%, 05/03/2029 (Callable 02/03/2029) | 16918000 | 16977629 |
| &nbsp;&nbsp; 3.40%, 02/15/2031 (Callable 11/15/2030) | 5825000 | 5433760 |
| &nbsp;&nbsp; 3.60%, 09/01/2032 (Callable 06/01/2032) | 25550000 | 23540645 |
| &nbsp;&nbsp; 5.63%, 08/01/2034 (Callable 05/01/2034) | 9825000 | 10067605 |
| &nbsp;&nbsp; 5.38%, 02/15/2036 (Callable 11/15/2035) | 15000000 | 14758627 |
| Boeing Co. | Boeing Co. | Boeing Co. |
| &nbsp;&nbsp; 5.04%, 05/01/2027 (Callable 03/01/2027) | 5140000 | 5168935 |
| &nbsp;&nbsp; 5.15%, 05/01/2030 (Callable 02/01/2030) | 26150000 | 26587751 |
|  Bon Secours Mercy Health, Inc., 3.46%, 06/01/2030 (Callable 12/01/2029) | 8900000 | 8612451 |
|  Booz Allen Hamilton, Inc., 4.00%, 07/01/2029 (Callable 04/11/2026) <sup>(a)</sup> | 5481000 | 5303293 |
|  BorgWarner, Inc., 4.95%, 08/15/2029 (Callable 07/15/2029) | 7200000 | 7282807 |
| BP Capital Markets America, Inc. | BP Capital Markets America, Inc. | BP Capital Markets America, Inc. |
| &nbsp;&nbsp; 4.81%, 02/13/2033 (Callable 11/13/2032) | 7600000 | 7624594 |
| &nbsp;&nbsp; 4.89%, 09/11/2033 (Callable 06/11/2033) | 8350000 | 8392563 |
|  Bristol-Myers Squibb Co., 3.70%, 03/15/2052 (Callable 09/15/2051) | 10000000 | 7209909 |
|  British Telecommunications PLC, 9.63%, 12/15/2030 <sup>(e)</sup> | 83243000 | 99425565 |
| Broadcom, Inc. | Broadcom, Inc. | Broadcom, Inc. |
| &nbsp;&nbsp; 4.75%, 04/15/2029 (Callable 01/15/2029) | 32900000 | 33267017 |
| &nbsp;&nbsp; 4.15%, 11/15/2030 (Callable 08/15/2030) | 6000000 | 5906352 |
| &nbsp;&nbsp; 3.47%, 04/15/2034 (Callable 01/15/2034) | 15000000 | 13506573 |
| &nbsp;&nbsp; 3.14%, 11/15/2035 (Callable 08/15/2035) <sup>(a)</sup> | 12000000 | 10195030 |
| &nbsp;&nbsp; 3.50%, 02/15/2041 (Callable 08/15/2040) | 21000000 | 16754002 |
|  Broadridge Financial Solutions, Inc., 2.90%, 12/01/2029 (Callable 09/01/2029) | 11300000 | 10569540 |
|  Brunswick Corp./DE, 5.85%, 03/18/2029 (Callable 02/18/2029) | 20000000 | 20465176 |
| Bunge Ltd. Finance Corp. | Bunge Ltd. Finance Corp. | Bunge Ltd. Finance Corp. |
| &nbsp;&nbsp; 3.25%, 08/15/2026 (Callable 05/15/2026) | 5050000 | 5026459 |
| &nbsp;&nbsp; 4.90%, 04/21/2027 (Callable 03/21/2027) | 45000000 | 45235098 |
| &nbsp;&nbsp; 3.20%, 04/21/2031 (Callable 01/01/2031) | 80745000 | 75310544 |
| &nbsp;&nbsp; 5.25%, 04/21/2032 (Callable 01/01/2032) | 16631000 | 16880304 |
|  Burlington Northern Santa Fe LLC, 4.15%, 04/01/2045 (Callable 10/01/2044) | 3275000 | 2692052 |
|  Cameron LNG LLC, 3.30%, 01/15/2035 (Callable 09/15/2034) <sup>(a)</sup> | 20000000 | 17392706 |
|  Canadian Natural Resources Ltd., 6.50%, 02/15/2037 | 982000 | 1047969 |
| Canadian Pacific Railway Co. | Canadian Pacific Railway Co. | Canadian Pacific Railway Co. |
| &nbsp;&nbsp; 4.70%, 05/01/2048 (Callable 11/01/2047) | 10075000 | 8741660 |
| &nbsp;&nbsp; 3.50%, 05/01/2050 (Callable 11/01/2049) | 12000000 | 8476490 |
|  Cargill, Inc., 4.75%, 04/24/2033 (Callable 01/24/2033) <sup>(a)</sup> | 10200000 | 10095724 |
| Carlisle Cos., Inc. | Carlisle Cos., Inc. | Carlisle Cos., Inc. |
| &nbsp;&nbsp; 2.75%, 03/01/2030 (Callable 12/01/2029) | 16000000 | 14952820 |
| &nbsp;&nbsp; 5.25%, 09/15/2035 (Callable 06/15/2035) | 5000000 | 4999715 |
| Carrier Global Corp. | Carrier Global Corp. | Carrier Global Corp. |
| &nbsp;&nbsp; 2.49%, 02/15/2027 (Callable 12/15/2026) | 25975000 | 25559626 |
| &nbsp;&nbsp; 2.72%, 02/15/2030 (Callable 11/15/2029) | 6861000 | 6407601 |
| &nbsp;&nbsp; 2.70%, 02/15/2031 (Callable 11/15/2030) | 18500000 | 16961268 |
| &nbsp;&nbsp; 5.90%, 03/15/2034 (Callable 12/15/2033) | 12423000 | 13106874 |
| &nbsp;&nbsp; 3.38%, 04/05/2040 (Callable 10/05/2039) | 10000000 | 7877050 |
|  CBRE Services, Inc., 5.95%, 08/15/2034 (Callable 05/15/2034) | 20000000 | 20820142 |
|  CCL Industries, Inc., 3.05%, 06/01/2030 (Callable 03/01/2030) <sup>(a)</sup> | 20000000 | 18662986 |
| CDW LLC / CDW Finance Corp. | CDW LLC / CDW Finance Corp. | CDW LLC / CDW Finance Corp. |
| &nbsp;&nbsp; 2.67%, 12/01/2026 (Callable 11/01/2026) | 9000000 | 8895031 |
| &nbsp;&nbsp; 3.28%, 12/01/2028 (Callable 10/01/2028) | 5457000 | 5242457 |
| &nbsp;&nbsp; 3.25%, 02/15/2029 (Callable 05/01/2026) | 26333000 | 25078012 |
| Celanese US Holdings LLC | Celanese US Holdings LLC | Celanese US Holdings LLC |
| &nbsp;&nbsp; 7.33%, 07/15/2029 (Callable 05/15/2029) <sup>(e)</sup> | 9075000 | 9472848 |
| &nbsp;&nbsp; 7.05%, 11/15/2030 (Callable 09/15/2030) <sup>(e)</sup> | 15000000 | 15856248 |
|  Cellnex Finance Co. SA, 3.88%, 07/07/2041 (Callable 04/07/2041) <sup>(a)</sup> | 51774000 | 40907867 |
|  Celulosa Arauco y Constitucion SA, 3.88%, 11/02/2027 (Callable 08/02/2027) | 12000000 | 11799644 |
|  Cencora, Inc., 4.63%, 12/15/2027 (Callable 11/15/2027) | 15000000 | 15052035 |
|  Cenovus Energy, Inc., 5.40%, 03/20/2036 (Callable 12/20/2035) | 7000000 | 6963874 |
| CF Industries, Inc. | CF Industries, Inc. | CF Industries, Inc. |
| &nbsp;&nbsp; 5.15%, 03/15/2034 | 3000000 | 2981262 |
| &nbsp;&nbsp; 5.30%, 11/26/2035 (Callable 08/26/2035) | 9475000 | 9436744 |
| Charter Communications Operating LLC | Charter Communications Operating LLC | Charter Communications Operating LLC |
| &nbsp;&nbsp; 3.75%, 02/15/2028 (Callable 11/15/2027) | 5000000 | 4912601 |
| &nbsp;&nbsp; 6.38%, 10/23/2035 (Callable 04/23/2035) | 85471000 | 86794397 |
| 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; 5.05%, 03/30/2029 (Callable 12/30/2028) | 36857000 | 37043370 |
| &nbsp;&nbsp; 6.55%, 06/01/2034 (Callable 03/01/2034) | 45140000 | 46862266 |
| &nbsp;&nbsp; 3.50%, 06/01/2041 (Callable 12/01/2040) | 22375000 | 15690213 |
| &nbsp;&nbsp; 3.50%, 03/01/2042 (Callable 09/01/2041) | 11300000 | 7735312 |
| &nbsp;&nbsp; 4.40%, 12/01/2061 (Callable 06/01/2061) | 24375000 | 15655413 |
| Cheniere Energy Partners LP | Cheniere Energy Partners LP | Cheniere Energy Partners LP |
| &nbsp;&nbsp; 5.95%, 06/30/2033 (Callable 12/30/2032) | 26550000 | 27832653 |
| &nbsp;&nbsp; 5.75%, 08/15/2034 (Callable 02/15/2034) | 11750000 | 12102753 |
| &nbsp;&nbsp; 5.55%, 10/30/2035 (Callable 04/30/2035) | 8825000 | 8986924 |
|  Choice Hotels International, Inc., 5.85%, 08/01/2034 (Callable 05/01/2034) | 10750000 | 10841642 |
|  Church & Dwight Co., Inc., 5.00%, 06/15/2052 (Callable 12/15/2051) | 6725000 | 6024958 |
|  Cia Cervecerias Unidas SA, 3.35%, 01/19/2032 (Callable 10/19/2031) <sup>(a)</sup> | 25000000 | 22417283 |
| Cigna Group | Cigna Group | Cigna Group |
| &nbsp;&nbsp; 2.40%, 03/15/2030 (Callable 12/15/2029) | 13034000 | 12040602 |
| &nbsp;&nbsp; 4.80%, 08/15/2038 (Callable 02/15/2038) | 5000000 | 4700976 |
|  CNH Industrial Capital LLC, 4.75%, 03/21/2028 (Callable 02/21/2028) | 15000000 | 15062812 |
|  CNH Industrial NV, 3.85%, 11/15/2027 (Callable 08/15/2027) | 23656000 | 23414729 |
|  Colonial Enterprises, Inc., 5.63%, 11/15/2035 (Callable 08/15/2035) <sup>(a)</sup> | 10000000 | 9973650 |
|  Columbia Pipeline Group, Inc., 5.80%, 06/01/2045 (Callable 12/01/2044) | 10776000 | 10507588 |
|  Columbia Pipelines Holding Co. LLC, 5.10%, 10/01/2031 (Callable 08/01/2031) <sup>(a)</sup> | 10000000 | 10054055 |
| Columbia Pipelines Operating Co. LLC | Columbia Pipelines Operating Co. LLC | Columbia Pipelines Operating Co. LLC |
| &nbsp;&nbsp; 6.04%, 11/15/2033 (Callable 08/15/2033) <sup>(a)</sup> | 17300000 | 18228409 |
| &nbsp;&nbsp; 6.50%, 08/15/2043 (Callable 02/15/2043) <sup>(a)</sup> | 10000000 | 10441145 |
| Comcast Corp. | Comcast Corp. | Comcast Corp. |
| &nbsp;&nbsp; 3.20%, 07/15/2036 (Callable 01/15/2036) | 6000000 | 5030265 |
| &nbsp;&nbsp; 5.17%, 01/15/2037 (Callable 10/15/2036) <sup>(a)</sup> | 9067000 | 8828927 |
| &nbsp;&nbsp; 3.97%, 11/01/2047 (Callable 05/01/2047) | 8622000 | 6344535 |
| &nbsp;&nbsp; 5.35%, 05/15/2053 (Callable 11/15/2052) | 19000000 | 16799038 |
| &nbsp;&nbsp; 2.99%, 11/01/2063 (Callable 05/01/2063) | 14646000 | 7754971 |
|  CommonSpirit Health, 3.35%, 10/01/2029 (Callable 04/01/2029) | 17635000 | 16868672 |
| Conagra Brands, Inc. | Conagra Brands, Inc. | Conagra Brands, Inc. |
| &nbsp;&nbsp; 7.13%, 10/01/2026 | 6672000 | 6756011 |
| &nbsp;&nbsp; 7.00%, 10/01/2028 | 4300000 | 4523997 |
| &nbsp;&nbsp; 5.30%, 11/01/2038 (Callable 05/01/2038) | 5000000 | 4649863 |
| Concentrix Corp. | Concentrix Corp. | Concentrix Corp. |
| &nbsp;&nbsp; 6.60%, 08/02/2028 (Callable 07/02/2028) | 62000000 | 61621155 |
| &nbsp;&nbsp; 6.50%, 03/01/2029 (Callable 02/01/2029) | 11400000 | 11088183 |
|  Constellation Brands, Inc., 4.90%, 05/01/2033 (Callable 02/01/2033) | 7950000 | 7842765 |
|  Constellation Software, Inc., 5.16%, 02/16/2029 (Callable 01/16/2029) <sup>(a)</sup> | 23000000 | 23086266 |
|  Corning, Inc., 4.38%, 11/15/2057 (Callable 05/15/2057) | 9000000 | 7087377 |
| Cox Communications, Inc. | Cox Communications, Inc. | Cox Communications, Inc. |
| &nbsp;&nbsp; 5.70%, 06/15/2033 (Callable 03/15/2033) <sup>(a)</sup> | 5900000 | 5849597 |
| &nbsp;&nbsp; 4.80%, 02/01/2035 (Callable 08/01/2034) <sup>(a)</sup> | 14000000 | 12735253 |
| &nbsp;&nbsp; 3.60%, 06/15/2051 (Callable 12/15/2050) <sup>(a)</sup> | 21000000 | 12730052 |
| Crown Castle, Inc. | Crown Castle, Inc. | Crown Castle, Inc. |
| &nbsp;&nbsp; 4.30%, 02/15/2029 (Callable 11/15/2028) | 10000000 | 9880938 |
| &nbsp;&nbsp; 5.10%, 05/01/2033 (Callable 02/01/2033) | 20400000 | 20111552 |
|  CSL Finance PLC, 4.05%, 04/27/2029 (Callable 02/27/2029) <sup>(a)</sup> | 7500000 | 7402296 |
|  CSX Corp., 4.65%, 03/01/2068 (Callable 09/01/2067) | 9000000 | 7289428 |
| CVS Health Corp. | CVS Health Corp. | CVS Health Corp. |
| &nbsp;&nbsp; 3.63%, 04/01/2027 (Callable 02/01/2027) | 3000000 | 2974245 |
| &nbsp;&nbsp; 3.25%, 08/15/2029 (Callable 05/15/2029) | 8000000 | 7666057 |
| &nbsp;&nbsp; 5.30%, 06/01/2033 (Callable 03/01/2033) | 6500000 | 6551430 |
| &nbsp;&nbsp; 4.78%, 03/25/2038 (Callable 09/25/2037) | 40234000 | 37077154 |
| &nbsp;&nbsp; 5.13%, 07/20/2045 (Callable 01/20/2045) | 44155000 | 38757195 |
| &nbsp;&nbsp; 5.05%, 03/25/2048 (Callable 09/25/2047) | 42525000 | 36486557 |
| &nbsp;&nbsp; 5.88%, 06/01/2053 (Callable 12/01/2052) | 9000000 | 8521910 |
| &nbsp;&nbsp; 6.05%, 06/01/2054 (Callable 12/01/2053) | 14225000 | 13799965 |
|  CVS Pass-Through Trust Series 2013, Series 2013, 4.70%, 01/10/2036 (Callable 07/10/2035) <sup>(a)</sup> | 8098416 | 7642213 |
|  Daimler Truck Finance North America LLC, 4.15%, 01/12/2029 (Callable 12/12/2028) <sup>(a)</sup> | 20000000 | 19719880 |
|  DCP Midstream Operating LP, 5.13%, 05/15/2029 (Callable 02/15/2029) | 10000000 | 10175507 |
|  Dell International LLC / EMC Corp., 5.30%, 10/01/2029 (Callable 07/01/2029) | 6000000 | 6123220 |
|  DENTSPLY SIRONA, Inc., 3.25%, 06/01/2030 (Callable 03/01/2030) | 53000000 | 48813093 |
|  Diamondback Energy, Inc., 5.40%, 04/18/2034 (Callable 01/18/2034) | 11535000 | 11710296 |
|  Dignity Health, 5.27%, 11/01/2064 | 2921000 | 2592047 |
| Discovery Global Holdings, Inc. | Discovery Global Holdings, Inc. | Discovery Global Holdings, Inc. |
| &nbsp;&nbsp; 4.05%, 03/15/2029 (Callable 01/15/2029) | 5000000 | 4837500 |
| &nbsp;&nbsp; 4.28%, 03/15/2032 (Callable 12/15/2031) | 34215000 | 30280275 |
|  Dollar General Corp., 3.50%, 04/03/2030 (Callable 01/03/2030) | 7000000 | 6665111 |
| DT Midstream, Inc. | DT Midstream, Inc. | DT Midstream, Inc. |
| &nbsp;&nbsp; 4.13%, 06/15/2029 (Callable 05/01/2026) <sup>(a)</sup> | 8500000 | 8321164 |
| &nbsp;&nbsp; 5.80%, 12/15/2034 (Callable 09/15/2034) <sup>(a)</sup> | 7150000 | 7340889 |
|  DuPont de Nemours, Inc., 5.32%, 11/15/2038 (Callable 05/15/2038) | 17857000 | 17592680 |
| DXC Technology Co. | DXC Technology Co. | DXC Technology Co. |
| &nbsp;&nbsp; 1.80%, 09/15/2026 (Callable 08/15/2026) | 16724000 | 16516942 |
| &nbsp;&nbsp; 2.38%, 09/15/2028 (Callable 07/15/2028) | 79300000 | 74465737 |
| Eagle Materials, Inc. | Eagle Materials, Inc. | Eagle Materials, Inc. |
| &nbsp;&nbsp; 2.50%, 07/01/2031 (Callable 04/01/2031) | 8700000 | 7770157 |
| &nbsp;&nbsp; 5.00%, 03/15/2036 (Callable 12/15/2035) | 11000000 | 10532566 |
|  Eastern Energy Gas Holdings LLC, 5.65%, 10/15/2054 (Callable 04/15/2054) | 8500000 | 8005904 |
| Eastern Gas Transmission & Storage, Inc. | Eastern Gas Transmission & Storage, Inc. | Eastern Gas Transmission & Storage, Inc. |
| &nbsp;&nbsp; 4.80%, 11/01/2043 (Callable 05/01/2043) | 4017000 | 3509143 |
| &nbsp;&nbsp; 4.60%, 12/15/2044 (Callable 06/15/2044) | 3674000 | 3134705 |
|  Edwards Lifesciences Corp., 4.30%, 06/15/2028 (Callable 03/15/2028) | 18000000 | 17980627 |
| Element Fleet Management Corp. | Element Fleet Management Corp. | Element Fleet Management Corp. |
| &nbsp;&nbsp; 6.27%, 06/26/2026 (Callable 05/26/2026) <sup>(a)</sup> | 40000000 | 40104192 |
| &nbsp;&nbsp; 5.64%, 03/13/2027 (Callable 02/13/2027) <sup>(a)</sup> | 10000000 | 10082495 |
| &nbsp;&nbsp; 6.32%, 12/04/2028 (Callable 11/04/2028) <sup>(a)</sup> | 9900000 | 10315362 |
| &nbsp;&nbsp; 5.04%, 03/25/2030 (Callable 02/25/2030) <sup>(a)</sup> | 14000000 | 14128846 |
| Enbridge Energy Partners LP | Enbridge Energy Partners LP | Enbridge Energy Partners LP |
| &nbsp;&nbsp; 7.50%, 04/15/2038 | 4500000 | 5213366 |
| &nbsp;&nbsp; 7.38%, 10/15/2045 (Callable 04/15/2045) | 20000000 | 22885163 |
|  Enbridge, Inc., 6.20%, 11/15/2030 (Callable 09/15/2030) | 8725000 | 9239279 |
| Energy Transfer LP | Energy Transfer LP | Energy Transfer LP |
| &nbsp;&nbsp; 3.90%, 07/15/2026 (Callable 05/01/2026) | 10000000 | 9988611 |
| &nbsp;&nbsp; 5.50%, 06/01/2027 (Callable 03/01/2027) | 7019000 | 7084045 |
| &nbsp;&nbsp; 4.00%, 10/01/2027 (Callable 07/01/2027) | 2000000 | 1986657 |
| &nbsp;&nbsp; 6.00%, 02/01/2029 (Callable 05/01/2026) <sup>(a)</sup> | 44900000 | 45250126 |
| &nbsp;&nbsp; 5.25%, 04/15/2029 (Callable 01/15/2029) | 22866000 | 23289022 |
| &nbsp;&nbsp; 3.75%, 05/15/2030 (Callable 02/15/2030) | 3475000 | 3359135 |
| &nbsp;&nbsp; 7.38%, 02/01/2031 (Callable 04/16/2026) <sup>(a)</sup> | 10450000 | 10838880 |
| &nbsp;&nbsp; 4.90%, 03/15/2035 (Callable 09/15/2034) | 4550000 | 4400588 |
| &nbsp;&nbsp; 5.70%, 04/01/2035 (Callable 01/01/2035) | 16950000 | 17408171 |
| &nbsp;&nbsp; 5.35%, 01/15/2036 (Callable 10/15/2035) | 3914000 | 3886817 |
| &nbsp;&nbsp; 6.63%, 10/15/2036 | 11180000 | 12081646 |
| &nbsp;&nbsp; 5.80%, 06/15/2038 (Callable 12/15/2037) | 9539000 | 9642445 |
| &nbsp;&nbsp; 7.50%, 07/01/2038 | 20979000 | 24032945 |
| &nbsp;&nbsp; 6.05%, 06/01/2041 (Callable 12/01/2040) | 1611000 | 1612025 |
| &nbsp;&nbsp; 6.50%, 02/01/2042 (Callable 08/01/2041) | 7603000 | 7924520 |
| &nbsp;&nbsp; 5.95%, 10/01/2043 (Callable 04/01/2043) | 3550000 | 3451292 |
| &nbsp;&nbsp; 6.13%, 12/15/2045 (Callable 06/15/2045) | 5797000 | 5663984 |
| &nbsp;&nbsp; 5.40%, 10/01/2047 (Callable 04/01/2047) | 22425000 | 19926896 |
| &nbsp;&nbsp; 6.00%, 06/15/2048 (Callable 12/15/2047) | 13000000 | 12478711 |
| &nbsp;&nbsp; 6.25%, 04/15/2049 (Callable 10/15/2048) | 3850000 | 3775800 |
| &nbsp;&nbsp; 6.20%, 04/01/2055 (Callable 10/01/2054) | 9000000 | 8737705 |
| Eni SpA | Eni SpA | Eni SpA |
| &nbsp;&nbsp; 4.25%, 05/09/2029 (Callable 02/09/2029) <sup>(a)</sup> | 18250000 | 18147812 |
| &nbsp;&nbsp; 5.75%, 05/19/2035 (Callable 02/19/2035) <sup>(a)</sup> | 6675000 | 6923534 |
| &nbsp;&nbsp; 5.95%, 05/15/2054 (Callable 11/15/2053) <sup>(a)</sup> | 11000000 | 10944510 |
|  Enterprise Products Operating LLC, 5.75%, 03/01/2035 | 5630000 | 5839391 |
| EQT Corp. | EQT Corp. | EQT Corp. |
| &nbsp;&nbsp; 5.70%, 04/01/2028 (Callable 03/01/2028) | 10000000 | 10231067 |
| &nbsp;&nbsp; 4.50%, 01/15/2029 (Callable 07/15/2028) | 4237000 | 4227090 |
| &nbsp;&nbsp; 7.00%, 02/01/2030 (Callable 11/01/2029) <sup>(e)</sup> | 5493000 | 5876827 |
| &nbsp;&nbsp; 7.50%, 06/01/2030 (Callable 12/01/2029) | 3000000 | 3266936 |
| &nbsp;&nbsp; 4.75%, 01/15/2031 (Callable 07/15/2030) | 3000000 | 2984204 |
|  Equifax, Inc., 5.10%, 06/01/2028 (Callable 05/01/2028) | 15000000 | 15191090 |
| Equinix, Inc. | Equinix, Inc. | Equinix, Inc. |
| &nbsp;&nbsp; 3.20%, 11/18/2029 (Callable 08/18/2029) | 2000000 | 1904185 |
| &nbsp;&nbsp; 2.15%, 07/15/2030 (Callable 04/15/2030) | 7675000 | 6897697 |
|  ERAC USA Finance LLC, 3.30%, 12/01/2026 (Callable 09/01/2026) <sup>(a)</sup> | 20625000 | 20495694 |
|  FedEx Corp., 4.95%, 10/17/2048 (Callable 04/17/2048) | 15000000 | 13009267 |
|  Fedex Freight Holding Co., Inc., 4.30%, 03/15/2029 (Callable 02/15/2029) <sup>(a)</sup> | 25967000 | 25655625 |
|  Ferguson Enterprises, Inc., 5.00%, 10/03/2034 (Callable 07/03/2034) | 12000000 | 11858244 |
| Ferguson Finance PLC | Ferguson Finance PLC | Ferguson Finance PLC |
| &nbsp;&nbsp; 4.50%, 10/24/2028 (Callable 07/24/2028) <sup>(a)</sup> | 43025000 | 42838302 |
| &nbsp;&nbsp; 3.25%, 06/02/2030 (Callable 03/02/2030) <sup>(a)</sup> | 28100000 | 26452532 |
| &nbsp;&nbsp; 4.65%, 04/20/2032 (Callable 01/20/2032) <sup>(a)</sup> | 28125000 | 27643708 |
|  Fibercop SpA, 7.20%, 07/18/2036 (Callable 04/18/2036) <sup>(a)</sup> | 4102000 | 4072343 |
| Fidelity National Information Services, Inc. | Fidelity National Information Services, Inc. | Fidelity National Information Services, Inc. |
| &nbsp;&nbsp; 5.10%, 07/15/2032 (Callable 04/15/2032) | 4900000 | 4882605 |
| &nbsp;&nbsp; 3.10%, 03/01/2041 (Callable 09/01/2040) | 7100000 | 5101012 |
| &nbsp;&nbsp; 4.50%, 08/15/2046 (Callable 02/15/2046) | 23965000 | 19516031 |
| Fiserv, Inc. | Fiserv, Inc. | Fiserv, Inc. |
| &nbsp;&nbsp; 4.20%, 10/01/2028 (Callable 07/01/2028) | 5000000 | 4942320 |
| &nbsp;&nbsp; 3.50%, 07/01/2029 (Callable 04/01/2029) | 4307000 | 4125260 |
| &nbsp;&nbsp; 2.65%, 06/01/2030 (Callable 03/01/2030) | 28900000 | 26315068 |
| &nbsp;&nbsp; 5.63%, 08/21/2033 (Callable 05/21/2033) | 42000000 | 42393631 |
| &nbsp;&nbsp; 5.15%, 08/12/2034 (Callable 05/12/2034) | 20000000 | 19425944 |
| &nbsp;&nbsp; 4.40%, 07/01/2049 (Callable 01/01/2049) | 11000000 | 8317236 |
|  Flex Intermediate Holdco LLC, 3.36%, 06/30/2031 (Callable 12/30/2030) <sup>(a)</sup> | 24170000 | 22007586 |
| Flex Ltd. | Flex Ltd. | Flex Ltd. |
| &nbsp;&nbsp; 6.00%, 01/15/2028 (Callable 12/15/2027) | 20000000 | 20408626 |
| &nbsp;&nbsp; 4.88%, 06/15/2029 (Callable 03/15/2029) | 30902000 | 31021157 |
| &nbsp;&nbsp; 4.88%, 05/12/2030 (Callable 02/12/2030) | 21830000 | 21801149 |
| &nbsp;&nbsp; 5.38%, 11/13/2035 (Callable 08/13/2035) | 19675000 | 19332677 |
|  Florida Gas Transmission Co. LLC, 2.55%, 07/01/2030 (Callable 04/01/2030) <sup>(a)</sup> | 18500000 | 17054249 |
|  Flowserve Corp., 2.80%, 01/15/2032 (Callable 10/15/2031) | 9625000 | 8496089 |
|  FMC Corp., 3.20%, 10/01/2026 (Callable 08/01/2026) | 5000000 | 4950937 |
| Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC |
| &nbsp;&nbsp; 5.80%, 03/05/2027 (Callable 02/05/2027) | 10000000 | 10055150 |
| &nbsp;&nbsp; 5.92%, 03/20/2028 (Callable 02/20/2028) | 21475000 | 21747181 |
| &nbsp;&nbsp; 6.80%, 11/07/2028 (Callable 10/07/2028) | 15000000 | 15527841 |
| &nbsp;&nbsp; 5.30%, 09/06/2029 (Callable 08/06/2029) | 38000000 | 37801727 |
| &nbsp;&nbsp; 5.42%, 04/09/2031 (Callable 03/09/2031) | 15875000 | 15589728 |
| Fortune Brands Innovations, Inc. | Fortune Brands Innovations, Inc. | Fortune Brands Innovations, Inc. |
| &nbsp;&nbsp; 3.25%, 09/15/2029 (Callable 06/15/2029) | 15000000 | 14300413 |
| &nbsp;&nbsp; 5.88%, 06/01/2033 (Callable 03/01/2033) | 24000000 | 24855236 |
|  Fox Corp., 6.50%, 10/13/2033 (Callable 07/13/2033) | 7000000 | 7512379 |
| Freeport-McMoRan, Inc. | Freeport-McMoRan, Inc. | Freeport-McMoRan, Inc. |
| &nbsp;&nbsp; 4.25%, 03/01/2030 (Callable 05/01/2026) | 8000000 | 7836342 |
| &nbsp;&nbsp; 4.63%, 08/01/2030 (Callable 05/01/2026) | 5000000 | 4967131 |
| &nbsp;&nbsp; 5.45%, 03/15/2043 (Callable 09/15/2042) | 21975000 | 20790241 |
| Fresenius Medical Care US Finance III, Inc. | Fresenius Medical Care US Finance III, Inc. | Fresenius Medical Care US Finance III, Inc. |
| &nbsp;&nbsp; 1.88%, 12/01/2026 (Callable 11/01/2026) <sup>(a)</sup> | 4200000 | 4118645 |
| &nbsp;&nbsp; 3.75%, 06/15/2029 (Callable 03/15/2029) <sup>(a)</sup> | 35200000 | 34159345 |
| &nbsp;&nbsp; 2.38%, 02/16/2031 (Callable 11/16/2030) <sup>(a)</sup> | 25000000 | 22160583 |
| &nbsp;&nbsp; 3.00%, 12/01/2031 (Callable 09/01/2031) <sup>(a)</sup> | 10000000 | 8888923 |
| Gartner, Inc. | Gartner, Inc. | Gartner, Inc. |
| &nbsp;&nbsp; 3.63%, 06/15/2029 (Callable 05/01/2026) <sup>(a)</sup> | 24900000 | 23424900 |
| &nbsp;&nbsp; 4.95%, 03/20/2031 (Callable 02/20/2031) | 17375000 | 16949502 |
|  General Motors Co., 5.63%, 04/15/2030 (Callable 03/15/2030) | 19775000 | 20331745 |
| General Motors Financial Co., Inc. | General Motors Financial Co., Inc. | General Motors Financial Co., Inc. |
| &nbsp;&nbsp; 5.40%, 04/06/2026 | 20000000 | 20001867 |
| &nbsp;&nbsp; 2.35%, 02/26/2027 (Callable 01/26/2027) | 11000000 | 10789264 |
| &nbsp;&nbsp; 5.05%, 04/04/2028 | 17600000 | 17752792 |
| &nbsp;&nbsp; 5.80%, 06/23/2028 (Callable 05/23/2028) | 30000000 | 30732038 |
| &nbsp;&nbsp; 5.80%, 01/07/2029 (Callable 12/07/2028) | 10000000 | 10291908 |
| &nbsp;&nbsp; 5.55%, 07/15/2029 (Callable 06/15/2029) | 21000000 | 21484091 |
| &nbsp;&nbsp; 4.90%, 10/06/2029 (Callable 09/06/2029) | 12000000 | 12059786 |
| &nbsp;&nbsp; 5.45%, 07/15/2030 (Callable 06/15/2030) | 15000000 | 15353861 |
| Genpact Luxembourg SARL/Genpact USA, Inc. | Genpact Luxembourg SARL/Genpact USA, Inc. | Genpact Luxembourg SARL/Genpact USA, Inc. |
| &nbsp;&nbsp; 1.75%, 04/10/2026 | 25000000 | 24970752 |
| &nbsp;&nbsp; 6.00%, 06/04/2029 (Callable 05/04/2029) | 6400000 | 6585249 |
|  Genpact UK Finco PLC / Genpact USA, Inc., 4.95%, 11/18/2030 (Callable 10/18/2030) | 10000000 | 9792942 |
| Genuine Parts Co. | Genuine Parts Co. | Genuine Parts Co. |
| &nbsp;&nbsp; 4.95%, 08/15/2029 (Callable 07/15/2029) | 5000000 | 4982569 |
| &nbsp;&nbsp; 6.88%, 11/01/2033 (Callable 08/01/2033) | 26375000 | 28493188 |
|  Gilead Sciences, Inc., 4.60%, 09/01/2035 (Callable 03/01/2035) | 4600000 | 4495121 |
|  Glencore Finance Canada Ltd., 5.55%, 10/25/2042 <sup>(a)(e)</sup> | 5000000 | 4769513 |
| Glencore Funding LLC | Glencore Funding LLC | Glencore Funding LLC |
| &nbsp;&nbsp; 4.00%, 03/27/2027 (Callable 12/27/2026) <sup>(a)</sup> | 25550000 | 25437566 |
| &nbsp;&nbsp; 3.88%, 10/27/2027 (Callable 07/27/2027) <sup>(a)</sup> | 2000000 | 1979747 |
| &nbsp;&nbsp; 4.88%, 03/12/2029 (Callable 12/12/2028) <sup>(a)</sup> | 11000000 | 11072090 |
| &nbsp;&nbsp; 5.37%, 04/04/2029 (Callable 03/04/2029) <sup>(a)</sup> | 27583000 | 28156600 |
| &nbsp;&nbsp; 2.50%, 09/01/2030 (Callable 06/01/2030) <sup>(a)</sup> | 61437000 | 55867264 |
| &nbsp;&nbsp; 5.70%, 05/08/2033 (Callable 02/08/2033) <sup>(a)</sup> | 20000000 | 20613362 |
| &nbsp;&nbsp; 5.67%, 04/01/2035 (Callable 01/01/2035) <sup>(a)</sup> | 17950000 | 18337625 |
| &nbsp;&nbsp; 3.88%, 04/27/2051 (Callable 10/27/2050) <sup>(a)</sup> | 6000000 | 4336712 |
| &nbsp;&nbsp; 3.38%, 09/23/2051 (Callable 03/23/2051) <sup>(a)</sup> | 6000000 | 3936461 |
| Global Payments, Inc. | Global Payments, Inc. | Global Payments, Inc. |
| &nbsp;&nbsp; 4.80%, 04/01/2026 | 6990000 | 6990000 |
| &nbsp;&nbsp; 2.15%, 01/15/2027 (Callable 12/15/2026) | 6840000 | 6715788 |
| &nbsp;&nbsp; 4.50%, 11/15/2028 (Callable 10/15/2028) | 31150000 | 30844989 |
| &nbsp;&nbsp; 3.20%, 08/15/2029 (Callable 05/15/2029) | 7500000 | 7073686 |
| &nbsp;&nbsp; 2.90%, 05/15/2030 (Callable 02/15/2030) | 14467000 | 13223416 |
| &nbsp;&nbsp; 4.88%, 11/15/2030 (Callable 10/15/2030) | 8700000 | 8543755 |
|  Gruma SAB de CV, 5.39%, 12/09/2034 (Callable 10/09/2034) <sup>(a)</sup> | 10000000 | 9937006 |
| Grupo Bimbo SAB de CV | Grupo Bimbo SAB de CV | Grupo Bimbo SAB de CV |
| &nbsp;&nbsp; 4.88%, 06/27/2044 <sup>(a)</sup> | 8250000 | 7415754 |
| &nbsp;&nbsp; 4.70%, 11/10/2047 (Callable 05/10/2047) <sup>(a)</sup> | 25400000 | 21604383 |
| &nbsp;&nbsp; 4.00%, 09/06/2049 <sup>(a)</sup> | 7300000 | 5565309 |
|  Harbour Energy PLC, 6.33%, 04/01/2035 (Callable 01/01/2035) <sup>(a)</sup> | 5000000 | 5123931 |
| HCA, Inc. | HCA, Inc. | HCA, Inc. |
| &nbsp;&nbsp; 4.50%, 02/15/2027 (Callable 08/15/2026) | 15000000 | 15000015 |
| &nbsp;&nbsp; 3.50%, 09/01/2030 (Callable 03/01/2030) | 14405000 | 13679581 |
| &nbsp;&nbsp; 5.50%, 03/01/2032 (Callable 01/01/2032) | 12000000 | 12301862 |
| &nbsp;&nbsp; 3.63%, 03/15/2032 (Callable 12/15/2031) | 16000000 | 14868732 |
| &nbsp;&nbsp; 5.45%, 09/15/2034 (Callable 06/15/2034) | 6000000 | 6056155 |
| &nbsp;&nbsp; 5.75%, 03/01/2035 (Callable 12/01/2034) | 10225000 | 10512866 |
| &nbsp;&nbsp; 4.63%, 03/15/2052 (Callable 09/15/2051) | 20000000 | 15965860 |
| &nbsp;&nbsp; 5.90%, 06/01/2053 (Callable 12/01/2052) | 8275000 | 7878652 |
| &nbsp;&nbsp; 6.00%, 04/01/2054 (Callable 10/01/2053) | 13925000 | 13440460 |
| &nbsp;&nbsp; 6.20%, 03/01/2055 (Callable 09/01/2054) | 5700000 | 5646101 |
|  Helmerich & Payne, Inc., 4.85%, 12/01/2029 (Callable 11/01/2029) | 10000000 | 9999214 |
| Hewlett Packard Enterprise Co. | Hewlett Packard Enterprise Co. | Hewlett Packard Enterprise Co. |
| &nbsp;&nbsp; 4.15%, 09/15/2028 (Callable 08/15/2028) | 12000000 | 11903959 |
| &nbsp;&nbsp; 4.60%, 03/23/2029 (Callable 02/23/2029) | 11300000 | 11289617 |
| &nbsp;&nbsp; 4.85%, 10/15/2031 (Callable 08/15/2031) | 6500000 | 6456172 |
| &nbsp;&nbsp; 5.60%, 10/15/2054 (Callable 04/15/2054) | 18000000 | 16067963 |
| HF Sinclair Corp. | HF Sinclair Corp. | HF Sinclair Corp. |
| &nbsp;&nbsp; 5.00%, 02/01/2028 (Callable 04/11/2026) | 23037000 | 23035170 |
| &nbsp;&nbsp; 4.50%, 10/01/2030 (Callable 07/01/2030) | 8000000 | 7825126 |
| &nbsp;&nbsp; 5.75%, 01/15/2031 (Callable 12/15/2030) | 13875000 | 14176717 |
| &nbsp;&nbsp; 5.50%, 09/01/2032 (Callable 07/01/2032) | 5000000 | 5011392 |
| HP, Inc. | HP, Inc. | HP, Inc. |
| &nbsp;&nbsp; 3.00%, 06/17/2027 (Callable 04/17/2027) | 35000000 | 34385129 |
| &nbsp;&nbsp; 4.00%, 04/15/2029 (Callable 02/15/2029) | 10000000 | 9825539 |
|  Hubbell, Inc., 3.15%, 08/15/2027 (Callable 05/15/2027) | 11700000 | 11508888 |
|  Huntington Ingalls Industries, Inc., 2.04%, 08/16/2028 (Callable 06/16/2028) | 35838000 | 33938991 |
|  Hyatt Hotels Corp., 5.75%, 03/30/2032 (Callable 01/30/2032) | 15000000 | 15411135 |
| Hyundai Capital America | Hyundai Capital America | Hyundai Capital America |
| &nbsp;&nbsp; 1.65%, 09/17/2026 (Callable 08/17/2026) <sup>(a)</sup> | 22550000 | 22259737 |
| &nbsp;&nbsp; 5.28%, 06/24/2027 <sup>(a)</sup> | 26000000 | 26219698 |
| &nbsp;&nbsp; 4.88%, 11/01/2027 <sup>(a)</sup> | 30300000 | 30425632 |
| &nbsp;&nbsp; 5.68%, 06/26/2028 (Callable 05/26/2028) <sup>(a)</sup> | 36375000 | 37091383 |
| &nbsp;&nbsp; 6.10%, 09/21/2028 (Callable 08/21/2028) <sup>(a)</sup> | 40000000 | 41309069 |
| &nbsp;&nbsp; 4.55%, 09/26/2029 (Callable 08/26/2029) <sup>(a)</sup> | 30000000 | 29850041 |
|  Icon Investments Six DAC, 5.85%, 05/08/2029 (Callable 04/08/2029) | 8345000 | 8508690 |
|  Illumina, Inc., 4.75%, 12/12/2030 (Callable 11/12/2030) | 18000000 | 17907211 |
|  Ingredion, Inc., 2.90%, 06/01/2030 (Callable 03/01/2030) | 26775000 | 25084483 |
| Intel Corp. | Intel Corp. | Intel Corp. |
| &nbsp;&nbsp; 5.20%, 02/10/2033 (Callable 11/10/2032) | 5000000 | 5039159 |
| &nbsp;&nbsp; 4.90%, 08/05/2052 (Callable 02/05/2052) | 10000000 | 8168992 |
| &nbsp;&nbsp; 5.70%, 02/10/2053 (Callable 08/10/2052) | 7175000 | 6606491 |
|  International Business Machines Corp., 4.15%, 05/15/2039 | 11325000 | 9823076 |
|  International Flavors & Fragrances, Inc., 1.83%, 10/15/2027 (Callable 08/15/2027) <sup>(a)</sup> | 5394000 | 5173643 |
| IQVIA, Inc. | IQVIA, Inc. | IQVIA, Inc. |
| &nbsp;&nbsp; 5.70%, 05/15/2028 (Callable 04/15/2028) | 8475000 | 8639076 |
| &nbsp;&nbsp; 6.25%, 02/01/2029 (Callable 01/01/2029) | 12000000 | 12472032 |
|  J M Smucker Co., 6.50%, 11/15/2053 (Callable 05/15/2053) | 3950000 | 4104599 |
| JAB Holdings BV | JAB Holdings BV | JAB Holdings BV |
| &nbsp;&nbsp; 2.20%, 11/23/2030 (Callable 08/23/2030) <sup>(a)</sup> | 7426000 | 6623788 |
| &nbsp;&nbsp; 3.75%, 05/28/2051 (Callable 11/28/2050) <sup>(a)</sup> | 11750000 | 7978621 |
| &nbsp;&nbsp; 4.50%, 04/08/2052 (Callable 10/08/2051) <sup>(a)</sup> | 9000000 | 6839625 |
|  Jabil, Inc., 4.20%, 02/01/2029 (Callable 01/01/2029) | 12000000 | 11854427 |
| Jacobs Engineering Group, Inc. | Jacobs Engineering Group, Inc. | Jacobs Engineering Group, Inc. |
| &nbsp;&nbsp; 6.35%, 08/18/2028 (Callable 07/18/2028) | 31750000 | 32948803 |
| &nbsp;&nbsp; 5.90%, 03/01/2033 (Callable 12/01/2032) | 16784000 | 17375153 |
| Jacobs Solutions, Inc. | Jacobs Solutions, Inc. | Jacobs Solutions, Inc. |
| &nbsp;&nbsp; 4.75%, 03/03/2031 (Callable 02/03/2031) | 23700000 | 23368260 |
| &nbsp;&nbsp; 5.38%, 03/03/2036 (Callable 12/03/2035) | 15225000 | 14848157 |
| JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings |
| &nbsp;&nbsp; 3.00%, 02/02/2029 (Callable 12/02/2028) | 10000000 | 9592125 |
| &nbsp;&nbsp; 3.00%, 05/15/2032 (Callable 02/15/2032) | 18525000 | 16462013 |
| &nbsp;&nbsp; 5.75%, 04/01/2033 (Callable 01/01/2033) | 36150000 | 37315486 |
| &nbsp;&nbsp; 6.75%, 03/15/2034 (Callable 12/15/2033) | 12750000 | 14023075 |
| &nbsp;&nbsp; 5.95%, 04/20/2035 (Callable 01/20/2035) | 12000000 | 12456767 |
| &nbsp;&nbsp; 5.63%, 03/10/2037 (Callable 12/10/2036) <sup>(a)</sup> | 20000000 | 20062600 |
| &nbsp;&nbsp; 6.25%, 03/01/2056 (Callable 09/01/2055) | 23000000 | 22546917 |
| &nbsp;&nbsp; 6.38%, 04/15/2066 (Callable 10/15/2065) | 10000000 | 9812619 |
| Johnson Controls International PLC | Johnson Controls International PLC | Johnson Controls International PLC |
| &nbsp;&nbsp; 6.00%, 01/15/2036 | 892000 | 948474 |
| &nbsp;&nbsp; 4.50%, 02/15/2047 (Callable 08/15/2046) | 4400000 | 3700631 |
|  Jones Lang LaSalle, Inc., 6.88%, 12/01/2028 (Callable 11/01/2028) | 8675000 | 9158865 |
|  Kellanova, 2.10%, 06/01/2030 (Callable 03/01/2030) | 20000000 | 18194206 |
| Keurig Dr Pepper, Inc. | Keurig Dr Pepper, Inc. | Keurig Dr Pepper, Inc. |
| &nbsp;&nbsp; 5.05%, 03/15/2029 (Callable 02/15/2029) | 23773000 | 24031674 |
| &nbsp;&nbsp; 3.95%, 04/15/2029 (Callable 02/15/2029) | 29500000 | 28899012 |
| &nbsp;&nbsp; 5.20%, 03/15/2031 (Callable 01/15/2031) | 4900000 | 4953686 |
| Keysight Technologies, Inc. | Keysight Technologies, Inc. | Keysight Technologies, Inc. |
| &nbsp;&nbsp; 4.60%, 04/06/2027 (Callable 01/06/2027) | 36562000 | 36603168 |
| &nbsp;&nbsp; 4.95%, 10/15/2034 (Callable 07/15/2034) | 10000000 | 9895379 |
|  Kimberly-Clark de Mexico SAB de CV, 2.43%, 07/01/2031 (Callable 04/01/2031) <sup>(a)</sup> | 19321000 | 17601045 |
| Kinder Morgan Energy Partners LP | Kinder Morgan Energy Partners LP | Kinder Morgan Energy Partners LP |
| &nbsp;&nbsp; 7.30%, 08/15/2033 | 8103000 | 9147358 |
| &nbsp;&nbsp; 5.80%, 03/15/2035 | 2150000 | 2229543 |
| &nbsp;&nbsp; 6.50%, 02/01/2037 | 6400000 | 6931188 |
| &nbsp;&nbsp; 6.95%, 01/15/2038 | 14008000 | 15638118 |
| &nbsp;&nbsp; 6.50%, 09/01/2039 | 5359000 | 5717775 |
| &nbsp;&nbsp; 7.50%, 11/15/2040 | 8317000 | 9640690 |
| Kinder Morgan, Inc. | Kinder Morgan, Inc. | Kinder Morgan, Inc. |
| &nbsp;&nbsp; 8.05%, 10/15/2030 | 3670000 | 4099892 |
| &nbsp;&nbsp; 7.80%, 08/01/2031 | 16745000 | 19102235 |
| &nbsp;&nbsp; 7.75%, 01/15/2032 | 44260000 | 50748524 |
|  Kinross Gold Corp., 6.88%, 09/01/2041 (Callable 03/01/2041) | 3000000 | 3173094 |
| Kraft Heinz Foods Co. | Kraft Heinz Foods Co. | Kraft Heinz Foods Co. |
| &nbsp;&nbsp; 5.00%, 07/15/2035 (Callable 01/15/2035) | 10613000 | 10309292 |
| &nbsp;&nbsp; 7.13%, 08/01/2039 <sup>(a)</sup> | 1425000 | 1556730 |
| Kyndryl Holdings, Inc. | Kyndryl Holdings, Inc. | Kyndryl Holdings, Inc. |
| &nbsp;&nbsp; 2.05%, 10/15/2026 (Callable 09/15/2026) | 17300000 | 17019226 |
| &nbsp;&nbsp; 2.70%, 10/15/2028 (Callable 08/15/2028) | 50000000 | 46248334 |
|  L3Harris Technologies, Inc., 5.40%, 07/31/2033 (Callable 04/30/2033) | 20500000 | 21032867 |
| Leidos, Inc. | Leidos, Inc. | Leidos, Inc. |
| &nbsp;&nbsp; 4.38%, 05/15/2030 (Callable 02/15/2030) | 47279000 | 46514739 |
| &nbsp;&nbsp; 2.30%, 02/15/2031 (Callable 11/15/2030) | 34290000 | 30515190 |
| &nbsp;&nbsp; 5.40%, 03/15/2032 (Callable 01/15/2032) | 13000000 | 13251553 |
| &nbsp;&nbsp; 7.13%, 07/01/2032 | 5000000 | 5481023 |
| &nbsp;&nbsp; 5.75%, 03/15/2033 (Callable 12/15/2032) | 23000000 | 23842616 |
|  Lennar Corp., 5.20%, 07/30/2030 (Callable 06/30/2030) | 11000000 | 11131376 |
| LG Energy Solution Ltd. | LG Energy Solution Ltd. | LG Energy Solution Ltd. |
| &nbsp;&nbsp; 5.25%, 04/02/2031 <sup>(a)</sup> | 15000000 | 14953489 |
| &nbsp;&nbsp; 5.50%, 07/02/2034 <sup>(a)</sup> | 18000000 | 17799148 |
| &nbsp;&nbsp; 5.88%, 04/02/2035 <sup>(a)</sup> | 7500000 | 7491615 |
|  LKQ Corp., 5.75%, 06/15/2028 (Callable 05/15/2028) | 12000000 | 12213085 |
|  Lowe's Cos., Inc., 5.85%, 04/01/2063 (Callable 10/01/2062) | 3450000 | 3302404 |
| LYB International Finance III LLC | LYB International Finance III LLC | LYB International Finance III LLC |
| &nbsp;&nbsp; 5.13%, 01/15/2031 (Callable 12/15/2030) | 5925000 | 5932208 |
| &nbsp;&nbsp; 5.50%, 03/01/2034 (Callable 12/01/2033) | 15000000 | 14909994 |
|  Maple Parent Holdings Corp., 6.63%, 03/26/2056 (Callable 09/26/2055) <sup>(a)</sup> | 6000000 | 5941360 |
| Marathon Petroleum Corp. | Marathon Petroleum Corp. | Marathon Petroleum Corp. |
| &nbsp;&nbsp; 5.15%, 03/01/2030 (Callable 02/01/2030) | 14200000 | 14483801 |
| &nbsp;&nbsp; 4.75%, 09/15/2044 (Callable 03/15/2044) | 1950000 | 1657900 |
| Marriott International, Inc. | Marriott International, Inc. | Marriott International, Inc. |
| &nbsp;&nbsp; 5.00%, 10/15/2027 (Callable 09/15/2027) | 12950000 | 13066648 |
| &nbsp;&nbsp; 4.80%, 03/15/2030 (Callable 02/15/2030) | 15000000 | 15127283 |
| &nbsp;&nbsp; 5.35%, 03/15/2035 (Callable 12/15/2034) | 15000000 | 15097653 |
|  Marshfield Clinic Health System, Inc., 2.70%, 02/15/2030 (Callable 08/15/2029) | 23125000 | 21565358 |
| Martin Marietta Materials, Inc. | Martin Marietta Materials, Inc. | Martin Marietta Materials, Inc. |
| &nbsp;&nbsp; 2.50%, 03/15/2030 (Callable 12/15/2029) | 6200000 | 5734765 |
| &nbsp;&nbsp; 6.25%, 05/01/2037 | 893000 | 942684 |
| MasTec, Inc. | MasTec, Inc. | MasTec, Inc. |
| &nbsp;&nbsp; 4.50%, 08/15/2028 (Callable 05/01/2026) <sup>(a)</sup> | 5000000 | 4945734 |
| &nbsp;&nbsp; 5.90%, 06/15/2029 (Callable 05/15/2029) | 10000000 | 10332859 |
|  Medline Borrower LP, 3.88%, 04/01/2029 (Callable 05/01/2026) <sup>(a)</sup> | 114000000 | 110279245 |
| Mercedes-Benz Finance North America LLC | Mercedes-Benz Finance North America LLC | Mercedes-Benz Finance North America LLC |
| &nbsp;&nbsp; 5.25%, 11/29/2027 <sup>(a)</sup> | 8225000 | 8348406 |
| &nbsp;&nbsp; 4.25%, 03/10/2029 <sup>(a)</sup> | 21875000 | 21717051 |
|  Meritage Homes Corp., 5.65%, 03/15/2035 (Callable 12/15/2034) | 7550000 | 7541768 |
|  Midwest Connector Capital Co. LLC, 4.63%, 04/01/2029 (Callable 01/01/2029) <sup>(a)</sup> | 36022000 | 35836330 |
| Mohawk Industries, Inc. | Mohawk Industries, Inc. | Mohawk Industries, Inc. |
| &nbsp;&nbsp; 5.85%, 09/18/2028 (Callable 08/18/2028) | 13300000 | 13683217 |
| &nbsp;&nbsp; 3.63%, 05/15/2030 (Callable 02/15/2030) | 10000000 | 9585913 |
|  Molex Electronic Technologies LLC, 4.75%, 04/30/2028 (Callable 03/30/2028) <sup>(a)</sup> | 20000000 | 20085327 |
| Mosaic Co. | Mosaic Co. | Mosaic Co. |
| &nbsp;&nbsp; 5.45%, 11/15/2033 (Callable 05/15/2033) | 2000000 | 2021262 |
| &nbsp;&nbsp; 4.88%, 11/15/2041 (Callable 05/15/2041) | 5000000 | 4403710 |
| MPLX LP | MPLX LP | MPLX LP |
| &nbsp;&nbsp; 4.13%, 03/01/2027 (Callable 12/01/2026) | 11975000 | 11944135 |
| &nbsp;&nbsp; 4.80%, 02/15/2031 (Callable 01/15/2031) | 22125000 | 22175630 |
| &nbsp;&nbsp; 5.00%, 01/15/2033 (Callable 11/15/2032) | 9675000 | 9604019 |
| &nbsp;&nbsp; 5.00%, 03/01/2033 (Callable 12/01/2032) | 10000000 | 9943843 |
| &nbsp;&nbsp; 5.50%, 06/01/2034 (Callable 03/01/2034) | 25000000 | 25257283 |
| &nbsp;&nbsp; 4.50%, 04/15/2038 (Callable 10/15/2037) | 8725000 | 7840497 |
| &nbsp;&nbsp; 5.95%, 04/01/2055 (Callable 10/01/2054) | 11450000 | 10902817 |
| MSCI, Inc. | MSCI, Inc. | MSCI, Inc. |
| &nbsp;&nbsp; 4.00%, 11/15/2029 (Callable 05/01/2026) <sup>(a)</sup> | 8500000 | 8256127 |
| &nbsp;&nbsp; 3.63%, 09/01/2030 (Callable 05/01/2026) <sup>(a)</sup> | 24186000 | 22860560 |
| &nbsp;&nbsp; 3.88%, 02/15/2031 (Callable 05/01/2026) <sup>(a)</sup> | 16031000 | 15154020 |
| Mylan, Inc. | Mylan, Inc. | Mylan, Inc. |
| &nbsp;&nbsp; 4.55%, 04/15/2028 (Callable 01/15/2028) | 17505000 | 17414937 |
| &nbsp;&nbsp; 5.20%, 04/15/2048 (Callable 10/15/2047) | 9000000 | 7124239 |
|  NGPL PipeCo LLC, 4.88%, 08/15/2027 (Callable 02/15/2027) <sup>(a)</sup> | 32000000 | 32065261 |
|  Nissan Motor Acceptance Co. LLC, 5.30%, 09/13/2027 <sup>(a)</sup> | 26800000 | 26620574 |
|  Nordson Corp., 4.50%, 12/15/2029 (Callable 11/15/2029) | 18000000 | 17959334 |
|  Norfolk Southern Corp., 3.05%, 05/15/2050 (Callable 11/15/2049) | 17000000 | 10907944 |
|  Nova Southeastern University, Inc., 4.81%, 04/01/2053 | 7200000 | 6193598 |
|  Nutrien Ltd., 4.20%, 04/01/2029 (Callable 01/01/2029) | 7000000 | 6952142 |
| nVent Finance Sarl | nVent Finance Sarl | nVent Finance Sarl |
| &nbsp;&nbsp; 4.55%, 04/15/2028 (Callable 01/15/2028) | 32634000 | 32557729 |
| &nbsp;&nbsp; 5.65%, 05/15/2033 (Callable 02/15/2033) | 5000000 | 5126686 |
| NXP BV / NXP Funding LLC / NXP USA, Inc. | NXP BV / NXP Funding LLC / NXP USA, Inc. | NXP BV / NXP Funding LLC / NXP USA, Inc. |
| &nbsp;&nbsp; 4.30%, 06/18/2029 (Callable 03/18/2029) | 10000000 | 9912169 |
| &nbsp;&nbsp; 2.65%, 02/15/2032 (Callable 11/15/2031) | 10000000 | 8820487 |
| Occidental Petroleum Corp. | Occidental Petroleum Corp. | Occidental Petroleum Corp. |
| &nbsp;&nbsp; 8.88%, 07/15/2030 (Callable 01/15/2030) | 29260000 | 33305985 |
| &nbsp;&nbsp; 7.50%, 05/01/2031 | 28703000 | 31946956 |
| &nbsp;&nbsp; 7.88%, 09/15/2031 | 6320000 | 7174995 |
| &nbsp;&nbsp; 5.55%, 10/01/2034 (Callable 07/01/2034) | 20400000 | 20746004 |
| &nbsp;&nbsp; 6.45%, 09/15/2036 | 58151000 | 62134285 |
|  Ochsner LSU Health System of North Louisiana, 2.51%, 05/15/2031 (Callable 11/15/2030) | 26620000 | 22736597 |
|  ONEOK, Inc., 3.95%, 03/01/2050 (Callable 09/01/2049) | 5100000 | 3613841 |
| Oracle Corp. | Oracle Corp. | Oracle Corp. |
| &nbsp;&nbsp; 2.80%, 04/01/2027 (Callable 02/01/2027) | 26225000 | 25774913 |
| &nbsp;&nbsp; 6.25%, 11/09/2032 (Callable 08/09/2032) | 18000000 | 18470055 |
| &nbsp;&nbsp; 5.70%, 02/04/2036 (Callable 11/04/2035) | 31850000 | 30623402 |
| &nbsp;&nbsp; 6.55%, 02/04/2046 (Callable 08/04/2045) | 3500000 | 3265346 |
| &nbsp;&nbsp; 4.00%, 11/15/2047 (Callable 05/15/2047) | 10250000 | 6783390 |
| &nbsp;&nbsp; 3.95%, 03/25/2051 (Callable 09/25/2050) | 3300000 | 2091063 |
| &nbsp;&nbsp; 6.90%, 11/09/2052 (Callable 05/09/2052) | 60574000 | 57189646 |
| &nbsp;&nbsp; 5.95%, 09/26/2055 (Callable 03/26/2055) | 4238000 | 3565305 |
|  Orange SA, 9.00%, 03/01/2031 <sup>(e)</sup> | 29519000 | 34889437 |
|  Paychex, Inc., 5.10%, 04/15/2030 (Callable 03/15/2030) | 5593000 | 5643135 |
|  PeaceHealth Obligated Group, 3.22%, 11/15/2050 (Callable 05/15/2050) | 7200000 | 4724939 |
| Penske Truck Leasing Co. Lp / PTL Finance Corp. | Penske Truck Leasing Co. Lp / PTL Finance Corp. | Penske Truck Leasing Co. Lp / PTL Finance Corp. |
| &nbsp;&nbsp; 5.88%, 11/15/2027 (Callable 10/15/2027) <sup>(a)</sup> | 12000000 | 12226080 |
| &nbsp;&nbsp; 5.55%, 05/01/2028 (Callable 04/01/2028) <sup>(a)</sup> | 24065000 | 24464296 |
| &nbsp;&nbsp; 6.05%, 08/01/2028 (Callable 07/01/2028) <sup>(a)</sup> | 25000000 | 25726387 |
| &nbsp;&nbsp; 5.35%, 03/30/2029 (Callable 02/28/2029) <sup>(a)</sup> | 7500000 | 7628087 |
| &nbsp;&nbsp; 5.25%, 07/01/2029 (Callable 06/01/2029) <sup>(a)</sup> | 20000000 | 20290417 |
| &nbsp;&nbsp; 3.35%, 11/01/2029 (Callable 08/01/2029) <sup>(a)</sup> | 2199000 | 2097970 |
|  Perrigo Finance Unlimited Co., 5.15%, 06/15/2030 (Callable 03/15/2030) <sup>(e)</sup> | 10000000 | 9027421 |
|  Pfizer Investment Enterprises Pte Ltd., 5.30%, 05/19/2053 (Callable 11/19/2052) | 18650000 | 17332752 |
| Phillips 66 | Phillips 66 | Phillips 66 |
| &nbsp;&nbsp; 2.15%, 12/15/2030 (Callable 09/15/2030) | 12000000 | 10758040 |
| &nbsp;&nbsp; 5.88%, 05/01/2042 | 6000000 | 6010316 |
| &nbsp;&nbsp; 4.88%, 11/15/2044 (Callable 05/15/2044) | 26130000 | 22699159 |
| Phillips 66 Co. | Phillips 66 Co. | Phillips 66 Co. |
| &nbsp;&nbsp; 3.55%, 10/01/2026 (Callable 07/01/2026) | 7000000 | 6979195 |
| &nbsp;&nbsp; 3.15%, 12/15/2029 (Callable 09/15/2029) | 12000000 | 11446706 |
| Pilgrim's Pride Corp. | Pilgrim's Pride Corp. | Pilgrim's Pride Corp. |
| &nbsp;&nbsp; 6.25%, 07/01/2033 (Callable 04/01/2033) | 39117000 | 40962540 |
| &nbsp;&nbsp; 6.88%, 05/15/2034 (Callable 02/15/2034) | 18000000 | 19432134 |
| 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; 3.55%, 12/15/2029 (Callable 09/15/2029) | 10000000 | 9676916 |
| &nbsp;&nbsp; 4.70%, 01/15/2031 (Callable 12/15/2030) | 10000000 | 9969567 |
|  Premier Health Partners, 2.91%, 11/15/2026 (Callable 05/15/2026) | 33267000 | 32917763 |
| Quanta Services, Inc. | Quanta Services, Inc. | Quanta Services, Inc. |
| &nbsp;&nbsp; 2.90%, 10/01/2030 (Callable 07/01/2030) | 8275000 | 7675475 |
| &nbsp;&nbsp; 5.25%, 08/09/2034 (Callable 05/09/2034) | 10000000 | 10059893 |
|  Reckitt Benckiser Treasury Services PLC, 3.00%, 06/26/2027 (Callable 03/26/2027) <sup>(a)</sup> | 67730000 | 66703485 |
| Regal Rexnord Corp. | Regal Rexnord Corp. | Regal Rexnord Corp. |
| &nbsp;&nbsp; 6.05%, 04/15/2028 (Callable 03/15/2028) | 31017000 | 31812602 |
| &nbsp;&nbsp; 6.30%, 02/15/2030 (Callable 12/15/2029) | 5000000 | 5238860 |
| &nbsp;&nbsp; 6.40%, 04/15/2033 (Callable 01/15/2033) | 23129000 | 24447113 |
|  Reliance Industries Ltd., 2.88%, 01/12/2032 <sup>(a)</sup> | 26000000 | 23382484 |
| Reliance, Inc. | Reliance, Inc. | Reliance, Inc. |
| &nbsp;&nbsp; 2.15%, 08/15/2030 (Callable 05/15/2030) | 10000000 | 8982651 |
| &nbsp;&nbsp; 6.85%, 11/15/2036 | 6100000 | 6744617 |
|  Repsol E&P Capital Markets US LLC, 4.81%, 09/16/2028 (Callable 08/16/2028) <sup>(a)</sup> | 35940000 | 36089808 |
| Revvity, Inc. | Revvity, Inc. | Revvity, Inc. |
| &nbsp;&nbsp; 3.30%, 09/15/2029 (Callable 06/15/2029) | 24200000 | 23162816 |
| &nbsp;&nbsp; 3.63%, 03/15/2051 (Callable 09/15/2050) | 12000000 | 8414978 |
|  Rio Tinto Alcan, Inc., 5.75%, 06/01/2035 | 446000 | 465829 |
| Rogers Communications, Inc. | Rogers Communications, Inc. | Rogers Communications, Inc. |
| &nbsp;&nbsp; 3.80%, 03/15/2032 (Callable 12/15/2031) | 13000000 | 12135337 |
| &nbsp;&nbsp; 4.50%, 03/15/2042 (Callable 09/15/2041) | 9150000 | 7716069 |
| &nbsp;&nbsp; 5.45%, 10/01/2043 (Callable 04/01/2043) | 16560000 | 15355175 |
|  Royal Caribbean Cruises Ltd., 5.63%, 09/30/2031 (Callable 09/30/2027) <sup>(a)</sup> | 21800000 | 22014895 |
|  Royalty Pharma PLC, 5.20%, 09/25/2035 (Callable 06/25/2035) | 41050000 | 40513562 |
|  RPM International, Inc., 2.95%, 01/15/2032 (Callable 10/15/2031) | 8050000 | 7236643 |
| RTX Corp. | RTX Corp. | RTX Corp. |
| &nbsp;&nbsp; 3.50%, 03/15/2027 (Callable 12/15/2026) | 9578000 | 9509973 |
| &nbsp;&nbsp; 2.25%, 07/01/2030 (Callable 04/01/2030) | 24375000 | 22284829 |
| &nbsp;&nbsp; 4.35%, 04/15/2047 (Callable 10/15/2046) | 9175000 | 7596863 |
| &nbsp;&nbsp; 3.13%, 07/01/2050 (Callable 01/01/2050) | 6000000 | 3945430 |
| Ryder System, Inc. | Ryder System, Inc. | Ryder System, Inc. |
| &nbsp;&nbsp; 5.65%, 03/01/2028 (Callable 02/01/2028) | 14110000 | 14410390 |
| &nbsp;&nbsp; 5.25%, 06/01/2028 (Callable 05/01/2028) | 12000000 | 12191559 |
| &nbsp;&nbsp; 4.90%, 12/01/2029 (Callable 11/01/2029) | 15000000 | 15165299 |
| Sabine Pass Liquefaction LLC | Sabine Pass Liquefaction LLC | Sabine Pass Liquefaction LLC |
| &nbsp;&nbsp; 4.50%, 05/15/2030 (Callable 11/15/2029) | 43842000 | 43523691 |
| &nbsp;&nbsp; 5.90%, 09/15/2037 (Callable 03/15/2037) | 9439700 | 9842476 |
|  Salesforce, Inc., 4.65%, 03/15/2029 (Callable 02/15/2029) | 83200000 | 83372300 |
|  Samarco Mineracao SA, 9.00% (includes 5.00% PIK) 06/30/2031 (Callable 04/16/2026) <sup>(a)</sup> | 5721555 | 5629478 |
| Santos Finance Ltd. | Santos Finance Ltd. | Santos Finance Ltd. |
| &nbsp;&nbsp; 3.65%, 04/29/2031 (Callable 01/29/2031) <sup>(a)</sup> | 9000000 | 8421620 |
| &nbsp;&nbsp; 6.88%, 09/19/2033 (Callable 06/19/2033) <sup>(a)</sup> | 19600000 | 21339186 |
|  SBA Communications Corp., 3.13%, 02/01/2029 (Callable 05/01/2026) | 12500000 | 11844635 |
|  Shell Finance US, Inc., 4.13%, 05/11/2035 | 10000000 | 9481375 |
|  SK hynix, Inc., 5.50%, 01/16/2029 <sup>(a)</sup> | 12850000 | 13204638 |
|  SK Telecom Co. Ltd., 6.63%, 07/20/2027 <sup>(a)</sup> | 1339000 | 1374814 |
| Smith & Nephew PLC | Smith & Nephew PLC | Smith & Nephew PLC |
| &nbsp;&nbsp; 2.03%, 10/14/2030 (Callable 07/14/2030) | 27625000 | 24585575 |
| &nbsp;&nbsp; 5.40%, 03/20/2034 (Callable 12/20/2033) | 15000000 | 15214530 |
| Smithfield Foods, Inc. | Smithfield Foods, Inc. | Smithfield Foods, Inc. |
| &nbsp;&nbsp; 3.00%, 10/15/2030 (Callable 07/15/2030) <sup>(a)</sup> | 10000000 | 9141244 |
| &nbsp;&nbsp; 2.63%, 09/13/2031 (Callable 06/13/2031) <sup>(a)</sup> | 20000000 | 17553727 |
|  Smurfit Westrock Financing DAC, 5.42%, 01/15/2035 (Callable 10/15/2034) | 10000000 | 10080275 |
|  Solventum Corp., 5.60%, 03/23/2034 (Callable 12/23/2033) | 43176000 | 44139280 |
|  Southern Copper Corp., 7.50%, 07/27/2035 | 5000000 | 5717095 |
|  Spectra Energy Partners LP, 4.50%, 03/15/2045 (Callable 09/15/2044) | 12000000 | 10051915 |
|  Sprint Capital Corp., 6.88%, 11/15/2028 | 21552000 | 22787119 |
|  Stanley Black & Decker, Inc., 6.00%, 03/06/2028 (Callable 02/06/2028) | 2852000 | 2939364 |
|  Steel Dynamics, Inc., 3.25%, 01/15/2031 (Callable 10/15/2030) | 7000000 | 6557200 |
| Stellantis Finance US, Inc. | Stellantis Finance US, Inc. | Stellantis Finance US, Inc. |
| &nbsp;&nbsp; 5.63%, 01/12/2028 (Callable 12/12/2027) <sup>(a)</sup> | 13750000 | 13889726 |
| &nbsp;&nbsp; 5.35%, 03/17/2028 (Callable 02/17/2028) <sup>(a)</sup> | 5193000 | 5229872 |
|  STERIS Irish FinCo UnLtd Co., 3.75%, 03/15/2051 (Callable 09/15/2050) | 7500000 | 5396904 |
|  Suntory Global Spirits, Inc., 6.63%, 07/15/2028 | 21270000 | 22151570 |
| Syensqo Finance America LLC | Syensqo Finance America LLC | Syensqo Finance America LLC |
| &nbsp;&nbsp; 5.65%, 06/04/2029 (Callable 05/04/2029) <sup>(a)</sup> | 10000000 | 10234507 |
| &nbsp;&nbsp; 5.85%, 06/04/2034 (Callable 03/04/2034) <sup>(a)</sup> | 13000000 | 13267447 |
|  Synopsys, Inc., 5.70%, 04/01/2055 (Callable 10/01/2054) | 15000000 | 14341241 |
| Sysco Corp. | Sysco Corp. | Sysco Corp. |
| &nbsp;&nbsp; 5.95%, 04/01/2030 (Callable 01/01/2030) | 4000000 | 4154435 |
| &nbsp;&nbsp; 4.95%, 03/25/2036 (Callable 12/25/2035) | 17425000 | 16611532 |
| &nbsp;&nbsp; 6.60%, 04/01/2050 (Callable 10/01/2049) | 12455000 | 12869656 |
| Targa Resources Corp. | Targa Resources Corp. | Targa Resources Corp. |
| &nbsp;&nbsp; 5.20%, 07/01/2027 (Callable 06/01/2027) | 15925000 | 16050001 |
| &nbsp;&nbsp; 6.13%, 03/15/2033 (Callable 12/15/2032) | 22200000 | 23478282 |
| &nbsp;&nbsp; 5.55%, 08/15/2035 (Callable 05/15/2035) | 26250000 | 26474394 |
| &nbsp;&nbsp; 5.65%, 02/15/2036 (Callable 11/15/2035) | 23275000 | 23617005 |
|  TC PipeLines LP, 3.90%, 05/25/2027 (Callable 02/25/2027) | 30327000 | 30103884 |
| TD SYNNEX Corp. | TD SYNNEX Corp. | TD SYNNEX Corp. |
| &nbsp;&nbsp; 1.75%, 08/09/2026 (Callable 07/09/2026) | 34843000 | 34494054 |
| &nbsp;&nbsp; 2.38%, 08/09/2028 (Callable 06/09/2028) | 15992000 | 15182531 |
| &nbsp;&nbsp; 4.30%, 01/17/2029 (Callable 12/17/2028) | 37510000 | 37093201 |
|  Telecom Italia Capital SA, 7.20%, 07/18/2036 | 1373000 | 1482726 |
|  Teledyne FLIR LLC, 2.50%, 08/01/2030 (Callable 05/01/2030) | 7000000 | 6433311 |
| Telefonica Emisiones SA | Telefonica Emisiones SA | Telefonica Emisiones SA |
| &nbsp;&nbsp; 4.67%, 03/06/2038 | 10760000 | 9727168 |
| &nbsp;&nbsp; 5.21%, 03/08/2047 | 33100000 | 28742007 |
| &nbsp;&nbsp; 4.90%, 03/06/2048 | 29050000 | 24029242 |
| &nbsp;&nbsp; 5.52%, 03/01/2049 (Callable 09/01/2048) | 3775000 | 3402433 |
|  Teva Pharmaceutical Finance Netherlands III BV, 3.15%, 10/01/2026 | 5888000 | 5829466 |
|  Textron, Inc., 3.00%, 06/01/2030 (Callable 03/01/2030) | 19675000 | 18521189 |
| Time Warner Cable LLC | Time Warner Cable LLC | Time Warner Cable LLC |
| &nbsp;&nbsp; 6.55%, 05/01/2037 | 893000 | 900319 |
| &nbsp;&nbsp; 7.30%, 07/01/2038 | 6320000 | 6613092 |
| &nbsp;&nbsp; 6.75%, 06/15/2039 | 2767000 | 2745614 |
| Timken Co. | Timken Co. | Timken Co. |
| &nbsp;&nbsp; 4.50%, 12/15/2028 (Callable 09/15/2028) | 6550000 | 6534232 |
| &nbsp;&nbsp; 4.13%, 04/01/2032 (Callable 01/01/2032) | 9185000 | 8662858 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. | T-Mobile USA, Inc. |
| &nbsp;&nbsp; 3.38%, 04/15/2029 (Callable 04/11/2026) | 10350000 | 10030422 |
| &nbsp;&nbsp; 3.88%, 04/15/2030 (Callable 01/15/2030) | 119330000 | 116212019 |
| &nbsp;&nbsp; 2.55%, 02/15/2031 (Callable 11/15/2030) | 20000000 | 18174253 |
| &nbsp;&nbsp; 3.50%, 04/15/2031 (Callable 04/15/2026) | 7000000 | 6620450 |
| &nbsp;&nbsp; 4.38%, 04/15/2040 (Callable 10/15/2039) | 24900000 | 21887390 |
| &nbsp;&nbsp; 5.65%, 01/15/2053 (Callable 07/15/2052) | 13250000 | 12530910 |
| &nbsp;&nbsp; 3.60%, 11/15/2060 (Callable 05/15/2060) | 19700000 | 12786018 |
|  Trane Technologies Financing Ltd., 5.25%, 03/03/2033 (Callable 12/03/2032) | 12300000 | 12613458 |
| TransCanada PipeLines Ltd. | TransCanada PipeLines Ltd. | TransCanada PipeLines Ltd. |
| &nbsp;&nbsp; 6.20%, 10/15/2037 | 8400000 | 8912629 |
| &nbsp;&nbsp; 7.63%, 01/15/2039 | 21327000 | 25013562 |
| Transcontinental Gas Pipe Line Co. LLC | Transcontinental Gas Pipe Line Co. LLC | Transcontinental Gas Pipe Line Co. LLC |
| &nbsp;&nbsp; 7.25%, 12/01/2026 | 3500000 | 3561929 |
| &nbsp;&nbsp; 4.60%, 03/15/2048 (Callable 09/15/2047) | 5150000 | 4309970 |
|  Triton Container International Ltd., 2.05%, 04/15/2026 (Callable 04/01/2026) <sup>(a)</sup> | 21000000 | 20977540 |
| Triton Container International Ltd. / TAL International Container Corp. | Triton Container International Ltd. / TAL International Container Corp. | Triton Container International Ltd. / TAL International Container Corp. |
| &nbsp;&nbsp; 3.25%, 03/15/2032 (Callable 12/15/2031) | 10000000 | 9025801 |
| &nbsp;&nbsp; 5.15%, 02/15/2033 (Callable 12/15/2032) | 23150000 | 22666834 |
|  TTX Co., 4.60%, 02/01/2049 (Callable 08/01/2048) <sup>(a)</sup> | 8325000 | 7143433 |
|  Tyson Foods, Inc., 5.10%, 09/28/2048 (Callable 03/28/2048) | 10000000 | 8998577 |
|  United Rentals North America, Inc., 6.00%, 12/15/2029 (Callable 05/01/2026) <sup>(a)</sup> | 45000000 | 45751545 |
| Universal Health Services, Inc. | Universal Health Services, Inc. | Universal Health Services, Inc. |
| &nbsp;&nbsp; 1.65%, 09/01/2026 (Callable 08/01/2026) | 24000000 | 23713222 |
| &nbsp;&nbsp; 2.65%, 10/15/2030 (Callable 07/15/2030) | 10000000 | 9002708 |
| &nbsp;&nbsp; 5.05%, 10/15/2034 (Callable 07/15/2034) | 10000000 | 9547466 |
|  UPMC, 5.04%, 05/15/2033 (Callable 02/15/2033) | 9275000 | 9345748 |
|  Utah Acquisition Sub, Inc., 3.95%, 06/15/2026 (Callable 05/01/2026) | 22757000 | 22713644 |
| Vale Overseas Ltd. | Vale Overseas Ltd. | Vale Overseas Ltd. |
| &nbsp;&nbsp; 3.75%, 07/08/2030 (Callable 04/08/2030) | 28721000 | 27334235 |
| &nbsp;&nbsp; 6.13%, 06/12/2033 (Callable 03/12/2033) | 42450000 | 44276199 |
| &nbsp;&nbsp; 6.88%, 11/21/2036 | 45621000 | 50465083 |
| &nbsp;&nbsp; 6.40%, 06/28/2054 (Callable 12/28/2053) | 28550000 | 28912585 |
| Valero Energy Corp. | Valero Energy Corp. | Valero Energy Corp. |
| &nbsp;&nbsp; 2.15%, 09/15/2027 (Callable 07/15/2027) | 14150000 | 13718057 |
| &nbsp;&nbsp; 4.00%, 04/01/2029 (Callable 01/01/2029) | 15475000 | 15281196 |
| &nbsp;&nbsp; 6.63%, 06/15/2037 | 2100000 | 2298469 |
|  Vallourec SACA, 7.50%, 04/15/2032 (Callable 04/15/2027) <sup>(a)</sup> | 17400000 | 18235426 |
| Var Energi ASA | Var Energi ASA | Var Energi ASA |
| &nbsp;&nbsp; 5.00%, 05/18/2027 (Callable 04/18/2027) <sup>(a)</sup> | 23850000 | 23956126 |
| &nbsp;&nbsp; 7.50%, 01/15/2028 (Callable 12/15/2027) <sup>(a)</sup> | 65430000 | 68444586 |
| &nbsp;&nbsp; 8.00%, 11/15/2032 (Callable 08/15/2032) <sup>(a)</sup> | 15000000 | 17060512 |
| &nbsp;&nbsp; 6.50%, 05/22/2035 (Callable 02/22/2035) <sup>(a)</sup> | 20000000 | 21014445 |
| Venture Global Calcasieu Pass LLC | Venture Global Calcasieu Pass LLC | Venture Global Calcasieu Pass LLC |
| &nbsp;&nbsp; 3.88%, 08/15/2029 (Callable 02/15/2029) <sup>(a)</sup> | 24825000 | 23597128 |
| &nbsp;&nbsp; 6.25%, 01/15/2030 (Callable 10/15/2029) <sup>(a)</sup> | 40200000 | 41117444 |
| Verizon Communications, Inc. | Verizon Communications, Inc. | Verizon Communications, Inc. |
| &nbsp;&nbsp; 2.55%, 03/21/2031 (Callable 12/21/2030) | 4430000 | 4021855 |
| &nbsp;&nbsp; 2.36%, 03/15/2032 (Callable 12/15/2031) | 5650000 | 4931617 |
| &nbsp;&nbsp; 4.50%, 08/10/2033 | 16325000 | 15834168 |
| &nbsp;&nbsp; 4.27%, 01/15/2036 | 17148000 | 15857611 |
| &nbsp;&nbsp; 5.25%, 03/16/2037 | 28793000 | 28447563 |
| &nbsp;&nbsp; 5.40%, 07/02/2037 (Callable 04/02/2037) | 3100000 | 3088695 |
| &nbsp;&nbsp; 4.81%, 03/15/2039 | 37323000 | 34790418 |
| &nbsp;&nbsp; 2.65%, 11/20/2040 (Callable 05/20/2040) | 10000000 | 7019086 |
| &nbsp;&nbsp; 3.40%, 03/22/2041 (Callable 09/22/2040) | 4250000 | 3263235 |
| &nbsp;&nbsp; 5.75%, 11/30/2045 (Callable 05/30/2045) | 5000000 | 4869003 |
| &nbsp;&nbsp; 4.86%, 08/21/2046 | 2500000 | 2178113 |
| &nbsp;&nbsp; 5.88%, 11/30/2055 (Callable 05/30/2055) | 11725000 | 11404593 |
| &nbsp;&nbsp; 3.70%, 03/22/2061 (Callable 09/22/2060) | 13725000 | 9145338 |
| Viatris, Inc. | Viatris, Inc. | Viatris, Inc. |
| &nbsp;&nbsp; 3.85%, 06/22/2040 (Callable 12/22/2039) | 13083000 | 9929578 |
| &nbsp;&nbsp; 4.00%, 06/22/2050 (Callable 12/22/2049) | 40600000 | 26609538 |
|  VICI Properties LP, 4.75%, 02/15/2028 (Callable 01/15/2028) | 35000000 | 35031629 |
|  VICI Properties LP / VICI Note Co., Inc., 4.50%, 01/15/2028 (Callable 10/15/2027) <sup>(a)</sup> | 16749000 | 16650029 |
| Videotron Ltd. | Videotron Ltd. | Videotron Ltd. |
| &nbsp;&nbsp; 3.63%, 06/15/2029 (Callable 05/01/2026) <sup>(a)</sup> | 11115000 | 10757876 |
| &nbsp;&nbsp; 5.70%, 01/15/2035 (Callable 10/15/2034) <sup>(a)</sup> | 20000000 | 20188114 |
|  Viper Energy Partners LLC, 4.90%, 08/01/2030 (Callable 07/01/2030) | 5000000 | 4996700 |
| Vodafone Group PLC | Vodafone Group PLC | Vodafone Group PLC |
| &nbsp;&nbsp; 7.88%, 02/15/2030 | 301000 | 336654 |
| &nbsp;&nbsp; 5.00%, 05/30/2038 | 6800000 | 6640051 |
| &nbsp;&nbsp; 5.63%, 02/10/2053 (Callable 08/10/2052) | 10000000 | 9338294 |
| &nbsp;&nbsp; 5.75%, 02/10/2063 (Callable 08/10/2062) | 5000000 | 4641855 |
| Volkswagen Group of America Finance LLC | Volkswagen Group of America Finance LLC | Volkswagen Group of America Finance LLC |
| &nbsp;&nbsp; 5.05%, 03/27/2028 (Callable 02/27/2028) <sup>(a)</sup> | 20900000 | 21031112 |
| &nbsp;&nbsp; 4.55%, 09/11/2028 (Callable 08/11/2028) <sup>(a)</sup> | 14900000 | 14856887 |
| &nbsp;&nbsp; 6.20%, 11/16/2028 (Callable 10/16/2028) <sup>(a)</sup> | 30000000 | 31016808 |
| Vontier Corp. | Vontier Corp. | Vontier Corp. |
| &nbsp;&nbsp; 2.40%, 04/01/2028 (Callable 02/01/2028) | 12921000 | 12384797 |
| &nbsp;&nbsp; 2.95%, 04/01/2031 (Callable 01/01/2031) | 5275000 | 4796643 |
|  Vulcan Materials Co., 4.70%, 03/01/2048 (Callable 09/01/2047) | 3446000 | 2938661 |
|  Weir Group, Inc., 5.35%, 05/06/2030 (Callable 04/06/2030) <sup>(a)</sup> | 32000000 | 32424104 |
| Western Midstream Operating LP | Western Midstream Operating LP | Western Midstream Operating LP |
| &nbsp;&nbsp; 4.05%, 02/01/2030 (Callable 11/01/2029) <sup>(e)</sup> | 10500000 | 10196283 |
| &nbsp;&nbsp; 7.25%, 04/01/2030 (Callable 04/01/2027) <sup>(a)</sup> | 12276000 | 12926837 |
| &nbsp;&nbsp; 6.15%, 04/01/2033 (Callable 01/01/2033) | 4550000 | 4748743 |
| &nbsp;&nbsp; 5.45%, 11/15/2034 (Callable 08/15/2034) | 20000000 | 19804412 |
| &nbsp;&nbsp; 5.50%, 12/15/2035 (Callable 09/15/2035) | 15325000 | 15071124 |
| Westinghouse Air Brake Technologies Corp. | Westinghouse Air Brake Technologies Corp. | Westinghouse Air Brake Technologies Corp. |
| &nbsp;&nbsp; 3.45%, 11/15/2026 (Callable 08/15/2026) | 28315000 | 28153065 |
| &nbsp;&nbsp; 4.70%, 09/15/2028 (Callable 06/15/2028) <sup>(e)</sup> | 4739000 | 4752898 |
|  WestRock MWV LLC, 8.20%, 01/15/2030 | 7963000 | 8925628 |
| Whistler Pipeline LLC | Whistler Pipeline LLC | Whistler Pipeline LLC |
| &nbsp;&nbsp; 5.40%, 09/30/2029 (Callable 08/30/2029) <sup>(a)</sup> | 10000000 | 10243426 |
| &nbsp;&nbsp; 5.70%, 09/30/2031 (Callable 07/30/2031) <sup>(a)</sup> | 13775000 | 14149406 |
| &nbsp;&nbsp; 5.95%, 09/30/2034 (Callable 06/30/2034) <sup>(a)</sup> | 7395000 | 7576934 |
| Williams Cos., Inc. | Williams Cos., Inc. | Williams Cos., Inc. |
| &nbsp;&nbsp; 7.75%, 06/15/2031 | 3400000 | 3850205 |
| &nbsp;&nbsp; 8.75%, 03/15/2032 <sup>(e)</sup> | 5750000 | 6828817 |
| &nbsp;&nbsp; 6.30%, 04/15/2040 | 8417000 | 8907773 |
| &nbsp;&nbsp; 4.85%, 03/01/2048 (Callable 09/01/2047) | 7000000 | 5972051 |
| Woodside Finance Ltd. | Woodside Finance Ltd. | Woodside Finance Ltd. |
| &nbsp;&nbsp; 4.50%, 03/04/2029 (Callable 12/04/2028) <sup>(a)</sup> | 36118000 | 35969434 |
| &nbsp;&nbsp; 5.40%, 05/19/2030 (Callable 04/19/2030) | 6362000 | 6496556 |
| &nbsp;&nbsp; 5.10%, 09/12/2034 (Callable 06/12/2034) | 26000000 | 25590882 |
| WSP Global, Inc. | WSP Global, Inc. | WSP Global, Inc. |
| &nbsp;&nbsp; 5.04%, 09/18/2031 (Callable 08/18/2031) <sup>(a)</sup> | 43875000 | 43494845 |
| &nbsp;&nbsp; 5.71%, 09/18/2036 (Callable 06/18/2036) <sup>(a)</sup> | 47000000 | 46577172 |
|  Yara International ASA, 3.80%, 06/06/2026 (Callable 05/01/2026) <sup>(a)</sup> | 23500000 | 23447662 |
| Zimmer Biomet Holdings, Inc. | Zimmer Biomet Holdings, Inc. | Zimmer Biomet Holdings, Inc. |
| &nbsp;&nbsp; 5.20%, 09/15/2034 (Callable 06/15/2034) | 30000000 | 29997519 |
| &nbsp;&nbsp; 5.75%, 11/30/2039 | 11967000 | 12099809 |
|  |  | 10710112935 |
| **Utilities - 1.5%** | **Utilities - 1.5%** | **Utilities - 1.5%** |
| Ameren Corp. | Ameren Corp. | Ameren Corp. |
| &nbsp;&nbsp; 3.50%, 01/15/2031 (Callable 10/15/2030) | 20000000 | 18978544 |
| &nbsp;&nbsp; 5.38%, 03/15/2035 (Callable 12/15/2034) | 41650000 | 42102558 |
|  American Electric Power Co., Inc., 3.25%, 03/01/2050 (Callable 09/01/2049) | 10175000 | 6678363 |
|  Arizona Public Service Co., 5.10%, 03/15/2036 (Callable 12/15/2035) | 18925000 | 18606586 |
|  Basin Electric Power Cooperative, 5.85%, 10/15/2055 (Callable 04/15/2055) <sup>(a)</sup> | 11225000 | 10917697 |
| Berkshire Hathaway Energy Co. | Berkshire Hathaway Energy Co. | Berkshire Hathaway Energy Co. |
| &nbsp;&nbsp; 3.70%, 07/15/2030 (Callable 04/15/2030) | 18425000 | 17905140 |
| &nbsp;&nbsp; 2.85%, 05/15/2051 (Callable 11/15/2050) | 13675000 | 8233412 |
| &nbsp;&nbsp; 4.60%, 05/01/2053 (Callable 11/01/2052) | 21825000 | 17833242 |
|  Commonwealth Edison Co., 3.85%, 03/15/2052 (Callable 09/15/2051) | 6050000 | 4460086 |
| Constellation Energy Generation LLC | Constellation Energy Generation LLC | Constellation Energy Generation LLC |
| &nbsp;&nbsp; 5.60%, 03/01/2028 (Callable 02/01/2028) | 12600000 | 12879285 |
| &nbsp;&nbsp; 5.80%, 03/01/2033 (Callable 12/01/2032) | 5000000 | 5236686 |
|  Consumers Energy Co., 3.50%, 08/01/2051 (Callable 02/01/2051) | 9400000 | 6657950 |
|  Dominion Energy, Inc., 3.38%, 04/01/2030 (Callable 01/01/2030) | 10000000 | 9547896 |
|  DTE Electric Co., 5.40%, 04/01/2053 (Callable 10/01/2052) | 9375000 | 8936520 |
| DTE Energy Co. | DTE Energy Co. | DTE Energy Co. |
| &nbsp;&nbsp; 4.88%, 06/01/2028 (Callable 05/01/2028) | 19000000 | 19170537 |
| &nbsp;&nbsp; 5.10%, 03/01/2029 (Callable 02/01/2029) | 12500000 | 12710596 |
| Duke Energy Corp. | Duke Energy Corp. | Duke Energy Corp. |
| &nbsp;&nbsp; 3.50%, 06/15/2051 (Callable 12/15/2050) | 4495000 | 3011164 |
| &nbsp;&nbsp; 6.10%, 09/15/2053 (Callable 03/15/2053) | 13600000 | 13638667 |
| &nbsp;&nbsp; 5.80%, 06/15/2054 (Callable 12/15/2053) | 7100000 | 6797939 |
|  Duke Energy Indiana LLC, 5.40%, 04/01/2053 (Callable 10/01/2052) | 7000000 | 6499202 |
|  Duke Energy Ohio, Inc., 5.25%, 04/01/2033 (Callable 01/01/2033) | 5000000 | 5109018 |
|  Duke Energy Progress LLC, 4.00%, 04/01/2052 (Callable 10/01/2051) | 9600000 | 7237396 |
| Duquesne Light Holdings, Inc. | Duquesne Light Holdings, Inc. | Duquesne Light Holdings, Inc. |
| &nbsp;&nbsp; 3.62%, 08/01/2027 (Callable 05/01/2027) <sup>(a)</sup> | 5350000 | 5283614 |
| &nbsp;&nbsp; 2.53%, 10/01/2030 (Callable 07/01/2030) <sup>(a)</sup> | 2550000 | 2320815 |
| &nbsp;&nbsp; 2.78%, 01/07/2032 (Callable 10/07/2031) <sup>(a)</sup> | 2810000 | 2478107 |
| ENEL Finance International NV | ENEL Finance International NV | ENEL Finance International NV |
| &nbsp;&nbsp; 3.50%, 04/06/2028 <sup>(a)</sup> | 8000000 | 7845615 |
| &nbsp;&nbsp; 5.00%, 09/30/2035 (Callable 06/30/2035) <sup>(a)</sup> | 17350000 | 16825575 |
| &nbsp;&nbsp; 6.80%, 09/15/2037 <sup>(a)</sup> | 8440000 | 9251372 |
| &nbsp;&nbsp; 4.75%, 05/25/2047 <sup>(a)</sup> | 66700000 | 55116626 |
| &nbsp;&nbsp; 7.75%, 10/14/2052 (Callable 04/14/2052) <sup>(a)</sup> | 10000000 | 11736384 |
|  Engie SA, 5.88%, 04/10/2054 (Callable 10/10/2053) <sup>(a)</sup> | 6300000 | 6130811 |
| Essential Utilities, Inc. | Essential Utilities, Inc. | Essential Utilities, Inc. |
| &nbsp;&nbsp; 2.70%, 04/15/2030 (Callable 01/15/2030) | 14100000 | 13086912 |
| &nbsp;&nbsp; 5.25%, 08/15/2035 (Callable 05/15/2035) | 10000000 | 9986415 |
| Evergy Missouri West, Inc. | Evergy Missouri West, Inc. | Evergy Missouri West, Inc. |
| &nbsp;&nbsp; 5.65%, 06/01/2034 (Callable 03/01/2034) <sup>(a)</sup> | 13700000 | 13987405 |
| &nbsp;&nbsp; 5.25%, 12/15/2035 (Callable 09/15/2035) <sup>(a)</sup> | 15000000 | 14797097 |
|  Eversource Energy, 1.65%, 08/15/2030 (Callable 05/15/2030) | 9925000 | 8706129 |
| Exelon Corp. | Exelon Corp. | Exelon Corp. |
| &nbsp;&nbsp; 4.05%, 04/15/2030 (Callable 01/15/2030) | 8900000 | 8715893 |
| &nbsp;&nbsp; 4.95%, 06/15/2035 (Callable 12/15/2034) | 3500000 | 3408624 |
| &nbsp;&nbsp; 4.10%, 03/15/2052 (Callable 09/15/2051) | 5000000 | 3774078 |
|  Fells Point Funding Trust, 3.05%, 01/31/2027 (Callable 12/31/2026) <sup>(a)</sup> | 28100000 | 27783363 |
| FirstEnergy Corp. | FirstEnergy Corp. | FirstEnergy Corp. |
| &nbsp;&nbsp; 2.25%, 09/01/2030 (Callable 06/01/2030) | 4300000 | 3874390 |
| &nbsp;&nbsp; 3.40%, 03/01/2050 (Callable 09/01/2049) | 15000000 | 9979464 |
|  FirstEnergy Pennsylvania Electric Co., 5.20%, 04/01/2028 (Callable 03/01/2028) <sup>(a)</sup> | 8125000 | 8240394 |
|  FirstEnergy Transmission LLC, 2.87%, 09/15/2028 (Callable 07/15/2028) <sup>(a)</sup> | 10000000 | 9609566 |
|  Interstate Power and Light Co., 2.30%, 06/01/2030 (Callable 03/01/2030) | 9350000 | 8544400 |
| ITC Holdings Corp. | ITC Holdings Corp. | ITC Holdings Corp. |
| &nbsp;&nbsp; 3.35%, 11/15/2027 (Callable 08/15/2027) | 25581000 | 25137809 |
| &nbsp;&nbsp; 2.95%, 05/14/2030 (Callable 02/14/2030) <sup>(a)</sup> | 10000000 | 9357514 |
| &nbsp;&nbsp; 5.65%, 05/09/2034 (Callable 02/09/2034) <sup>(a)</sup> | 7000000 | 7195995 |
| &nbsp;&nbsp; 5.50%, 04/15/2036 (Callable 01/15/2036) <sup>(a)</sup> | 15000000 | 15044366 |
|  KeySpan Corp., 8.00%, 11/15/2030 | 6500000 | 7274990 |
|  Liberty Utilities Co., 5.58%, 01/31/2029 (Callable 12/31/2028) <sup>(a)</sup> | 11350000 | 11570506 |
|  Liberty Utilities Finance GP 1, 2.05%, 09/15/2030 (Callable 06/15/2030) <sup>(a)</sup> | 10000000 | 8973600 |
|  Massachusetts Electric Co., 5.87%, 02/26/2054 (Callable 08/26/2053) <sup>(a)</sup> | 10000000 | 9772935 |
|  MidAmerican Energy Co., 5.85%, 09/15/2054 (Callable 03/15/2054) | 9850000 | 9889363 |
| National Grid PLC | National Grid PLC | National Grid PLC |
| &nbsp;&nbsp; 5.60%, 06/12/2028 (Callable 05/12/2028) | 10000000 | 10238023 |
| &nbsp;&nbsp; 5.42%, 01/11/2034 (Callable 10/11/2033) | 12410000 | 12646093 |
|  National Rural Utilities Cooperative Finance Corp., 8.00%, 03/01/2032 | 4659000 | 5390323 |
| Niagara Mohawk Power Corp. | Niagara Mohawk Power Corp. | Niagara Mohawk Power Corp. |
| &nbsp;&nbsp; 5.66%, 01/17/2054 (Callable 07/17/2053) <sup>(a)</sup> | 7000000 | 6573414 |
| &nbsp;&nbsp; 6.00%, 07/03/2055 (Callable 01/03/2055) <sup>(a)</sup> | 9875000 | 9697351 |
| NiSource, Inc. | NiSource, Inc. | NiSource, Inc. |
| &nbsp;&nbsp; 5.20%, 07/01/2029 (Callable 06/01/2029) | 15000000 | 15296695 |
| &nbsp;&nbsp; 3.60%, 05/01/2030 (Callable 02/01/2030) | 7035000 | 6779244 |
| &nbsp;&nbsp; 5.35%, 04/01/2034 (Callable 01/01/2034) | 13475000 | 13710394 |
| &nbsp;&nbsp; 5.25%, 02/15/2043 (Callable 08/15/2042) | 5779000 | 5346727 |
| &nbsp;&nbsp; 3.95%, 03/30/2048 (Callable 09/30/2047) | 11750000 | 8813444 |
| &nbsp;&nbsp; 5.85%, 04/01/2055 (Callable 10/01/2054) | 11700000 | 11373958 |
|  NorthWestern Corp., 5.07%, 03/21/2030 (Callable 02/21/2030) <sup>(a)</sup> | 7325000 | 7441923 |
|  Oklahoma Gas and Electric Co., 5.60%, 04/01/2053 (Callable 10/01/2052) | 5550000 | 5321822 |
|  Oncor Electric Delivery Co. LLC, 2.75%, 05/15/2030 (Callable 02/15/2030) | 9500000 | 8888564 |
|  PSEG Power LLC, 5.20%, 05/15/2030 (Callable 04/15/2030) <sup>(a)</sup> | 14700000 | 14922224 |
|  RWE Finance US LLC, 6.25%, 04/16/2054 (Callable 10/16/2053) <sup>(a)</sup> | 20000000 | 20102930 |
| Southern Co. | Southern Co. | Southern Co. |
| &nbsp;&nbsp; 5.70%, 10/15/2032 (Callable 04/15/2032) | 7000000 | 7317965 |
| &nbsp;&nbsp; 4.25%, 07/01/2036 (Callable 01/01/2036) | 5525000 | 5074573 |
| Southern Co. Gas Capital Corp. | Southern Co. Gas Capital Corp. | Southern Co. Gas Capital Corp. |
| &nbsp;&nbsp; 5.15%, 09/15/2032 (Callable 03/15/2032) | 17100000 | 17338422 |
| &nbsp;&nbsp; 3.15%, 09/30/2051 (Callable 03/30/2051) | 7850000 | 5029570 |
|  Southwestern Electric Power Co., 5.20%, 04/01/2036 (Callable 01/01/2036) | 13175000 | 12955637 |
|  Tucson Electric Power Co., 5.50%, 04/15/2053 (Callable 10/15/2052) | 5400000 | 5038523 |
|  Vistra Operations Co. LLC, 5.35%, 01/31/2036 (Callable 10/31/2035) <sup>(a)</sup> | 11000000 | 10760128 |
|  Xcel Energy, Inc., 3.40%, 06/01/2030 (Callable 12/01/2029) | 15000000 | 14322480 |
|  |  | 869229038 |
| **TOTAL CORPORATE BONDS** (Cost $22,441,394,148) | **TOTAL CORPORATE BONDS** (Cost $22,441,394,148) | 21811577784 |
| **U.S. TREASURY SECURITIES - 30.2%** | **Par**  | **Value**  |
| United States Treasury Note/Bond | United States Treasury Note/Bond | United States Treasury Note/Bond |
| &nbsp;&nbsp; 4.25%, 01/15/2028 | 239800000 | 241495460 |
| &nbsp;&nbsp; 3.75%, 04/15/2028 | 172525000 | 172289126 |
| &nbsp;&nbsp; 3.63%, 08/15/2028 | 684000000 | 681087658 |
| &nbsp;&nbsp; 3.50%, 03/15/2029 | 1172825000 | 1162471160 |
| &nbsp;&nbsp; 2.38%, 03/31/2029 | 888375000 | 852041848 |
| &nbsp;&nbsp; 4.63%, 04/30/2029 | 661125000 | 676103613 |
| &nbsp;&nbsp; 2.75%, 05/31/2029 | 246175000 | 238193544 |
| &nbsp;&nbsp; 3.88%, 12/31/2029 | 104800000 | 104730406 |
| &nbsp;&nbsp; 4.38%, 11/30/2030 | 221250000 | 225251514 |
| &nbsp;&nbsp; 1.38%, 11/15/2031 | 371050000 | 321769922 |
| &nbsp;&nbsp; 1.88%, 02/15/2032 | 749000000 | 664181600 |
| &nbsp;&nbsp; 2.88%, 05/15/2032 | 637175000 | 595907966 |
| &nbsp;&nbsp; 4.00%, 06/30/2032 | 1272625000 | 1266808709 |
| &nbsp;&nbsp; 3.50%, 02/15/2033 | 305000000 | 293467187 |
| &nbsp;&nbsp; 3.38%, 05/15/2033 | 867675000 | 826562120 |
| &nbsp;&nbsp; 3.88%, 08/15/2033 | 90000000 | 88410937 |
| &nbsp;&nbsp; 1.13%, 08/15/2040 | 807300000 | 503269561 |
| &nbsp;&nbsp; 1.38%, 11/15/2040 | 759825000 | 489434147 |
| &nbsp;&nbsp; 2.25%, 05/15/2041 | 597400000 | 435285241 |
| &nbsp;&nbsp; 1.75%, 08/15/2041 | 662350000 | 442817199 |
| &nbsp;&nbsp; 2.00%, 11/15/2041 | 435675000 | 301296492 |
| &nbsp;&nbsp; 2.38%, 02/15/2042 | 1084050000 | 789959094 |
| &nbsp;&nbsp; 3.38%, 08/15/2042 | 824700000 | 688850006 |
| &nbsp;&nbsp; 3.88%, 02/15/2043 | 256500000 | 227914278 |
| &nbsp;&nbsp; 2.88%, 05/15/2043 | 1053870000 | 809380391 |
| &nbsp;&nbsp; 3.88%, 05/15/2043 | 439700000 | 389701300 |
| &nbsp;&nbsp; 4.63%, 05/15/2044 | 440250000 | 426956515 |
| &nbsp;&nbsp; 2.50%, 02/15/2045 | 715625000 | 501859984 |
| &nbsp;&nbsp; 4.63%, 11/15/2045 | 415175000 | 400449262 |
| &nbsp;&nbsp; 2.88%, 05/15/2049 | 546250000 | 388349609 |
| &nbsp;&nbsp; 2.38%, 05/15/2051 | 908125000 | 568110232 |
| &nbsp;&nbsp; 2.88%, 05/15/2052 | 918700000 | 637132800 |
| &nbsp;&nbsp; 4.75%, 11/15/2053 | 40000000 | 38892188 |
| &nbsp;&nbsp; 4.25%, 02/15/2054 | 687000000 | 615401719 |
| **TOTAL U.S. TREASURY SECURITIES** (Cost $18,000,621,141) | **TOTAL U.S. TREASURY SECURITIES** (Cost $18,000,621,141) | 17065832788 |
| **AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES - 17.8%** | **Par**  | **Value**  |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp; Pool A89870, 4.50%, 11/01/2039 | 1022669 | 1013361 |
| &nbsp;&nbsp; Pool A90316, 4.50%, 12/01/2039 | 4703080 | 4660269 |
| &nbsp;&nbsp; Pool A91387, 5.00%, 03/01/2040 | 231063 | 233813 |
| &nbsp;&nbsp; Pool A93996, 4.50%, 09/01/2040 | 727576 | 720951 |
| &nbsp;&nbsp; Pool A96413, 4.00%, 01/01/2041 | 6832227 | 6606948 |
| &nbsp;&nbsp; Pool A97620, 4.50%, 03/01/2041 | 521865 | 517113 |
| &nbsp;&nbsp; Pool C00785, 6.50%, 06/01/2029 | 15469 | 16010 |
| &nbsp;&nbsp; Pool C03490, 4.50%, 08/01/2040 | 226775 | 224710 |
| &nbsp;&nbsp; Pool C03829, 4.00%, 03/01/2042 | 2117606 | 2047773 |
| &nbsp;&nbsp; Pool C09004, 3.50%, 07/01/2042 | 2882713 | 2723777 |
| &nbsp;&nbsp; Pool C09013, 3.00%, 09/01/2042 | 6339634 | 5815914 |
| &nbsp;&nbsp; Pool C09015, 3.00%, 10/01/2042 | 1915141 | 1754082 |
| &nbsp;&nbsp; Pool C09028, 3.50%, 01/01/2043 | 5906545 | 5568032 |
| &nbsp;&nbsp; Pool C91430, 3.00%, 03/01/2032 | 545956 | 528451 |
| &nbsp;&nbsp; Pool C91484, 3.00%, 08/01/2032 | 3735243 | 3627448 |
| &nbsp;&nbsp; Pool C91557, 3.00%, 09/01/2032 | 24714331 | 23972841 |
| &nbsp;&nbsp; Pool C91619, 3.00%, 04/01/2033 | 524193 | 505047 |
| &nbsp;&nbsp; Pool C91922, 3.50%, 03/01/2037 | 1964732 | 1898249 |
| &nbsp;&nbsp; Pool C91923, 4.00%, 03/01/2037 | 1094746 | 1077646 |
| &nbsp;&nbsp; Pool G01916, 5.00%, 09/01/2035 | 2637117 | 2663533 |
| &nbsp;&nbsp; Pool G04834, 5.00%, 03/01/2036 | 1126769 | 1138519 |
| &nbsp;&nbsp; Pool G05364, 5.00%, 08/01/2033 | 1201993 | 1215415 |
| &nbsp;&nbsp; Pool G06959, 3.50%, 10/01/2041 | 2178845 | 2070225 |
| &nbsp;&nbsp; Pool G07304, 3.50%, 12/01/2042 | 3285527 | 3106421 |
| &nbsp;&nbsp; Pool G07477, 4.00%, 01/01/2041 | 3513633 | 3397778 |
| &nbsp;&nbsp; Pool G07530, 3.50%, 05/01/2043 | 4077216 | 3865494 |
| &nbsp;&nbsp; Pool G07801, 4.00%, 10/01/2044 | 2973236 | 2876457 |
| &nbsp;&nbsp; Pool G07849, 3.50%, 05/01/2044 | 14141092 | 13333404 |
| &nbsp;&nbsp; Pool G07995, 5.50%, 01/01/2039 | 2588512 | 2648267 |
| &nbsp;&nbsp; Pool G08105, 5.50%, 01/01/2036 | 45807 | 47327 |
| &nbsp;&nbsp; Pool G08168, 6.00%, 12/01/2036 | 39801 | 41804 |
| &nbsp;&nbsp; Pool G08269, 5.50%, 05/01/2038 | 138070 | 142118 |
| &nbsp;&nbsp; Pool G08372, 4.50%, 11/01/2039 | 841597 | 833936 |
| &nbsp;&nbsp; Pool G08518, 3.00%, 02/01/2043 | 1003913 | 920507 |
| &nbsp;&nbsp; Pool G08528, 3.00%, 04/01/2043 | 2559048 | 2345634 |
| &nbsp;&nbsp; Pool G08534, 3.00%, 06/01/2043 | 21889819 | 20057436 |
| &nbsp;&nbsp; Pool G08540, 3.00%, 08/01/2043 | 1707984 | 1564476 |
| &nbsp;&nbsp; Pool G08595, 4.00%, 07/01/2044 | 974559 | 940277 |
| &nbsp;&nbsp; Pool G08609, 3.50%, 10/01/2044 | 16419071 | 15438494 |
| &nbsp;&nbsp; Pool G08622, 3.00%, 01/01/2045 | 6029897 | 5480449 |
| &nbsp;&nbsp; Pool G08672, 4.00%, 10/01/2045 | 1449058 | 1395536 |
| &nbsp;&nbsp; Pool G08677, 4.00%, 11/01/2045 | 3234872 | 3114724 |
| &nbsp;&nbsp; Pool G08681, 3.50%, 12/01/2045 | 2504172 | 2352376 |
| &nbsp;&nbsp; Pool G08694, 4.00%, 02/01/2046 | 4228144 | 4035415 |
| &nbsp;&nbsp; Pool G08706, 3.50%, 05/01/2046 | 1867806 | 1751222 |
| &nbsp;&nbsp; Pool G08721, 3.00%, 09/01/2046 | 37435494 | 33807548 |
| &nbsp;&nbsp; Pool G08759, 4.50%, 04/01/2047 | 8585430 | 8462954 |
| &nbsp;&nbsp; Pool G08780, 4.00%, 09/01/2047 | 4859576 | 4659973 |
| &nbsp;&nbsp; Pool G30974, 3.50%, 01/01/2034 | 3428104 | 3361400 |
| &nbsp;&nbsp; Pool G60038, 3.50%, 01/01/2044 | 3319167 | 3131642 |
| &nbsp;&nbsp; Pool G60039, 3.00%, 04/01/2043 | 5920828 | 5429896 |
| &nbsp;&nbsp; Pool G60181, 4.50%, 01/01/2045 | 9212641 | 9100242 |
| &nbsp;&nbsp; Pool G60365, 5.00%, 02/01/2038 | 594340 | 601622 |
| &nbsp;&nbsp; Pool G60393, 3.50%, 01/01/2046 | 10041167 | 9440417 |
| &nbsp;&nbsp; Pool G60551, 4.00%, 04/01/2046 | 3003986 | 2889638 |
| &nbsp;&nbsp; Pool G60602, 3.50%, 11/01/2043 | 2159709 | 2041291 |
| &nbsp;&nbsp; Pool G60722, 3.00%, 10/01/2046 | 23551094 | 21297946 |
| &nbsp;&nbsp; Pool G60774, 3.00%, 10/01/2045 | 12001512 | 10999020 |
| &nbsp;&nbsp; Pool G60932, 3.50%, 02/01/2044 | 10238208 | 9659827 |
| &nbsp;&nbsp; Pool G60988, 3.00%, 05/01/2047 | 21601625 | 19534976 |
| &nbsp;&nbsp; Pool G60994, 3.50%, 01/01/2045 | 9369903 | 8840583 |
| &nbsp;&nbsp; Pool G61581, 4.00%, 08/01/2048 | 8032218 | 7702322 |
| &nbsp;&nbsp; Pool G67700, 3.50%, 08/01/2046 | 10825048 | 10150363 |
| &nbsp;&nbsp; Pool G67701, 3.00%, 10/01/2046 | 38300383 | 34707694 |
| &nbsp;&nbsp; Pool G67702, 4.00%, 01/01/2047 | 17790626 | 17129802 |
| &nbsp;&nbsp; Pool Q08998, 3.50%, 06/01/2042 | 1233372 | 1167285 |
| &nbsp;&nbsp; Pool Q10378, 3.00%, 08/01/2042 | 4447046 | 4079710 |
| &nbsp;&nbsp; Pool Q13205, 3.00%, 11/01/2042 | 15072864 | 13827785 |
| &nbsp;&nbsp; Pool Q14875, 3.00%, 01/01/2043 | 7421697 | 6808616 |
| &nbsp;&nbsp; Pool Q16902, 4.00%, 04/01/2043 | 7356667 | 7133261 |
| &nbsp;&nbsp; Pool Q17640, 3.00%, 04/01/2043 | 2062388 | 1891361 |
| &nbsp;&nbsp; Pool Q28765, 4.00%, 05/01/2044 | 5633869 | 5447141 |
| &nbsp;&nbsp; Pool Q45864, 3.00%, 02/01/2047 | 13926466 | 12526385 |
| &nbsp;&nbsp; Pool QB5689, 2.50%, 11/01/2050 | 17847071 | 15318398 |
| &nbsp;&nbsp; Pool QC3874, 2.50%, 07/01/2051 | 26539360 | 22793237 |
| &nbsp;&nbsp; Pool QC6017, 2.50%, 08/01/2051 | 14090675 | 12171169 |
| &nbsp;&nbsp; Pool QC7500, 3.00%, 09/01/2051 | 12996325 | 11638600 |
| &nbsp;&nbsp; Pool QC9160, 3.00%, 10/01/2051 | 8908619 | 7902574 |
| &nbsp;&nbsp; Pool QD0744, 2.50%, 11/01/2051 | 7334296 | 6299059 |
| &nbsp;&nbsp; Pool QN6719, 1.50%, 06/01/2036 | 26640796 | 24038311 |
| &nbsp;&nbsp; Pool RA4375, 2.50%, 02/01/2051 | 33069741 | 28438861 |
| &nbsp;&nbsp; Pool RA4562, 2.50%, 02/01/2051 | 17390436 | 14957563 |
| &nbsp;&nbsp; Pool RA4637, 2.50%, 02/01/2051 | 47635324 | 40896594 |
| &nbsp;&nbsp; Pool RA7679, 5.00%, 07/01/2052 | 74491880 | 74259062 |
| &nbsp;&nbsp; Pool RB5086, 2.50%, 11/01/2040 | 46458384 | 41970259 |
| &nbsp;&nbsp; Pool RB5089, 1.50%, 12/01/2040 | 36263282 | 30927481 |
| &nbsp;&nbsp; Pool RB5090, 2.00%, 12/01/2040 | 66069427 | 58297574 |
| &nbsp;&nbsp; Pool RB5095, 2.00%, 01/01/2041 | 9531363 | 8403465 |
| &nbsp;&nbsp; Pool RB5105, 2.00%, 03/01/2041 | 42575146 | 37565720 |
| &nbsp;&nbsp; Pool RB5131, 2.00%, 10/01/2041 | 11311484 | 9842746 |
| &nbsp;&nbsp; Pool RB5145, 2.00%, 02/01/2042 | 37556463 | 32580772 |
| &nbsp;&nbsp; Pool RC1703, 1.50%, 01/01/2036 | 20251061 | 18455082 |
| &nbsp;&nbsp; Pool SB0743, 3.00%, 01/01/2034 | 23175702 | 22480509 |
| &nbsp;&nbsp; Pool SB0794, 1.50%, 06/01/2036 | 13802153 | 12497145 |
| &nbsp;&nbsp; Pool SB0967, 2.00%, 01/01/2037 | 22824384 | 21127277 |
| &nbsp;&nbsp; Pool SB1138, 1.50%, 06/01/2036 | 19410850 | 17581581 |
| &nbsp;&nbsp; Pool SB8088, 1.50%, 02/01/2036 | 27026813 | 24387808 |
| &nbsp;&nbsp; Pool SB8500, 2.50%, 07/01/2035 | 3471880 | 3304171 |
| &nbsp;&nbsp; Pool SC0052, 3.00%, 02/01/2040 | 7045580 | 6535008 |
| &nbsp;&nbsp; Pool SC0208, 2.00%, 11/01/2041 | 58639566 | 51055535 |
| &nbsp;&nbsp; Pool SC0242, 2.50%, 02/01/2042 | 8882994 | 7986758 |
| &nbsp;&nbsp; Pool SC0392, 4.00%, 06/01/2038 | 37385300 | 36669914 |
| &nbsp;&nbsp; Pool SC0526, 2.00%, 05/01/2042 | 128254604 | 112681090 |
| &nbsp;&nbsp; Pool SD0295, 3.00%, 02/01/2049 | 31390001 | 28522173 |
| &nbsp;&nbsp; Pool SD0580, 3.00%, 04/01/2051 | 26044934 | 23071687 |
| &nbsp;&nbsp; Pool SD0614, 2.50%, 05/01/2051 | 32514573 | 27805567 |
| &nbsp;&nbsp; Pool SD0649, 2.50%, 06/01/2051 | 13369126 | 11432813 |
| &nbsp;&nbsp; Pool SD2039, 6.00%, 01/01/2053 | 88986169 | 92121821 |
| &nbsp;&nbsp; Pool SD2164, 5.50%, 01/01/2053 | 82390419 | 84069745 |
| &nbsp;&nbsp; Pool SD2176, 6.00%, 01/01/2053 | 27313896 | 28335107 |
| &nbsp;&nbsp; Pool SD2230, 2.00%, 08/01/2051 | 41412101 | 33682283 |
| &nbsp;&nbsp; Pool SD2903, 2.00%, 03/01/2051 | 170340292 | 138766552 |
| &nbsp;&nbsp; Pool SD3431, 5.50%, 06/01/2053 | 39098272 | 39499577 |
| &nbsp;&nbsp; Pool SD3595, 6.00%, 08/01/2053 | 18857278 | 19630735 |
| &nbsp;&nbsp; Pool SD3860, 6.50%, 09/01/2053 | 32490105 | 34129366 |
| &nbsp;&nbsp; Pool SD3906, 6.00%, 10/01/2053 | 60364976 | 62347789 |
| &nbsp;&nbsp; Pool SD4316, 4.00%, 06/01/2046 | 97032627 | 93108905 |
| &nbsp;&nbsp; Pool SD4957, 2.00%, 03/01/2051 | 35593052 | 29003134 |
| &nbsp;&nbsp; Pool SD5594, 5.50%, 07/01/2053 | 20942057 | 21106352 |
| &nbsp;&nbsp; Pool SD6407, 3.00%, 01/01/2050 | 24387640 | 22085961 |
| &nbsp;&nbsp; Pool SD7507, 3.00%, 11/01/2049 | 35187991 | 31619989 |
| &nbsp;&nbsp; Pool SD7516, 4.00%, 05/01/2050 | 57698476 | 55129101 |
| &nbsp;&nbsp; Pool SD7525, 2.50%, 10/01/2050 | 6747415 | 5807160 |
| &nbsp;&nbsp; Pool SD7526, 2.50%, 10/01/2050 | 7013566 | 6019516 |
| &nbsp;&nbsp; Pool SD7538, 2.00%, 04/01/2051 | 59330826 | 49199343 |
| &nbsp;&nbsp; Pool SD7541, 2.00%, 05/01/2051 | 25665819 | 21156994 |
| &nbsp;&nbsp; Pool SD7548, 2.50%, 11/01/2051 | 106574882 | 91680679 |
| &nbsp;&nbsp; Pool SD7553, 3.00%, 03/01/2052 | 96693097 | 86377020 |
| &nbsp;&nbsp; Pool SD7555, 3.00%, 08/01/2052 | 73363958 | 65568823 |
| &nbsp;&nbsp; Pool SD8316, 5.50%, 04/01/2053 | 126590506 | 127641645 |
| &nbsp;&nbsp; Pool SD8331, 5.50%, 06/01/2053 | 33082792 | 33349916 |
| &nbsp;&nbsp; Pool SD8372, 5.50%, 11/01/2053 | 47580083 | 47920643 |
| &nbsp;&nbsp; Pool SF5020, 3.50%, 01/01/2047 | 19006533 | 17858594 |
| &nbsp;&nbsp; Pool SI2074, 2.00%, 09/01/2050 | 43481145 | 35439971 |
| &nbsp;&nbsp; Pool SI2076, 2.00%, 09/01/2050 | 28230292 | 22997667 |
| &nbsp;&nbsp; Pool SI2077, 2.00%, 09/01/2050 | 14153866 | 11539259 |
| &nbsp;&nbsp; Pool SL3351, 3.50%, 11/01/2047 | 19059412 | 17834031 |
| &nbsp;&nbsp; Pool Z40130, 3.00%, 01/01/2046 | 31855490 | 29328657 |
| &nbsp;&nbsp; Pool ZA2494, 3.50%, 02/01/2038 | 21925680 | 21070063 |
| &nbsp;&nbsp; Pool ZL3014, 3.50%, 04/01/2042 | 8249585 | 7746957 |
| &nbsp;&nbsp; Pool ZL3549, 3.50%, 08/01/2042 | 19111269 | 18017543 |
| &nbsp;&nbsp; Pool ZL3711, 3.50%, 09/01/2042 | 28729617 | 27103278 |
| &nbsp;&nbsp; Pool ZL4646, 3.00%, 01/01/2043 | 10320845 | 9451776 |
| &nbsp;&nbsp; Pool ZM8767, 4.50%, 10/01/2048 | 6390311 | 6266509 |
| &nbsp;&nbsp; Pool ZS4693, 3.00%, 12/01/2046 | 21756617 | 19601308 |
| &nbsp;&nbsp; Pool ZS4703, 3.00%, 02/01/2047 | 10209059 | 9195026 |
| &nbsp;&nbsp; Pool ZS4724, 4.50%, 06/01/2047 | 55257152 | 53991225 |
| &nbsp;&nbsp; Pool ZS4732, 4.50%, 08/01/2047 | 14370279 | 14140885 |
| &nbsp;&nbsp; Pool ZS7942, 3.00%, 02/01/2033 | 14062007 | 13659087 |
| &nbsp;&nbsp; Pool ZS8577, 2.50%, 08/01/2030 | 41388557 | 40111326 |
| &nbsp;&nbsp; Pool ZT0531, 3.50%, 04/01/2047 | 35554595 | 33354397 |
| &nbsp;&nbsp; Pool ZT1257, 3.00%, 01/01/2046 | 40396333 | 37146857 |
| &nbsp;&nbsp; Pool ZT2262, 3.00%, 06/01/2048 | 29807764 | 26333636 |
| &nbsp;&nbsp; Pool ZT2407, 3.50%, 03/01/2043 | 27867795 | 26322773 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| &nbsp;&nbsp; Pool 254903, 5.00%, 10/01/2033 | 4144895 | 4188360 |
| &nbsp;&nbsp; Pool 254949, 5.00%, 11/01/2033 | 10892 | 11007 |
| &nbsp;&nbsp; Pool 257203, 5.00%, 05/01/2028 | 15687 | 15755 |
| &nbsp;&nbsp; Pool 555285, 6.00%, 03/01/2033 | 9185 | 9444 |
| &nbsp;&nbsp; Pool 725025, 4.50%, 10/01/2033 | 3265560 | 3234738 |
| &nbsp;&nbsp; Pool 725425, 5.50%, 04/01/2034 | 1415392 | 1443454 |
| &nbsp;&nbsp; Pool 725773, 5.50%, 09/01/2034 | 56894 | 58062 |
| &nbsp;&nbsp; Pool 735060, 6.00%, 11/01/2034 | 30461 | 31519 |
| &nbsp;&nbsp; Pool 735228, 5.50%, 02/01/2035 | 132927 | 135803 |
| &nbsp;&nbsp; Pool 735676, 5.00%, 07/01/2035 | 1114606 | 1123121 |
| &nbsp;&nbsp; Pool 735925, 5.00%, 10/01/2035 | 577953 | 583018 |
| &nbsp;&nbsp; Pool 745275, 5.00%, 02/01/2036 | 819673 | 827362 |
| &nbsp;&nbsp; Pool 745946, 5.50%, 11/01/2036 | 58256 | 60118 |
| &nbsp;&nbsp; Pool 890355, 3.50%, 09/01/2041 | 5053943 | 4794006 |
| &nbsp;&nbsp; Pool AB0524, 4.00%, 04/01/2039 | 2801320 | 2736230 |
| &nbsp;&nbsp; Pool AB1614, 4.00%, 10/01/2040 | 9055810 | 8751949 |
| &nbsp;&nbsp; Pool AB3745, 4.00%, 10/01/2041 | 1778925 | 1718111 |
| &nbsp;&nbsp; Pool AB6496, 3.00%, 10/01/2042 | 7664014 | 7022372 |
| &nbsp;&nbsp; Pool AB8612, 3.00%, 03/01/2043 | 11681582 | 10688850 |
| &nbsp;&nbsp; Pool AC5442, 4.50%, 11/01/2039 | 48315 | 47815 |
| &nbsp;&nbsp; Pool AD0249, 5.50%, 04/01/2037 | 335250 | 341519 |
| &nbsp;&nbsp; Pool AD8522, 4.00%, 08/01/2040 | 369754 | 357576 |
| &nbsp;&nbsp; Pool AE0828, 3.50%, 02/01/2041 | 3592595 | 3409311 |
| &nbsp;&nbsp; Pool AH0936, 3.50%, 12/01/2040 | 2086197 | 1980521 |
| &nbsp;&nbsp; Pool AI7784, 4.50%, 07/01/2041 | 2137212 | 2115109 |
| &nbsp;&nbsp; Pool AJ1407, 4.00%, 09/01/2041 | 481658 | 465191 |
| &nbsp;&nbsp; Pool AJ7689, 4.00%, 12/01/2041 | 2177440 | 2103000 |
| &nbsp;&nbsp; Pool AK2400, 4.00%, 02/01/2042 | 11743729 | 11339772 |
| &nbsp;&nbsp; Pool AL0160, 4.50%, 05/01/2041 | 1952293 | 1928430 |
| &nbsp;&nbsp; Pool AL3069, 3.00%, 02/01/2043 | 10982265 | 10062815 |
| &nbsp;&nbsp; Pool AL5097, 4.50%, 09/01/2043 | 3194701 | 3145922 |
| &nbsp;&nbsp; Pool AL6340, 5.00%, 06/01/2039 | 2690903 | 2712780 |
| &nbsp;&nbsp; Pool AL7521, 5.00%, 06/01/2039 | 3646122 | 3672194 |
| &nbsp;&nbsp; Pool AL7822, 4.00%, 07/01/2043 | 8523116 | 8229538 |
| &nbsp;&nbsp; Pool AL7954, 5.00%, 07/01/2041 | 3048744 | 3067794 |
| &nbsp;&nbsp; Pool AL8819, 3.50%, 10/01/2043 | 16309928 | 15352684 |
| &nbsp;&nbsp; Pool AL9043, 3.50%, 09/01/2046 | 3398839 | 3191343 |
| &nbsp;&nbsp; Pool AL9555, 4.00%, 02/01/2045 | 4962333 | 4792717 |
| &nbsp;&nbsp; Pool AL9633, 3.00%, 11/01/2043 | 8601732 | 7881706 |
| &nbsp;&nbsp; Pool AL9764, 4.50%, 02/01/2046 | 8543943 | 8455605 |
| &nbsp;&nbsp; Pool AO2970, 3.00%, 05/01/2042 | 2134265 | 1955592 |
| &nbsp;&nbsp; Pool AO8044, 3.50%, 07/01/2042 | 30899141 | 29217084 |
| &nbsp;&nbsp; Pool AP0489, 3.50%, 08/01/2042 | 2331707 | 2204770 |
| &nbsp;&nbsp; Pool AR9195, 3.00%, 03/01/2043 | 2395625 | 2194659 |
| &nbsp;&nbsp; Pool AS0303, 3.00%, 08/01/2043 | 1685052 | 1541323 |
| &nbsp;&nbsp; Pool AS4257, 4.00%, 01/01/2045 | 1844865 | 1776791 |
| &nbsp;&nbsp; Pool AS5831, 4.00%, 09/01/2045 | 1437310 | 1383387 |
| &nbsp;&nbsp; Pool AS6013, 4.00%, 10/01/2045 | 1812925 | 1743787 |
| &nbsp;&nbsp; Pool AS6227, 4.00%, 11/01/2045 | 6950709 | 6644091 |
| &nbsp;&nbsp; Pool AS7150, 3.00%, 05/01/2046 | 5267290 | 4768147 |
| &nbsp;&nbsp; Pool AS7244, 3.50%, 05/01/2046 | 8970319 | 8406935 |
| &nbsp;&nbsp; Pool AS7540, 3.00%, 07/01/2046 | 12406009 | 11189787 |
| &nbsp;&nbsp; Pool AS8073, 2.50%, 10/01/2046 | 10367550 | 8926309 |
| &nbsp;&nbsp; Pool AS8470, 3.00%, 12/01/2046 | 10719777 | 9702111 |
| &nbsp;&nbsp; Pool AS9917, 4.00%, 07/01/2047 | 28186324 | 27088990 |
| &nbsp;&nbsp; Pool AT2721, 3.00%, 05/01/2043 | 11793202 | 10802023 |
| &nbsp;&nbsp; Pool AT2725, 3.00%, 05/01/2043 | 5823859 | 5331643 |
| &nbsp;&nbsp; Pool AT5900, 3.00%, 06/01/2043 | 2408883 | 2204919 |
| &nbsp;&nbsp; Pool AU1628, 3.00%, 07/01/2043 | 1017550 | 931553 |
| &nbsp;&nbsp; Pool AU8844, 4.00%, 11/01/2043 | 3213129 | 3101221 |
| &nbsp;&nbsp; Pool AW8165, 4.00%, 01/01/2042 | 2759736 | 2665405 |
| &nbsp;&nbsp; Pool AX5316, 4.50%, 01/01/2042 | 3313621 | 3279358 |
| &nbsp;&nbsp; Pool AY3374, 3.50%, 04/01/2045 | 8149541 | 7652456 |
| &nbsp;&nbsp; Pool AZ7903, 4.00%, 06/01/2041 | 3705999 | 3579345 |
| &nbsp;&nbsp; Pool AZ9565, 3.50%, 12/01/2045 | 9104692 | 8549280 |
| &nbsp;&nbsp; Pool BC1445, 3.00%, 07/01/2046 | 3730290 | 3374587 |
| &nbsp;&nbsp; Pool BE5069, 3.00%, 11/01/2046 | 7908644 | 7176802 |
| &nbsp;&nbsp; Pool BF0212, 4.50%, 02/01/2041 | 14755843 | 14687957 |
| &nbsp;&nbsp; Pool BF0231, 3.00%, 04/01/2042 | 17766481 | 16940487 |
| &nbsp;&nbsp; Pool BF0241, 3.50%, 05/01/2052 | 35317401 | 32747704 |
| &nbsp;&nbsp; Pool BF0345, 3.00%, 10/01/2043 | 33672254 | 31109019 |
| &nbsp;&nbsp; Pool BF0386, 3.00%, 02/01/2049 | 9169645 | 8243259 |
| &nbsp;&nbsp; Pool BF0414, 3.00%, 11/01/2059 | 36366061 | 31603234 |
| &nbsp;&nbsp; Pool BF0500, 3.00%, 12/01/2054 | 75924871 | 67305366 |
| &nbsp;&nbsp; Pool BF0546, 2.50%, 07/01/2061 | 7805483 | 6418353 |
| &nbsp;&nbsp; Pool BF0617, 2.50%, 03/01/2062 | 37906203 | 31169590 |
| &nbsp;&nbsp; Pool BF0656, 4.00%, 06/01/2062 | 64597684 | 60200004 |
| &nbsp;&nbsp; Pool BH2594, 3.50%, 08/01/2047 | 3846682 | 3591334 |
| &nbsp;&nbsp; Pool BH4101, 3.50%, 10/01/2047 | 3749754 | 3498512 |
| &nbsp;&nbsp; Pool BH7071, 4.50%, 12/01/2047 | 1802275 | 1762853 |
| &nbsp;&nbsp; Pool BH9277, 3.50%, 02/01/2048 | 18274174 | 17019657 |
| &nbsp;&nbsp; Pool BM1031, 3.00%, 09/01/2043 | 29643348 | 27152600 |
| &nbsp;&nbsp; Pool BM1066, 4.00%, 02/01/2047 | 1843815 | 1772728 |
| &nbsp;&nbsp; Pool BM1428, 3.50%, 09/01/2043 | 14184516 | 13346091 |
| &nbsp;&nbsp; Pool BM1753, 4.00%, 05/01/2037 | 9764825 | 9581557 |
| &nbsp;&nbsp; Pool BM2003, 4.00%, 10/01/2047 | 9390982 | 8999822 |
| &nbsp;&nbsp; Pool BM2005, 4.00%, 12/01/2047 | 11580758 | 11091269 |
| &nbsp;&nbsp; Pool BM2007, 4.00%, 09/01/2048 | 2496742 | 2391191 |
| &nbsp;&nbsp; Pool BM3108, 4.50%, 08/01/2046 | 6444636 | 6358067 |
| &nbsp;&nbsp; Pool BM3286, 4.50%, 11/01/2047 | 3169721 | 3138533 |
| &nbsp;&nbsp; Pool BM3972, 2.50%, 04/01/2038 | 16029585 | 14936487 |
| &nbsp;&nbsp; Pool BM3974, 4.00%, 05/01/2038 | 6104741 | 6007567 |
| &nbsp;&nbsp; Pool BM4148, 4.00%, 07/01/2048 | 9663806 | 9299266 |
| &nbsp;&nbsp; Pool BM4746, 3.50%, 02/01/2044 | 27868570 | 26273428 |
| &nbsp;&nbsp; Pool BM4973, 3.50%, 05/01/2043 | 12249902 | 11563958 |
| &nbsp;&nbsp; Pool BM5136, 4.00%, 06/01/2046 | 33890923 | 32512761 |
| &nbsp;&nbsp; Pool BM5460, 3.50%, 01/01/2035 | 12707239 | 12435701 |
| &nbsp;&nbsp; Pool BM5478, 4.50%, 01/01/2049 | 6362740 | 6261221 |
| &nbsp;&nbsp; Pool BM5538, 5.00%, 11/01/2048 | 11478065 | 11543799 |
| &nbsp;&nbsp; Pool BM5628, 4.50%, 11/01/2048 | 9194735 | 9044234 |
| &nbsp;&nbsp; Pool BM5784, 3.50%, 05/01/2047 | 753868 | 705426 |
| &nbsp;&nbsp; Pool BM5787, 4.00%, 08/01/2047 | 14010187 | 13468245 |
| &nbsp;&nbsp; Pool BM5803, 4.50%, 04/01/2039 | 7375120 | 7377173 |
| &nbsp;&nbsp; Pool BM5900, 3.00%, 11/01/2046 | 15754343 | 14424004 |
| &nbsp;&nbsp; Pool BM6825, 3.50%, 06/01/2045 | 8095560 | 7606672 |
| &nbsp;&nbsp; Pool BM7089, 3.00%, 02/01/2052 | 67727137 | 59831399 |
| &nbsp;&nbsp; Pool BQ3361, 2.00%, 09/01/2050 | 35229205 | 28739925 |
| &nbsp;&nbsp; Pool BQ9497, 3.00%, 11/01/2050 | 4537738 | 4074853 |
| &nbsp;&nbsp; Pool BT6883, 2.00%, 09/01/2051 | 10287210 | 8470316 |
| &nbsp;&nbsp; Pool BV1743, 6.00%, 06/01/2055 | 46210966 | 47687755 |
| &nbsp;&nbsp; Pool CA1009, 4.00%, 01/01/2048 | 38709794 | 37073332 |
| &nbsp;&nbsp; Pool CA4447, 2.50%, 11/01/2034 | 9081567 | 8607959 |
| &nbsp;&nbsp; Pool CA4509, 2.50%, 11/01/2034 | 7500530 | 7102521 |
| &nbsp;&nbsp; Pool CA5146, 3.00%, 02/01/2050 | 56599081 | 50814921 |
| &nbsp;&nbsp; Pool CA5964, 2.00%, 06/01/2040 | 30639924 | 27211271 |
| &nbsp;&nbsp; Pool CA6256, 2.50%, 07/01/2050 | 79967836 | 68614267 |
| &nbsp;&nbsp; Pool CA6307, 2.50%, 07/01/2050 | 27631491 | 23495573 |
| &nbsp;&nbsp; Pool CA6308, 3.00%, 07/01/2050 | 39879570 | 36063534 |
| &nbsp;&nbsp; Pool CA7604, 3.00%, 11/01/2050 | 51308969 | 46371927 |
| &nbsp;&nbsp; Pool CA8230, 2.50%, 12/01/2050 | 62765792 | 53872486 |
| &nbsp;&nbsp; Pool CB1806, 2.50%, 10/01/2051 | 30769877 | 26464481 |
| &nbsp;&nbsp; Pool CB2162, 3.00%, 11/01/2051 | 85765112 | 76528590 |
| &nbsp;&nbsp; Pool CB2345, 2.00%, 12/01/2051 | 20356959 | 16784472 |
| &nbsp;&nbsp; Pool CB4135, 5.00%, 07/01/2052 | 87585552 | 87061546 |
| &nbsp;&nbsp; Pool CB4140, 5.00%, 07/01/2052 | 55589680 | 55180662 |
| &nbsp;&nbsp; Pool CB5025, 5.50%, 11/01/2052 | 37800143 | 38571431 |
| &nbsp;&nbsp; Pool CB7443, 6.00%, 11/01/2053 | 43950033 | 45124089 |
| &nbsp;&nbsp; Pool CB9813, 6.00%, 01/01/2055 | 36217867 | 37419089 |
| &nbsp;&nbsp; Pool CB9991, 6.00%, 02/01/2055 | 65280651 | 67600512 |
| &nbsp;&nbsp; Pool FA0109, 3.50%, 10/01/2051 | 115139828 | 107180812 |
| &nbsp;&nbsp; Pool FA0188, 1.50%, 08/01/2037 | 45848720 | 41371431 |
| &nbsp;&nbsp; Pool FA0410, 5.50%, 01/01/2055 | 22216717 | 22611743 |
| &nbsp;&nbsp; Pool FA0581, 3.00%, 12/01/2047 | 10944298 | 10023270 |
| &nbsp;&nbsp; Pool FA0872, 6.00%, 10/01/2054 | 46866301 | 48505473 |
| &nbsp;&nbsp; Pool FA0958, 3.50%, 02/01/2050 | 23026771 | 21625664 |
| &nbsp;&nbsp; Pool FA1022, 2.50%, 02/01/2052 | 75242808 | 64750531 |
| &nbsp;&nbsp; Pool FA1511, 3.00%, 08/01/2050 | 17664007 | 15954781 |
| &nbsp;&nbsp; Pool FA1599, 5.50%, 05/01/2055 | 23085975 | 23454148 |
| &nbsp;&nbsp; Pool FA1990, 6.00%, 04/01/2055 | 74636562 | 77404211 |
| &nbsp;&nbsp; Pool FA2313, 6.00%, 07/01/2055 | 27228976 | 28296699 |
| &nbsp;&nbsp; Pool FA2361, 3.50%, 08/01/2050 | 38947242 | 36406796 |
| &nbsp;&nbsp; Pool FA3375, 6.00%, 04/01/2055 | 22573557 | 23342656 |
| &nbsp;&nbsp; Pool FA4679, 2.00%, 02/01/2051 | 27442197 | 22372967 |
| &nbsp;&nbsp; Pool FM2568, 3.00%, 05/01/2038 | 8557201 | 8152766 |
| &nbsp;&nbsp; Pool FM2743, 3.00%, 02/01/2034 | 13646269 | 13258140 |
| &nbsp;&nbsp; Pool FM2971, 4.00%, 08/01/2045 | 25046096 | 24254595 |
| &nbsp;&nbsp; Pool FM3117, 3.00%, 05/01/2050 | 29790384 | 26803573 |
| &nbsp;&nbsp; Pool FM3160, 4.50%, 02/01/2049 | 6547105 | 6405019 |
| &nbsp;&nbsp; Pool FM3946, 4.00%, 01/01/2049 | 2332811 | 2234155 |
| &nbsp;&nbsp; Pool FM4481, 1.50%, 10/01/2035 | 21428707 | 19403253 |
| &nbsp;&nbsp; Pool FM4561, 2.50%, 10/01/2050 | 32873658 | 28200720 |
| &nbsp;&nbsp; Pool FM4875, 2.50%, 11/01/2050 | 5134204 | 4422146 |
| &nbsp;&nbsp; Pool FM4908, 2.50%, 11/01/2050 | 43135619 | 36999083 |
| &nbsp;&nbsp; Pool FM5024, 2.50%, 12/01/2050 | 42840912 | 36636577 |
| &nbsp;&nbsp; Pool FM5262, 3.50%, 10/01/2040 | 7458382 | 7109112 |
| &nbsp;&nbsp; Pool FM5368, 1.50%, 12/01/2035 | 40463113 | 36638161 |
| &nbsp;&nbsp; Pool FM6058, 3.50%, 02/01/2037 | 3494162 | 3396337 |
| &nbsp;&nbsp; Pool FM6422, 1.50%, 03/01/2036 | 1940272 | 1756849 |
| &nbsp;&nbsp; Pool FM6990, 3.00%, 08/01/2040 | 20615279 | 19219541 |
| &nbsp;&nbsp; Pool FM7064, 2.50%, 01/01/2051 | 26832058 | 23024716 |
| &nbsp;&nbsp; Pool FM7381, 2.50%, 05/01/2051 | 29420900 | 25304700 |
| &nbsp;&nbsp; Pool FM7466, 2.50%, 05/01/2051 | 61779703 | 53247111 |
| &nbsp;&nbsp; Pool FM7830, 2.50%, 04/01/2051 | 15041923 | 12907115 |
| &nbsp;&nbsp; Pool FM7911, 2.50%, 06/01/2051 | 20548355 | 17749274 |
| &nbsp;&nbsp; Pool FM7962, 2.50%, 07/01/2051 | 54713403 | 47260717 |
| &nbsp;&nbsp; Pool FM8018, 2.00%, 07/01/2051 | 26906406 | 21819501 |
| &nbsp;&nbsp; Pool FM8150, 2.00%, 07/01/2051 | 35901986 | 29603634 |
| &nbsp;&nbsp; Pool FM8215, 2.50%, 03/01/2051 | 15926101 | 13664857 |
| &nbsp;&nbsp; Pool FM8318, 2.50%, 07/01/2051 | 18430372 | 15722551 |
| &nbsp;&nbsp; Pool FM8322, 2.00%, 08/01/2051 | 12645377 | 10415324 |
| &nbsp;&nbsp; Pool FM8644, 4.00%, 06/01/2039 | 5241671 | 5176894 |
| &nbsp;&nbsp; Pool FM8804, 2.50%, 09/01/2051 | 101400791 | 87004594 |
| &nbsp;&nbsp; Pool FM9243, 3.00%, 10/01/2051 | 49293204 | 43661724 |
| &nbsp;&nbsp; Pool FM9284, 2.50%, 11/01/2051 | 23304875 | 20015527 |
| &nbsp;&nbsp; Pool FM9495, 2.00%, 11/01/2051 | 46964031 | 38619202 |
| &nbsp;&nbsp; Pool FM9599, 2.50%, 11/01/2051 | 26315769 | 22860794 |
| &nbsp;&nbsp; Pool FM9671, 2.00%, 12/01/2051 | 86016685 | 70595845 |
| &nbsp;&nbsp; Pool FM9700, 2.00%, 12/01/2051 | 29496461 | 24275276 |
| &nbsp;&nbsp; Pool FM9781, 2.50%, 12/01/2051 | 14038282 | 12040010 |
| &nbsp;&nbsp; Pool FM9877, 2.50%, 12/01/2051 | 104230327 | 89672028 |
| &nbsp;&nbsp; Pool FP0057, 4.00%, 08/01/2050 | 20435336 | 19773374 |
| &nbsp;&nbsp; Pool FS0192, 2.50%, 01/01/2052 | 35983240 | 30902316 |
| &nbsp;&nbsp; Pool FS0216, 2.00%, 01/01/2037 | 21048504 | 19462203 |
| &nbsp;&nbsp; Pool FS0493, 3.00%, 02/01/2052 | 20151236 | 17930510 |
| &nbsp;&nbsp; Pool FS0585, 3.00%, 02/01/2052 | 25006628 | 22308078 |
| &nbsp;&nbsp; Pool FS0739, 3.50%, 02/01/2052 | 23534597 | 21750730 |
| &nbsp;&nbsp; Pool FS1009, 2.00%, 02/01/2042 | 31043330 | 27179205 |
| &nbsp;&nbsp; Pool FS1115, 2.50%, 05/01/2051 | 50570700 | 43795488 |
| &nbsp;&nbsp; Pool FS1226, 4.00%, 05/01/2049 | 5567145 | 5331577 |
| &nbsp;&nbsp; Pool FS1974, 1.50%, 02/01/2036 | 28637724 | 25930052 |
| &nbsp;&nbsp; Pool FS2488, 2.50%, 10/01/2034 | 27847116 | 26360022 |
| &nbsp;&nbsp; Pool FS2648, 3.00%, 10/01/2049 | 16579046 | 15192262 |
| &nbsp;&nbsp; Pool FS2917, 3.00%, 11/01/2033 | 19935448 | 19388064 |
| &nbsp;&nbsp; Pool FS2918, 3.00%, 09/01/2033 | 16010551 | 15523393 |
| &nbsp;&nbsp; Pool FS4603, 2.00%, 05/01/2042 | 75030902 | 66276374 |
| &nbsp;&nbsp; Pool FS4654, 2.00%, 07/01/2051 | 67723879 | 55156677 |
| &nbsp;&nbsp; Pool FS4973, 3.50%, 06/01/2032 | 34932000 | 34188517 |
| &nbsp;&nbsp; Pool FS5120, 6.00%, 07/01/2053 | 8573701 | 8917583 |
| &nbsp;&nbsp; Pool FS5577, 6.00%, 08/01/2053 | 24789933 | 25670130 |
| &nbsp;&nbsp; Pool FS5760, 3.50%, 11/01/2048 | 43110779 | 40478766 |
| &nbsp;&nbsp; Pool FS5788, 6.50%, 09/01/2053 | 19703432 | 20724479 |
| &nbsp;&nbsp; Pool FS5799, 2.50%, 09/01/2050 | 25832525 | 21920088 |
| &nbsp;&nbsp; Pool FS5815, 3.00%, 04/01/2048 | 68618473 | 62811502 |
| &nbsp;&nbsp; Pool FS5816, 3.50%, 07/01/2047 | 29769717 | 28082648 |
| &nbsp;&nbsp; Pool FS7830, 2.50%, 11/01/2047 | 28014495 | 24338047 |
| &nbsp;&nbsp; Pool FS8498, 6.00%, 08/01/2054 | 33950795 | 35087019 |
| &nbsp;&nbsp; Pool FS8579, 2.00%, 08/01/2042 | 81823636 | 71379507 |
| &nbsp;&nbsp; Pool FS8752, 6.00%, 08/01/2054 | 42347266 | 43945924 |
| &nbsp;&nbsp; Pool FS8915, 2.00%, 08/01/2042 | 45891131 | 40042464 |
| &nbsp;&nbsp; Pool FS8954, 2.00%, 01/01/2042 | 100630131 | 87994191 |
| &nbsp;&nbsp; Pool FS9401, 6.00%, 10/01/2054 | 13067353 | 13509272 |
| &nbsp;&nbsp; Pool FS9402, 6.00%, 10/01/2054 | 122756940 | 127104265 |
| &nbsp;&nbsp; Pool FS9404, 6.00%, 10/01/2054 | 40316386 | 41756824 |
| &nbsp;&nbsp; Pool MA0140, 4.50%, 08/01/2029 | 153702 | 153827 |
| &nbsp;&nbsp; Pool MA0171, 4.50%, 09/01/2029 | 170779 | 170918 |
| &nbsp;&nbsp; Pool MA0583, 4.00%, 12/01/2040 | 2282586 | 2204577 |
| &nbsp;&nbsp; Pool MA0949, 3.50%, 01/01/2032 | 8516933 | 8354490 |
| &nbsp;&nbsp; Pool MA1200, 3.00%, 10/01/2032 | 471788 | 455121 |
| &nbsp;&nbsp; Pool MA1275, 3.00%, 12/01/2032 | 1513252 | 1458466 |
| &nbsp;&nbsp; Pool MA1608, 3.50%, 10/01/2033 | 5039617 | 4920819 |
| &nbsp;&nbsp; Pool MA1764, 4.00%, 01/01/2034 | 1658930 | 1638541 |
| &nbsp;&nbsp; Pool MA1922, 4.00%, 06/01/2034 | 2208592 | 2186128 |
| &nbsp;&nbsp; Pool MA1960, 4.00%, 07/01/2034 | 21794337 | 21497444 |
| &nbsp;&nbsp; Pool MA2019, 4.00%, 09/01/2034 | 2527581 | 2492011 |
| &nbsp;&nbsp; Pool MA2287, 3.00%, 06/01/2035 | 3378749 | 3219679 |
| &nbsp;&nbsp; Pool MA2608, 3.00%, 05/01/2046 | 1570177 | 1419096 |
| &nbsp;&nbsp; Pool MA2804, 3.00%, 11/01/2036 | 10622743 | 10070011 |
| &nbsp;&nbsp; Pool MA2841, 2.50%, 12/01/2036 | 5843502 | 5441792 |
| &nbsp;&nbsp; Pool MA3183, 4.00%, 11/01/2047 | 7228524 | 6922935 |
| &nbsp;&nbsp; Pool MA3281, 4.00%, 02/01/2038 | 7659726 | 7523308 |
| &nbsp;&nbsp; Pool MA3305, 3.50%, 03/01/2048 | 16663324 | 15470981 |
| &nbsp;&nbsp; Pool MA3333, 4.00%, 04/01/2048 | 24870035 | 23653953 |
| &nbsp;&nbsp; Pool MA3468, 4.50%, 09/01/2048 | 6947560 | 6819829 |
| &nbsp;&nbsp; Pool MA4047, 2.00%, 06/01/2050 | 106578031 | 86889603 |
| &nbsp;&nbsp; Pool MA4119, 2.00%, 09/01/2050 | 36568635 | 29745338 |
| &nbsp;&nbsp; Pool MA4159, 2.50%, 10/01/2050 | 55825717 | 47440624 |
| &nbsp;&nbsp; Pool MA4175, 1.50%, 11/01/2040 | 27853308 | 23715316 |
| &nbsp;&nbsp; Pool MA4182, 2.00%, 11/01/2050 | 190802187 | 155396741 |
| &nbsp;&nbsp; Pool MA4208, 2.00%, 12/01/2050 | 54364198 | 44264946 |
| &nbsp;&nbsp; Pool MA4501, 2.00%, 12/01/2041 | 100991266 | 87774638 |
| &nbsp;&nbsp; Pool MA4540, 2.00%, 02/01/2042 | 28343014 | 24584706 |
| &nbsp;&nbsp; Pool MA4570, 2.00%, 03/01/2042 | 55680111 | 48255932 |
| &nbsp;&nbsp; Pool MA4842, 5.50%, 12/01/2052 | 115594507 | 116742661 |
| &nbsp;&nbsp; Pool MA4869, 5.50%, 01/01/2053 | 9449163 | 9532433 |
| &nbsp;&nbsp; Pool MA4941, 5.50%, 03/01/2053 | 14237594 | 14360164 |
| &nbsp;&nbsp; Pool MA5039, 5.50%, 06/01/2053 | 14625619 | 14747063 |
| Freddie Mac Seasoned Credit Risk Transfer Trust | Freddie Mac Seasoned Credit Risk Transfer Trust | Freddie Mac Seasoned Credit Risk Transfer Trust |
| &nbsp;&nbsp; Series 2019-4, Class MA, 3.00%, 02/25/2059 (Callable 10/25/2045) | 23595547 | 22224190 |
| &nbsp;&nbsp; Series 2020-2, Class MT, 2.00%, 11/25/2059 (Callable 02/25/2047) | 36946316 | 29680612 |
| &nbsp;&nbsp; Series 2020-3, Class MT, 2.00%, 05/25/2060 (Callable 07/25/2047) | 22392610 | 18057083 |
| &nbsp;&nbsp; Series 2021-3, Class MTU, 2.50%, 03/25/2061 (Callable 03/25/2043) | 56885576 | 46858100 |
| &nbsp;&nbsp; Series 2022-1, Class MTU, 3.25%, 11/25/2061 (Callable 11/25/2053) | 45413777 | 39550568 |
| Ginnie Mae II Pool | Ginnie Mae II Pool | Ginnie Mae II Pool |
| &nbsp;&nbsp; Pool 784551, 3.00%, 11/20/2046 | 15655130 | 14173342 |
| &nbsp;&nbsp; Pool 785025, 3.50%, 02/20/2050 | 48606587 | 45032759 |
| &nbsp;&nbsp; Pool 785433, 2.50%, 04/20/2051 | 51673328 | 44485930 |
| &nbsp;&nbsp; Pool 785447, 2.50%, 03/20/2051 | 38482221 | 33082061 |
| &nbsp;&nbsp; Pool 785531, 2.50%, 06/20/2051 | 26782486 | 23057095 |
| &nbsp;&nbsp; Pool 785558, 2.50%, 07/20/2051 | 88049294 | 76217420 |
| &nbsp;&nbsp; Pool 785575, 2.50%, 08/20/2051 | 74995970 | 63845290 |
| &nbsp;&nbsp; Pool 785615, 2.50%, 08/20/2051 | 28750222 | 24862496 |
| &nbsp;&nbsp; Pool 786333, 4.00%, 04/20/2052 | 19641497 | 18434274 |
| &nbsp;&nbsp; Pool 786809, 5.50%, 06/20/2053 | 37526995 | 38135449 |
| &nbsp;&nbsp; Pool 786812, 5.50%, 07/20/2053 | 15119670 | 15443241 |
| &nbsp;&nbsp; Pool 786904, 6.00%, 08/20/2053 | 21047805 | 21724016 |
| &nbsp;&nbsp; Pool 787026, 6.00%, 10/20/2053 | 25011130 | 25701731 |
| &nbsp;&nbsp; Pool 787253, 6.00%, 02/20/2054 | 63071997 | 65127341 |
| &nbsp;&nbsp; Pool 787304, 6.00%, 03/20/2054 | 78402851 | 81195593 |
| &nbsp;&nbsp; Pool 787312, 2.50%, 03/20/2052 | 107678884 | 93234688 |
| &nbsp;&nbsp; Pool 787313, 2.50%, 09/20/2051 | 77302121 | 66120848 |
| &nbsp;&nbsp; Pool 787387, 5.50%, 04/20/2054 | 30168971 | 30531168 |
| &nbsp;&nbsp; Pool MA0022, 3.50%, 04/20/2042 | 51027404 | 48365341 |
| &nbsp;&nbsp; Pool MA0154, 3.50%, 06/20/2042 | 21989703 | 20842416 |
| &nbsp;&nbsp; Pool MA0220, 3.50%, 07/20/2042 | 32833448 | 31120359 |
| &nbsp;&nbsp; Pool MA0318, 3.50%, 08/20/2042 | 14680095 | 13914138 |
| &nbsp;&nbsp; Pool MA1157, 3.50%, 07/20/2043 | 15388801 | 14583311 |
| &nbsp;&nbsp; Pool MA1225, 4.00%, 08/20/2043 | 22075072 | 21225259 |
| &nbsp;&nbsp; Pool MA1286, 4.00%, 09/20/2043 | 31190825 | 29986787 |
| &nbsp;&nbsp; Pool MA1376, 4.00%, 10/20/2043 | 3343972 | 3214540 |
| &nbsp;&nbsp; Pool MA1449, 4.00%, 11/20/2043 | 30636495 | 29450675 |
| &nbsp;&nbsp; Pool MA1677, 3.50%, 02/20/2044 | 23345489 | 22095527 |
| &nbsp;&nbsp; Pool MA2224, 4.00%, 09/20/2044 | 13060999 | 12543405 |
| &nbsp;&nbsp; Pool MA2522, 4.00%, 01/20/2045 | 2831852 | 2719079 |
| &nbsp;&nbsp; Pool MA3375, 3.00%, 01/20/2046 | 17689603 | 16044758 |
| &nbsp;&nbsp; Pool MA3597, 3.50%, 04/20/2046 | 20493154 | 19290292 |
| &nbsp;&nbsp; Pool MA3663, 3.50%, 05/20/2046 | 12758849 | 11949440 |
| &nbsp;&nbsp; Pool MA3736, 3.50%, 06/20/2046 | 21372165 | 20016179 |
| &nbsp;&nbsp; Pool MA4385, 5.00%, 04/20/2047 | 546384 | 554269 |
| &nbsp;&nbsp; Pool MA4509, 3.00%, 06/20/2047 | 9236364 | 8365264 |
| &nbsp;&nbsp; Pool MA4721, 4.50%, 09/20/2047 | 2716858 | 2686255 |
| &nbsp;&nbsp; Pool MA4963, 4.00%, 01/20/2048 | 3785405 | 3614291 |
| &nbsp;&nbsp; Pool MA5765, 5.00%, 02/20/2049 | 27228805 | 27448991 |
| &nbsp;&nbsp; Pool MA7990, 4.00%, 04/20/2052 | 14381399 | 13593814 |
| &nbsp;&nbsp; Pool MA8571, 6.00%, 01/20/2053 | 19343282 | 19817101 |
| Government National Mortgage Association (GNMA) | Government National Mortgage Association (GNMA) | Government National Mortgage Association (GNMA) |
| &nbsp;&nbsp; Pool 3474, 6.00%, 11/20/2033 | 10568 | 10924 |
| &nbsp;&nbsp; Pool 4747, 5.00%, 07/20/2040 | 488306 | 497594 |
| &nbsp;&nbsp; Pool 5202, 3.50%, 10/20/2041 | 2297449 | 2177601 |
| &nbsp;&nbsp; Pool 778793, 3.50%, 01/15/2042 | 3988768 | 3761658 |
| &nbsp;&nbsp; Pool AL9364, 3.50%, 03/20/2045 | 4550306 | 4196157 |
| &nbsp;&nbsp; Pool MA0155, 4.00%, 06/20/2042 | 2603377 | 2503194 |
| &nbsp;&nbsp; Pool MA0392, 3.50%, 09/20/2042 | 68215607 | 64656258 |
| &nbsp;&nbsp; Pool MA0699, 3.50%, 01/20/2043 | 20474837 | 19405910 |
| &nbsp;&nbsp; Pool MA2753, 3.00%, 04/20/2045 | 5299338 | 4814443 |
| &nbsp;&nbsp; Pool MA2754, 3.50%, 04/20/2045 | 6621472 | 6237917 |
| &nbsp;&nbsp; Pool MA3035, 4.00%, 08/20/2045 | 2290694 | 2188964 |
| &nbsp;&nbsp; Pool MA3378, 4.50%, 01/20/2046 | 3848774 | 3803650 |
| &nbsp;&nbsp; Pool MA3598, 4.00%, 04/20/2046 | 2558039 | 2450053 |
| &nbsp;&nbsp; Pool MA3664, 4.00%, 05/20/2046 | 6122067 | 5863279 |
| &nbsp;&nbsp; Pool MA3873, 3.00%, 08/20/2046 | 51210970 | 46424871 |
| &nbsp;&nbsp; Pool MA4512, 4.50%, 06/20/2047 | 8766698 | 8657125 |
| &nbsp;&nbsp; Pool MA4588, 4.50%, 07/20/2047 | 2089644 | 2062236 |
| **TOTAL AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES** (Cost $10,504,267,934) | **TOTAL AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES** (Cost $10,504,267,934) | 10032216804 |
| **NON-AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES - 4.8%** | **Par**  | **Value**  |
| Arroyo Mortgage Trust | Arroyo Mortgage Trust | Arroyo Mortgage Trust |
| &nbsp;&nbsp; Series 2019-3, Class A1, 2.96%, 10/25/2048 (Callable 04/25/2026) <sup>(a)(f)</sup> | 4945754 | 4738886 |
| &nbsp;&nbsp; Series 2020-1, Class A1A, 1.66%, 03/25/2055 (Callable 04/25/2026) <sup>(a)</sup> | 2832411 | 2759956 |
|  Bayview Financial Acquisition Trust, Series 2007-B, Class 1A2, 7.33%, 08/28/2047 (Callable 04/28/2026) <sup>(e)</sup> | 588982 | 518078 |
|  Bear Stearns Asset Backed Securities Trust, Series 2004-AC2, Class 2A, 5.00%, 05/25/2034 (Callable 04/25/2026) | 103621 | 84811 |
|  BRAVO Residential Funding Trust, Series 2023-RPL1, Class A1, 5.00%, 05/25/2063 (Callable 11/25/2044) <sup>(a)(f)</sup> | 67351251 | 66850346 |
| Chase Mortgage Finance Corp. | Chase Mortgage Finance Corp. | Chase Mortgage Finance Corp. |
| &nbsp;&nbsp; Series 2023-RPL1, Class A1, 3.50%, 06/25/2062 (Callable 12/25/2046) <sup>(a)(f)</sup> | 98583272 | 90695575 |
| &nbsp;&nbsp; Series 2023-RPL2, Class A1, 3.25%, 03/25/2063 (Callable 10/25/2051) <sup>(a)(f)</sup> | 53964083 | 48415874 |
| &nbsp;&nbsp; Series 2023-RPL3, Class A1, 3.25%, 09/25/2063 (Callable 10/25/2051) <sup>(a)(f)</sup> | 111425638 | 99725322 |
| &nbsp;&nbsp; Series 2024-RPL1, Class A1A, 3.25%, 03/25/2064 (Callable 05/25/2049) <sup>(a)(f)</sup> | 58356113 | 51524445 |
| &nbsp;&nbsp; Series 2024-RPL3, Class A1A, 3.25%, 09/25/2064 (Callable 09/25/2049) <sup>(a)(f)</sup> | 52455105 | 46550055 |
| CIM Trust | CIM Trust | CIM Trust |
| &nbsp;&nbsp; Series 2022-R2, Class A1, 3.75%, 12/25/2061 (Callable 05/25/2027) <sup>(a)(f)</sup> | 39099325 | 36925176 |
| &nbsp;&nbsp; Series 2022-R3, Class A1, 4.50%, 03/25/2062 (Callable 09/25/2027) <sup>(a)(f)</sup> | 40638836 | 39712002 |
| &nbsp;&nbsp; Series 2023-R2, Class A1, 5.50%, 08/25/2064 (Callable 03/25/2028) <sup>(a)(f)</sup> | 66160745 | 66303732 |
|  Citigroup Mortgage Loan Trust, Inc., Series 2005-9, Class 2A2, 5.50%, 11/25/2035 (Callable 04/25/2026) | 5613 | 3934 |
|  Countrywide Alternative Loan Trust, Series 2006-28CB, Class A17, 6.00%, 10/25/2036 (Callable 04/25/2026) | 385984 | 170885 |
| Countrywide Asset-Backed Certificates | Countrywide Asset-Backed Certificates | Countrywide Asset-Backed Certificates |
| &nbsp;&nbsp; Series 2004-S1, Class A3, 5.12%, 02/25/2035 (Callable 04/25/2026) <sup>(e)</sup> | 33758 | 33645 |
| &nbsp;&nbsp; Series 2005-10, Class AF6, 4.11%, 02/25/2036 (Callable 04/25/2026) <sup>(f)</sup> | 532 | 529 |
| &nbsp;&nbsp; Series 2005-17, Class 1AF5, 5.56%, 05/25/2036 (Callable 04/25/2026) <sup>(f)</sup> | 26239 | 24874 |
|  Credit Suisse Management LLC, Series 2003-AR26, Class 8A1, 5.71%, 11/25/2033 (Callable 04/25/2026) <sup>(f)</sup> | 1656835 | 1612425 |
| FirstKey Homes Trust | FirstKey Homes Trust | FirstKey Homes Trust |
| &nbsp;&nbsp; Series 2021-SFR1, Class A, 1.54%, 08/17/2038 <sup>(a)</sup> | 55403096 | 54792892 |
| &nbsp;&nbsp; Series 2021-SFR2, Class A, 1.38%, 09/17/2038 <sup>(a)</sup> | 42388191 | 41786554 |
| &nbsp;&nbsp; Series 2022-SFR1, Class A, 4.15%, 05/19/2039 <sup>(a)</sup> | 116750659 | 116249028 |
| &nbsp;&nbsp; Series 2022-SFR2, Class A, 4.25%, 07/17/2039 <sup>(a)</sup> | 6210931 | 6181157 |
| &nbsp;&nbsp; Series 2022-SFR3, Class A, 4.25%, 07/17/2038 <sup>(a)</sup> | 54288001 | 54147026 |
|  Home Partners of America Trust, Series 2021-2, Class A, 1.90%, 12/17/2026 <sup>(a)</sup> | 76128851 | 74702333 |
|  Impac CMB Trust, Series 2004-4, Class 2A2, 5.38%, 09/25/2034 (Callable 04/25/2026) <sup>(e)</sup> | 29840 | 34285 |
|  Imperial Fund Mortgage Trust, Series 2022-NQM3, Class A1, 4.38%, 05/25/2067 (Callable 04/25/2026) <sup>(a)(e)</sup> | 4789537 | 4773303 |
| JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | JP Morgan Mortgage Trust |
| &nbsp;&nbsp; Series 2007-A1, Class 5A2, 5.82%, 07/25/2035 (Callable 10/25/2028) <sup>(f)</sup> | 358827 | 358528 |
| &nbsp;&nbsp; Series 2007-A1, Class 5A5, 5.82%, 07/25/2035 (Callable 10/25/2028) <sup>(f)</sup> | 543323 | 544180 |
|  METLIFE SECURITIZATION TRUST, Series 2019-1A, Class A1A, 3.75%, 04/25/2058 (Callable 07/25/2041) <sup>(a)(f)</sup> | 1922188 | 1899767 |
|  Mill City Mortgage Trust, Series 2021-NMR1, Class A1, 1.13%, 11/25/2060 (Callable 01/25/2034) <sup>(a)(f)</sup> | 6212035 | 6000529 |
|  MLCC Mortgage Investors, Inc., Series 2004-F, Class A1A, 4.86%, 12/25/2029 (Callable 04/25/2026) <sup>(f)</sup> | 872511 | 830317 |
|  Morgan Stanley Mortgage Loan Trust, Series 2004-7AR, Class 2A1, 5.27%, 09/25/2034 (Callable 03/25/2027) <sup>(f)</sup> | 384461 | 381180 |
| New Residential Mortgage Loan Trust | New Residential Mortgage Loan Trust | New Residential Mortgage Loan Trust |
| &nbsp;&nbsp; Series 2017-2A, Class A3, 4.00%, 03/25/2057 (Callable 06/25/2031) <sup>(a)(f)</sup> | 3033209 | 2939935 |
| &nbsp;&nbsp; Series 2017-3A, Class A1, 4.00%, 04/25/2057 (Callable 07/25/2033) <sup>(a)(f)</sup> | 4317789 | 4171623 |
| &nbsp;&nbsp; Series 2017-4A, Class A1, 4.00%, 05/25/2057 (Callable 08/25/2031) <sup>(a)(f)</sup> | 6400690 | 6171604 |
| &nbsp;&nbsp; Series 2018-1A, Class A1A, 4.00%, 12/25/2057 (Callable 01/25/2034) <sup>(a)(f)</sup> | 8233976 | 8029975 |
| Onslow Bay Mortgage Loan Trust | Onslow Bay Mortgage Loan Trust | Onslow Bay Mortgage Loan Trust |
| &nbsp;&nbsp; Series 2022-NQM2, Class A1, 4.00%, 01/25/2062 (Callable 04/25/2026) <sup>(a)(f)</sup> | 65911338 | 63261946 |
| &nbsp;&nbsp; Series 2024-HYB1, Class A1, 3.62%, 03/25/2053 (Callable 06/25/2042) <sup>(a)(f)</sup> | 27576704 | 27601082 |
| &nbsp;&nbsp; Series 2024-HYB2, Class A1, 3.70%, 04/25/2053 (Callable 03/25/2045) <sup>(a)(f)</sup> | 31846120 | 31697675 |
| &nbsp;&nbsp; Series 2025-NQM15, Class A1, 5.14%, 07/27/2065 (Callable 07/25/2028) <sup>(a)(e)</sup> | 34082092 | 34032601 |
| &nbsp;&nbsp; Series 2025-NQM18, Class A1, 5.06%, 09/25/2065 (Callable 02/25/2028) <sup>(a)(f)</sup> | 139243801 | 138795074 |
| &nbsp;&nbsp; Series 2025-NQM20, Class A1, 5.02%, 10/25/2065 (Callable 10/25/2028) <sup>(a)(f)</sup> | 60079055 | 59853434 |
| &nbsp;&nbsp; Series 2025-NQM23, Class A1, 4.87%, 10/25/2065 (Callable 12/25/2028) <sup>(a)(f)</sup> | 59674655 | 59275671 |
| &nbsp;&nbsp; Series 2026-NQM3, Class A1, 4.65%, 01/25/2066 (Callable 02/25/2029) <sup>(a)(f)</sup> | 8328550 | 8246762 |
| Progress Residential Trust | Progress Residential Trust | Progress Residential Trust |
| &nbsp;&nbsp; Series 2021-SFR8, Class A, 1.51%, 10/17/2038 <sup>(a)</sup> | 71941685 | 70857754 |
| &nbsp;&nbsp; Series 2023-SFR2, Class A, 4.50%, 10/17/2040 <sup>(a)</sup> | 15309675 | 15163449 |
| &nbsp;&nbsp; Series 2024-SFR1, Class A, 3.35%, 02/17/2041 <sup>(a)</sup> | 5685679 | 5476168 |
| &nbsp;&nbsp; Series 2025-SFR5, Class A, 3.85%, 10/17/2042 <sup>(a)</sup> | 26123002 | 24993018 |
|  Renaissance NIM Trust, Series 2007-1, Class AF3, 5.61%, 04/25/2037 (Callable 05/25/2030) <sup>(e)</sup> | 2482525 | 597566 |
| Rithm Capital Corp. | Rithm Capital Corp. | Rithm Capital Corp. |
| &nbsp;&nbsp; Series 2020-1A, Class A1B, 3.50%, 10/25/2059 (Callable 11/25/2038) <sup>(a)(f)</sup> | 6843460 | 6408239 |
| &nbsp;&nbsp; Series 2022-NQM2, Class A1, 3.85%, 03/27/2062 (Callable 04/25/2026) <sup>(a)(f)</sup> | 27236594 | 25699900 |
| &nbsp;&nbsp; Series 2024-NQM2, Class A1, 5.12%, 09/25/2064 (Callable 08/25/2030) <sup>(a)(f)</sup> | 38623874 | 38491456 |
| Starwood Mortgage Residential Trust | Starwood Mortgage Residential Trust | Starwood Mortgage Residential Trust |
| &nbsp;&nbsp; Series 2021-4, Class A1, 1.16%, 08/25/2056 (Callable 04/25/2026) <sup>(a)(f)</sup> | 21411605 | 19138240 |
| &nbsp;&nbsp; Series 2022-4, Class A1, 5.19%, 05/25/2067 (Callable 04/25/2026) <sup>(a)(e)</sup> | 36369980 | 36264921 |
|  Structured Adjustable Rate Mortgage Loan Trust, Series 2004-12, Class 3A1, 4.75%, 09/25/2034 (Callable 04/25/2026) <sup>(f)</sup> | 72556 | 71965 |
|  Thornburg Mortgage Securities Trust, Series 2003-5, Class 3A, 4.77%, 10/25/2043 (Callable 04/25/2026) <sup>(f)</sup> | 1872322 | 1776920 |
| Towd Point Mortgage Trust | Towd Point Mortgage Trust | Towd Point Mortgage Trust |
| &nbsp;&nbsp; Series 2017-6, Class A1, 2.75%, 10/25/2057 (Callable 12/25/2030) <sup>(a)(f)</sup> | 4329916 | 4276363 |
| &nbsp;&nbsp; Series 2018-4, Class A1, 3.00%, 06/25/2058 (Callable 07/25/2039) <sup>(a)(f)</sup> | 9228601 | 8730961 |
| &nbsp;&nbsp; Series 2018-6, Class A1A, 3.75%, 03/25/2058 (Callable 03/25/2032) <sup>(a)(f)</sup> | 1022469 | 1018082 |
| &nbsp;&nbsp; Series 2019-1, Class A1, 3.75%, 03/25/2058 (Callable 09/25/2031) <sup>(a)(f)</sup> | 14394336 | 13953643 |
| &nbsp;&nbsp; Series 2019-4, Class A1, 2.90%, 10/25/2059 (Callable 03/25/2033) <sup>(a)(f)</sup> | 39564563 | 38027551 |
| &nbsp;&nbsp; Series 2020-2, Class A1A, 1.64%, 04/25/2060 (Callable 05/25/2031) <sup>(a)(f)</sup> | 98748497 | 90108833 |
| &nbsp;&nbsp; Series 2020-4, Class A1, 1.75%, 10/25/2060 (Callable 08/25/2031) <sup>(a)</sup> | 45881804 | 41816364 |
| &nbsp;&nbsp; Series 2022-2, Class A1, 3.75%, 07/01/2062 (Callable 07/25/2032) <sup>(a)(f)</sup> | 117822618 | 110832662 |
| &nbsp;&nbsp; Series 2022-3, Class A1, 3.75%, 08/01/2062 (Callable 12/25/2031) <sup>(a)(f)</sup> | 114819596 | 108355539 |
| &nbsp;&nbsp; Series 2023-1, Class A1, 3.75%, 01/25/2063 (Callable 01/25/2036) <sup>(a)</sup> | 45985750 | 43942773 |
| &nbsp;&nbsp; Series 2024-1, Class A1, 4.90%, 03/25/2064 (Callable 04/25/2031) <sup>(a)(f)</sup> | 100813712 | 102444586 |
| &nbsp;&nbsp; Series 2024-2, Class A1A, 4.86%, 12/25/2064 (Callable 06/25/2030) <sup>(a)(f)</sup> | 132051169 | 134098503 |
| &nbsp;&nbsp; Series 2024-3, Class A1A, 5.01%, 07/25/2065 (Callable 01/25/2036) <sup>(a)(f)</sup> | 64743655 | 64434232 |
| &nbsp;&nbsp; Series 2024-5, Class A1A, 4.61%, 10/25/2064 (Callable 10/25/2033) <sup>(a)(f)</sup> | 133261713 | 132104375 |
| &nbsp;&nbsp; Series 2025-1, Class A1A, 4.81%, 06/25/2065 (Callable 01/25/2035) <sup>(a)(f)</sup> | 115707323 | 115084621 |
|  Verus Securitization Trust, Series 2026-1, Class A1, 4.86%, 01/25/2071 (Callable 01/25/2029) <sup>(a)(f)</sup> | 113408162 | 112827716 |
| WaMu Mortgage Pass Through Certificates | WaMu Mortgage Pass Through Certificates | WaMu Mortgage Pass Through Certificates |
| &nbsp;&nbsp; Series 2004-AR14, Class A1, 4.92%, 01/25/2035 (Callable 04/25/2026) <sup>(f)</sup> | 2157158 | 2109371 |
| &nbsp;&nbsp; Series 2004-CB2, Class 3A, 6.00%, 08/25/2034 (Callable 04/25/2026) | 1452635 | 1485047 |
| &nbsp;&nbsp; Series 2004-CB3, Class 2A, 6.50%, 10/25/2034 (Callable 04/25/2026) | 709187 | 731176 |
| **TOTAL NON-AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES** (Cost $2,745,436,639) | **TOTAL NON-AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES** (Cost $2,745,436,639) | 2734731005 |
| **NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES - 4.4%** | **Par**  | **Value**  |
| BANK-2017 | BANK-2017 | BANK-2017 |
| &nbsp;&nbsp; Series 2017-BNK4, Class A3, 3.36%, 05/15/2050 (Callable 04/15/2027) | 30855622 | 30574506 |
| &nbsp;&nbsp; Series 2017-BNK4, Class A4, 3.63%, 05/15/2050 (Callable 04/15/2027) | 44885000 | 44356084 |
| &nbsp;&nbsp; Series 2017-BNK7, Class A5, 3.44%, 09/15/2060 (Callable 09/15/2027) | 350000 | 344596 |
| &nbsp;&nbsp; Series 2017-BNK8, Class A4, 3.49%, 11/15/2050 (Callable 11/15/2027) | 68313000 | 66664327 |
| &nbsp;&nbsp; Series 2017-BNK9, Class A4, 3.54%, 11/15/2054 (Callable 12/15/2029) | 97164483 | 95624931 |
| BANK-2018 | BANK-2018 | BANK-2018 |
| &nbsp;&nbsp; Series 2018-BN10, Class A5, 3.69%, 02/15/2061 (Callable 02/15/2028) | 11050000 | 10901738 |
| &nbsp;&nbsp; Series 2018-BN12, Class A4, 4.26%, 05/15/2061 (Callable 05/15/2028) <sup>(f)</sup> | 17442008 | 17325272 |
| &nbsp;&nbsp; Series 2018-BN13, Class A5, 4.22%, 08/15/2061 (Callable 08/15/2028) <sup>(f)</sup> | 8565000 | 8496828 |
|  BANK-2019, Series 2019-BN21, Class A5, 2.85%, 10/17/2052 (Callable 10/15/2029) | 39710000 | 37423161 |
|  BANK-2020, Series 2020-BN29, Class A4, 2.00%, 11/15/2053 (Callable 12/15/2030) | 67160000 | 59100142 |
|  BANK-2022, Series 2022-BNK44, Class A5, 5.74%, 11/15/2055 (Callable 11/15/2032) <sup>(f)</sup> | 56200000 | 58476493 |
| BANK5 Trust | BANK5 Trust | BANK5 Trust |
| &nbsp;&nbsp; Series 2023-5YR3, Class A2, 6.26%, 09/15/2056 (Callable 09/15/2028) | 68791204 | 70796481 |
| &nbsp;&nbsp; Series 2024-5YR7, Class A3, 5.77%, 06/15/2057 (Callable 06/15/2029) | 121425000 | 125211796 |
| &nbsp;&nbsp; Series 2025-5YR13, Class A2, 5.03%, 01/15/2058 (Callable 02/15/2030) | 38350000 | 38716166 |
| &nbsp;&nbsp; Series 2025-5YR14, Class A3, 5.65%, 04/15/2058 (Callable 04/15/2030) | 40030000 | 41359464 |
| &nbsp;&nbsp; Series 2025-5YR17, Class A3, 5.23%, 11/15/2058 (Callable 10/15/2030) | 102281000 | 104310930 |
| &nbsp;&nbsp; Series 2026-5YR20, Class A2, 4.62%, 02/15/2059 (Callable 02/15/2031) | 30000000 | 29857365 |
| &nbsp;&nbsp; Series 2026-5YR20, Class A3, 5.10%, 02/15/2059 (Callable 02/15/2031) | 30000000 | 30434049 |
| BBCMS Trust | BBCMS Trust | BBCMS Trust |
| &nbsp;&nbsp; Series 2025-5C36, Class A2, 5.03%, 08/15/2058 (Callable 07/15/2030) | 35000000 | 35434721 |
| &nbsp;&nbsp; Series 2025-5C38, Class A2, 4.67%, 11/15/2058 (Callable 11/15/2030) | 62175000 | 62004348 |
| &nbsp;&nbsp; Series 2025-5C38, Class A3, 5.15%, 11/15/2058 (Callable 11/15/2030) | 3106000 | 3154563 |
| &nbsp;&nbsp; Series 2026-5C40, Class A2, 4.76%, 02/15/2059 (Callable 01/15/2031) | 4275000 | 4271481 |
| &nbsp;&nbsp; Series 2026-5C40, Class A3, 5.25%, 02/15/2059 (Callable 01/15/2031) | 14925000 | 15231397 |
| Benchmark Mortgage Trust | Benchmark Mortgage Trust | Benchmark Mortgage Trust |
| &nbsp;&nbsp; Series 2018-B6, Class A4, 4.26%, 10/10/2051 (Callable 10/10/2028) | 20140000 | 19986652 |
| &nbsp;&nbsp; Series 2018-B8, Class A5, 4.23%, 01/15/2052 (Callable 12/15/2028) | 24235000 | 23833455 |
| &nbsp;&nbsp; Series 2019-B14, Class A5, 3.05%, 12/15/2062 (Callable 11/15/2029) | 28769000 | 27171063 |
| &nbsp;&nbsp; Series 2020-B21, Class A5, 1.98%, 12/17/2053 (Callable 12/15/2030) | 35697743 | 31602237 |
| &nbsp;&nbsp; Series 2021-B24, Class A5, 2.58%, 03/15/2054 (Callable 03/15/2031) | 26400000 | 23665971 |
| &nbsp;&nbsp; Series 2021-B31, Class A5, 2.67%, 12/15/2054 (Callable 12/15/2031) | 42125000 | 37536737 |
| &nbsp;&nbsp; Series 2023-V3, Class A2, 5.90%, 07/15/2056 (Callable 07/15/2028) | 36950000 | 37822057 |
| &nbsp;&nbsp; Series 2024-V10, Class A2, 4.80%, 09/15/2057 (Callable 10/15/2029) | 82950000 | 83259445 |
| &nbsp;&nbsp; Series 2024-V11, Class A2, 5.42%, 11/15/2057 (Callable 11/15/2029) | 40368616 | 41316673 |
| &nbsp;&nbsp; Series 2024-V9, Class A3, 5.60%, 08/15/2057 (Callable 08/15/2029) | 9700000 | 9950620 |
| &nbsp;&nbsp; Series 2025-V13, Class A3, 5.22%, 02/15/2058 (Callable 02/15/2030) | 68500000 | 69592027 |
| &nbsp;&nbsp; Series 2025-V16, Class A2, 4.96%, 08/15/2058 (Callable 08/15/2030) | 28750000 | 28929636 |
| BMO Mortgage Trust | BMO Mortgage Trust | BMO Mortgage Trust |
| &nbsp;&nbsp; Series 2024-5C7, Class A2, 5.09%, 11/15/2057 (Callable 11/15/2029) | 31475000 | 31858394 |
| &nbsp;&nbsp; Series 2024-5C8, Class A3, 5.63%, 12/15/2057 (Callable 12/15/2029) <sup>(f)</sup> | 7604000 | 7823816 |
| &nbsp;&nbsp; Series 2025-5C13, Class A3, 5.23%, 12/15/2058 (Callable 05/15/2032) | 83825000 | 85281870 |
| &nbsp;&nbsp; Series 2026-5C14, Class A3, 5.21%, 03/15/2059 (Callable 03/15/2031) | 113225000 | 115133102 |
| Cantor Commercial Real Estate Lending LP | Cantor Commercial Real Estate Lending LP | Cantor Commercial Real Estate Lending LP |
| &nbsp;&nbsp; Series 2019-CF1, Class A5, 3.79%, 05/15/2052 (Callable 05/15/2029) | 3950000 | 3849915 |
| &nbsp;&nbsp; Series 2019-CF3, Class A4, 3.01%, 01/15/2053 (Callable 12/15/2029) | 5651725 | 5287625 |
|  CCUBS Commercial Mortgage Trust, Series 2017-C1, Class A4, 3.54%, 11/15/2050 (Callable 12/15/2027) <sup>(f)</sup> | 9000279 | 8818596 |
| Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust |
| &nbsp;&nbsp; Series 2015-GC35, Class A4, 3.82%, 11/10/2048 (Callable 11/10/2029) | 14680613 | 14605394 |
| &nbsp;&nbsp; Series 2017-P7, Class A4, 3.71%, 04/14/2050 (Callable 04/14/2027) | 12275000 | 12139646 |
| &nbsp;&nbsp; Series 2017-P8, Class A4, 3.47%, 09/15/2050 (Callable 09/15/2027) | 22000000 | 21553270 |
| &nbsp;&nbsp; Series 2019-C7, Class A4, 3.10%, 12/15/2072 (Callable 12/15/2029) | 23480000 | 22222761 |
| Citigroup/Deutsche Bank Commercial Mortgage Trust | Citigroup/Deutsche Bank Commercial Mortgage Trust | Citigroup/Deutsche Bank Commercial Mortgage Trust |
| &nbsp;&nbsp; Series 2016-CD1, Class A4, 2.72%, 08/10/2049 (Callable 08/10/2027) | 49411454 | 48695349 |
| &nbsp;&nbsp; Series 2017-C6, Class A5, 3.33%, 06/10/2050 (Callable 04/10/2028) | 23800000 | 23429217 |
| &nbsp;&nbsp; Series 2017-CD3, Class A4, 3.63%, 02/10/2050 (Callable 08/10/2027) | 7200000 | 7044141 |
| &nbsp;&nbsp; Series 2018-CD7, Class A4, 4.28%, 08/15/2051 (Callable 08/15/2028) | 7400000 | 7351186 |
| &nbsp;&nbsp; Series 2019-CD8, Class A4, 2.91%, 08/15/2057 (Callable 08/15/2029) | 20900000 | 19602089 |
|  Commercial Mortgage Pass Through Certificates, Series 2019-GC44, Class A5, 2.95%, 08/15/2057 (Callable 11/15/2029) | 10857000 | 10249482 |
| Computershare Corporate Trust | Computershare Corporate Trust | Computershare Corporate Trust |
| &nbsp;&nbsp; Series 2016-C35, Class A4, 2.93%, 07/15/2048 (Callable 07/15/2026) | 25670000 | 25572965 |
| &nbsp;&nbsp; Series 2017-C42, Class A4, 3.59%, 12/15/2050 (Callable 12/15/2027) | 7315000 | 7189785 |
| &nbsp;&nbsp; Series 2019-C50, Class ASB, 3.64%, 05/15/2052 (Callable 05/15/2029) | 13009785 | 12881894 |
| &nbsp;&nbsp; Series 2019-C51, Class A4, 3.31%, 06/15/2052 (Callable 06/15/2029) | 22581000 | 21538756 |
| &nbsp;&nbsp; Series 2019-C52, Class A5, 2.89%, 08/15/2052 (Callable 08/15/2029) | 10000000 | 9431080 |
| &nbsp;&nbsp; Series 2019-C54, Class A4, 3.15%, 12/15/2052 (Callable 11/15/2029) | 30610609 | 29066558 |
| CSAIL Commercial Mortgage Trust | CSAIL Commercial Mortgage Trust | CSAIL Commercial Mortgage Trust |
| &nbsp;&nbsp; Series 2016-C7, Class A5, 3.50%, 11/15/2049 (Callable 11/15/2026) | 5000000 | 4971033 |
| &nbsp;&nbsp; Series 2018-CX11, Class A4, 3.77%, 04/15/2051 (Callable 04/15/2028) | 6864186 | 6807804 |
| &nbsp;&nbsp; Series 2018-CX11, Class A5, 4.03%, 04/15/2051 (Callable 04/15/2028) <sup>(f)</sup> | 22023039 | 21837988 |
| &nbsp;&nbsp; Series 2018-CX12, Class A4, 4.22%, 08/15/2051 (Callable 08/15/2028) <sup>(f)</sup> | 18608000 | 18430000 |
| &nbsp;&nbsp; Series 2019-C16, Class A3, 3.33%, 06/15/2052 (Callable 06/15/2029) | 33939000 | 32648290 |
| &nbsp;&nbsp; Series 2019-C17, Class A5, 3.02%, 09/15/2052 (Callable 09/15/2029) | 16475000 | 15586427 |
| &nbsp;&nbsp; Series 2020-C19, Class A3, 2.56%, 03/15/2053 (Callable 03/15/2030) | 9500000 | 8626796 |
|  DBGS Mortgage Trust, Series 2018-C1, Class A4, 4.47%, 10/15/2051 (Callable 10/15/2028) | 19875000 | 19728921 |
|  GS Mortgage Securities Corp. II, Series 2017-GS8, Class A4, 3.47%, 11/10/2050 (Callable 11/10/2027) | 23655000 | 23280331 |
|  JP Morgan Chase Commercial Mortgage Securities, Series 2017-JP7, Class A5, 3.45%, 09/15/2050 (Callable 04/15/2028) | 10500000 | 10375397 |
| JPMDB Commercial Mortgage Securities Trust | JPMDB Commercial Mortgage Securities Trust | JPMDB Commercial Mortgage Securities Trust |
| &nbsp;&nbsp; Series 2016-C2, Class A4, 3.14%, 06/15/2049 (Callable 05/15/2026) | 11318887 | 11287854 |
| &nbsp;&nbsp; Series 2017-C5, Class A5, 3.69%, 03/15/2050 (Callable 08/15/2027) | 24380000 | 24056575 |
| &nbsp;&nbsp; Series 2017-C7, Class A5, 3.41%, 10/15/2050 (Callable 11/15/2027) | 17170000 | 16889523 |
|  Morgan Stanley ABS Capital I, Inc., Series 2021-L7, Class A5, 2.57%, 10/15/2054 (Callable 10/15/2031) | 7295000 | 6448204 |
| 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-C30, Class A5, 2.86%, 09/15/2049 (Callable 10/15/2026) | 25444000 | 25195583 |
| &nbsp;&nbsp; Series 2016-C31, Class A5, 3.10%, 11/15/2049 (Callable 11/15/2026) | 6025000 | 5976032 |
| &nbsp;&nbsp; Series 2017-C34, Class A4, 3.54%, 11/15/2052 (Callable 10/15/2027) | 41287079 | 40754641 |
| &nbsp;&nbsp; Series 2025-5C1, Class A2, 4.91%, 03/15/2058 (Callable 03/15/2030) | 34075000 | 34322933 |
| &nbsp;&nbsp; Series 2025-5C2, Class A3, 5.11%, 11/15/2058 (Callable 11/15/2030) | 2554000 | 2587847 |
| Morgan Stanley Capital I, Inc. | Morgan Stanley Capital I, Inc. | Morgan Stanley Capital I, Inc. |
| &nbsp;&nbsp; Series 2016-UB12, Class A4, 3.60%, 12/15/2049 (Callable 11/15/2026) | 8500000 | 8430442 |
| &nbsp;&nbsp; Series 2018-H3, Class A5, 4.18%, 07/15/2051 (Callable 07/15/2028) | 22101510 | 21937853 |
| &nbsp;&nbsp; Series 2018-H4, Class A3, 4.04%, 12/15/2051 (Callable 01/15/2029) | 8829018 | 8711854 |
| &nbsp;&nbsp; Series 2018-H4, Class A4, 4.31%, 12/15/2051 (Callable 01/15/2029) | 7750000 | 7630664 |
| &nbsp;&nbsp; Series 2021-L6, Class A3, 2.20%, 06/15/2054 (Callable 07/15/2031) <sup>(f)</sup> | 19300000 | 17421031 |
| UBS Commercial Mortgage Trust | UBS Commercial Mortgage Trust | UBS Commercial Mortgage Trust |
| &nbsp;&nbsp; Series 2018-C11, Class A5, 4.24%, 06/15/2051 (Callable 07/15/2028) <sup>(f)</sup> | 16652859 | 16519889 |
| &nbsp;&nbsp; Series 2019-C17, Class A4, 2.92%, 10/15/2052 (Callable 10/15/2029) | 71060966 | 67091742 |
| &nbsp;&nbsp; Series 2019-C18, Class A4, 3.04%, 12/15/2052 (Callable 12/15/2029) | 6480000 | 6100775 |
| **TOTAL NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $2,496,850,072) | **TOTAL NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $2,496,850,072) | 2459020732 |
| **ASSET-BACKED SECURITIES - 1.9%** | **Par**  | **Value**  |
|  First National Master Note Trust, Series 2024-1, Class A, 5.34%, 05/15/2030 | 41875000 | 42399078 |
|  Ford Credit Auto Owner Trust, Series 2023-1, Class A, 4.85%, 08/15/2035 (Callable 02/15/2028) <sup>(a)</sup> | 114364000 | 115551567 |
|  Ford Credit Auto Receivables Six LLC, Series 2025-1, Class A, 4.86%, 08/15/2037 (Callable 02/15/2030) <sup>(a)(e)</sup> | 78350000 | 79719879 |
|  Ford Credit Floorplan LLC, Series 2024-3, Class A1, 4.30%, 09/15/2029 <sup>(a)</sup> | 75800000 | 75886738 |
| General Motors Co. | General Motors Co. | General Motors Co. |
| &nbsp;&nbsp; Series 2023-2, Class A, 5.34%, 06/15/2030 <sup>(a)</sup> | 25000000 | 25539710 |
| &nbsp;&nbsp; Series 2024-4A, Class A1, 4.73%, 11/15/2029 <sup>(a)</sup> | 56274000 | 56688475 |
|  GM Financial Revolving Receivables Trust, Series 2022-1, Class A, 5.91%, 10/11/2035 (Callable 11/11/2027) <sup>(a)</sup> | 64950000 | 66674773 |
| IPFS Corp. | IPFS Corp. | IPFS Corp. |
| &nbsp;&nbsp; Series 2024-F, Class A, 4.75%, 08/15/2029 <sup>(a)</sup> | 35175000 | 35423089 |
| &nbsp;&nbsp; Series 2025-B, Class A, 4.85%, 02/15/2030 <sup>(a)</sup> | 26025000 | 26256321 |
| Navient Student Loan Trust | Navient Student Loan Trust | Navient Student Loan Trust |
| &nbsp;&nbsp; Series 2021-GA, Class A, 1.58%, 04/15/2070 (Callable 09/15/2030) <sup>(a)</sup> | 10041954 | 9066937 |
| &nbsp;&nbsp; Series 2022-A, Class A, 2.23%, 07/15/2070 (Callable 11/15/2030) <sup>(a)</sup> | 15538238 | 14108708 |
| &nbsp;&nbsp; Series 2022-BA, Class A, 4.16%, 10/15/2070 (Callable 02/15/2031) <sup>(a)</sup> | 36936519 | 36068322 |
| &nbsp;&nbsp; Series 2023-A, Class A, 5.51%, 10/15/2071 (Callable 09/15/2033) <sup>(a)</sup> | 41371854 | 41837879 |
| &nbsp;&nbsp; Series 2025-B, Class A, 4.72%, 09/15/2055 (Callable 12/15/2034) <sup>(a)</sup> | 116371527 | 115605174 |
|  Nelnet Student Loan Trust, Series 2021-A, Class APT1, 1.36%, 04/20/2062 (Callable 01/20/2029) <sup>(a)</sup> | 15659791 | 14929351 |
|  SBA Depositor LLC, 1.84%, 04/15/2027 (Callable 05/01/2026) <sup>(a)</sup> | 32050000 | 31279111 |
|  SMB Private Education Loan Trust, Series 2024-D, Class A1A, 5.38%, 07/15/2053 <sup>(a)</sup> | 98421457 | 99801139 |
|  Synchrony Bank, Series 2025-A2, Class A, 4.49%, 05/15/2031 | 16525000 | 16625212 |
|  Towd Point Asset Trust, Series 2021-SL1, Class A1, 1.05%, 11/20/2061 <sup>(a)</sup> | 2889600 | 2810301 |
| Towd Point Mortgage Trust | Towd Point Mortgage Trust | Towd Point Mortgage Trust |
| &nbsp;&nbsp; Series 2020-MH1, Class A1, 2.25%, 02/25/2060 (Callable 04/25/2026) <sup>(a)(f)</sup> | 3390706 | 3338551 |
| &nbsp;&nbsp; Series 2020-MH1, Class A1A, 2.18%, 02/25/2060 (Callable 04/25/2026) <sup>(a)(f)</sup> | 5319170 | 5235865 |
|  Toyota Auto Loan Extended Note Trust, Series 2022-1A, Class A, 3.82%, 04/25/2035 (Callable 04/25/2027) <sup>(a)</sup> | 25625000 | 25523781 |
| Verizon Master Trust | Verizon Master Trust | Verizon Master Trust |
| &nbsp;&nbsp; Series 2024-5, Class A, 5.00%, 06/21/2032 (Callable 06/20/2029) <sup>(a)</sup> | 56365000 | 57474816 |
| &nbsp;&nbsp; Series 2024-8, Class A1A, 4.62%, 11/20/2030 (Callable 11/20/2027) | 79775000 | 80367449 |
| **TOTAL ASSET-BACKED SECURITIES** (Cost $1,070,428,614) | **TOTAL ASSET-BACKED SECURITIES** (Cost $1,070,428,614) | 1078212226 |
| **AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES - 0.6%** | **Par**  | **Value**  |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp; Series K077, Class A2, 3.85%, 05/25/2028 (Callable 05/25/2028) <sup>(f)</sup> | 41215000 | 40954962 |
| &nbsp;&nbsp; Series K078, Class A2, 3.85%, 06/25/2028 (Callable 06/25/2028) | 26488633 | 26321535 |
| &nbsp;&nbsp; Series K080, Class A2, 3.93%, 07/25/2028 (Callable 07/25/2028) <sup>(f)</sup> | 14950000 | 14872136 |
| &nbsp;&nbsp; Series K082, Class A2, 3.92%, 09/25/2028 (Callable 09/25/2028) <sup>(f)</sup> | 56545000 | 56234308 |
| &nbsp;&nbsp; Series K083, Class A2, 4.05%, 09/25/2028 (Callable 09/25/2028) <sup>(f)</sup> | 1375000 | 1371366 |
| &nbsp;&nbsp; Series K-1510, Class A2, 3.72%, 01/25/2031 (Callable 01/25/2031) | 39850000 | 38876755 |
| &nbsp;&nbsp; Series K156, Class A3, 3.70%, 06/25/2033 (Callable 06/25/2033) <sup>(f)</sup> | 11088000 | 10542693 |
| &nbsp;&nbsp; Series K752, Class A2, 4.28%, 07/25/2030 (Callable 07/25/2030) | 90775000 | 90850416 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| &nbsp;&nbsp; Series 2020-M47, Class A2, 1.25%, 10/25/2032 <sup>(f)</sup> | 66288000 | 57886546 |
| &nbsp;&nbsp; Series 2022-M10, Class A2, 1.93%, 01/25/2032 <sup>(f)</sup> | 16242620 | 14316062 |
| **TOTAL AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $356,894,507) | **TOTAL AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $356,894,507) | 352226779 |
| **MUNICIPAL BONDS - 0.4%** | **Par**  | **Value**  |
| California Community Choice Financing Authority | California Community Choice Financing Authority | California Community Choice Financing Authority |
| &nbsp;&nbsp; 5.95%, 08/01/2029 | 3155000 | 3220275 |
| &nbsp;&nbsp; 6.13%, 04/01/2030 | 5000000 | 5193410 |
|  California Qualified School Bond Joint Powers Authority, 7.16%, 03/01/2027 | 1155000 | 1186680 |
| Colorado Housing and Finance Authority | Colorado Housing and Finance Authority | Colorado Housing and Finance Authority |
| &nbsp;&nbsp; 6.50%, 11/01/2053 (Callable 05/01/2032) | 24310000 | 26046911 |
| &nbsp;&nbsp; 6.25%, 11/01/2055 (Callable 05/01/2033) | 15300000 | 16294737 |
| Dallas Fort Worth International Airport | Dallas Fort Worth International Airport | Dallas Fort Worth International Airport |
| &nbsp;&nbsp; 2.25%, 11/01/2031 (Callable 11/01/2030) | 2500000 | 2231395 |
| &nbsp;&nbsp; 2.42%, 11/01/2032 (Callable 11/01/2030) | 5000000 | 4396574 |
| &nbsp;&nbsp; 2.52%, 11/01/2033 (Callable 11/01/2030) | 1220000 | 1054216 |
|  Idaho Housing & Finance Association, 6.50%, 01/01/2065 (Callable 07/01/2032) | 14495000 | 15573032 |
|  Kentucky Housing Corp., 3.50%, 01/01/2040 (Callable 05/02/2026) | 160000 | 159537 |
|  Maine State Housing Authority, 2.60%, 11/15/2046 (Callable 11/15/2030) | 10000000 | 6939537 |
|  Maryland Economic Development Corp., 4.00%, 04/01/2034 (Callable 01/01/2034) | 17900000 | 13244258 |
| Massachusetts Educational Financing Authority | Massachusetts Educational Financing Authority | Massachusetts Educational Financing Authority |
| &nbsp;&nbsp; 3.85%, 05/25/2033 | 5353947 | 5312346 |
| &nbsp;&nbsp; 6.07%, 07/01/2033 | 7855000 | 8142248 |
| Minnesota Housing Finance Agency | Minnesota Housing Finance Agency | Minnesota Housing Finance Agency |
| &nbsp;&nbsp; 2.73%, 08/01/2046 (Callable 05/02/2026) | 1680985 | 1440557 |
| &nbsp;&nbsp; 3.20%, 06/01/2047 (Callable 07/01/2026) | 3450990 | 3118640 |
| &nbsp;&nbsp; 3.00%, 10/01/2047 (Callable 01/01/2027) | 4284844 | 3847788 |
| New Hampshire Business Finance Authority | New Hampshire Business Finance Authority | New Hampshire Business Finance Authority |
| &nbsp;&nbsp; 3.25%, 04/01/2028 (Callable 01/01/2028) | 45000000 | 21132788 |
| &nbsp;&nbsp; 3.30%, 04/01/2032 (Callable 01/01/2032) | 35000000 | 25559160 |
| &nbsp;&nbsp; 2.87%, 07/01/2035 (Callable 01/01/2035) | 16815000 | 12073484 |
|  New Hampshire Health and Education Facilities Authority Act, 5.04%, 11/01/2034 | 7000000 | 7003998 |
|  New Jersey Higher Education Student Assistance Authority, 3.50%, 12/01/2039 (Callable 12/01/2028) <sup>(g)</sup> | 6445000 | 6261274 |
|  New York State Dormitory Authority, 2.22%, 07/01/2035 | 15000000 | 12584085 |
|  North Carolina Housing Finance Agency, 6.50%, 01/01/2055 (Callable 07/01/2032) | 11390000 | 11992559 |
|  State Public School Building Authority, 2.97%, 04/01/2027 | 5550000 | 5494237 |
|  Texas Private Activity Bond Surface Transportation Corp., 3.92%, 12/31/2049 | 8800000 | 7015075 |
|  West Contra Costa Unified School District, 6.25%, 08/01/2030 | 1785000 | 1924853 |
|  Western Michigan University Homer Stryker MD School of Medicine, 4.75%, 11/15/2028 | 11275000 | 11516011 |
|  Westvaco Corp., 7.67%, 01/15/2027 <sup>(a)</sup> | 8000000 | 8176234 |
| **TOTAL MUNICIPAL BONDS** (Cost $296,431,047) | **TOTAL MUNICIPAL BONDS** (Cost $296,431,047) | 248135899 |
| **OTHER GOVERNMENT RELATED SECURITIES - 0.2%** | **Par**  | **Value**  |
| Electricite de France SA | Electricite de France SA | Electricite de France SA |
| &nbsp;&nbsp; 5.65%, 04/22/2029 (Callable 03/22/2029) <sup>(a)</sup> | 22000000 | 22711171 |
| &nbsp;&nbsp; 5.95%, 04/22/2034 (Callable 01/22/2034) <sup>(a)</sup> | 12000000 | 12537151 |
|  Freeport Indonesia PT, 5.32%, 04/14/2032 (Callable 01/14/2032) <sup>(a)</sup> | 15000000 | 14912246 |
| NBN Co. Ltd. | NBN Co. Ltd. | NBN Co. Ltd. |
| &nbsp;&nbsp; 2.63%, 05/05/2031 (Callable 02/05/2031) <sup>(a)</sup> | 18875000 | 17212944 |
| &nbsp;&nbsp; 2.50%, 01/08/2032 (Callable 10/08/2031) <sup>(a)</sup> | 46650000 | 41724867 |
| Petroleos Mexicanos | Petroleos Mexicanos | Petroleos Mexicanos |
| &nbsp;&nbsp; 5.95%, 01/28/2031 (Callable 10/28/2030) | 558000 | 533489 |
| &nbsp;&nbsp; 6.70%, 02/16/2032 (Callable 11/16/2031) | 1020000 | 998254 |
| &nbsp;&nbsp; 6.35%, 02/12/2048 | 8500000 | 6504233 |
| **TOTAL OTHER GOVERNMENT RELATED SECURITIES** (Cost $123,697,920) | **TOTAL OTHER GOVERNMENT RELATED SECURITIES** (Cost $123,697,920) | 117134355 |
| **SHORT-TERM INVESTMENTS** | **SHORT-TERM INVESTMENTS** | **SHORT-TERM INVESTMENTS** |
| **MONEY MARKET FUNDS - 1.6%** | **Shares**  | **Value**  |
| First American Government Obligations Fund - Class U, 3.60% <sup>(h)</sup> | 909933809 | 909933809 |
| **TOTAL MONEY MARKET FUNDS** (Cost $909,933,809) | **TOTAL MONEY MARKET FUNDS** (Cost $909,933,809) | 909933809 |
| **TOTAL INVESTMENTS - 100.5% (**Cost $58,945,955,831**)** | **TOTAL INVESTMENTS - 100.5% (**Cost $58,945,955,831**)** | 56809022181 |
| Liabilities in Excess of Other Assets - (0.5)% | Liabilities in Excess of Other Assets - (0.5)% | (260971804) |
| **TOTAL NET ASSETS - 100.0%** |  | $56548050377 |
| Par amount is in USD unless otherwise indicated. | Par amount is in USD unless otherwise indicated. |  |
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. |  |

---

---

| |
|:---|
| CMT - Constant Maturity Treasury |
| GNMA - Government National Mortgage Association |
| LIBOR - London Interbank Offered Rate |
| LLC - Limited Liability Company |
| LP - Limited Partnership |
| PIK - Payment in Kind |
| PLC - Public Limited Company |
| REIT - Real Estate Investment Trust |
| SOFR - Secured Overnight Financing Rate |

---

(a) Security is exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may only be resold in transactions exempt from registration to qualified institutional
 investors. As of March 31, 2026, the value of these securities total $11,591,990,339 or 20.5% of the Fund's net assets.

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

(c) Issuer is currently in default.

(d) Coupon rate may be variable or floating based on components other than reference rate and spread. These securities may not indicate a reference rate and/or spread in their description. The rate disclosed is as of
 March 31, 2026.

(e) Step coupon bond. The rate disclosed is as of March 31, 2026.

(f) Coupon rate is variable based on the weighted average coupon of the underlying collateral. To the extent the weighted average coupon of the underlying assets which comprise the collateral increases or decreases, the
 coupon rate of this security will increase or decrease correspondingly. The rate disclosed is as of March 31, 2026.

(g) Security subject to the Alternative Minimum Tax ("AMT"). As of March 31, 2026, the total value of securities subject to the AMT was $6,261,274 or 0.0% of net assets.

(h) The rate shown represents the 7-day annualized yield as of March 31, 2026.

------

#### Summary of Fair Value Disclosure as of March 31, 2026 (Unaudited)
Baird Aggregate Bond Fund (the "Fund") has adopted fair value accounting standards which establish a definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value, a discussion of changes in valuation techniques and related inputs during the period, and expanded disclosure of valuation levels for major security types. These inputs are summarized in the three broad levels listed below. The inputs or valuation methodology used for valuing securities are not an indication of the risk associated with investing in those securities.

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

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

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

The following is a summary of the fair valuation hierarchy of the Fund's securities as of March 31, 2026:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **<u>Level 1</u>** | **<u>Level 2</u>** | **<u>Level 3</u>** | **<u>Total</u>** |
| <u>Investments:</u> |  |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds | $– | $21811577784 | $– | $21811577784 |
|  &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Securities | – | 17065832788 | – | 17065832788 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Agency Residential Mortgage-Backed Securities | – | 10032216804 | – | 10032216804 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Non-Agency Residential Mortgage-Backed Securities | – | 2734731005 | – | 2734731005 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Non-Agency Commercial Mortgage-Backed Securities | – | 2459020732 | – | 2459020732 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Asset-Backed Securities | – | 1078212226 | – | 1078212226 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Agency Commercial Mortgage-Backed Securities | – | 352226779 | – | 352226779 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Municipal Bonds | – | 248135899 | – | 248135899 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Other Government Related Securities | – | 117134355 | – | 117134355 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 909933809 | – | – | 909933809 |
| Total Investments | $909933809 | $55899088372 | $– | $56809022181 |
| Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 4147653614

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

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

- **b. EDGAR series identifier (if any):** S000000753

- **c. LEI of Series:** 549300NWEXVVDQ3ROW37

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

- **a. Date of fiscal year-end:** 2026-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $56616129332.94

**Total Liabilities:** $80479463.18

**Net Assets:** $56535649869.76

**Delayed Delivery Securities:** $65256200.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 229023.281278000000 | **1-Year:** 2342716.801460000000 | **5-Year:** 6701362.631053000000 | **10-Year:** 11985967.911576000000 | **30-Year:** 10603057.924609000000

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

- **3-Month:** 5098.915129000000 | **1-Year:** 18237.367969000000 | **5-Year:** 42623.717417000000 | **10-Year:** 46433.821479000000 | **30-Year:** 24979.230438000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000002163 | 0.20%                | 1.61%                | -1.84%               |
| Class ID C000002164 | 0.17%                | 1.62%                | -1.88%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-18784036.90            | $-81482278.64                              |
| Month 2  | $7491842.91              | $741358289.15                              |
| Month 3  | $-28225483.96            | $-1264949240.64                            |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                           | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AON NORTH AMERICA INC          | Aon North America Inc                                                           | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10600000 | PA      | $10213399.24   | 0.02%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   60000000 | PA      | $55430120.40   | 0.10%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   32576000 | PA      | $28969758.62   | 0.05%             | 2037-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK29                                                                 | CUSIP: 06541TBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   67160000 | PA      | $59100141.83   | 0.10%             | 2053-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 Trust 2025-5YR13                                                          | CUSIP: 06650CAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   38350000 | PA      | $38716165.80   | 0.07%             | 2058-01-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Bayview Financial Acquisition  | Bayview Financial Mortgage Pass-Through Trust 2007-B                            | CUSIP: 07324FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     588982 | PA      | $518078.27     | 0.00%             | 2047-08-28      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $8317236.18    | 0.01%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                    | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15296694.75   | 0.03%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC            | Nomura Holdings Inc                                                             | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   20000000 | PA      | $20244338.60   | 0.04%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP          | Norfolk Southern Corp                                                           | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $10907944.09   | 0.02%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    5550000 | PA      | $5321822.35    | 0.01%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE       | Perrigo Finance Unlimited Co                                                    | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |   10000000 | PA      | $9027421.40    | 0.02%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC            | Elevance Health Inc                                                             | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   13825000 | PA      | $13067802.40   | 0.02%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   15000000 | PA      | $15202079.10   | 0.03%             | 2031-05-28      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   17000000 | PA      | $17139108.45   | 0.03%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| BEACON FUNDING TRUST           | Beacon Funding Trust                                                            | CUSIP: 073952AB9<br>LEI: 984500A80A2EBF5A7C93 | Long             | DBT              | CORP              | US        |   37750000 | PA      | $37305968.65   | 0.07%             | 2054-08-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                    | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   11825000 | PA      | $11838762.17   | 0.02%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC               | Berry Global Inc                                                                | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   19345000 | PA      | $19722437.39   | 0.03%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   26788000 | PA      | $25235824.79   | 0.04%             | 2029-09-15      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   15227000 | PA      | $15210401.50   | 0.03%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC        | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    5481000 | PA      | $5303292.50    | 0.01%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MBIA INSURANCE CO              | MBIA Insurance Corp                                                             | CUSIP: 55276GAA3<br>LEI: 5493004M1UUDNTDXS107 | Long             | DBT              | CORP              | US        |     714000 | PA      | $1428.00       | 0.00%             | 2033-01-15      | None          | 15.19%                | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    8429000 | PA      | $8950740.94    | 0.02%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5906352.42    | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BM1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $45235098.45   | 0.08%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL         | Marriott International Inc/MD                                                   | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15127283.10   | 0.03%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    3525000 | PA      | $3618109.24    | 0.01%             | 2031-02-22      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2021-L6                                          | CUSIP: 61692CAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19300000 | PA      | $17421031.13   | 0.03%             | 2054-06-15      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2018-H3                                          | CUSIP: 61767YAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22101510 | PA      | $21937852.74   | 0.04%             | 2051-07-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   23023000 | PA      | $22955239.63   | 0.04%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   24900000 | PA      | $21887390.33   | 0.04%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                      | Timken Co/The                                                                   | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    9185000 | PA      | $8662858.19    | 0.02%             | 2032-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2019-4                                                | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   39564563 | PA      | $38027551.09   | 0.07%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863AR1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    7237000 | PA      | $7244643.29    | 0.01%             | 2027-04-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   20150000 | PA      | $20470791.63   | 0.04%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA               | ArcelorMittal SA                                                                | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   26009000 | PA      | $26802602.47   | 0.05%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                  | CUSIP: 04041NAA0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   12276000 | PA      | $12926836.69   | 0.02%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15146318.25   | 0.03%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP        | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   38113000 | PA      | $41325652.63   | 0.07%             | 2032-12-08      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                      | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15078144.00   | 0.03%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC         | Equitable Holdings Inc                                                          | CUSIP: 054561AN5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    2183000 | PA      | $2168886.64    | 0.00%             | 2029-02-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   13400000 | PA      | $13355648.41   | 0.02%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $9957454.90    | 0.02%             | 2031-09-08      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU       | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |   12000000 | PA      | $11799644.40   | 0.02%             | 2027-11-02      | Fixed         | 3.88%                 | 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        |   85471000 | PA      | $86794397.07   | 0.15%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS       | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   26550000 | PA      | $27832652.54   | 0.05%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS       | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    8825000 | PA      | $8986924.37    | 0.02%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC         | Choice Hotels International Inc                                                 | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   10750000 | PA      | $10841642.46   | 0.02%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CIM Trust                      | CIM Trust 2023-R2                                                               | CUSIP: 17181KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   66160745 | PA      | $66303731.56   | 0.12%             | 2064-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CCL INDUSTRIES INC             | CCL Industries Inc                                                              | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |   20000000 | PA      | $18662986.00   | 0.03%             | 2030-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY       | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   10075000 | PA      | $8741659.59    | 0.02%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   17675000 | PA      | $14778823.99   | 0.03%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DIGNITY HEALTH                 | Dignity Health                                                                  | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    2921000 | PA      | $2592046.50    | 0.00%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   38019000 | PA      | $37929464.87   | 0.07%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                   | DNB Bank ASA                                                                    | CUSIP: 25601B2E4<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    8000000 | PA      | $7885393.44    | 0.01%             | 2031-11-04      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP               | Duke Energy Corp                                                                | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $6797938.81    | 0.01%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA       | Electricite de France SA                                                        | CUSIP: 268317AY0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   22000000 | PA      | $22711171.12   | 0.04%             | 2029-04-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS                | Eagle Materials Inc                                                             | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    8700000 | PA      | $7770156.53    | 0.01%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | ENEL Finance International NV                                                   | CUSIP: 29268BAC5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    8440000 | PA      | $9251372.14    | 0.02%             | 2037-09-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   20979000 | PA      | $24032944.92   | 0.04%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   16950000 | PA      | $17408171.21   | 0.03%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | ENEL Finance International NV                                                   | CUSIP: 29278GBB3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   10000000 | PA      | $11736383.70   | 0.02%             | 2052-10-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | ENEL Finance International NV                                                   | CUSIP: 29278GBH0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   17350000 | PA      | $16825575.43   | 0.03%             | 2035-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                    | Equinix Inc                                                                     | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    7675000 | PA      | $6897697.11    | 0.01%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE       | Equitable Financial Life Global Funding                                         | CUSIP: 29449WAQ0<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6090606.90    | 0.01%             | 2028-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC        | Essential Utilities Inc                                                         | CUSIP: 29670GAK8<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9986414.80    | 0.02%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3131XLET0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10320845 | PA      | $9451775.74    | 0.02%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132A5G90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   55257152 | PA      | $53991225.40   | 0.10%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132AEQP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   29807764 | PA      | $26333635.88   | 0.05%             | 2048-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132D9NH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   37385300 | PA      | $36669914.43   | 0.06%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust | FirstKey Homes 2022-SFR1 Trust                                                  | CUSIP: 33768NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  116750659 | PA      | $116249027.79  | 0.21%             | 2039-05-19      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   42000000 | PA      | $42393631.14   | 0.07%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   22425000 | PA      | $19926895.59   | 0.04%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3142000 | PA      | $3108538.58    | 0.01%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $14090741.28   | 0.02%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK INC           | Fifth Third Bank NA                                                             | CUSIP: 200339EX3<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   15325000 | PA      | $15352101.04   | 0.03%             | 2033-08-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                | Danske Bank A/S                                                                 | CUSIP: 23636ABN0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   14000000 | PA      | $14034824.58   | 0.02%             | 2032-03-27      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                        | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10231067.40   | 0.02%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                          | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    9050000 | PA      | $9072549.16    | 0.02%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TELEDYNE FLIR LLC              | Teledyne FLIR LLC                                                               | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6433311.01    | 0.01%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9NV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3285527 | PA      | $3106421.41    | 0.01%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJFJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      39801 | PA      | $41804.26      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJJP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     138070 | PA      | $142117.82     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1449058 | PA      | $1395536.47    | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3234872 | PA      | $3114724.33    | 0.01%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2504172 | PA      | $2352375.63    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8585430 | PA      | $8462953.84    | 0.01%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7UH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3735243 | PA      | $3627447.53    | 0.01%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31292SAN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6339634 | PA      | $5815913.64    | 0.01%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                      | CUSIP: 05369AAV3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $12810484.05   | 0.02%             | 2029-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   19250000 | PA      | $17243208.87   | 0.03%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   35000000 | PA      | $31415853.35   | 0.06%             | 2032-11-22      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8906437.40    | 0.02%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   28925000 | PA      | $26183288.63   | 0.05%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK9                                                                  | CUSIP: 06540RAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   97164483 | PA      | $95624930.82   | 0.17%             | 2054-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK7                                                                  | CUSIP: 06541XAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     350000 | PA      | $344596.21     | 0.00%             | 2060-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                               | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14158739.55   | 0.03%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                               | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $7917195.03    | 0.01%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                 | Brunswick Corp/DE                                                               | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20465176.40   | 0.04%             | 2029-03-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE            | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5457000 | PA      | $5242456.90    | 0.01%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2974244.52    | 0.01%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   14225000 | PA      | $13799965.25   | 0.02%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                | Cameron LNG LLC                                                                 | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $17392705.60   | 0.03%             | 2035-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   19000000 | PA      | $18617480.60   | 0.03%             | 2037-01-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP            | Carrier Global Corp                                                             | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   12423000 | PA      | $13106873.60   | 0.02%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   36857000 | PA      | $37043370.00   | 0.07%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 225313AK1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    8000000 | PA      | $7868690.56    | 0.01%             | 2033-01-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    7000000 | PA      | $7258481.23    | 0.01%             | 2035-01-10      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING        | DCP Midstream Operating LP                                                      | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10175506.60   | 0.02%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                | Danske Bank A/S                                                                 | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   10000000 | PA      | $10064766.00   | 0.02%             | 2031-03-04      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                 | Capital One NA                                                                  | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    6264000 | PA      | $6416368.23    | 0.01%             | 2028-08-09      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   23000000 | PA      | $26377508.14   | 0.05%             | 2034-11-02      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC            | Dominion Energy Inc                                                             | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9547895.60    | 0.02%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                                    | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    8725000 | PA      | $9239279.16    | 0.02%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3914000 | PA      | $3886816.96    | 0.01%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | ENEL Finance International NV                                                   | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    8000000 | PA      | $7845615.12    | 0.01%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3850000 | PA      | $3775799.72    | 0.01%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                    | Equifax Inc                                                                     | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15191090.40   | 0.03%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJSG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1003913 | PA      | $920506.72     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402QYZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     132927 | PA      | $135803.37     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J9HY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27868570 | PA      | $26273428.02   | 0.05%             | 2044-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JAEL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11478065 | PA      | $11543799.47   | 0.02%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JAHE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9194735 | PA      | $9044234.18    | 0.02%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JANA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     753868 | PA      | $705425.83     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QCAK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7500530 | PA      | $7102521.38    | 0.01%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W1X57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23085975 | PA      | $23454148.28   | 0.04%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W2SB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27228976 | PA      | $28296698.94   | 0.05%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W2TT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38947242 | PA      | $36406795.68   | 0.06%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XRNW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   40316386 | PA      | $41756824.40   | 0.07%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418B3S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1570177 | PA      | $1419096.44    | 0.00%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418C2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6947560 | PA      | $6819828.50    | 0.01%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418CUF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7659726 | PA      | $7523307.86    | 0.01%             | 2038-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418CV35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24870035 | PA      | $23653952.62   | 0.04%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust | FirstKey Homes 2021-SFR2 Trust                                                  | CUSIP: 33767TAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   42388191 | PA      | $41786554.05   | 0.07%             | 2038-09-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III         | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAB4<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $22160583.25   | 0.04%             | 2031-02-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6056155.26    | 0.01%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31292SAQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1915141 | PA      | $1754081.68    | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132A9Q67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   41388557 | PA      | $40111326.31   | 0.07%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   27139000 | PA      | $25689576.57   | 0.05%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   24600000 | PA      | $25046507.96   | 0.04%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132CW3B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13802153 | PA      | $12497145.35   | 0.02%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132D9SP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  128254604 | PA      | $112681089.71  | 0.20%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HP INC                         | HP Inc                                                                          | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9825539.30    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO           | Kraft Heinz Foods Co                                                            | CUSIP: 42307TAH1<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1556729.76    | 0.00%             | 2039-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DMVF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   32514573 | PA      | $27805567.28   | 0.05%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DPHQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   88986169 | PA      | $92121821.33   | 0.16%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                    | Hubbell Inc                                                                     | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |   11700000 | PA      | $11508887.75   | 0.02%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                     | Humana Inc                                                                      | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   22000000 | PA      | $21753772.04   | 0.04%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVLE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6747415 | PA      | $5807159.75    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVLT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   59330826 | PA      | $49199342.49   | 0.09%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   60619000 | PA      | $60917343.68   | 0.11%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    8103000 | PA      | $9147357.91    | 0.02%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HAGZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   90775000 | PA      | $90850415.87   | 0.16%             | 2030-07-25      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138A2BE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2086197 | PA      | $1980521.11    | 0.00%             | 2040-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2229543.08    | 0.00%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    5359000 | PA      | $5717775.46    | 0.01%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EKMT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10982265 | PA      | $10062814.55   | 0.02%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WF4M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6950709 | PA      | $6644090.59    | 0.01%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                       | LKQ Corp                                                                        | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12213085.08   | 0.02%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                     | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   34290000 | PA      | $30515189.81   | 0.05%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WQA36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5823859 | PA      | $5331643.48    | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WTRW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2408883 | PA      | $2204919.00    | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES FIN          | Liberty Utilities Finance GP 1                                                  | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8973600.30    | 0.02%             | 2030-09-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   20000000 | PA      | $19718802.60   | 0.03%             | 2031-11-04      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402RJV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1114606 | PA      | $1123120.50    | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FQT31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7908644 | PA      | $7176802.34    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBG7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   30000000 | PA      | $29676867.60   | 0.05%             | 2030-02-10      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    8725000 | PA      | $7840497.02    | 0.01%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    9675000 | PA      | $9604019.27    | 0.02%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC         | Discovery Global Holdings Inc                                                   | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   34215000 | PA      | $30280275.00   | 0.05%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140GSRX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3749754 | PA      | $3498512.27    | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J55P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9764825 | PA      | $9581557.06    | 0.02%             | 2037-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J6GM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9390982 | PA      | $8999822.12    | 0.02%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J8MY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6104741 | PA      | $6007566.54    | 0.01%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QDTW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30639924 | PA      | $27211271.44   | 0.05%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QMAG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30769877 | PA      | $26464481.27   | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W0F67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   45848720 | PA      | $41371430.80   | 0.07%             | 2037-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X6BM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13646269 | PA      | $13258139.81   | 0.02%             | 2034-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC         | Discovery Global Holdings Inc                                                   | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4837500.00    | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4238000 | PA      | $3565305.23    | 0.01%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XBJL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   61779703 | PA      | $53247111.08   | 0.09%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XBVY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15041923 | PA      | $12907115.14   | 0.02%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                                              | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26025000 | PA      | $26256320.61   | 0.05%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PENN MUTUAL LIFE INS CO        | Penn Mutual Life Insurance Co/The                                               | CUSIP: 707567AE3<br>LEI: BIYXEJSLUQ3IWFUXX074 | Long             | DBT              | CORP              | US        |   17038000 | PA      | $11263512.39   | 0.02%             | 2061-04-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XCG85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12645377 | PA      | $10415323.74   | 0.02%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XDW93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   86016685 | PA      | $70595844.97   | 0.12%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS            | Petroleos Mexicanos                                                             | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    8500000 | PA      | $6504233.15    | 0.01%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   46139000 | PA      | $45861269.98   | 0.08%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XFRP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20151236 | PA      | $17930509.69   | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XHXS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27847116 | PA      | $26360021.61   | 0.05%             | 2034-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                | SBA Tower Trust                                                                 | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   32050000 | PA      | $31279110.97   | 0.06%             | 2027-04-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAH5<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    7000000 | PA      | $7097317.71    | 0.01%             | 2028-05-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FIN           | Smurfit Westrock Financing DAC                                                  | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |   10000000 | PA      | $10080275.20   | 0.02%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| SYENSQO FINANCE AMERICA        | Syensqo Finance America LLC                                                     | CUSIP: 834423AE5<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10234507.00   | 0.02%             | 2029-06-04      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XJG49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16010551 | PA      | $15523392.59   | 0.03%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XQ5Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  100630131 | PA      | $87994191.22   | 0.16%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                   | Synopsys Inc                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14341240.95   | 0.03%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                 | TD SYNNEX Corp                                                                  | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   37510000 | PA      | $37093201.26   | 0.07%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31416VSN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2801320 | PA      | $2736229.64    | 0.00%             | 2039-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417SBL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      48315 | PA      | $47815.45      | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS         | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $9948067.20    | 0.02%             | 2030-08-26      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC       | Ferguson Enterprises Inc                                                        | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11858243.52   | 0.02%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP            | Fifth Third Bancorp                                                             | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    7525000 | PA      | $7526132.29    | 0.01%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                       | Flex Ltd                                                                        | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   30902000 | PA      | $31021157.18   | 0.05%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION          | Flowserve Corp                                                                  | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    9625000 | PA      | $8496089.04    | 0.02%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SUNTORY GLBL SPIRITS INC       | Suntory Global Spirits Inc                                                      | CUSIP: 349631AG6<br>LEI: EWRDABCN7XBHM37LIA98 | Long             | DBT              | CORP              | US        |   21270000 | PA      | $22151569.82   | 0.04%             | 2028-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   21975000 | PA      | $20790240.51   | 0.04%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4967131.15    | 0.01%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179QYT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2831852 | PA      | $2719079.01    | 0.00%             | 2045-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179R7K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2558039 | PA      | $2450052.94    | 0.00%             | 2046-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179RBW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5299338 | PA      | $4814442.68    | 0.01%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   51210970 | PA      | $46424871.31   | 0.08%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179TAM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8766698 | PA      | $8657124.61    | 0.02%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36202D2F7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10568 | PA      | $10923.60      | 0.00%             | 2033-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust  | Synchrony Card Funding LLC                                                      | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16525000 | PA      | $16625212.56   | 0.03%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION              | Sysco Corp                                                                      | CUSIP: 871829BX4<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   17425000 | PA      | $16611531.82   | 0.03%             | 2036-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                             | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    6990000 | PA      | $6990000.00    | 0.01%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  371050000 | PA      | $321769921.88  | 0.57%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  246175000 | PA      | $238193543.69  | 0.42%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  239800000 | PA      | $241495460.34  | 0.43%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  684000000 | PA      | $681087657.96  | 1.20%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2178112.75    | 0.00%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   17148000 | PA      | $15857611.29   | 0.03%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   13725000 | PA      | $9145338.21    | 0.02%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL       | Viper Energy Partners LLC                                                       | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4996700.00    | 0.01%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C50                                  | CUSIP: 95001XAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13009784 | PA      | $12881894.42   | 0.02%             | 2052-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36202FHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     488306 | PA      | $497594.25     | 0.00%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622AA4S0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   51673328 | PA      | $44485930.28   | 0.08%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622AAPJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   48606587 | PA      | $45032758.72   | 0.08%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRAND RIVER FND TRST II        | Grand River Funding Trust II                                                    | CUSIP: 38644CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20920008.40   | 0.04%             | 2056-02-15      | Fixed         | 7.28%                 | No            |                  2 | On Loan: No      |
| WESTERN & SOUTHERN FIN         | Western & Southern Financial Group Inc                                          | CUSIP: 957576AA9<br>LEI: 54930077BZ6U5AC0NJ12 | Long             | DBT              | CORP              | US        |    8300000 | PA      | $8599377.18    | 0.02%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $9493109.94    | 0.02%             | 2028-08-04      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   10150000 | PA      | $10357212.66   | 0.02%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $29562162.00   | 0.05%             | 2032-01-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP              | Hyatt Hotels Corp                                                               | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15411135.30   | 0.03%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                | Impac CMB Trust Series 2004-4                                                   | CUSIP: 45254NJF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      29840 | PA      | $34284.97      | 0.00%             | 2034-09-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT       | Interstate Power and Light Co                                                   | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    9350000 | PA      | $8544400.17    | 0.02%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO       | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   36150000 | PA      | $37315486.48   | 0.07%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL       | Jackson National Life Global Funding                                            | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14694857.25   | 0.03%             | 2030-09-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP       | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |   31750000 | PA      | $32948803.48   | 0.06%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO       | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   12000000 | PA      | $12456766.56   | 0.02%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC              | L3Harris Technologies Inc                                                       | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   20500000 | PA      | $21032867.16   | 0.04%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                     | Leidos Inc                                                                      | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $13251552.73   | 0.02%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   11450000 | PA      | $10902817.21   | 0.02%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MSCI INC                       | MSCI Inc                                                                        | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   16031000 | PA      | $15154019.98   | 0.03%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    3450000 | PA      | $2820264.81    | 0.00%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3493303.50    | 0.01%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL         | Marriott International Inc/MD                                                   | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15097653.45   | 0.03%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST ECON DEV CORP FED  | Maryland Economic Development Corp                                              | CUSIP: 57422LAA1<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |   17900000 | PA      | $13244258.33   | 0.02%             | 2034-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST EDUCTNL FING  | Massachusetts Educational Financing Authority                                   | CUSIP: 57563RTW9<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    7855000 | PA      | $8142247.92    | 0.01%             | 2033-07-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO        | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AT5<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14415389.70   | 0.03%             | 2052-12-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN       | MassMutual Global Funding II                                                    | CUSIP: 57629TBX4<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5681465.31    | 0.01%             | 2030-05-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA           | Mercedes-Benz Finance North America LLC                                         | CUSIP: 58769JBP1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   21875000 | PA      | $21717050.69   | 0.04%             | 2029-03-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc    | Merrill Lynch Mortgage Investors Trust Series MLCC 2004-F                       | CUSIP: 59020UMZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     872511 | PA      | $830317.15     | 0.00%             | 2029-12-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust   | METLIFE SECURITIZATION TRUST 2019-1                                             | CUSIP: 59166EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1922188 | PA      | $1899766.73    | 0.00%             | 2058-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI       | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8125000 | PA      | $8240394.42    | 0.01%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I        | Metropolitan Life Global Funding I                                              | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   22375000 | PA      | $21014470.45   | 0.04%             | 2030-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT        | Midwest Connector Capital Co LLC                                                | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   36022000 | PA      | $35836330.00   | 0.06%             | 2029-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY HOMEO | Minnesota Housing Finance Agency                                                | CUSIP: 60416QGK4<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |    1680985 | PA      | $1440556.53    | 0.00%             | 2046-08-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVK53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   57698476 | PA      | $55129101.21   | 0.10%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVMC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   73363958 | PA      | $65568822.72   | 0.12%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133AQVJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14090675 | PA      | $12171169.45   | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133AUE95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8908619 | PA      | $7902574.27    | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KYU64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   42575146 | PA      | $37565719.72   | 0.07%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT             | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4                   | CUSIP: 35563PML0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23595547 | PA      | $22224189.87   | 0.04%             | 2059-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT             | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-2                   | CUSIP: 35563PQN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   36946316 | PA      | $29680611.98   | 0.05%             | 2059-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7836341.68    | 0.01%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III         | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAA6<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |   35200000 | PA      | $34159345.09   | 0.06%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III         | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAE8<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8888923.10    | 0.02%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10789264.09   | 0.02%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   17950000 | PA      | $18337625.22   | 0.03%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS            | Petroleos Mexicanos                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     558000 | PA      | $533488.75     | 0.00%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER        | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   18650000 | PA      | $17332752.18   | 0.03%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                 | Phillips 66 Co                                                                  | CUSIP: 718547AF9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6979195.23    | 0.01%             | 2026-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                  | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    4550000 | PA      | $4748743.04    | 0.01%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                   | SK hynix Inc                                                                    | CUSIP: 78392BAH0<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   12850000 | PA      | $13204637.64   | 0.02%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION       | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   43842000 | PA      | $43523691.30   | 0.08%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE         | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   28315000 | PA      | $28153065.38   | 0.05%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                            | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    8350000 | PA      | $8329815.80    | 0.01%             | 2031-11-23      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    7500000 | PA      | $7713640.13    | 0.01%             | 2031-04-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBK7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $3717464.35    | 0.01%             | 2043-01-21      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| General Motors                 | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   56274000 | PA      | $56688474.89   | 0.10%             | 2029-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   49359000 | PA      | $31983623.60   | 0.06%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   22965000 | PA      | $19433840.97   | 0.03%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   29423000 | PA      | $19868490.89   | 0.04%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA               | ArcelorMittal SA                                                                | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   25000000 | PA      | $27592971.50   | 0.05%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-3                                                    | CUSIP: 04285AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4945754 | PA      | $4738885.84    | 0.01%             | 2048-10-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2020-1                                                    | CUSIP: 04285CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2832411 | PA      | $2759955.94    | 0.00%             | 2055-03-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO        | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4790076.45    | 0.01%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED               | ASB Bank Ltd                                                                    | CUSIP: 04342JAA5<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |    4350000 | PA      | $4370401.72    | 0.01%             | 2032-06-17      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   12500000 | PA      | $12929487.00   | 0.02%             | 2035-01-18      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 05581KAF8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   13025000 | PA      | $13234886.15   | 0.02%             | 2029-06-12      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu | Bear Stearns Asset Backed Securities I Trust 2004-AC2                           | CUSIP: 073879AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     103621 | PA      | $84810.62      | 0.00%             | 2034-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO              | General Motors Co                                                               | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   19775000 | PA      | $20331745.35   | 0.04%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10291907.70   | 0.02%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO               | Genuine Parts Co                                                                | CUSIP: 372460AD7<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   26375000 | PA      | $28493187.86   | 0.05%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   11975000 | PA      | $11944135.16   | 0.02%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   22125000 | PA      | $22175629.74   | 0.04%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    8000000 | PA      | $7962273.52    | 0.01%             | 2027-05-22      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| WESTROCK MWV LLC               | WestRock MWV LLC                                                                | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    7963000 | PA      | $8925627.96    | 0.02%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC               | Williams Cos Inc/The                                                            | CUSIP: 969457BD1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3850205.08    | 0.01%             | 2031-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC       | Willis North America Inc                                                        | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    8525000 | PA      | $8539061.82    | 0.02%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   13600000 | PA      | $13763909.10   | 0.02%             | 2028-09-13      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    7000000 | PA      | $7121926.42    | 0.01%             | 2035-04-17      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC          | Mohawk Industries Inc                                                           | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |   13300000 | PA      | $13683216.76   | 0.02%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11858938.68   | 0.02%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $21886957.25   | 0.04%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                      | Mosaic Co/The                                                                   | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2021261.80    | 0.00%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                | NGPL PipeCo LLC                                                                 | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   32000000 | PA      | $32065260.80   | 0.06%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA       | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AK3<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |   18340000 | PA      | $23482118.77   | 0.04%             | 2039-08-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2020-B21 Mortgage Trust                                               | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   35697743 | PA      | $31602237.33   | 0.06%             | 2053-12-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659T2B6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   14000000 | PA      | $12519276.00   | 0.02%             | 2035-08-12      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31292LHE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2117606 | PA      | $2047772.84    | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 312938K51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4703080 | PA      | $4660269.33    | 0.01%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 312945DS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6832227 | PA      | $6606948.02    | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132A5GL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10209059 | PA      | $9195026.22    | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  106574882 | PA      | $91680678.85   | 0.16%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DWJR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   47580083 | PA      | $47920643.23   | 0.08%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132E0KT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   60364976 | PA      | $62347788.85   | 0.11%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132GUKK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1233372 | PA      | $1167284.73    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132HPR22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15072864 | PA      | $13827785.29   | 0.02%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132J4JU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3428104 | PA      | $3361399.91    | 0.01%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132J8DG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7356667 | PA      | $7133260.95    | 0.01%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335ABF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3319167 | PA      | $3131642.35    | 0.01%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335AFW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9212641 | PA      | $9100242.20    | 0.02%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335BXJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8032218 | PA      | $7702322.37    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL         | Mutual of Omaha Cos Global Funding                                              | CUSIP: 62829D2D1<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12105505.20   | 0.02%             | 2027-04-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                      | Mylan Inc                                                                       | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |   17505000 | PA      | $17414937.13   | 0.03%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB           | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   22757000 | PA      | $22713643.59   | 0.04%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2017-4                                      | CUSIP: 64829NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6400690 | PA      | $6171604.45    | 0.01%             | 2057-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 639057AH1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    4700000 | PA      | $4949981.34    | 0.01%             | 2034-03-02      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   65500000 | PA      | $67393183.84   | 0.12%             | 2029-09-13      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   12000000 | PA      | $12404807.04   | 0.02%             | 2035-03-01      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2022-B                                | CUSIP: 63942PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   36936519 | PA      | $36068322.04   | 0.06%             | 2070-10-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust      | Nelnet Student Loan Trust 2021-A                                                | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15659791 | PA      | $14929350.67   | 0.03%             | 2062-04-20      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE        | New York Life Insurance Co                                                      | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $12328765.16   | 0.02%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVENUES | New York State Dormitory Authority                                              | CUSIP: 64990GA51<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   15000000 | PA      | $12584085.00   | 0.02%             | 2035-07-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                    | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    7035000 | PA      | $6779244.05    | 0.01%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC            | Nomura Holdings Inc                                                             | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   16055000 | PA      | $15211451.84   | 0.03%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                   | Nordson Corp                                                                    | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $17959334.22   | 0.03%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   28703000 | PA      | $31946955.65   | 0.06%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $8888564.04    | 0.02%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP           | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   39117000 | PA      | $40962540.06   | 0.07%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II       | Principal Life Global Funding II                                                | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   13725000 | PA      | $13934464.36   | 0.02%             | 2029-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2021-SFR8 Trust                                            | CUSIP: 74333TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   71941685 | PA      | $70857753.63   | 0.13%             | 2038-10-17      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                    | Prologis LP                                                                     | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    9425000 | PA      | $9345768.55    | 0.02%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP           | Protective Life Corp                                                            | CUSIP: 743674BD4<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9936000.60    | 0.02%             | 2028-09-30      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP           | Protective Life Corp                                                            | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14855483.40   | 0.03%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP           | Protective Life Corp                                                            | CUSIP: 743674BG7<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   20175000 | PA      | $19825770.14   | 0.04%             | 2035-12-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL         | Protective Life Global Funding                                                  | CUSIP: 74368CBY9<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   15250000 | PA      | $15505135.86   | 0.03%             | 2029-06-12      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC       | Prudential Financial Inc                                                        | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5510610.95    | 0.01%             | 2037-12-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC             | RWE Finance US LLC                                                              | CUSIP: 749983AB8<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20102930.40   | 0.04%             | 2054-04-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN       | Rogers Communications Inc                                                       | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   16560000 | PA      | $15355175.05   | 0.03%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN       | Rogers Communications Inc                                                       | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   13000000 | PA      | $12135336.59   | 0.02%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN       | Rogers Communications Inc                                                       | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    9150000 | PA      | $7716068.55    | 0.01%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    7000000 | PA      | $7077118.44    | 0.01%             | 2030-01-27      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133ACKA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17847071 | PA      | $15318398.04   | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133ASKM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12996325 | PA      | $11638599.68   | 0.02%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KK2G3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   33069741 | PA      | $28438861.07   | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                                 | CUSIP: 3136BMXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16242620 | PA      | $14316061.88   | 0.03%             | 2032-01-25      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FGR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26488633 | PA      | $26321534.76   | 0.05%             | 2028-06-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 31427QWM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19059412 | PA      | $17834031.15   | 0.03%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $30732038.40   | 0.05%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15180711.30   | 0.03%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION               | LG Energy Solution Ltd                                                          | CUSIP: 50205MAE9<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   18000000 | PA      | $17799148.08   | 0.03%             | 2034-07-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6312022.02    | 0.01%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11897208.36   | 0.02%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LINEAGE OP LP                  | Lineage OP LP                                                                   | CUSIP: 53567YAB5<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              | CORP              | US        |   27000000 | PA      | $26938200.78   | 0.05%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   30000000 | PA      | $30273566.10   | 0.05%             | 2028-11-26      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD       | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    8375000 | PA      | $8769820.78    | 0.02%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4522009.35    | 0.01%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL       | Martin Marietta Materials Inc                                                   | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    6200000 | PA      | $5734764.71    | 0.01%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                     | CUSIP: 632525AS0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $9696303.50    | 0.02%             | 2034-08-02      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63859WAE9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   73507000 | PA      | $73307823.96   | 0.13%             | 2026-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC            | NatWest Markets PLC                                                             | CUSIP: 63906YAH1<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   32050000 | PA      | $32453157.91   | 0.06%             | 2027-05-17      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust   | Navient Refinance Loan Trust 2025-B                                             | CUSIP: 63943NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  116371527 | PA      | $115605173.66  | 0.20%             | 2055-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2017-2                                      | CUSIP: 64829KBV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3033209 | PA      | $2939934.68    | 0.01%             | 2057-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| WSTERN MI UNIV HOMER STRYKER M | Western Michigan University Homer Stryker MD School of Medicine                 | CUSIP: 958644AB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   11275000 | PA      | $11516011.02   | 0.02%             | 2028-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AEGON FUNDING CO LLC           | AEGON Funding Co LLC                                                            | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |   31625000 | PA      | $31903123.53   | 0.06%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP        | American National Group Inc                                                     | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   59600000 | PA      | $58103212.75   | 0.10%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA       | Americold Realty Operating Partnership LP                                       | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |   21626000 | PA      | $21392978.98   | 0.04%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 05581KAC5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    2325000 | PA      | $2324700.47    | 0.00%             | 2027-03-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV       | Bacardi Ltd / Bacardi-Martini BV                                                | CUSIP: 05635JAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   15000000 | PA      | $14851270.65   | 0.03%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   15600000 | PA      | $15972773.08   | 0.03%             | 2030-03-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   10000000 | PA      | $10285913.10   | 0.02%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2018-1                                      | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8233976 | PA      | $8029974.75    | 0.01%             | 2057-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE        | New York Life Insurance Co                                                      | CUSIP: 64952GAF5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   12026000 | PA      | $13410753.97   | 0.02%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    5000000 | PA      | $4757547.05    | 0.01%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   39821000 | PA      | $39658680.84   | 0.07%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   16500000 | PA      | $16700555.36   | 0.03%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2018-BNK13                                                                 | CUSIP: 06539LBB5<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    8565000 | PA      | $8496827.74    | 0.02%             | 2061-08-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                    | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   13475000 | PA      | $13710393.56   | 0.02%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                    | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   11750000 | PA      | $8813443.76    | 0.02%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK4                                                                  | CUSIP: 06541FAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30855622 | PA      | $30574505.67   | 0.05%             | 2050-05-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BAYPORT POLYMERS LLC           | Bayport Polymers LLC                                                            | CUSIP: 073096AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   61325000 | PA      | $61354281.46   | 0.11%             | 2027-04-14      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                 | Var Energi ASA                                                                  | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   65430000 | PA      | $68444585.83   | 0.12%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VHC1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3088694.98    | 0.01%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC             | Vodafone Group PLC                                                              | CUSIP: 92857TAH0<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     301000 | PA      | $336654.48     | 0.00%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   20900000 | PA      | $21031112.39   | 0.04%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II       | Belrose Funding Trust II                                                        | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14000000 | PA      | $14022091.16   | 0.02%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B24 Mortgage Trust                                               | CUSIP: 08163CBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26400000 | PA      | $23665971.12   | 0.04%             | 2054-03-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2023-V3 Mortgage Trust                                                | CUSIP: 08163VAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   36950000 | PA      | $37822056.95   | 0.07%             | 2056-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V16 Mortgage Trust                                               | CUSIP: 08164RAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28750000 | PA      | $28929635.75   | 0.05%             | 2058-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V9 Mortgage Trust                                                | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9700000 | PA      | $9950619.87    | 0.02%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13506572.85   | 0.02%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $41957661.00   | 0.07%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust 2023-RPL3                                     | CUSIP: 161927AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  111425638 | PA      | $99725322.21   | 0.18%             | 2063-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2004-CB3 Trust                   | CUSIP: 92922FXM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     709187 | PA      | $731175.84     | 0.00%             | 2034-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   23925000 | PA      | $24283305.35   | 0.04%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   20600000 | PA      | $20500694.82   | 0.04%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO       | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10054054.60   | 0.02%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST         | Commonwealth Bank of Australia                                                  | CUSIP: 202712BS3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   17800000 | PA      | $16721038.76   | 0.03%             | 2032-03-14      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                | Concentrix Corp                                                                 | CUSIP: 20602DAD3<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   11400000 | PA      | $11088182.98   | 0.02%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 225401BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   35000000 | PA      | $34556186.35   | 0.06%             | 2030-04-10      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC               | DT Midstream Inc                                                                | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8321163.57    | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO              | DXC Technology Co                                                               | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |   16724000 | PA      | $16516942.16   | 0.03%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   32425000 | PA      | $32643714.08   | 0.06%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP            | Dollar General Corp                                                             | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6665111.39    | 0.01%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC          | DuPont de Nemours Inc                                                           | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   17857000 | PA      | $17592679.61   | 0.03%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP               | Duke Energy Corp                                                                | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    4495000 | PA      | $3011163.82    | 0.01%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP               | Duke Energy Corp                                                                | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   13600000 | PA      | $13638667.11   | 0.02%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC           | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5109018.50    | 0.01%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS        | Duquesne Light Holdings Inc                                                     | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2320815.28    | 0.00%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| ENI SPA                        | Eni SpA                                                                         | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   11000000 | PA      | $10944510.17   | 0.02%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC              | Kinder Morgan Inc                                                               | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   16745000 | PA      | $19102234.68   | 0.03%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC              | Kinder Morgan Inc                                                               | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   44260000 | PA      | $50748523.52   | 0.09%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC       | Evergy Missouri West Inc                                                        | CUSIP: 30037EAC7<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14797096.80   | 0.03%             | 2035-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY              | Eversource Energy                                                               | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    9925000 | PA      | $8706128.62    | 0.02%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                    | Exelon Corp                                                                     | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    8900000 | PA      | $8715893.18    | 0.02%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DQY42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   39098272 | PA      | $39499576.91   | 0.07%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVKU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   35187991 | PA      | $31619988.99   | 0.06%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31385W2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9185 | PA      | $9444.17       | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EQLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3646122 | PA      | $3672193.68    | 0.01%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WG5L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5267290 | PA      | $4768146.72    | 0.01%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WH6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10367550 | PA      | $8926308.92    | 0.02%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WQAX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11793202 | PA      | $10802023.26   | 0.02%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXRW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   75924871 | PA      | $67305365.99   | 0.12%             | 2054-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXVK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   37906203 | PA      | $31169589.97   | 0.06%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J5SS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14184516 | PA      | $13346090.55   | 0.02%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X6JR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25046096 | PA      | $24254594.65   | 0.04%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X8B71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32873658 | PA      | $28200719.80   | 0.05%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XMN93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   68618473 | PA      | $62811501.99   | 0.11%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XMNR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25832525 | PA      | $21920088.40   | 0.04%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP               | FirstEnergy Corp                                                                | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $9979463.70    | 0.02%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT             | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2021-3                   | CUSIP: 35563P4Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   56885576 | PA      | $46858099.88   | 0.08%             | 2061-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ABDU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   28750222 | PA      | $24862496.05   | 0.04%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ADAD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   78402851 | PA      | $81195593.16   | 0.14%             | 2054-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12059786.16   | 0.02%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15353860.80   | 0.03%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                             | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   14467000 | PA      | $13223415.81   | 0.02%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   14405000 | PA      | $13679580.91   | 0.02%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   10225000 | PA      | $10512865.65   | 0.02%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5646101.43    | 0.01%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   35000000 | PA      | $35255151.40   | 0.06%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC             | Harbour Energy PLC                                                              | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $5123931.40    | 0.01%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC             | Royalty Pharma PLC                                                              | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   41050000 | PA      | $40513562.29   | 0.07%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC               | Ryder System Inc                                                                | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   14110000 | PA      | $14410390.47   | 0.03%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC           | Smithfield Foods Inc                                                            | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $17553727.00   | 0.03%             | 2031-09-13      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SYENSQO FINANCE AMERICA        | Syensqo Finance America LLC                                                     | CUSIP: 834423AF2<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $13267446.53   | 0.02%             | 2034-06-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15348296.10   | 0.03%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC       | Icon Investments Six DAC                                                        | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    8345000 | PA      | $8508690.18    | 0.02%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                     | Intel Corp                                                                      | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5039159.25    | 0.01%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| IBM CORP                       | International Business Machines Corp                                            | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   11325000 | PA      | $9823075.67    | 0.02%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL        | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    7850000 | PA      | $5029570.28    | 0.01%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL        | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   17100000 | PA      | $17338422.56   | 0.03%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP              | ITC Holdings Corp                                                               | CUSIP: 465685AV7<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15044365.80   | 0.03%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                | JAB Holdings BV                                                                 | CUSIP: 46653KAA6<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    7426000 | PA      | $6623787.93    | 0.01%             | 2030-11-23      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER        | Southwestern Electric Power Co                                                  | CUSIP: 845437BV3<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   13175000 | PA      | $12955637.04   | 0.02%             | 2036-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP            | Sprint Capital Corp                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   21552000 | PA      | $22787119.26   | 0.04%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                   | KBC Group NV                                                                    | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   18500000 | PA      | $18906123.29   | 0.03%             | 2029-01-19      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES          | Keysight Technologies Inc                                                       | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9895379.40    | 0.02%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 85325C2J0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   26000000 | PA      | $25629215.30   | 0.05%             | 2036-08-12      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I       | Stanley Black & Decker Inc                                                      | CUSIP: 854502AT8<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    2852000 | PA      | $2939364.20    | 0.01%             | 2028-03-06      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK DE MEXICO       | Kimberly-Clark de Mexico SAB de CV                                              | CUSIP: 494386AD7<br>LEI: 549300JGHL56QT00KT54 | Long             | DBT              | CORP              | MX        |   19321000 | PA      | $17601044.58   | 0.03%             | 2031-07-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP              | Kinross Gold Corp                                                               | CUSIP: 496902AK3<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $3173094.27    | 0.01%             | 2041-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential  | Starwood Mortgage Residential Trust 2021-4                                      | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21411605 | PA      | $19138240.26   | 0.03%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                     | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    7500000 | PA      | $5396904.38    | 0.01%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO           | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   10613000 | PA      | $10309292.34   | 0.02%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC           | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   17300000 | PA      | $17019225.50   | 0.03%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust                                  | CUSIP: 863579AP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      72556 | PA      | $71964.76      | 0.00%             | 2034-09-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB       | Svenska Handelsbanken AB                                                        | CUSIP: 86959LAP8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   15250000 | PA      | $15576346.49   | 0.03%             | 2028-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                     | Leidos Inc                                                                      | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   47279000 | PA      | $46514738.75   | 0.08%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST           | LXP Industrial Trust                                                            | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |   14800000 | PA      | $13493909.18   | 0.02%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST           | LXP Industrial Trust                                                            | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    5747000 | PA      | $4988013.31    | 0.01%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION           | M&T Bank Corp                                                                   | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12823876.56   | 0.02%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD             | Macquarie Bank Ltd                                                              | CUSIP: 556079AG6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   15000000 | PA      | $14918057.85   | 0.03%             | 2036-08-13      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD            | Macquarie Group Ltd                                                             | CUSIP: 55608JBE7<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    9000000 | PA      | $8727856.65    | 0.02%             | 2033-06-21      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                    | Swedbank AB                                                                     | CUSIP: 87019DAD9<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   25000000 | PA      | $25098734.00   | 0.04%             | 2031-03-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SYMETRA LIFE INSURANCE         | Symetra Life Insurance Co                                                       | CUSIP: 87151KAA7<br>LEI: 2CKADF5K7JYB5EG0VY36 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10019669.80   | 0.02%             | 2055-10-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD       | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    6115000 | PA      | $6335883.89    | 0.01%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                   | Fibercop SpA                                                                    | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    4102000 | PA      | $4072342.54    | 0.01%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   44825000 | PA      | $44270577.51   | 0.08%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    5875000 | PA      | $5969263.38    | 0.01%             | 2030-08-02      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                    | Revvity Inc                                                                     | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   24200000 | PA      | $23162815.83   | 0.04%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS            | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1020000 | PA      | $998253.89     | 0.00%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION              | Sysco Corp                                                                      | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4154435.44    | 0.01%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP           | Targa Resources Corp                                                            | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   23275000 | PA      | $23617004.71   | 0.04%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PINE STREET TRUST III          | Pine Street Trust III                                                           | CUSIP: 72284KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9985091.40    | 0.02%             | 2054-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE       | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9969566.80    | 0.02%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Thornburg Mortgage Securities  | Thornburg Mortgage Securities Trust 2003-5                                      | CUSIP: 885220ED1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1872322 | PA      | $1776920.52    | 0.00%             | 2043-10-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2020-2                                                | CUSIP: 89176UAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   98748497 | PA      | $90108833.31   | 0.16%             | 2060-04-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II       | Principal Life Global Funding II                                                | CUSIP: 74256LEW5<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   40500000 | PA      | $41305316.18   | 0.07%             | 2028-06-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2024-SFR1 Trust                                            | CUSIP: 74331QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5685679 | PA      | $5476168.52    | 0.01%             | 2041-02-17      | Fixed         | 3.35%                 | 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        |   45881804 | PA      | $41816364.40   | 0.07%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2022-2                                                | CUSIP: 89180HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  117822618 | PA      | $110832661.97  | 0.20%             | 2062-07-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2024-1                                                | CUSIP: 89182NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  100813712 | PA      | $102444585.54  | 0.18%             | 2064-03-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD             | Trane Technologies Financing Ltd                                                | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |   12300000 | PA      | $12613458.37   | 0.02%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA       | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   12000000 | PA      | $12023902.80   | 0.02%             | 2028-08-22      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| RELIANCE INC                   | Reliance Inc                                                                    | CUSIP: 759509AB8<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $6744617.38    | 0.01%             | 2036-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES          | TransCanada PipeLines Ltd                                                       | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   21327000 | PA      | $25013562.40   | 0.04%             | 2039-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE        | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5150000 | PA      | $4309969.65    | 0.01%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SK TELECOM CO LTD              | SK Telecom Co Ltd                                                               | CUSIP: 78440PAC2<br>LEI: 9884003WEA1PHW006037 | Long             | DBT              | CORP              | KR        |    1339000 | PA      | $1374814.10    | 0.00%             | 2027-07-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAF9<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   12000000 | PA      | $11417862.12   | 0.02%             | 2028-06-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| TRINITY ACQUISITION PLC        | Trinity Acquisition PLC                                                         | CUSIP: 89641UAB7<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |   22561000 | PA      | $22244865.79   | 0.04%             | 2043-08-15      | Fixed         | 6.12%                 | 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        |   10000000 | PA      | $9025801.00    | 0.02%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAM4<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   48550000 | PA      | $48730066.61   | 0.09%             | 2034-04-03      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   11775000 | PA      | $10561327.91   | 0.02%             | 2032-06-09      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBJ0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   11816000 | PA      | $10665716.77   | 0.02%             | 2033-01-21      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| TTX CO                         | TTX Co                                                                          | CUSIP: 87305QCN9<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    8325000 | PA      | $7143433.33    | 0.01%             | 2049-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2023-1                                                | CUSIP: 89181JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   45985750 | PA      | $43942773.05   | 0.08%             | 2063-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note | Toyota Auto Loan Extended Note Trust 2022-1                                     | CUSIP: 89231EAA1<br>LEI: 549300VJ12IVOF78MZ11 | Long             | ABS-O            | CORP              | US        |   25625000 | PA      | $25523781.25   | 0.05%             | 2035-04-25      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES          | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    8400000 | PA      | $8912628.73    | 0.02%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                | Tyson Foods Inc                                                                 | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8998577.30    | 0.02%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1084050000 | PA      | $789959094.51  | 1.40%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  824700000 | PA      | $688850005.97  | 1.22%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FINANCE CANADA        | Glencore Finance Canada Ltd                                                     | CUSIP: 98417EAR1<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $4769513.35    | 0.01%             | 2042-10-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC        | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   12595000 | PA      | $12565006.52   | 0.02%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP             | Alcon Finance Corp                                                              | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   14770000 | PA      | $14651140.49   | 0.03%             | 2026-09-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ALLEGION PLC                   | Allegion plc                                                                    | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |   21494000 | PA      | $20701757.81   | 0.04%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC             | Ally Financial Inc                                                              | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    8444000 | PA      | $8500554.53    | 0.02%             | 2031-01-17      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                      | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   25760000 | PA      | $26163373.26   | 0.05%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   11325000 | PA      | $11180502.17   | 0.02%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| CIM Trust                      | CIM TRUST 2022-R2                                                               | CUSIP: 12567NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   39099325 | PA      | $36925175.86   | 0.07%             | 2061-12-25      | Variable      | 3.75%                 | 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        |   11300000 | PA      | $7735311.83    | 0.01%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust 2023-RPL1                                     | CUSIP: 16159LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   98583272 | PA      | $90695574.91   | 0.16%             | 2062-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   72136000 | PA      | $71305224.12   | 0.13%             | 2029-01-12      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| UBS AMERICAS INC               | UBS Americas Inc                                                                | CUSIP: 22541LAE3<br>LEI: T2E64KWP8B9GCLM28W20 | Long             | DBT              | CORP              | US        |    5063000 | PA      | $5655866.11    | 0.01%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS       | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $22885163.00   | 0.04%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3550000 | PA      | $3451291.68    | 0.01%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8737704.54    | 0.02%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402RSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     577953 | PA      | $583017.86     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31403DWF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      58256 | PA      | $60117.69      | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXNC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9169645 | PA      | $8243258.59    | 0.01%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140GV2D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1802275 | PA      | $1762852.95    | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J9V65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33890923 | PA      | $32512761.24   | 0.06%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XMNE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19703432 | PA      | $20724479.48   | 0.04%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   49570000 | PA      | $43674675.59   | 0.08%             | 2032-02-11      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   21000000 | PA      | $20655408.06   | 0.04%             | 2033-11-06      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00084DAU4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   16900000 | PA      | $16788966.32   | 0.03%             | 2027-06-16      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| AGREE LP                       | Agree LP                                                                        | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6932851.38    | 0.01%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust                                                   | CUSIP: 90278MBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   71060966 | PA      | $67091742.05   | 0.12%             | 2052-10-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                                | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $45751545.00   | 0.08%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                  | Aircastle Ltd                                                                   | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   23000000 | PA      | $23628702.70   | 0.04%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO         | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10205679.90   | 0.02%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                                       | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   12300000 | PA      | $10374581.99   | 0.02%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                                       | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   13350000 | PA      | $10383238.98   | 0.02%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418BD45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2208592 | PA      | $2186127.94    | 0.00%             | 2034-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418CEP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5843502 | PA      | $5441791.96    | 0.01%             | 2036-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III         | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4118645.37    | 0.01%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179NJA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15388801 | PA      | $14583311.33   | 0.03%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   37200000 | PA      | $36029767.98   | 0.06%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   12125000 | PA      | $12335580.33   | 0.02%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179QPH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13060999 | PA      | $12543405.33   | 0.02%             | 2044-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179RXF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3848774 | PA      | $3803650.15    | 0.01%             | 2046-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    8000000 | PA      | $7956114.56    | 0.01%             | 2029-11-11      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    5825000 | PA      | $5433759.56    | 0.01%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA         | BP Capital Markets America Inc                                                  | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    8350000 | PA      | $8392562.96    | 0.01%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7209909.30    | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   32900000 | PA      | $33267016.94   | 0.06%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $16754002.44   | 0.03%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                               | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   23825000 | PA      | $23694564.32   | 0.04%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                               | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   36789000 | PA      | $32371092.13   | 0.06%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                               | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   12315000 | PA      | $12280908.39   | 0.02%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC       | Constellation Energy Generation LLC                                             | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5236685.70    | 0.01%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   10450000 | PA      | $10838880.24   | 0.02%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC            | Elevance Health Inc                                                             | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    8150000 | PA      | $7145482.35    | 0.01%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS       | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $5213366.46    | 0.01%             | 2038-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X6PB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29790384 | PA      | $26803573.24   | 0.05%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X76T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21428707 | PA      | $19403253.30   | 0.03%             | 2035-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X7L49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2332811 | PA      | $2234155.14    | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  546250000 | PA      | $388349609.38  | 0.69%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  662350000 | PA      | $442817198.92  | 0.78%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  918700000 | PA      | $637132800.09  | 1.13%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  415175000 | PA      | $400449261.72  | 0.71%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  888375000 | PA      | $852041848.37  | 1.51%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  157150000 | PA      | $157045642.97  | 0.28%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  205000000 | PA      | $197248437.50  | 0.35%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  221250000 | PA      | $225251514.23  | 0.40%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  661125000 | PA      | $676103613.28  | 1.20%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS          | Universal Health Services Inc                                                   | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9002708.10    | 0.02%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179S2S5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     546384 | PA      | $554268.57     | 0.00%             | 2047-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179TAJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9236364 | PA      | $8365264.08    | 0.01%             | 2047-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179W2X5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14381399 | PA      | $13593814.04   | 0.02%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ACN55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15119670 | PA      | $15443240.76   | 0.03%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC       | Genpact Luxembourg SARL/Genpact USA Inc                                         | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    6400000 | PA      | $6585248.64    | 0.01%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3036627.48    | 0.01%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9988610.80    | 0.02%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2024-5                                                | CUSIP: 891944AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  133261713 | PA      | $132104374.73  | 0.23%             | 2064-10-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP          | Truist Financial Corp                                                           | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8502669.44    | 0.02%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ACRZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21047805 | PA      | $21724016.25   | 0.04%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC          | Amrize Finance US LLC                                                           | CUSIP: 43475RAU0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   13596000 | PA      | $15480588.33   | 0.03%             | 2036-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC           | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $46248334.00   | 0.08%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $15261730.80   | 0.03%             | 2035-11-26      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $9965013.80    | 0.02%             | 2027-05-11      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                 | Lowe's Cos Inc                                                                  | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    3450000 | PA      | $3302404.20    | 0.01%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP            | Meritage Homes Corp                                                             | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    7550000 | PA      | $7541767.78    | 0.01%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    6700000 | PA      | $6741668.44    | 0.01%             | 2028-07-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $8875166.30    | 0.02%             | 2031-09-08      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    6725000 | PA      | $6815683.80    | 0.01%             | 2028-09-13      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2016-UBS12                                       | CUSIP: 61691EBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8500000 | PA      | $8430441.95    | 0.01%             | 2049-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $21399476.40   | 0.04%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC            | Nomura Holdings Inc                                                             | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   32975000 | PA      | $32734509.37   | 0.06%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC            | Nomura Holdings Inc                                                             | CUSIP: 65535HBB4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    8000000 | PA      | $7596728.40    | 0.01%             | 2029-01-22      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM18 Trust                                                            | CUSIP: 673918AC2<br>LEI: 254900JLM1WC0WGYCA96 | Long             | ABS-MBS          | CORP              | US        |  139243801 | PA      | $138795073.87  | 0.25%             | 2065-09-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    6320000 | PA      | $7174994.88    | 0.01%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED          | Vale Overseas Ltd                                                               | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   45621000 | PA      | $50465083.40   | 0.09%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP             | Valero Energy Corp                                                              | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2298469.15    | 0.00%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP             | Valero Energy Corp                                                              | CUSIP: 91913YAW0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   15475000 | PA      | $15281195.74   | 0.03%             | 2029-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   11725000 | PA      | $11404592.80   | 0.02%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust           | Verizon Master Trust                                                            | CUSIP: 92348KDM2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   79775000 | PA      | $80367449.04   | 0.14%             | 2030-11-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP             | VICI Properties LP                                                              | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $35031628.80   | 0.06%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                  | Videotron Ltd                                                                   | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   11115000 | PA      | $10757875.94   | 0.02%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC       | Vistra Operations Co LLC                                                        | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10760128.50   | 0.02%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC             | Vodafone Group PLC                                                              | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $9338294.30    | 0.02%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CW0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   14900000 | PA      | $14856887.00   | 0.03%             | 2028-09-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC             | Voya Financial Inc                                                              | CUSIP: 929089AK6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   14400000 | PA      | $13909808.88   | 0.02%             | 2036-03-02      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VOYA GLOBAL FUNDING            | Voya Global Funding                                                             | CUSIP: 92921LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11750000 | PA      | $11572531.76   | 0.02%             | 2030-11-24      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2004-CB2 Trust                   | CUSIP: 92922FTY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1452635 | PA      | $1485047.15    | 0.00%             | 2034-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                 | Weir Group Inc                                                                  | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |   32000000 | PA      | $32424104.32   | 0.06%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4590928.55    | 0.01%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   23000000 | PA      | $23095468.17   | 0.04%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   44350000 | PA      | $45368832.59   | 0.08%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $27068846.75   | 0.05%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR14                                                                | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   40030000 | PA      | $41359464.35   | 0.07%             | 2058-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2026-5YR20                                                                | CUSIP: 06650JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30000000 | PA      | $29857365.00   | 0.05%             | 2059-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL         | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675FBB2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   12000000 | PA      | $12312541.32   | 0.02%             | 2028-07-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   58151000 | PA      | $62134285.35   | 0.11%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   20400000 | PA      | $20746004.40   | 0.04%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC              | CF Industries Inc                                                               | CUSIP: 12527GAL7<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    9475000 | PA      | $9436743.93    | 0.02%             | 2035-11-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC         | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15062812.05   | 0.03%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   12000000 | PA      | $12325812.00   | 0.02%             | 2029-01-09      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   25350000 | PA      | $25562070.50   | 0.05%             | 2030-10-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 85325C2H4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   20000000 | PA      | $20280892.80   | 0.04%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 85325C2K7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    8400000 | PA      | $8311316.08    | 0.01%             | 2030-01-13      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC             | Steel Dynamics Inc                                                              | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6557199.60    | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                      | Timken Co/The                                                                   | CUSIP: 887389AK0<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    6550000 | PA      | $6534231.92    | 0.01%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP             | CNA Financial Corp                                                              | CUSIP: 126117AW0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $889610.44     | 0.00%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2019-GC44 Mortgage Trust                                                   | CUSIP: 12655TBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10857000 | PA      | $10249482.45   | 0.02%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2019-1                                                | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14394336 | PA      | $13953643.42   | 0.02%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC            | Elevance Health Inc                                                             | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1584000 | PA      | $1442187.22    | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1611000 | PA      | $1612024.68    | 0.00%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    7019000 | PA      | $7084045.14    | 0.01%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                       | Engie SA                                                                        | CUSIP: 29286DAC9<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    6300000 | PA      | $6130810.85    | 0.01%             | 2054-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132ACSU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   35554595 | PA      | $33354396.96   | 0.06%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132CXCC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22824384 | PA      | $21127276.68   | 0.04%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417YUH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2282586 | PA      | $2204577.48    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418BG59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2527581 | PA      | $2492011.17    | 0.00%             | 2034-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179ME30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21989703 | PA      | $20842416.21   | 0.04%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179RBX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6621472 | PA      | $6237916.82    | 0.01%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12758849 | PA      | $11949440.32   | 0.02%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179TG66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2716858 | PA      | $2686254.89    | 0.00%             | 2047-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179XQY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19343282 | PA      | $19817100.66   | 0.04%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36202FX76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2297449 | PA      | $2177600.75    | 0.00%             | 2041-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                             | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    6840000 | PA      | $6715788.13    | 0.01%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5024428.30    | 0.01%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $29153736.00   | 0.05%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $26483210.40   | 0.05%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10186630.20   | 0.02%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   26500000 | PA      | $27602006.21   | 0.05%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   42500000 | PA      | $42785659.93   | 0.08%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                      | Kellanova                                                                       | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $18194205.60   | 0.03%             | 2030-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATIONAL ASSN          | Keybank National Association                                                    | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4927981.15    | 0.01%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                                              | CUSIP: 69335PFP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   35175000 | PA      | $35423089.28   | 0.06%             | 2029-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR       | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7200000 | PA      | $4724939.09    | 0.01%             | 2050-11-15      | Fixed         | 3.22%                 | 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        |   25000000 | PA      | $25726386.50   | 0.05%             | 2028-08-01      | Fixed         | 6.05%                 | 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        |    7500000 | PA      | $7628087.03    | 0.01%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC            | Quanta Services Inc                                                             | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10059892.70   | 0.02%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   22625000 | PA      | $22821176.85   | 0.04%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC          | Whistler Pipeline LLC                                                           | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |   13775000 | PA      | $14149405.88   | 0.03%             | 2031-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                            | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    5750000 | PA      | $6828816.67    | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                            | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5972050.84    | 0.01%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   40234000 | PA      | $37077153.86   | 0.07%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   42525000 | PA      | $36486556.74   | 0.06%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8521909.56    | 0.02%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4912601.15    | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24375000 | PA      | $15655413.15   | 0.03%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   28350000 | PA      | $28251635.42   | 0.05%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING             | CNO Global Funding                                                              | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   15325000 | PA      | $15360732.54   | 0.03%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                                    | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5030265.42    | 0.01%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO         | Commonwealth Edison Co                                                          | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    6050000 | PA      | $4460085.65    | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC         | Cox Communications Inc                                                          | CUSIP: 224044CP0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $12730051.95   | 0.02%             | 2051-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC         | Cox Communications Inc                                                          | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    5900000 | PA      | $5849597.36    | 0.01%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   12000000 | PA      | $11996523.72   | 0.02%             | 2028-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust            | DBGS 2018-C1 Mortgage Trust                                                     | CUSIP: 23307DBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19875000 | PA      | $19728920.74   | 0.03%             | 2051-10-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXDV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2637117 | PA      | $2663532.69    | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MAGC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2588512 | PA      | $2648266.63    | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJMW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     841597 | PA      | $833936.13     | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   37435494 | PA      | $33807548.36   | 0.06%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7YQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     524193 | PA      | $505047.28     | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132HRMY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7421697 | PA      | $6808615.53    | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132M9MN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5633869 | PA      | $5447140.77    | 0.01%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCRV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10825048 | PA      | $10150363.29   | 0.02%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   38300383 | PA      | $34707693.88   | 0.06%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                       | Flex Ltd                                                                        | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   21830000 | PA      | $21801148.60   | 0.04%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                       | Flex Ltd                                                                        | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   20000000 | PA      | $20408626.20   | 0.04%             | 2028-01-15      | Fixed         | 6.00%                 | 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        |   75800000 | PA      | $75886737.94   | 0.13%             | 2029-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F | Ford Credit Auto Owner Trust/Ford Credit                                        | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   78350000 | PA      | $79719879.24   | 0.14%             | 2037-08-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15527840.55   | 0.03%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP               | HF Sinclair Corp                                                                | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   23037000 | PA      | $23035169.71   | 0.04%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $15965860.00   | 0.03%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   13925000 | PA      | $13440459.99   | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP       | Health Care Service Corp A Mutual Legal Reserve Co                              | CUSIP: 42218SAF5<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    6125000 | PA      | $5541131.37    | 0.01%             | 2030-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HENNEMAN TRUST                 | Henneman Trust                                                                  | CUSIP: 425911AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8800000 | PA      | $8841254.40    | 0.02%             | 2055-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XB4C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26906406 | PA      | $21819501.21   | 0.04%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XBYH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20548355 | PA      | $17749273.51   | 0.03%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XD6P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  104230327 | PA      | $89672028.29   | 0.16%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XFZD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23534597 | PA      | $21750729.49   | 0.04%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP             | Realty Income Corp                                                              | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    6625000 | PA      | $6662237.67    | 0.01%             | 2028-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY          | Reckitt Benckiser Treasury Services PLC                                         | CUSIP: 75625QAE9<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |   67730000 | PA      | $66703485.47   | 0.12%             | 2027-06-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP        | Sammons Financial Group Inc                                                     | CUSIP: 79588TAD2<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |   14350000 | PA      | $13174313.97   | 0.02%             | 2031-04-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA           | Samarco Mineracao SA                                                            | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    5721555 | PA      | $5629477.76    | 0.01%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1986657.02    | 0.00%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN INC            | Rio Tinto Alcan Inc                                                             | CUSIP: 013716AW5<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |     446000 | PA      | $465828.90     | 0.00%             | 2035-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    6500000 | PA      | $6600134.13    | 0.01%             | 2030-01-09      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    9800000 | PA      | $10577050.53   | 0.02%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   14230000 | PA      | $14100915.40   | 0.02%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   15500000 | PA      | $15639001.68   | 0.03%             | 2029-01-27      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL         | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675DCM2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   14500000 | PA      | $14691129.72   | 0.03%             | 2028-02-16      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V10 Mortgage Trust                                               | CUSIP: 08163UAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   82950000 | PA      | $83259444.98   | 0.15%             | 2057-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG       | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   21825000 | PA      | $17833241.77   | 0.03%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC               | Berry Global Inc                                                                | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   31000000 | PA      | $32088570.89   | 0.06%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2024-5C8 Mortgage Trust                                                     | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7604000 | PA      | $7823816.43    | 0.01%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2018-CX12 Commercial Mortgage Trust                                       | CUSIP: 12595XAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18608000 | PA      | $18429999.59   | 0.03%             | 2051-08-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8835973.76    | 0.02%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2005-9                                            | CUSIP: 17307GM62<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5613 | PA      | $3934.10       | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC             | Conagra Brands Inc                                                              | CUSIP: 205887AF9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    6672000 | PA      | $6756010.89    | 0.01%             | 2026-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC       | Constellation Energy Generation LLC                                             | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   12600000 | PA      | $12879285.05   | 0.02%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                        | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    4237000 | PA      | $4227090.29    | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC        | Essential Utilities Inc                                                         | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   14100000 | PA      | $13086912.32   | 0.02%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-5C36                                                  | CUSIP: 05556CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   35000000 | PA      | $35434721.00   | 0.06%             | 2058-08-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-5C38                                                  | CUSIP: 05556RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   62175000 | PA      | $62004348.28   | 0.11%             | 2058-11-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2026-5C40                                                  | CUSIP: 05557AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4275000 | PA      | $4271481.25    | 0.01%             | 2059-02-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   32225000 | PA      | $34821751.08   | 0.06%             | 2034-09-13      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA       | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   20829000 | PA      | $20783430.31   | 0.04%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   14000000 | PA      | $12676747.58   | 0.02%             | 2032-05-28      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   25649000 | PA      | $26930626.67   | 0.05%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   87215000 | PA      | $79489415.93   | 0.14%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC         | Diamondback Energy Inc                                                          | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   11535000 | PA      | $11710296.47   | 0.02%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                          | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   10750000 | PA      | $9601847.22    | 0.02%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                          | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25526328.25   | 0.05%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                          | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10257957.70   | 0.02%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31371LDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4144895 | PA      | $4188360.33    | 0.01%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31371LEW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10892 | PA      | $11006.54      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DPMM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   82390419 | PA      | $84069744.83   | 0.15%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   96693097 | PA      | $86377020.04   | 0.15%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EPBJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2690903 | PA      | $2712780.39    | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21372165 | PA      | $20016178.73   | 0.04%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ACVT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   25011130 | PA      | $25701730.54   | 0.05%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ADCY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   30168971 | PA      | $30531167.93   | 0.05%             | 2054-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                             | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7073686.05    | 0.01%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                             | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    8700000 | PA      | $8543754.79    | 0.02%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9864634.90    | 0.02%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   43348000 | PA      | $43103408.48   | 0.08%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS CAPITAL I        | Goldman Sachs Capital I                                                         | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |    1553000 | PA      | $1617738.48    | 0.00%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND        | Guardian Life Global Funding                                                    | CUSIP: 40139LBN2<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |   61400000 | PA      | $60698158.09   | 0.11%             | 2030-10-06      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP        | Hanover Insurance Group Inc/The                                                 | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |   27500000 | PA      | $27261594.80   | 0.05%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $16067963.34   | 0.03%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HIGH STREET FDG TRUST II       | High Street Funding Trust II                                                    | CUSIP: 42981DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1680407.16    | 0.00%             | 2048-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| HORIZON MUTUAL HOLDINGS        | Horizon Mutual Holdings Inc                                                     | CUSIP: 43990FAA6<br>LEI: 254900R6BWV4LUXBN549 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14042243.10   | 0.02%             | 2034-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5952822.12    | 0.01%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KYVY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11311484 | PA      | $9842745.91    | 0.02%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133USJW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14153866 | PA      | $11539259.42   | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                                 | CUSIP: 3136BCGY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   66288000 | PA      | $57886546.19   | 0.10%             | 2032-10-25      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EMUX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3194701 | PA      | $3145922.21    | 0.01%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138ERV31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8601732 | PA      | $7881705.85    | 0.01%             | 2043-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JB2X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   67727137 | PA      | $59831399.28   | 0.11%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QQSP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   37800143 | PA      | $38571430.55   | 0.07%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QWC59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   65280651 | PA      | $67600511.84   | 0.12%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X86E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   40463113 | PA      | $36638161.22   | 0.06%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X9WU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3494162 | PA      | $3396337.47    | 0.01%             | 2037-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XAD41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1940272 | PA      | $1756849.20    | 0.00%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XCDV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15926101 | PA      | $13664856.96   | 0.02%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XCG44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18430372 | PA      | $15722550.79   | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XDHV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   49293204 | PA      | $43661724.36   | 0.08%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XDJ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23304875 | PA      | $20015527.42   | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XDUZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26315769 | PA      | $22860794.14   | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DQ7G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18857278 | PA      | $19630735.08   | 0.03%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DWGZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   72110798 | PA      | $72709567.13   | 0.13%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   33082792 | PA      | $33349915.81   | 0.06%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138ERBM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3398839 | PA      | $3191343.05    | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138ETYR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16309928 | PA      | $15352683.96   | 0.03%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179TCZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2089644 | PA      | $2062236.38    | 0.00%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   11500000 | PA      | $11454490.71   | 0.02%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL INSURANCE       | Liberty Mutual Insurance Co                                                     | CUSIP: 53079QAD9<br>LEI: CNC20I6IOMGF7KY49D67 | Long             | DBT              | CORP              | US        |     465000 | PA      | $509389.32     | 0.00%             | 2097-10-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| MAINE ST HSG AUTH MTGE PURCHAS | Maine State Housing Authority                                                   | CUSIP: 56052FXH3<br>LEI: 549300SO05LH6D240016 | Long             | DBT              | MUN               | US        |   10000000 | PA      | $6939537.00    | 0.01%             | 2046-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I        | Metropolitan Life Global Funding I                                              | CUSIP: 59217GGU7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     650000 | PA      | $564913.71     | 0.00%             | 2031-01-07      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO          | MidAmerican Energy Co                                                           | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    9850000 | PA      | $9889362.57    | 0.02%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XFGA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   35983240 | PA      | $30902316.15   | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XLQ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34932000 | PA      | $34188516.55   | 0.06%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XMFT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24789933 | PA      | $25670129.67   | 0.05%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XMPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29769717 | PA      | $28082648.07   | 0.05%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   26225000 | PA      | $25774912.91   | 0.05%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-28CB                                                | CUSIP: 02147TAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     385984 | PA      | $170884.70     | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2019-B14 Mortgage Trust                                               | CUSIP: 08162YAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28769000 | PA      | $27171063.29   | 0.05%             | 2062-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7666057.36    | 0.01%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CORNING INC                    | Corning Inc                                                                     | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $7087376.52    | 0.01%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 22534PAG8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   32000000 | PA      | $33006955.84   | 0.06%             | 2033-07-05      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138ERZ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8543943 | PA      | $8455605.24    | 0.01%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138M3RK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2331707 | PA      | $2204770.01    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XQ3Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   45891131 | PA      | $40042463.70   | 0.07%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XQNQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33950795 | PA      | $35087018.73   | 0.06%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WDWT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1844865 | PA      | $1776790.95    | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXTC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7805483 | PA      | $6418353.12    | 0.01%             | 2061-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140GQ3C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3846682 | PA      | $3591333.56    | 0.01%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QB5H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9081567 | PA      | $8607958.55    | 0.02%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XRNU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  122756940 | PA      | $127104265.45  | 0.22%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XTB34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20435336 | PA      | $19773374.12   | 0.03%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QEAJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   39879570 | PA      | $36063534.36   | 0.06%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W06J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   46866301 | PA      | $48505473.11   | 0.09%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31416WYL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9055810 | PA      | $8751948.59    | 0.02%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417AET2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1778925 | PA      | $1718110.92    | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418A6A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1658930 | PA      | $1638540.56    | 0.00%             | 2034-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36568635 | PA      | $29745337.62   | 0.05%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   55680111 | PA      | $48255931.56   | 0.09%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418WPG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     369754 | PA      | $357576.32     | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28343014 | PA      | $24584705.61   | 0.04%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TR         | Fells Point Funding Trust                                                       | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28100000 | PA      | $27783362.74   | 0.05%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $21484091.37   | 0.04%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC            | Gilead Sciences Inc                                                             | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4495120.51    | 0.01%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   25550000 | PA      | $25437565.69   | 0.04%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                   | Illumina Inc                                                                    | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $17907211.26   | 0.03%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                   | ING Groep NV                                                                    | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    6000000 | PA      | $6094166.34    | 0.01%             | 2035-03-19      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                      | IQVIA Inc                                                                       | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    8475000 | PA      | $8639076.00    | 0.02%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP              | ITC Holdings Corp                                                               | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7195994.82    | 0.01%             | 2034-05-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO       | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XBA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   20000000 | PA      | $20062600.00   | 0.04%             | 2037-03-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JANUS HEND US HLDGS INC        | Janus Henderson US Holdings Inc                                                 | CUSIP: 47103MAB4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9970213.20    | 0.02%             | 2034-09-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO       | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 472140AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   23000000 | PA      | $22546917.48   | 0.04%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO       | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   12750000 | PA      | $14023074.75   | 0.02%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC        | Jefferies Financial Group Inc                                                   | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20396238.20   | 0.04%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING             | NLG Global Funding                                                              | CUSIP: 62915W2B8<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9821756.10    | 0.02%             | 2030-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE          | Nippon Life Insurance Co                                                        | CUSIP: 654579AQ4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   15325000 | PA      | $15363344.99   | 0.03%             | 2031-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| First National Master Note Tru | First National Master Note Trust                                                | CUSIP: 32113CCB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   41875000 | PA      | $42399078.19   | 0.07%             | 2030-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receiva | GM Financial Revolving Receivables Trust 2022-1                                 | CUSIP: 36265UAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   64950000 | PA      | $66674773.23   | 0.12%             | 2035-10-11      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15011744.70   | 0.03%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA         | Goldman Sachs Bank USA/New York NY                                              | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5006190.10    | 0.01%             | 2027-05-21      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2024-HYB2 Trust                                                             | CUSIP: 67118RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   31846120 | PA      | $31697675.41   | 0.06%             | 2053-04-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM23 Trust                                                            | CUSIP: 67123BAF3<br>LEI: 2549009JKGY7CAYS8Y83 | Long             | ABS-MBS          | CORP              | US        |   59674655 | PA      | $59275670.60   | 0.10%             | 2065-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2024-HYB1 Trust                                                             | CUSIP: 67448MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27576704 | PA      | $27601082.10   | 0.05%             | 2053-03-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC           | Shell Finance US Inc                                                            | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9481375.10    | 0.02%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                  | J M Smucker Co/The                                                              | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    3950000 | PA      | $4104598.62    | 0.01%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FHPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14950000 | PA      | $14872135.92   | 0.03%             | 2028-07-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FL2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   39850000 | PA      | $38876755.41   | 0.07%             | 2031-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    4307000 | PA      | $4125260.41    | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP           | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $19432134.00   | 0.03%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    5000000 | PA      | $4462825.90    | 0.01%             | 2037-03-13      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   51250000 | PA      | $51626410.24   | 0.09%             | 2028-12-03      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2025-SFR5 Trust                                            | CUSIP: 74334RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26123002 | PA      | $24993017.53   | 0.04%             | 2042-10-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RCL4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    7000000 | PA      | $6929843.13    | 0.01%             | 2030-04-12      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                    | Southern Co/The                                                                 | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7317964.64    | 0.01%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS        | Spectra Energy Partners LP                                                      | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $10051914.60   | 0.02%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FMC CORP                       | FMC Corp                                                                        | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4950936.50    | 0.01%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MABS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14141092 | PA      | $13333404.01   | 0.02%             | 2044-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132CXHP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19410850 | PA      | $17581580.77   | 0.03%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 85325C2E1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $15787177.05   | 0.03%             | 2036-01-21      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 85325C2N1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   32850000 | PA      | $32074743.61   | 0.06%             | 2032-06-05      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                      | AGCO Corp                                                                       | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |   13500000 | PA      | $13792986.05   | 0.02%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   44806000 | PA      | $43129559.76   | 0.08%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3131XKDQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   28729616 | PA      | $27103277.73   | 0.05%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132ADME5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   40396333 | PA      | $37146857.36   | 0.07%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132CWZG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23175702 | PA      | $22480509.12   | 0.04%             | 2034-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132D9BV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7045580 | PA      | $6535007.95    | 0.01%             | 2040-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335AYT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23551094 | PA      | $21297946.17   | 0.04%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138ERTM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4962333 | PA      | $4792717.15    | 0.01%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP          | Stifel Financial Corp                                                           | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |   51140000 | PA      | $49661249.06   | 0.09%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    7575000 | PA      | $6812036.76    | 0.01%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| AETNA INC                      | Aetna Inc                                                                       | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    9165000 | PA      | $9876366.50    | 0.02%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AGREE LP                       | Agree LP                                                                        | CUSIP: 008513AA1<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4618328.50    | 0.01%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV              | CNH Industrial NV                                                               | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |   23656000 | PA      | $23414728.91   | 0.04%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                    | Cargill Inc                                                                     | CUSIP: 141781CB8<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   10200000 | PA      | $10095724.18   | 0.02%             | 2033-04-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC               | Carlisle Cos Inc                                                                | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $14952820.00   | 0.03%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP            | Carrier Global Corp                                                             | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    6861000 | PA      | $6407601.24    | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   15325000 | PA      | $13843653.32   | 0.02%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2015-GC35                                   | CUSIP: 17324KAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14680613 | PA      | $14605393.59   | 0.03%             | 2048-11-10      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2017-P7                                     | CUSIP: 17325HBP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12275000 | PA      | $12139646.03   | 0.02%             | 2050-04-14      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP       | Citizens Financial Group Inc                                                    | CUSIP: 174610AR6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9952708.00    | 0.02%             | 2026-07-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING             | CNO Global Funding                                                              | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9472904.70    | 0.02%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                  | DTE Energy Co                                                                   | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $12710595.88   | 0.02%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ENI SPA                        | Eni SpA                                                                         | CUSIP: 26874RAJ7<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   18250000 | PA      | $18147812.23   | 0.03%             | 2029-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC           | ERAC USA Finance LLC                                                            | CUSIP: 26884TAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   20625000 | PA      | $20495694.24   | 0.04%             | 2026-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS INC            | Eagle Materials Inc                                                             | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10532565.89   | 0.02%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN               | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    3674000 | PA      | $3134705.08    | 0.01%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                   | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   40000000 | PA      | $40104191.60   | 0.07%             | 2026-06-26      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                  | Aircastle Ltd                                                                   | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    9482000 | PA      | $9830535.18    | 0.02%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                    | Ameren Corp                                                                     | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $18978543.60   | 0.03%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER        | American Electric Power Co Inc                                                  | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   10175000 | PA      | $6678362.57    | 0.01%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP        | American National Group Inc                                                     | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12123781.80   | 0.02%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL         | American International Group Inc                                                | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $10601201.63   | 0.02%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2019-C17 Commercial Mortgage Trust                                        | CUSIP: 12597BAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16475000 | PA      | $15586427.47   | 0.03%             | 2052-09-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2016-C7 Commercial Mortgage Trust                                         | CUSIP: 12637UAW9<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4971033.50    | 0.01%             | 2049-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION GLO FNDG         | Constellation Global Funding                                                    | CUSIP: 21038N2A8<br>LEI: 254900OP9HLIALC2HZ12 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $44097972.75   | 0.08%             | 2030-10-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 225313AM7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    6800000 | PA      | $6379644.20    | 0.01%             | 2030-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC               | Crown Castle Inc                                                                | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9880937.60    | 0.02%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC               | Crown Castle Inc                                                                | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   20400000 | PA      | $20111552.36   | 0.04%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI | Dallas Fort Worth International Airport                                         | CUSIP: 2350366U9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5000000 | PA      | $4396573.50    | 0.01%             | 2032-11-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC            | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |   53000000 | PA      | $48813092.75   | 0.09%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    7500000 | PA      | $7577406.60    | 0.01%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                        | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2984203.50    | 0.01%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                    | Equinix Inc                                                                     | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1904185.26    | 0.00%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC       | Evergy Missouri West Inc                                                        | CUSIP: 30037EAB9<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |   13700000 | PA      | $13987404.77   | 0.02%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31371NU45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15687 | PA      | $15754.60      | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138E0RK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2177440 | PA      | $2102999.81    | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622AB4S8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19641497 | PA      | $18434274.16   | 0.03%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X8MZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5134204 | PA      | $4422145.89    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XCTA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5241671 | PA      | $5176893.97    | 0.01%             | 2039-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XDX68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29496461 | PA      | $24275276.31   | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XJG31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19935448 | PA      | $19388063.88   | 0.03%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138W7GD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2395625 | PA      | $2194658.90    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WHLW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12406009 | PA      | $11189786.54   | 0.02%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138X8ZJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3213129 | PA      | $3101221.41    | 0.01%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402CPJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3265560 | PA      | $3234738.43    | 0.01%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXGW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14755843 | PA      | $14687957.24   | 0.03%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP               | HF Sinclair Corp                                                                | CUSIP: 403949AC4<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7825126.48    | 0.01%             | 2030-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC              | Healthpeak OP LLC                                                               | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4026431.92    | 0.01%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER           | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6573413.98    | 0.01%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2024-3                                                | CUSIP: 89183FAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   64743655 | PA      | $64434232.03   | 0.11%             | 2065-07-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  567400000 | PA      | $413426256.39  | 0.73%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622AC5N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   63071997 | PA      | $65127340.50   | 0.12%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust | Home Partners of America 2021-2 Trust                                           | CUSIP: 43732VAT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   76128851 | PA      | $74702333.49   | 0.13%             | 2026-12-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC         | UnitedHealth Group Inc                                                          | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    8275000 | PA      | $6965891.19    | 0.01%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   10650000 | PA      | $10841152.16   | 0.02%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XLDH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   75030902 | PA      | $66276374.41   | 0.12%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XLVN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8573701 | PA      | $8917583.31    | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XQQ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   81823636 | PA      | $71379507.34   | 0.13%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19425944.00   | 0.03%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10055150.10   | 0.02%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FOX CORP                       | Fox Corp                                                                        | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7512378.58    | 0.01%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179N2J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   23345489 | PA      | $22095526.84   | 0.04%             | 2044-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENPACT UK/USA INC             | Genpact UK Finco plc / Genpact USA Inc                                          | CUSIP: 37256EAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $9792942.10    | 0.02%             | 2030-11-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272AQ1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1979746.98    | 0.00%             | 2027-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272AV0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $11072089.93   | 0.02%             | 2029-03-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   61437000 | PA      | $55867264.11   | 0.10%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   27583000 | PA      | $28156600.07   | 0.05%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA              | National Grid USA                                                               | CUSIP: 49337WAC4<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $7274989.80    | 0.01%             | 2030-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                     | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   95282000 | PA      | $85956668.72   | 0.15%             | 2030-08-21      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH FEDERAL L | New Hampshire Business Finance Authority                                        | CUSIP: 63607VAF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   35000000 | PA      | $25559159.50   | 0.05%             | 2032-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63861VAB3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   11948000 | PA      | $11865459.99   | 0.02%             | 2029-03-08      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2024-NQM2                                   | CUSIP: 64832BAC9<br>LEI: 213800Z6O4V4V96AU133 | Long             | ABS-MBS          | CORP              | US        |   38623874 | PA      | $38491455.90   | 0.07%             | 2064-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2022-NQM2 Trust                                                             | CUSIP: 67448DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   65911338 | PA      | $63261945.60   | 0.11%             | 2062-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   29260000 | PA      | $33305985.02   | 0.06%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OCHSNER LSU HEALTH SYST        | Ochsner LSU Health System of North Louisiana                                    | CUSIP: 67555JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   26620000 | PA      | $22736596.67   | 0.04%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   60574000 | PA      | $57189646.42   | 0.10%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA         | Skandinaviska Enskilda Banken AB                                                | CUSIP: 830505BB8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   10000000 | PA      | $10247658.00   | 0.02%             | 2029-03-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING        | Corebridge Global Funding                                                       | CUSIP: 00138CBD9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $18110496.96   | 0.03%             | 2028-01-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19209290.60   | 0.03%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $6557363.90    | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                    | Ameren Corp                                                                     | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   41650000 | PA      | $42102558.49   | 0.07%             | 2035-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF           | American National Global Funding                                                | CUSIP: 02771D2E3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   37100000 | PA      | $36312200.05   | 0.06%             | 2031-01-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMFAM HOLDINGS INC             | AmFam Holdings Inc                                                              | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5900000 | PA      | $5175386.66    | 0.01%             | 2031-03-11      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA               | ArcelorMittal SA                                                                | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   14600000 | PA      | $15355646.07   | 0.03%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA               | ArcelorMittal SA                                                                | CUSIP: 03938LBH6<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    9000000 | PA      | $9155399.67    | 0.02%             | 2054-06-17      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   21434000 | PA      | $22057129.89   | 0.04%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $11214401.33   | 0.02%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   38369000 | PA      | $38906533.19   | 0.07%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                   | Assurant Inc                                                                    | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    9250000 | PA      | $9268764.64    | 0.02%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORPORATI       | Augusta SpinCo Corp                                                             | CUSIP: 051473AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16500000 | PA      | $16454838.51   | 0.03%             | 2029-03-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORPORATI       | Augusta SpinCo Corp                                                             | CUSIP: 051473AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13275000 | PA      | $13229074.08   | 0.02%             | 2033-03-23      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP        | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   15000000 | PA      | $13406558.10   | 0.02%             | 2035-11-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                      | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   31000000 | PA      | $31864400.28   | 0.06%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-5C38                                                  | CUSIP: 05556RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3106000 | PA      | $3154562.93    | 0.01%             | 2058-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4413672.15    | 0.01%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10207986.70   | 0.02%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP          | Bank of Ireland Group PLC                                                       | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   20975000 | PA      | $20705074.61   | 0.04%             | 2027-09-30      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP          | Bank of Ireland Group PLC                                                       | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   67824000 | PA      | $69555610.47   | 0.12%             | 2030-03-20      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                | CUSIP: 06368L3K0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $3036507.90    | 0.01%             | 2027-06-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   23300000 | PA      | $22289545.17   | 0.04%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAH0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   40000000 | PA      | $40509667.60   | 0.07%             | 2027-06-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   45000000 | PA      | $45377796.60   | 0.08%             | 2029-02-14      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK8                                                                  | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   68313000 | PA      | $66664327.23   | 0.12%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL         | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675DCE0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   22290000 | PA      | $22377381.04   | 0.04%             | 2027-07-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   52900000 | PA      | $55476357.49   | 0.10%             | 2034-05-09      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    5875000 | PA      | $6036905.89    | 0.01%             | 2030-03-12      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   18000000 | PA      | $18200328.66   | 0.03%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738EDJ1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   19000000 | PA      | $18583778.40   | 0.03%             | 2032-02-24      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                    | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    1225000 | PA      | $991189.69     | 0.00%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2018-B6 Mortgage Trust                                                | CUSIP: 08162CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20140000 | PA      | $19986652.03   | 0.04%             | 2051-10-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V13 Mortgage Trust                                               | CUSIP: 08164AAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   68500000 | PA      | $69592027.00   | 0.12%             | 2058-02-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V11 Mortgage Trust                                               | CUSIP: 081921AY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   40368616 | PA      | $41316672.81   | 0.07%             | 2057-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG       | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   18425000 | PA      | $17905139.91   | 0.03%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   27000000 | PA      | $25957059.93   | 0.05%             | 2028-09-30      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   43447000 | PA      | $39395976.09   | 0.07%             | 2032-04-19      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    2175000 | PA      | $2141721.72    | 0.00%             | 2028-01-20      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   10000000 | PA      | $8989579.10    | 0.02%             | 2033-01-20      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   32300000 | PA      | $32791775.90   | 0.06%             | 2030-11-19      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   16918000 | PA      | $16977628.51   | 0.03%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    9825000 | PA      | $10067604.70   | 0.02%             | 2034-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $10195030.32   | 0.02%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust   | CD 2018-CD7 Mortgage Trust                                                      | CUSIP: 12512JAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7400000 | PA      | $7351185.90    | 0.01%             | 2051-08-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE            | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8895031.20    | 0.02%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2020-C19 Commercial Mortgage Trust                                        | CUSIP: 12597NAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9500000 | PA      | $8626796.10    | 0.02%             | 2053-03-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP             | CNA Financial Corp                                                              | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6852916.98    | 0.01%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2018-CX11 Commercial Mortgage Trust                                       | CUSIP: 12652UAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6864186 | PA      | $6807803.57    | 0.01%             | 2051-04-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   44155000 | PA      | $38757195.20   | 0.07%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6551430.47    | 0.01%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   15000000 | PA      | $15298066.35   | 0.03%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   40205000 | PA      | $41572540.11   | 0.07%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    7950000 | PA      | $8215677.31    | 0.01%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP            | Carrier Global Corp                                                             | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7877049.80    | 0.01%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE                | Cellnex Finance Co SA                                                           | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |   51774000 | PA      | $40907867.03   | 0.07%             | 2041-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   22866000 | PA      | $23289022.37   | 0.04%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9B43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2178845 | PA      | $2070224.88    | 0.00%             | 2041-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO        | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10441144.50   | 0.02%             | 2043-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH            | CommonSpirit Health                                                             | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   17635000 | PA      | $16868671.60   | 0.03%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                | Concentrix Corp                                                                 | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   62000000 | PA      | $61621154.58   | 0.11%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC       | Constellation Brands Inc                                                        | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    7950000 | PA      | $7842764.60    | 0.01%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO            | Consumers Energy Co                                                             | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    9400000 | PA      | $6657949.59    | 0.01%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC         | Cox Communications Inc                                                          | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $12735253.30   | 0.02%             | 2035-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJVB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16419071 | PA      | $15438493.92   | 0.03%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7WS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24714331 | PA      | $23972841.47   | 0.04%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10128994.30   | 0.02%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C52                                  | CUSIP: 95002MAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $9431080.00    | 0.02%             | 2052-08-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg | DBJPM 2017-C6 Mortgage Trust                                                    | CUSIP: 23312JAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23800000 | PA      | $23429217.42   | 0.04%             | 2050-06-10      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO              | DXC Technology Co                                                               | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |   79300000 | PA      | $74465737.19   | 0.13%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                | Danske Bank A/S                                                                 | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   36318000 | PA      | $37353483.20   | 0.07%             | 2030-03-01      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6123220.44    | 0.01%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   36351000 | PA      | $34174398.81   | 0.06%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   27750000 | PA      | $27880710.27   | 0.05%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   13500000 | PA      | $13449148.61   | 0.02%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                 | Capital One NA                                                                  | CUSIP: 25466AAP6<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   32508000 | PA      | $32644693.86   | 0.06%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $5033285.10    | 0.01%             | 2028-01-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4362061.40    | 0.01%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   10000000 | PA      | $9082257.60    | 0.02%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   30000000 | PA      | $30736841.70   | 0.05%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4795300.75    | 0.01%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4431223.50    | 0.01%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14271599.25   | 0.03%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $16884972.90   | 0.03%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $40201692.80   | 0.07%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   55275000 | PA      | $55443384.79   | 0.10%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC        | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6499201.80    | 0.01%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ENI SPA                        | Eni SpA                                                                         | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    6675000 | PA      | $6923534.41    | 0.01%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                        | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    5493000 | PA      | $5876827.44    | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                        | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3266935.95    | 0.01%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4550000 | PA      | $4400587.65    | 0.01%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5797000 | PA      | $5663983.66    | 0.01%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132A5HH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14370279 | PA      | $14140884.77   | 0.03%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132D6NR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3471880 | PA      | $3304170.82    | 0.01%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $12478710.79   | 0.02%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FMR LLC                        | FMR LLC                                                                         | CUSIP: 30251BAD0<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1757646.85    | 0.00%             | 2033-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7JH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1201993 | PA      | $1215414.65    | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJVQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6029897 | PA      | $5480448.64    | 0.01%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WFPR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1437310 | PA      | $1383386.62    | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WJMU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10719777 | PA      | $9702110.79    | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $18174253.00   | 0.03%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC         | Takeoff Merger Sub Inc                                                          | CUSIP: 873923AE6<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |   30225000 | PA      | $29847027.61   | 0.05%             | 2031-03-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT             | UBS AG/Stamford CT                                                              | CUSIP: 90261AAH5<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   17000000 | PA      | $16941497.90   | 0.03%             | 2032-02-16      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WLAT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28186324 | PA      | $27088990.09   | 0.05%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402C4J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1415392 | PA      | $1443453.79    | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402QTR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30461 | PA      | $31519.13      | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2017-GS8                                           | CUSIP: 36254KAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23655000 | PA      | $23280330.82   | 0.04%             | 2050-11-10      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION               | LG Energy Solution Ltd                                                          | CUSIP: 50205MAJ8<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    7500000 | PA      | $7491615.38    | 0.01%             | 2035-04-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   32814000 | PA      | $33468696.72   | 0.06%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP          | Lincoln National Corp                                                           | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   20010000 | PA      | $18827322.16   | 0.03%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   12000000 | PA      | $12329387.16   | 0.02%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY HOMEO | Minnesota Housing Finance Agency                                                | CUSIP: 60416QGX6<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |    4284844 | PA      | $3847787.97    | 0.01%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   37365000 | PA      | $37795377.54   | 0.07%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP           | Targa Resources Corp                                                            | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   22200000 | PA      | $23478281.55   | 0.04%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   10760000 | PA      | $9727167.83    | 0.02%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD           | Woodside Finance Ltd                                                            | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   26000000 | PA      | $25590881.68   | 0.05%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS         | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAB8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   11967000 | PA      | $12099809.05   | 0.02%             | 2039-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   29050000 | PA      | $24029242.31   | 0.04%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2018-4                                                | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9228601 | PA      | $8730961.27    | 0.02%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8D32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1964732 | PA      | $1898248.55    | 0.00%             | 2037-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31292G2S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15469 | PA      | $16009.94      | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3131XJK35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8249585 | PA      | $7746957.45    | 0.01%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132A8ZF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14062007 | PA      | $13659087.28   | 0.02%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DPMZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27313896 | PA      | $28335106.61   | 0.05%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DTGB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20942057 | PA      | $21106352.09   | 0.04%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVLF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7013566 | PA      | $6019516.34    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132E0YM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   97032627 | PA      | $93108904.51   | 0.16%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335AMN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     594340 | PA      | $601621.76     | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335ANJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10041167 | PA      | $9440416.87    | 0.02%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335AU30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2159709 | PA      | $2041290.70    | 0.00%             | 2043-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335BCZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21601625 | PA      | $19534975.72   | 0.03%             | 2047-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KPQ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   74491880 | PA      | $74259061.95   | 0.13%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KYUP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   66069427 | PA      | $58297573.65   | 0.10%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KYUU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9531363 | PA      | $8403465.40    | 0.01%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133USJT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   43481145 | PA      | $35439970.53   | 0.06%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FJXV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1375000 | PA      | $1371366.01    | 0.00%             | 2028-09-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138Y64A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3313621 | PA      | $3279357.84    | 0.01%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402DJS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      56894 | PA      | $58062.13      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXHH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17766481 | PA      | $16940486.82   | 0.03%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132D9HT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8882994 | PA      | $7986757.77    | 0.01%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DMWJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13369126 | PA      | $11432813.33   | 0.02%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DQGL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  170340292 | PA      | $138766552.33  | 0.25%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DSQJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   35593052 | PA      | $29003133.65   | 0.05%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2018-6                                                | CUSIP: 89176LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1022469 | PA      | $1018082.08    | 0.00%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2020-MH1                                              | CUSIP: 89178YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3390706 | PA      | $3338550.62    | 0.01%             | 2060-02-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Asset Trust         | Towd Point Asset Trust 2021-SL1                                                 | CUSIP: 89179XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2889600 | PA      | $2810301.32    | 0.00%             | 2061-11-20      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER               | Triton Container International Ltd                                              | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   21000000 | PA      | $20977540.08   | 0.04%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2018-C11                                          | CUSIP: 90276XAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16652859 | PA      | $16519889.25   | 0.03%             | 2051-06-15      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1272625000 | PA      | $1266808709.24 | 2.24%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5091542.54    | 0.01%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP             | Valero Energy Corp                                                              | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   14150000 | PA      | $13718057.10   | 0.02%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU       | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   24825000 | PA      | $23597128.19   | 0.04%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   28793000 | PA      | $28447563.18   | 0.05%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   16325000 | PA      | $15834167.65   | 0.03%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7019085.60    | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DUDL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24387640 | PA      | $22085960.95   | 0.04%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25665819 | PA      | $21156994.28   | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL        | Western-Southern Global Funding                                                 | CUSIP: 95954A2C6<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $48693505.00   | 0.09%             | 2032-12-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XGDP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31043330 | PA      | $27179205.03   | 0.05%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE       | First Citizens BancShares Inc/NC                                                | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   17500000 | PA      | $17352577.73   | 0.03%             | 2031-03-12      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE       | First Citizens BancShares Inc/NC                                                | CUSIP: 31959XAJ2<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $28984689.60   | 0.05%             | 2032-03-03      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4942320.10    | 0.01%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR III        | Five Corners Funding Trust III                                                  | CUSIP: 33830GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18000000 | PA      | $18563959.62   | 0.03%             | 2033-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO       | Flex Intermediate Holdco LLC                                                    | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |   24170000 | PA      | $22007585.99   | 0.04%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO       | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14300413.05   | 0.03%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18274174 | PA      | $17019657.46   | 0.03%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QCWG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   56599081 | PA      | $50814921.18   | 0.09%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING        | Corebridge Global Funding                                                       | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10131097.40   | 0.02%             | 2029-06-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X6QN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6547105 | PA      | $6405019.41    | 0.01%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XAZ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26832058 | PA      | $23024716.27   | 0.04%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XCYA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  101400791 | PA      | $87004593.54   | 0.15%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XD2P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14038282 | PA      | $12040009.89   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16663324 | PA      | $15470980.72   | 0.03%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418DT93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27853308 | PA      | $23715316.37   | 0.04%             | 2040-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  115594507 | PA      | $116742661.48  | 0.21%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV        | Fidelity National Information Services Inc                                      | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $5101011.90    | 0.01%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund                                      | CUSIP: 31846V211<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |  909933809 | NS      | $909933809.23  | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LTD                       | Flex Ltd                                                                        | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   19675000 | PA      | $19332677.23   | 0.03%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   38000000 | PA      | $37801726.64   | 0.07%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397J61<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   15875000 | PA      | $15589727.68   | 0.03%             | 2031-04-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT             | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-3                   | CUSIP: 35563PSB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22392610 | PA      | $18057083.02   | 0.03%             | 2060-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179MG53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   32833448 | PA      | $31120359.23   | 0.06%             | 2042-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179NLE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22075072 | PA      | $21225259.09   | 0.04%             | 2043-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179NNB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   31190825 | PA      | $29986787.32   | 0.05%             | 2043-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179NTE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   30636495 | PA      | $29450674.89   | 0.05%             | 2043-11-20      | 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        |   20493154 | PA      | $19290292.29   | 0.03%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179SB97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6122067 | PA      | $5863278.92    | 0.01%             | 2046-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179UMN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   27228805 | PA      | $27448991.22   | 0.05%             | 2049-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36184HMM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4550306 | PA      | $4196157.38    | 0.01%             | 2045-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622A3BU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15655130 | PA      | $14173341.67   | 0.03%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ABA85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   26782486 | PA      | $23057095.33   | 0.04%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ACN22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   37526995 | PA      | $38135449.12   | 0.07%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO        | Arthur J Gallagher & Co                                                         | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    5625000 | PA      | $3847878.56    | 0.01%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                      | IQVIA Inc                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12472032.00   | 0.02%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                | JAB Holdings BV                                                                 | CUSIP: 46653KAB4<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |   11750000 | PA      | $7978621.18    | 0.01%             | 2051-05-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC        | Jefferies Financial Group Inc                                                   | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1409045.68    | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   14008000 | PA      | $15638118.10   | 0.03%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   18375000 | PA      | $18509651.27   | 0.03%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   61006000 | PA      | $39675998.20   | 0.07%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $13786940.72   | 0.02%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    7025000 | PA      | $6577712.49    | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM           | Adventist Health System/West                                                    | CUSIP: 007944AF8<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |   19250000 | PA      | $18313845.94   | 0.03%             | 2029-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                  | Aircastle Ltd                                                                   | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   12131000 | PA      | $11751931.36   | 0.02%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   30000000 | PA      | $30878289.00   | 0.05%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC            | Elevance Health Inc                                                             | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    9975000 | PA      | $9958620.15    | 0.02%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                  | ArcelorMittal SA                                                                | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    7328000 | PA      | $7791717.01    | 0.01%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP        | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AV8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   12000000 | PA      | $12209277.96   | 0.02%             | 2036-06-18      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                 | AutoNation Inc                                                                  | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17500000 | PA      | $17354511.13   | 0.03%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                      | CUSIP: 05366DAA6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6841517.28    | 0.01%             | 2030-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   24000000 | PA      | $24078996.48   | 0.04%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    8000000 | PA      | $8087227.76    | 0.01%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                  | BGC Group Inc                                                                   | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |   19542000 | PA      | $20162071.76   | 0.04%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   45131000 | PA      | $45115507.43   | 0.08%             | 2026-05-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC             | BMW US Capital LLC                                                              | CUSIP: 05565EDG7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   14200000 | PA      | $14173552.22   | 0.03%             | 2029-03-19      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III            | LYB International Finance III LLC                                               | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14909993.70   | 0.03%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III            | LYB International Finance III LLC                                               | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    5925000 | PA      | $5932208.41    | 0.01%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    5400000 | PA      | $5535246.35    | 0.01%             | 2030-01-18      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   18350000 | PA      | $16176098.80   | 0.03%             | 2032-01-20      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST           | LXP Industrial Trust                                                            | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    2957000 | PA      | $3100169.75    | 0.01%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC       | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    2087000 | PA      | $2076283.99    | 0.00%             | 2029-02-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179MAX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   51027404 | PA      | $48365341.43   | 0.09%             | 2042-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ADAM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  107678884 | PA      | $93234687.65   | 0.16%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ADAN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   77302121 | PA      | $66120848.12   | 0.12%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   89350000 | PA      | $87910229.29   | 0.16%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE INSURANCE        | Guardian Life Insurance Co of America/The                                       | CUSIP: 401378AC8<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |   24727000 | PA      | $19956370.44   | 0.04%             | 2077-01-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP               | HF Sinclair Corp                                                                | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   13875000 | PA      | $14176716.87   | 0.03%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $14868732.00   | 0.03%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2026-5C14 Mortgage Trust                                                    | CUSIP: 05594WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  113225000 | PA      | $115133101.67  | 0.20%             | 2059-03-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   15000000 | PA      | $15765135.90   | 0.03%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   17286000 | PA      | $16663704.17   | 0.03%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| HP INC                         | HP Inc                                                                          | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $34385128.75   | 0.06%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP        | Hanover Insurance Group Inc/The                                                 | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |   10550000 | PA      | $9565286.32    | 0.02%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BA1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    3775000 | PA      | $3750619.43    | 0.01%             | 2033-05-17      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   36500000 | PA      | $38340037.64   | 0.07%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   37683000 | PA      | $37018704.86   | 0.07%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC       | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    2231000 | PA      | $1619244.70    | 0.00%             | 2050-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   18500000 | PA      | $18248600.36   | 0.03%             | 2028-11-07      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   28000000 | PA      | $28424352.88   | 0.05%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25257282.50   | 0.04%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD             | Macquarie Bank Ltd                                                              | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   12550000 | PA      | $11909159.48   | 0.02%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD            | Macquarie Group Ltd                                                             | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   56525000 | PA      | $50574051.96   | 0.09%             | 2033-01-14      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD       | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   46750000 | PA      | $46510883.57   | 0.08%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO           | Maple Parent Holdings Corp                                                      | CUSIP: 56530KAD8<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5941359.78    | 0.01%             | 2056-03-26      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13593278.25   | 0.02%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11425000 | PA      | $11736826.64   | 0.02%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST EDUCTNL FING  | Massachusetts Educational Financing Authority                                   | CUSIP: 57563NAB4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    5353946 | PA      | $5312346.34    | 0.01%             | 2033-05-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust       | Mill City Mortgage Loan Trust 2021-NMR1                                         | CUSIP: 59982HAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6212035 | PA      | $6000528.59    | 0.01%             | 2060-11-25      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $10275747.70   | 0.02%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $21670410.25   | 0.04%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8300000 | PA      | $8390771.79    | 0.01%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T | Morgan Stanley Mortgage Loan Trust 2004-7AR                                     | CUSIP: 61748HCE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     384461 | PA      | $381180.28     | 0.00%             | 2034-09-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR17                                                                | CUSIP: 06211GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  102281000 | PA      | $104310930.09  | 0.18%             | 2058-11-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR7                                                                 | CUSIP: 06211UBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  121425000 | PA      | $125211796.48  | 0.22%             | 2057-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL       | Martin Marietta Materials Inc                                                   | CUSIP: 573284AJ5<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     893000 | PA      | $942683.84     | 0.00%             | 2037-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO        | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AL2<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   11175000 | PA      | $8831069.56    | 0.02%             | 2077-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAY3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   54360000 | PA      | $53864527.63   | 0.10%             | 2030-02-02      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK4                                                                  | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   44885000 | PA      | $44356084.14   | 0.08%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                     | CUSIP: 61767EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   41287079 | PA      | $40754640.83   | 0.07%             | 2052-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2021-L7                                          | CUSIP: 61772TBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7295000 | PA      | $6448203.70    | 0.01%             | 2054-10-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2026-5YR20                                                                | CUSIP: 06650JAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30000000 | PA      | $30434049.00   | 0.05%             | 2059-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   20000000 | PA      | $19917200.80   | 0.04%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                      | Mosaic Co/The                                                                   | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4403710.15    | 0.01%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                     | NBN Co Ltd                                                                      | CUSIP: 62878U2B7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   18875000 | PA      | $17212944.32   | 0.03%             | 2031-05-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2023-A                                | CUSIP: 638961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   41371854 | PA      | $41837878.62   | 0.07%             | 2071-10-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC            | NatWest Markets PLC                                                             | CUSIP: 63906YAU2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   21000000 | PA      | $21043462.65   | 0.04%             | 2031-03-27      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                     | MasTec Inc                                                                      | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4945734.20    | 0.01%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1138000 | PA      | $1352029.54    | 0.00%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2021-G                                | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10041954 | PA      | $9066937.39    | 0.02%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2022-A                                | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15538238 | PA      | $14108707.84   | 0.02%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL             | nVent Finance Sarl                                                              | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    5000000 | PA      | $5126686.10    | 0.01%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC            | Quanta Services Inc                                                             | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    8275000 | PA      | $7675475.34    | 0.01%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP             | Regal Rexnord Corp                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   31017000 | PA      | $31812602.18   | 0.06%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP             | Regal Rexnord Corp                                                              | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5238859.75    | 0.01%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC               | Ryder System Inc                                                                | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15165298.95   | 0.03%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION       | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    9723900 | PA      | $10138802.28   | 0.02%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL       | Sammons Financial Group Global Funding                                          | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   17500000 | PA      | $17669834.88   | 0.03%             | 2029-12-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBB7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   12000000 | PA      | $8618235.72    | 0.02%             | 2041-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   60000000 | PA      | $59459992.20   | 0.11%             | 2035-09-10      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC           | Bayer US Finance LLC                                                            | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15579774.15   | 0.03%             | 2029-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BECLE SA DE CV                 | Becle SAB de CV                                                                 | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |   39493000 | PA      | $33916983.33   | 0.06%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO          | Becton Dickinson & Co                                                           | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13987328.40   | 0.02%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B31 Mortgage Trust                                               | CUSIP: 08163MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   42125000 | PA      | $37536736.58   | 0.07%             | 2054-12-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC         | Bimbo Bakeries USA Inc                                                          | CUSIP: 09031WAA1<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |   20009000 | PA      | $15135338.44   | 0.03%             | 2051-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659T2D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    7600000 | PA      | $7705172.83    | 0.01%             | 2035-11-19      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $5043159.65    | 0.01%             | 2031-05-09      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W3E2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   10500000 | PA      | $10267119.24   | 0.02%             | 2034-01-15      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2024-5C7 Mortgage Trust                                                     | CUSIP: 09660WAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   31475000 | PA      | $31858393.83   | 0.06%             | 2057-11-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG       | New York Life Global Funding                                                    | CUSIP: 64952WFG3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   12050000 | PA      | $12247624.58   | 0.02%             | 2029-06-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   26150000 | PA      | $26332751.89   | 0.05%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   20000000 | PA      | $20417310.00   | 0.04%             | 2031-05-22      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP           | Southern Copper Corp                                                            | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5717095.00    | 0.01%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING        | Corebridge Global Funding                                                       | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5076431.55    | 0.01%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AIG SUNAMER GLOB FIN X         | AIG SunAmerica Global Financing X                                               | CUSIP: 00139PAA6<br>LEI: 549300Q3UB1GMKCGGR05 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $27109133.50   | 0.05%             | 2032-03-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                 | Air Lease Corp                                                                  | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10208910.00   | 0.02%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP             | CNA Financial Corp                                                              | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   15225000 | PA      | $15438750.47   | 0.03%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi | Countrywide Asset-Backed Certificates                                           | CUSIP: 126673TD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      33758 | PA      | $33644.91      | 0.00%             | 2035-02-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                                    | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    9067000 | PA      | $8828927.42    | 0.02%             | 2037-01-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14758627.05   | 0.03%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA         | BP Capital Markets America Inc                                                  | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    7600000 | PA      | $7624593.75    | 0.01%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254CC2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   48200000 | PA      | $42865860.24   | 0.08%             | 2032-06-29      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254CU2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   13850000 | PA      | $14617334.87   | 0.03%             | 2034-07-06      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC              | Store Capital LLC                                                               | CUSIP: 862123AC0<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   11900000 | PA      | $11796326.61   | 0.02%             | 2031-02-11      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   33650000 | PA      | $35020035.86   | 0.06%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8D40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1094746 | PA      | $1077645.57    | 0.00%             | 2037-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31292SAD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2882713 | PA      | $2723777.45    | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 312939RG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     231063 | PA      | $233812.92     | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132J85A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2062388 | PA      | $1891361.38    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335A2F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12001512 | PA      | $10999020.16   | 0.02%             | 2045-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133L73L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20251061 | PA      | $18455082.01   | 0.03%             | 2036-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133USJV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   28230292 | PA      | $22997666.76   | 0.04%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418MH39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     335250 | PA      | $341518.89     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS         | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAH6<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   24325000 | PA      | $24416416.03   | 0.04%             | 2027-08-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272BH0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $3936461.22    | 0.01%             | 2051-09-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272BL1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20613362.00   | 0.04%             | 2033-05-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO       | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   18525000 | PA      | $16462013.39   | 0.03%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JPMCC Commercial Mortgage Securities Trust 2017-JP7                             | CUSIP: 465968AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10500000 | PA      | $10375397.55   | 0.02%             | 2050-09-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC           | Jacobs Solutions Inc                                                            | CUSIP: 46982LAB4<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |   15225000 | PA      | $14848156.59   | 0.03%             | 2036-03-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO       | British Telecommunications PLC                                                  | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   83243000 | PA      | $99425564.90   | 0.18%             | 2030-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL       | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |   11300000 | PA      | $10569540.43   | 0.02%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB       | Svenska Handelsbanken AB                                                        | CUSIP: 86959LAH6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   15000000 | PA      | $14916549.15   | 0.03%             | 2027-06-11      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   11500000 | PA      | $11488712.18   | 0.02%             | 2029-07-29      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                   | KBC Group NV                                                                    | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   18375000 | PA      | $18494535.81   | 0.03%             | 2030-10-16      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                    | Kemper Corp                                                                     | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7222060.48    | 0.01%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    3775000 | PA      | $3402432.91    | 0.01%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE        | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    5888000 | PA      | $5829466.21    | 0.01%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC          | Time Warner Cable LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     893000 | PA      | $900318.90     | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC          | Time Warner Cable LLC                                                           | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    6320000 | PA      | $6613091.58    | 0.01%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC          | Time Warner Cable LLC                                                           | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    2767000 | PA      | $2745613.52    | 0.00%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2017-6                                                | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4329916 | PA      | $4276362.59    | 0.01%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| 200 PARK FUNDING TRUST         | 200 Park Funding Trust                                                          | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21925000 | PA      | $21064621.78   | 0.04%             | 2055-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT          | Freeport Indonesia PT                                                           | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |   15000000 | PA      | $14912245.50   | 0.03%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC       | Broadstone Net Lease LLC                                                        | CUSIP: 11134GAA8<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5901688.08    | 0.01%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   80745000 | PA      | $75310544.17   | 0.13%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| RTX CORP                       | RTX Corp                                                                        | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $3945430.02    | 0.01%             | 2050-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| RTX CORP                       | RTX Corp                                                                        | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   24375000 | PA      | $22284829.37   | 0.04%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RELIANCE INC                   | Reliance Inc                                                                    | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8982650.60    | 0.02%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan T | Renaissance Home Equity Loan Trust 2007-1                                       | CUSIP: 75970JAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2482525 | PA      | $597566.18     | 0.00%             | 2037-04-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP           | Targa Resources Corp                                                            | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   15925000 | PA      | $16050000.90   | 0.03%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL         | Telecom Italia Capital SA                                                       | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    1373000 | PA      | $1482726.04    | 0.00%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   33100000 | PA      | $28742007.33   | 0.05%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| TEXAS ST PRIV ACTIVITY BOND SU | Texas Private Activity Bond Surface Transportation Corp                         | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    8800000 | PA      | $7015074.88    | 0.01%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2022-3                                                | CUSIP: 89180NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  114819596 | PA      | $108355539.36  | 0.19%             | 2062-08-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2024-2                                                | CUSIP: 89183AAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  132051169 | PA      | $134098503.51  | 0.24%             | 2064-12-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT       | Triton Container International Ltd / TAL International Container Corp           | CUSIP: 89681LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   23150000 | PA      | $22666834.04   | 0.04%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO       | Tucson Electric Power Co                                                        | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $5038523.35    | 0.01%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   40000000 | PA      | $38892187.60   | 0.07%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BP4<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   16631000 | PA      | $16880303.68   | 0.03%             | 2032-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3275000 | PA      | $2692051.97    | 0.00%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE            | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   26333000 | PA      | $25078011.88   | 0.04%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust   | CD 2019-CD8 Mortgage Trust                                                      | CUSIP: 12515BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20900000 | PA      | $19602089.10   | 0.03%             | 2057-08-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate  | Cantor Commercial Real Estate Lending 2019-CF3                                  | CUSIP: 12529TAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5651725 | PA      | $5287625.05    | 0.01%             | 2053-01-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP             | CNA Financial Corp                                                              | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11832165.84   | 0.02%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CSX CORP                       | CSX Corp                                                                        | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $7289428.05    | 0.01%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                | CSL Finance PLC                                                                 | CUSIP: 12661PAB5<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    7500000 | PA      | $7402296.00    | 0.01%             | 2029-04-27      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TR 2013       | CVS Pass-Through Trust Series 2013                                              | CUSIP: 12665UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8098416 | PA      | $7642212.57    | 0.01%             | 2036-01-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi | CWABS Asset-Backed Certificates Trust 2005-17                                   | CUSIP: 126670QV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      26239 | PA      | $24873.75      | 0.00%             | 2036-05-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA CMNTY CHOICE FING A | California Community Choice Financing Authority                                 | CUSIP: 13013JDE3<br>LEI: 549300X8VKJ215S2R571 | Long             | DBT              | MUN               | US        |    5000000 | PA      | $5193410.00    | 0.01%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   20000000 | PA      | $21396333.20   | 0.04%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS          | Universal Health Services Inc                                                   | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   24000000 | PA      | $23713221.60   | 0.04%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS          | Universal Health Services Inc                                                   | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9547465.90    | 0.02%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED          | Vale Overseas Ltd                                                               | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   28721000 | PA      | $27334235.24   | 0.05%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SACA                 | Vallourec SACA                                                                  | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |   17400000 | PA      | $18235426.20   | 0.03%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                 | Var Energi ASA                                                                  | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   23850000 | PA      | $23956126.30   | 0.04%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   24000000 | PA      | $23838252.96   | 0.04%             | 2030-01-29      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES        | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     982000 | PA      | $1047968.74    | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP           | Cantor Fitzgerald LP                                                            | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   14250000 | PA      | $14804073.92   | 0.03%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   12938000 | PA      | $13133371.05   | 0.02%             | 2029-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   16000000 | PA      | $16365399.20   | 0.03%             | 2035-05-30      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   49720000 | PA      | $43925981.73   | 0.08%             | 2032-10-19      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   12700000 | PA      | $12994245.03   | 0.02%             | 2034-02-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC               | Carlisle Cos Inc                                                                | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4999714.90    | 0.01%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG       | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   13675000 | PA      | $8233412.00    | 0.01%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   10000000 | PA      | $10035549.20   | 0.02%             | 2029-05-09      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP            | Carrier Global Corp                                                             | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   18500000 | PA      | $16961267.68   | 0.03%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP            | Carrier Global Corp                                                             | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   25975000 | PA      | $25559625.98   | 0.05%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   13061000 | PA      | $11446128.82   | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   18084000 | PA      | $16841602.07   | 0.03%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC             | Cenovus Energy Inc                                                              | CUSIP: 15135UBB4<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |    7000000 | PA      | $6963874.47    | 0.01%             | 2036-03-20      | Fixed         | 5.40%                 | 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        |   22375000 | PA      | $15690212.56   | 0.03%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   45140000 | PA      | $46862266.14   | 0.08%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust 2023-RPL2                                     | CUSIP: 16159RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   53964083 | PA      | $48415874.06   | 0.09%             | 2063-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   25550000 | PA      | $23540644.78   | 0.04%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-5C13 Mortgage Trust                                                    | CUSIP: 09664JAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   83825000 | PA      | $85281870.12   | 0.15%             | 2058-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY              | Bon Secours Mercy Health Inc                                                    | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    8900000 | PA      | $8612450.52    | 0.02%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC              | CBRE Services Inc                                                               | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20820142.00   | 0.04%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC         | Church & Dwight Co Inc                                                          | CUSIP: 17136MAB8<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    6725000 | PA      | $6024957.83    | 0.01%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $22917003.75   | 0.04%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2017-P8                                     | CUSIP: 17326DAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22000000 | PA      | $21553270.20   | 0.04%             | 2050-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| COLONIAL ENTERPRISES INC       | Colonial Enterprises Inc                                                        | CUSIP: 19565CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9973649.50    | 0.02%             | 2035-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| COLORADO ST HSG & FIN AUTH     | Colorado Housing and Finance Authority                                          | CUSIP: 19648GER9<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |   24310000 | PA      | $26046910.60   | 0.05%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COLORADO ST HSG & FIN AUTH     | Colorado Housing and Finance Authority                                          | CUSIP: 19648GH88<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |   15300000 | PA      | $16294737.15   | 0.03%             | 2055-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST         | Commonwealth Bank of Australia                                                  | CUSIP: 202712BK0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $9604345.00    | 0.02%             | 2034-09-12      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE         | Constellation Software Inc/Canada                                               | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |   23000000 | PA      | $23086265.64   | 0.04%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                  | DTE Energy Co                                                                   | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   19000000 | PA      | $19170536.78   | 0.03%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                | DTE Electric Co                                                                 | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    9375000 | PA      | $8936519.81    | 0.02%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC               | DT Midstream Inc                                                                | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7150000 | PA      | $7340889.27    | 0.01%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA         | Daimler Truck Finance North America LLC                                         | CUSIP: 233853BK5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19719880.40   | 0.03%             | 2029-01-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI | Dallas Fort Worth International Airport                                         | CUSIP: 2350366T2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2500000 | PA      | $2231394.50    | 0.00%             | 2031-11-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI | Dallas Fort Worth International Airport                                         | CUSIP: 2350366V7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1220000 | PA      | $1054216.27    | 0.00%             | 2033-11-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                | Danske Bank A/S                                                                 | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   23530000 | PA      | $23495055.13   | 0.04%             | 2028-04-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                | Danske Bank A/S                                                                 | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   15000000 | PA      | $14955696.15   | 0.03%             | 2030-10-02      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   12240000 | PA      | $11375068.85   | 0.02%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   19435000 | PA      | $19169997.17   | 0.03%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   10000000 | PA      | $10360453.50   | 0.02%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC       | Duke Energy Progress LLC                                                        | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    9600000 | PA      | $7237395.65    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS             | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8005903.93    | 0.01%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN               | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AF7<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    4017000 | PA      | $3509143.10    | 0.01%             | 2043-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIENCES COR       | Edwards Lifesciences Corp                                                       | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $17980627.32   | 0.03%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                   | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   14000000 | PA      | $14128846.48   | 0.02%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| CIM Trust                      | CIM TRUST 2022-R3                                                               | CUSIP: 12569DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   40638836 | PA      | $39712001.85   | 0.07%             | 2062-03-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY       | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   12000000 | PA      | $8476490.28    | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   23862000 | PA      | $22976873.95   | 0.04%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $23732060.00   | 0.04%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust Series 2024-RPL1                              | CUSIP: 16159MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   58356113 | PA      | $51524444.76   | 0.09%             | 2064-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS       | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   11750000 | PA      | $12102752.63   | 0.02%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   11180000 | PA      | $12081646.09   | 0.02%             | 2036-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    7603000 | PA      | $7924520.07    | 0.01%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART        | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    8317000 | PA      | $9640689.89    | 0.02%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JANV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7375120 | PA      | $7377172.59    | 0.01%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   28900000 | PA      | $26315067.53   | 0.05%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   35000000 | PA      | $34974880.50   | 0.06%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CCD9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   11300000 | PA      | $11289616.66   | 0.02%             | 2029-03-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu | JPMDB Commercial Mortgage Securities Trust 2017-C7                              | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17170000 | PA      | $16889522.90   | 0.03%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC           | Jacobs Solutions Inc                                                            | CUSIP: 46982LAA6<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |   23700000 | PA      | $23368259.96   | 0.04%             | 2031-03-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO       | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 472140AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   10000000 | PA      | $9812619.10    | 0.02%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC        | Jefferies Financial Group Inc                                                   | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9640827.20    | 0.02%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATIONAL ASSN          | Keybank National Association                                                    | CUSIP: 49327V2A1<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   18965000 | PA      | $18936828.06   | 0.03%             | 2026-05-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | ENEL Finance International NV                                                   | CUSIP: 29278GAC2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   66700000 | PA      | $55116626.54   | 0.10%             | 2047-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    9539000 | PA      | $9642444.64    | 0.02%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3475000 | PA      | $3359134.88    | 0.01%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER       | Enterprise Products Operating LLC                                               | CUSIP: 293791AT6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    5630000 | PA      | $5839390.57    | 0.01%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2N9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4859576 | PA      | $4659973.28    | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJSS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2559048 | PA      | $2345634.17    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7ST1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     545956 | PA      | $528450.95     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132D56Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27026813 | PA      | $24387807.86   | 0.04%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132D9GR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   58639566 | PA      | $51055535.07   | 0.09%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DMUD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26044934 | PA      | $23071687.07   | 0.04%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DPPP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   41412101 | PA      | $33682282.60   | 0.06%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KLEJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   47635324 | PA      | $40896594.14   | 0.07%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KYUK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   46458384 | PA      | $41970258.54   | 0.07%             | 2040-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FJKE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   56545000 | PA      | $56234307.84   | 0.10%             | 2028-09-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EQZU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3048744 | PA      | $3067793.72    | 0.01%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138LY5E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30899141 | PA      | $29217083.55   | 0.05%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WFVF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1812925 | PA      | $1743786.77    | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WHBN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8970319 | PA      | $8406935.14    | 0.01%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138YGXC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8149541 | PA      | $7652455.71    | 0.01%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140E0X91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3705999 | PA      | $3579344.60    | 0.01%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXHT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   35317401 | PA      | $32747704.36   | 0.06%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXN81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36366061 | PA      | $31603233.63   | 0.06%             | 2059-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   64597684 | PA      | $60200003.67   | 0.11%             | 2062-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J7UL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3169721 | PA      | $3138532.91    | 0.01%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES          | Keysight Technologies Inc                                                       | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   36562000 | PA      | $36603168.08   | 0.06%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $6931187.71    | 0.01%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J9Q38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12249902 | PA      | $11563958.21   | 0.02%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JAB64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12707239 | PA      | $12435700.93   | 0.02%             | 2035-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JARW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15754343 | PA      | $14424003.77   | 0.03%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140KVRT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4537738 | PA      | $4074852.62    | 0.01%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140ME5D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   46210966 | PA      | $47687754.72   | 0.08%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140Q8DP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38709794 | PA      | $37073332.03   | 0.07%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W3XD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22573557 | PA      | $23342655.64   | 0.04%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X52A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8557201 | PA      | $8152766.18    | 0.01%             | 2038-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                     | FedEx Corp                                                                      | CUSIP: 31428XDV5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13009266.90   | 0.02%             | 2048-10-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC           | Ferguson Finance PLC                                                            | CUSIP: 314890AB0<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |   28100000 | PA      | $26452531.84   | 0.05%             | 2030-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION       | Florida Gas Transmission Co LLC                                                 | CUSIP: 340711AY6<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |   18500000 | PA      | $17054248.50   | 0.03%             | 2030-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                      | Orange SA                                                                       | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   29519000 | PA      | $34889437.42   | 0.06%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION               | LG Energy Solution Ltd                                                          | CUSIP: 50205MAL3<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   15000000 | PA      | $14953489.35   | 0.03%             | 2031-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   11930000 | PA      | $11411716.18   | 0.02%             | 2031-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae I Pool                                                               | CUSIP: 36176W7E5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3988768 | PA      | $3761658.01    | 0.01%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179MK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14680095 | PA      | $13914138.48   | 0.02%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179MX47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20474837 | PA      | $19405910.08   | 0.03%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179RLQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2290694 | PA      | $2188964.28    | 0.00%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179RXC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17689603 | PA      | $16044757.80   | 0.03%             | 2046-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   17600000 | PA      | $17752791.58   | 0.03%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272BC1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4336712.34    | 0.01%             | 2051-04-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8776323.90    | 0.02%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9UA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3513633 | PA      | $3397777.99    | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9VX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4077216 | PA      | $3865493.66    | 0.01%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MAAA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2973236 | PA      | $2876457.26    | 0.01%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJS68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1707984 | PA      | $1564475.69    | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1867806 | PA      | $1751221.98    | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3129366F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1022669 | PA      | $1013360.92    | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 312946PD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     521865 | PA      | $517112.70     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DMKG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   31390001 | PA      | $28522173.12   | 0.05%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132HLM34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4447046 | PA      | $4079710.14    | 0.01%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCRX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17790626 | PA      | $17129802.27   | 0.03%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XH5J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16579046 | PA      | $15192261.96   | 0.03%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XMMJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   43110779 | PA      | $40478766.44   | 0.07%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XPVY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28014495 | PA      | $24338047.34   | 0.04%             | 2047-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR IV         | Five Corners Funding Trust IV                                                   | CUSIP: 33835PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9863823.50    | 0.02%             | 2053-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F | Ford Credit Auto Owner Trust 2023-REV1                                          | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  114364000 | PA      | $115551567.21  | 0.20%             | 2035-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO       | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |   24000000 | PA      | $24855236.16   | 0.04%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622AA5G5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   38482221 | PA      | $33082061.37   | 0.06%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ABB35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   88049294 | PA      | $76217419.99   | 0.13%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ABCL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   74995970 | PA      | $63845289.86   | 0.11%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   18078000 | PA      | $18012559.09   | 0.03%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    7000000 | PA      | $7228479.93    | 0.01%             | 2035-01-19      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                    | Southern Co/The                                                                 | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    5525000 | PA      | $5074573.10    | 0.01%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   24000000 | PA      | $23643644.40   | 0.04%             | 2028-01-12      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL  | Starwood Mortgage Residential Trust 2022-4                                      | CUSIP: 85571YAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   36369980 | PA      | $36264921.32   | 0.06%             | 2067-05-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8034806.48    | 0.01%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO           | Liberty Utilities Co                                                            | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |   11350000 | PA      | $11570506.55   | 0.02%             | 2029-01-31      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9625000 | PA      | $8645686.18    | 0.02%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   26000000 | PA      | $26219698.44   | 0.05%             | 2027-06-24      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $12016173.91   | 0.02%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                | CUSIP: 06368MK78<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   25000000 | PA      | $24890423.75   | 0.04%             | 2030-03-19      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2018-BNK10                                                                 | CUSIP: 065404BB0<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |   11050000 | PA      | $10901737.73   | 0.02%             | 2061-02-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2022-BNK44                                                                 | CUSIP: 06540KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   56200000 | PA      | $58476493.40   | 0.10%             | 2055-11-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138LTJQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2134265 | PA      | $1955591.51    | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138X0Y28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1017550 | PA      | $931553.24     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138XYCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2759736 | PA      | $2665405.27    | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     819673 | PA      | $827361.99     | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP          | Lincoln National Corp                                                           | CUSIP: 534187BM0<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   23950000 | PA      | $21397771.60   | 0.04%             | 2030-08-15      | None          | 2.33%                 | No            |                  2 | On Loan: No      |
| MAPLE GROVE FUNDING TR I       | Maple Grove Funding Trust I                                                     | CUSIP: 565130AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28600000 | PA      | $20625955.35   | 0.04%             | 2051-08-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140E2TX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9104692 | PA      | $8549279.83    | 0.02%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140EVTB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3730290 | PA      | $3374587.21    | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXL34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33672254 | PA      | $31109019.22   | 0.06%             | 2043-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J5ED7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29643348 | PA      | $27152600.38   | 0.05%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO        | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AJ7<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5496924.48    | 0.01%             | 2041-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO        | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AM0<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   40670000 | PA      | $36025501.45   | 0.06%             | 2069-02-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J6GP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11580758 | PA      | $11091268.98   | 0.02%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JAND6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14010187 | PA      | $13468244.69   | 0.02%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JBSP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8095560 | PA      | $7606672.18    | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QD5S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   79967836 | PA      | $68614267.45   | 0.12%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC              | Imperial Fund Mortgage Trust 2022-NQM3                                          | CUSIP: 45276KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4789537 | PA      | $4773303.17    | 0.01%             | 2067-05-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                     | Intel Corp                                                                      | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8168991.90    | 0.01%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu | JPMDB Commercial Mortgage Securities Trust 2017-C5                              | CUSIP: 46590TAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24380000 | PA      | $24056574.92   | 0.04%             | 2050-03-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP       | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |   16784000 | PA      | $17375153.29   | 0.03%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL       | Johnson Controls International plc                                              | CUSIP: 478375AU2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    4400000 | PA      | $3700630.65    | 0.01%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO        | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   22472000 | PA      | $14083968.92   | 0.02%             | 2070-10-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN       | MassMutual Global Funding II                                                    | CUSIP: 57629TCB1<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $13852179.18   | 0.02%             | 2029-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA           | Mercedes-Benz Finance North America LLC                                         | CUSIP: 58769JAC1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    8225000 | PA      | $8348406.34    | 0.01%             | 2027-11-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                    | MetLife Inc                                                                     | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    3375000 | PA      | $3022239.16    | 0.01%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I        | Metropolitan Life Global Funding I                                              | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   19475000 | PA      | $19667574.45   | 0.03%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH         | Molex Electronic Technologies LLC                                               | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20085326.80   | 0.04%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9589057.40    | 0.02%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   62625000 | PA      | $64263921.30   | 0.11%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C1                     | CUSIP: 61778GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   34075000 | PA      | $34322933.11   | 0.06%             | 2058-03-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QPS65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   55589680 | PA      | $55180662.38   | 0.10%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W0N43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22216717 | PA      | $22611742.81   | 0.04%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W1VD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17664007 | PA      | $15954781.30   | 0.03%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X8SN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   42840912 | PA      | $36636577.39   | 0.06%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                 | Var Energi ASA                                                                  | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   20000000 | PA      | $21014445.00   | 0.04%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4869003.05    | 0.01%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                    | Viatris Inc                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   13083000 | PA      | $9929578.47    | 0.02%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                    | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   40600000 | PA      | $26609538.00   | 0.05%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   10000000 | PA      | $8820487.10    | 0.02%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                     | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $9043976.30    | 0.02%             | 2037-01-12      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC          | Mohawk Industries Inc                                                           | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9585912.50    | 0.02%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP            | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |  114000000 | PA      | $110279245.20  | 0.20%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC            | Elevance Health Inc                                                             | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    8650000 | PA      | $6957844.36    | 0.01%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 056121AB2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   18500000 | PA      | $18914909.68   | 0.03%             | 2036-05-28      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2023-RPL1                                       | CUSIP: 10569GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   67351251 | PA      | $66850345.97   | 0.12%             | 2063-05-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   20000000 | PA      | $19568263.60   | 0.03%             | 2031-04-01      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS        | Duquesne Light Holdings Inc                                                     | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    5350000 | PA      | $5283614.31    | 0.01%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS        | Duquesne Light Holdings Inc                                                     | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    2810000 | PA      | $2478106.85    | 0.00%             | 2032-01-07      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA       | Electricite de France SA                                                        | CUSIP: 268317AZ7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   12000000 | PA      | $12537150.84   | 0.02%             | 2034-04-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                   | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $10082494.90   | 0.02%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                    | Exelon Corp                                                                     | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3774078.00    | 0.01%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6V39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1126769 | PA      | $1138518.67    | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJDK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      45807 | PA      | $47326.57      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJSY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21889819 | PA      | $20057436.01   | 0.04%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJUV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     974559 | PA      | $940277.24     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4228144 | PA      | $4035414.99    | 0.01%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31292SA59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5906545 | PA      | $5568032.18    | 0.01%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 312942NM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     727576 | PA      | $720950.81     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3131XJ5J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19111269 | PA      | $18017543.47   | 0.03%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132E0JD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   32490105 | PA      | $34129365.80   | 0.06%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335ATG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3003986 | PA      | $2889638.28    | 0.01%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335BC79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9369903 | PA      | $8840583.24    | 0.02%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133GDPC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26640796 | PA      | $24038311.18   | 0.04%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KLB71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17390436 | PA      | $14957562.64   | 0.03%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KYUN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   36263282 | PA      | $30927481.04   | 0.05%             | 2040-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   37556463 | PA      | $32580772.45   | 0.06%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133SSSH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19006533 | PA      | $17858593.64   | 0.03%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FG6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   41215000 | PA      | $40954962.20   | 0.07%             | 2028-05-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138ASR53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     481658 | PA      | $465191.15     | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EGFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1952293 | PA      | $1928430.11    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QEAH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27631491 | PA      | $23495573.09   | 0.04%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QGEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   62765792 | PA      | $53872486.16   | 0.10%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W1B44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23026771 | PA      | $21625664.19   | 0.04%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W2F89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   74636562 | PA      | $77404210.63   | 0.14%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W5FV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27442197 | PA      | $22372967.14   | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418EMT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9449163 | PA      | $9532433.34    | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14625619 | PA      | $14747063.02   | 0.03%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31419A4N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3592595 | PA      | $3409310.87    | 0.01%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO       | Fedex Freight Holding Co Inc                                                    | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   25967000 | PA      | $25655625.03   | 0.05%             | 2029-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust | FirstKey Homes 2022-SFR2 Trust                                                  | CUSIP: 33767PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6210931 | PA      | $6181157.22    | 0.01%             | 2039-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust | FirstKey Homes 2022-SFR3 Trust                                                  | CUSIP: 33768EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   54288001 | PA      | $54147025.86   | 0.10%             | 2038-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP               | FirstEnergy Corp                                                                | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $3874390.04    | 0.01%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT             | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2022-1                   | CUSIP: 35563P7E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   45413777 | PA      | $39550567.99   | 0.07%             | 2061-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179ME48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2603377 | PA      | $2503194.38    | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179MNH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   68215607 | PA      | $64656258.16   | 0.11%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179NQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3343972 | PA      | $3214539.93    | 0.01%             | 2043-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179TQQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3785405 | PA      | $3614290.87    | 0.01%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors                 | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886CW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25000000 | PA      | $25539710.00   | 0.05%             | 2030-06-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                    | Gartner Inc                                                                     | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   24900000 | PA      | $23424900.10   | 0.04%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                    | Gartner Inc                                                                     | CUSIP: 366651AJ6<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   17375000 | PA      | $16949501.89   | 0.03%             | 2031-03-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20001867.00   | 0.04%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC       | Genpact Luxembourg SARL/Genpact USA Inc                                         | CUSIP: 37190AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   25000000 | PA      | $24970751.50   | 0.04%             | 2026-04-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO               | Genuine Parts Co                                                                | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4982569.30    | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $9287885.62    | 0.02%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| GRAND RVR FND TRST I           | Grand River Funding Trust I                                                     | CUSIP: 38644BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15300000 | PA      | $15435186.67   | 0.03%             | 2036-02-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV          | Grupo Bimbo SAB de CV                                                           | CUSIP: 40052VAE4<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |   25400000 | PA      | $21604382.50   | 0.04%             | 2047-11-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND        | Guardian Life Global Funding                                                    | CUSIP: 40139LBG7<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |   16350000 | PA      | $16669844.75   | 0.03%             | 2027-10-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP               | HF Sinclair Corp                                                                | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5011391.70    | 0.01%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15000015.30   | 0.03%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    8275000 | PA      | $7878652.49    | 0.01%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    8250000 | PA      | $8487061.94    | 0.02%             | 2029-03-09      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   26000000 | PA      | $26142043.20   | 0.05%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    9000000 | PA      | $8875006.11    | 0.02%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280FL8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   20000000 | PA      | $19734959.80   | 0.03%             | 2032-03-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6456171.54    | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11903959.44   | 0.02%             | 2028-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS       | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   35838000 | PA      | $33938990.97   | 0.06%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK       | Huntington National Bank/The                                                    | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1551208.83    | 0.00%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   22550000 | PA      | $22259737.30   | 0.04%             | 2026-09-17      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   36375000 | PA      | $37091383.07   | 0.07%             | 2028-06-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $41309068.80   | 0.07%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $29850041.10   | 0.05%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   30300000 | PA      | $30425632.28   | 0.05%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IDAHO ST HSG & FIN ASSN SF MTG | Idaho Housing & Finance Association                                             | CUSIP: 45129Y6U5<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |   14495000 | PA      | $15573032.29   | 0.03%             | 2065-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                  | Ingredion Inc                                                                   | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |   26775000 | PA      | $25084483.00   | 0.04%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                     | Intel Corp                                                                      | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    7175000 | PA      | $6606491.31    | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES       | International Flavors & Fragrances Inc                                          | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    5394000 | PA      | $5173643.40    | 0.01%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP              | ITC Holdings Corp                                                               | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   25581000 | PA      | $25137808.92   | 0.04%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP              | ITC Holdings Corp                                                               | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9357514.20    | 0.02%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2007-A1                                                | CUSIP: 46630GAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     358827 | PA      | $358527.98     | 0.00%             | 2035-07-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   28000000 | PA      | $25874997.40   | 0.05%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12025000 | PA      | $11860442.81   | 0.02%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25212921.25   | 0.04%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                | JAB Holdings BV                                                                 | CUSIP: 46653KAC2<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    9000000 | PA      | $6839625.42    | 0.01%             | 2052-04-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL       | Jackson National Life Global Funding                                            | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $30274778.40   | 0.05%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC        | Jefferies Financial Group Inc                                                   | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $18379251.18   | 0.03%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC        | Jefferies Financial Group Inc                                                   | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   21775000 | PA      | $20899516.53   | 0.04%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL       | Johnson Controls International plc                                              | CUSIP: 478375AH1<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     892000 | PA      | $948474.07     | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   29500000 | PA      | $28899012.43   | 0.05%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   36030000 | PA      | $37748593.89   | 0.07%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                     | Leidos Inc                                                                      | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   23000000 | PA      | $23842615.58   | 0.04%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC       | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBN3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    5150000 | PA      | $4644746.32    | 0.01%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP          | Lincoln National Corp                                                           | CUSIP: 534187BZ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   15800000 | PA      | $15400325.10   | 0.03%             | 2035-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MSCI INC                       | MSCI Inc                                                                        | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   24186000 | PA      | $22860559.55   | 0.04%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD            | Macquarie Group Ltd                                                             | CUSIP: 55608JAK4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    9000000 | PA      | $8873888.49    | 0.02%             | 2028-11-28      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP        | Marathon Petroleum Corp                                                         | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1657899.89    | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP        | Marathon Petroleum Corp                                                         | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   14200000 | PA      | $14483801.06   | 0.03%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL         | Marriott International Inc/MD                                                   | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   12950000 | PA      | $13066647.90   | 0.02%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARSHFIELD CLINIC HEALTH       | Marshfield Clinic Health System Inc                                             | CUSIP: 57284PAA9<br>LEI: 2549003O8PPHLLPAKT93 | Long             | DBT              | CORP              | US        |   23125000 | PA      | $21565357.73   | 0.04%             | 2030-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ELECTRIC         | Massachusetts Electric Co                                                       | CUSIP: 575634AV2<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9772934.90    | 0.02%             | 2054-02-26      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                     | MasTec Inc                                                                      | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10332858.60   | 0.02%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY HOMEO | Minnesota Housing Finance Agency                                                | CUSIP: 60416QGV0<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |    3450990 | PA      | $3118640.34    | 0.01%             | 2047-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    8500000 | PA      | $8620960.53    | 0.02%             | 2031-04-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   13725000 | PA      | $13702319.85   | 0.02%             | 2031-07-08      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2018-H4                                          | CUSIP: 61691RAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8829018 | PA      | $8711853.76    | 0.02%             | 2051-12-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2018-H4                                          | CUSIP: 61691RAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7750000 | PA      | $7630663.95    | 0.01%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $986603.17     | 0.00%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8117274.24    | 0.01%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   16740000 | PA      | $16975443.25   | 0.03%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $12249866.50   | 0.02%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   40100000 | PA      | $39286752.35   | 0.07%             | 2037-01-30      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                     | CUSIP: 61766RAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6025000 | PA      | $5976031.81    | 0.01%             | 2049-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C2                     | CUSIP: 61779RBK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2554000 | PA      | $2587847.14    | 0.00%             | 2058-11-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA INS CO         | Mutual of Omaha Insurance Co                                                    | CUSIP: 628312AE0<br>LEI: P2LER0UPV1DKOU8RO042 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $9579250.14    | 0.02%             | 2064-01-16      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                      | Mylan Inc                                                                       | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $7124238.63    | 0.01%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                     | NBN Co Ltd                                                                      | CUSIP: 62878U2E1<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   46650000 | PA      | $41724867.47   | 0.07%             | 2032-01-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                     | CUSIP: 632525BC4<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   28262000 | PA      | $30173631.22   | 0.05%             | 2033-01-12      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA        | National Bank of Canada                                                         | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   13000000 | PA      | $13391741.74   | 0.02%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   10000000 | PA      | $9912168.70    | 0.02%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA        | National Bank of Canada                                                         | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $10039508.70   | 0.02%             | 2028-02-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH FEDERAL L | New Hampshire Business Finance Authority                                        | CUSIP: 63607VAH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   45000000 | PA      | $21132787.50   | 0.04%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC              | National Grid PLC                                                               | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $10238022.70   | 0.02%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC              | National Grid PLC                                                               | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |   12410000 | PA      | $12646092.68   | 0.02%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   15700000 | PA      | $15604590.63   | 0.03%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| NEW HAMPSHIRE ST HLTH & EDU FA | New Hampshire Health and Education Facilities Authority Act                     | CUSIP: 64461XKB0<br>LEI: 549300CNCK7OT82W5653 | Long             | DBT              | MUN               | US        |    7000000 | PA      | $7003997.70    | 0.01%             | 2034-11-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HGR EDU ASSISTAN | New Jersey Higher Education Student Assistance Authority                        | CUSIP: 646080VF5<br>LEI: 5493007OOYUHTF8GSL63 | Long             | DBT              | MUN               | US        |    6445000 | PA      | $6261273.67    | 0.01%             | 2039-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE        | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 65480CAG0<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   26800000 | PA      | $26620574.00   | 0.05%             | 2027-09-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC            | Nomura Holdings Inc                                                             | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $10102661.40   | 0.02%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| NOVA SE UNIVERSITY INC         | Nova Southeastern University Inc                                                | CUSIP: 669857AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7200000 | PA      | $6193597.90    | 0.01%             | 2053-04-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2091063.38    | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PEACHTREE FUND TRUST II        | Peachtree Corners Funding Trust II                                              | CUSIP: 70470BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6138282.78    | 0.01%             | 2035-05-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12226080.00   | 0.02%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24065000 | PA      | $24464295.87   | 0.04%             | 2028-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                    | Phillips 66                                                                     | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   26130000 | PA      | $22699159.22   | 0.04%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                     | CUSIP: 632525CF6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    9000000 | PA      | $9242493.30    | 0.02%             | 2036-01-14      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE FINANCIAL SER       | Nationwide Financial Services Inc                                               | CUSIP: 638612AM3<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7406311.90    | 0.01%             | 2049-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE       | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9676915.50    | 0.02%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                    | Prologis LP                                                                     | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   21575000 | PA      | $21810957.79   | 0.04%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS         | Repsol E&P Capital Markets US LLC                                               | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   35940000 | PA      | $36089807.98   | 0.06%             | 2028-09-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   27500000 | PA      | $27242057.70   | 0.05%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD             | Santos Finance Ltd                                                              | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |   19600000 | PA      | $21339186.40   | 0.04%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   19500000 | PA      | $20826620.69   | 0.04%             | 2034-01-10      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBW1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   13000000 | PA      | $13290936.10   | 0.02%             | 2030-01-19      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   27000000 | PA      | $27167713.47   | 0.05%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   17225000 | PA      | $17482325.31   | 0.03%             | 2029-04-13      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   32250000 | PA      | $31553094.92   | 0.06%             | 2036-10-03      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC          | Stellantis Finance US Inc                                                       | CUSIP: 85855CAD2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   13750000 | PA      | $13889725.85   | 0.02%             | 2028-01-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2025-1                                                | CUSIP: 89190KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  115707323 | PA      | $115084621.24  | 0.20%             | 2065-06-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    9000000 | PA      | $8902995.21    | 0.02%             | 2027-08-10      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| UPMC                           | UPMC                                                                            | CUSIP: 90320WAG8<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |    9275000 | PA      | $9345747.94    | 0.02%             | 2033-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 90352JAC7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   17150000 | PA      | $17086382.08   | 0.03%             | 2028-03-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1053870000 | PA      | $809380390.72  | 1.43%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  715625000 | PA      | $501859983.56  | 0.89%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  724825000 | PA      | $466889224.89  | 0.83%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  749000000 | PA      | $664181599.69  | 1.17%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  827675000 | PA      | $788457432.73  | 1.39%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED          | Vale Overseas Ltd                                                               | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   28550000 | PA      | $28912585.00   | 0.05%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    4430000 | PA      | $4021854.93    | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    5650000 | PA      | $4931617.42    | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2026-1                                               | CUSIP: 92541JAF8<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-MBS          | CORP              | US        |  113408162 | PA      | $112827716.39  | 0.20%             | 2071-01-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| WSP GLOBAL INC                 | WSP Global Inc                                                                  | CUSIP: 92938WAH6<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |   47000000 | PA      | $46577172.49   | 0.08%             | 2036-09-18      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| W CONTRA COSTA CA UNIF SCH DIS | West Contra Costa Unified School District                                       | CUSIP: 952347YH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1785000 | PA      | $1924852.79    | 0.00%             | 2030-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                  | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   15325000 | PA      | $15071124.36   | 0.03%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA        | National Bank of Canada                                                         | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   15000000 | PA      | $15008458.80   | 0.03%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63861VAE7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   39035000 | PA      | $38156295.61   | 0.07%             | 2030-07-18      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20290417.40   | 0.04%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                     | Leidos Inc                                                                      | CUSIP: 808626AE5<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5481023.45    | 0.01%             | 2032-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                    | Swedbank AB                                                                     | CUSIP: 87020PAY3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   29950000 | PA      | $30729100.73   | 0.05%             | 2029-03-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAZ6<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   17700000 | PA      | $17177893.90   | 0.03%             | 2032-02-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                 | Synchrony Bank                                                                  | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   18250000 | PA      | $18451137.63   | 0.03%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                  | Videotron Ltd                                                                   | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   20000000 | PA      | $20188113.60   | 0.04%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                   | Vontier Corp                                                                    | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   12921000 | PA      | $12384796.72   | 0.02%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                   | Vontier Corp                                                                    | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    5275000 | PA      | $4796643.38    | 0.01%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO            | Vulcan Materials Co                                                             | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    3446000 | PA      | $2938661.17    | 0.01%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA            | Wells Fargo Bank NA                                                             | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10302457.10   | 0.02%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2004-AR14 Trust                  | CUSIP: 939336V91<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2157158 | PA      | $2109371.09    | 0.00%             | 2035-01-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $18768828.25   | 0.03%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C51                                  | CUSIP: 95001VAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22581000 | PA      | $21538755.88   | 0.04%             | 2052-06-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                  | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $10196283.41   | 0.02%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL        | Western-Southern Global Funding                                                 | CUSIP: 95954A2D4<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $29728849.50   | 0.05%             | 2029-01-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                            | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $5065081.45    | 0.01%             | 2033-08-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC          | Whistler Pipeline LLC                                                           | CUSIP: 96337RAA0<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10243426.50   | 0.02%             | 2029-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD           | Woodside Finance Ltd                                                            | CUSIP: 980236AQ6<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   36118000 | PA      | $35969434.02   | 0.06%             | 2029-03-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA         | Yara International ASA                                                          | CUSIP: 984851AD7<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |   23500000 | PA      | $23447661.98   | 0.04%             | 2026-06-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS         | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $29997518.70   | 0.05%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   12000000 | PA      | $12135093.24   | 0.02%             | 2027-10-18      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $10146561.50   | 0.02%             | 2028-09-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RNK4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   19000000 | PA      | $18589775.75   | 0.03%             | 2056-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBU8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   19900000 | PA      | $19341997.23   | 0.03%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM           | Adventist Health System/West                                                    | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $6016584.78    | 0.01%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                    | Aker BP ASA                                                                     | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   15500000 | PA      | $15813361.64   | 0.03%             | 2028-06-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                    | Aker BP ASA                                                                     | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   26500000 | PA      | $27604914.59   | 0.05%             | 2033-06-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO         | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |   11975000 | PA      | $11804448.22   | 0.02%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO         | Allegion US Holding Co Inc                                                      | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |   13025000 | PA      | $13295091.61   | 0.02%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF           | American National Global Funding                                                | CUSIP: 02771D2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15152884.65   | 0.03%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA       | Americold Realty Operating Partnership LP                                       | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9508752.00    | 0.02%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   17570000 | PA      | $17570426.42   | 0.03%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   10439000 | PA      | $10764442.19   | 0.02%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   35675000 | PA      | $32547651.73   | 0.06%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE         | Arizona Public Service Co                                                       | CUSIP: 040555DK7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   18925000 | PA      | $18606586.50   | 0.03%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    8010000 | PA      | $7900790.78    | 0.01%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2026-5C40                                                  | CUSIP: 05557AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14925000 | PA      | $15231396.82   | 0.03%             | 2059-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   10000000 | PA      | $10928818.60   | 0.02%             | 2034-10-19      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    8700000 | PA      | $8962336.06    | 0.02%             | 2031-01-14      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2023-5YR3                                                                 | CUSIP: 06211EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   68791204 | PA      | $70796481.39   | 0.13%             | 2056-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $10201266.30   | 0.02%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK21                                                                 | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   39710000 | PA      | $37423160.67   | 0.07%             | 2052-10-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2018-BNK12                                                                 | CUSIP: 06541KBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17442008 | PA      | $17325272.13   | 0.03%             | 2061-05-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2018-B8 Mortgage Trust                                                | CUSIP: 08162UAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24235000 | PA      | $23833455.13   | 0.04%             | 2052-01-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                                   | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5140000 | PA      | $5168934.60    | 0.01%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   26150000 | PA      | $26587751.00   | 0.05%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                 | BorgWarner Inc                                                                  | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    7200000 | PA      | $7282806.55    | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568AX8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    5050000 | PA      | $5026458.52    | 0.01%             | 2026-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate  | Cantor Commercial Real Estate Lending 2019-CF1                                  | CUSIP: 12529MAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3950000 | PA      | $3849914.90    | 0.01%             | 2052-05-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2019-C16 Commercial Mortgage Trust                                        | CUSIP: 12596WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   33939000 | PA      | $32648289.65   | 0.06%             | 2052-06-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2018-CX11 Commercial Mortgage Trust                                       | CUSIP: 12652UAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22023039 | PA      | $21837988.21   | 0.04%             | 2051-04-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi | CWABS Asset-Backed Certificates Trust 2005-10                                   | CUSIP: 126670AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        532 | PA      | $528.98        | 0.00%             | 2036-02-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA CMNTY CHOICE FING A | California Community Choice Financing Authority                                 | CUSIP: 13013JBN5<br>LEI: 549300X8VKJ215S2R571 | Long             | DBT              | MUN               | US        |    3155000 | PA      | $3220275.37    | 0.01%             | 2029-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST QUALIFIED SCH BO | California Qualified School Bond Joint Powers Authority                         | CUSIP: 13055CAC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2265000 | PA      | $2327126.46    | 0.00%             | 2027-03-01      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   20000000 | PA      | $20160001.20   | 0.04%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    8000000 | PA      | $8008868.80    | 0.01%             | 2030-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP           | Cantor Fitzgerald LP                                                            | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   17450000 | PA      | $17393409.82   | 0.03%             | 2027-04-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   26750000 | PA      | $26526451.05   | 0.05%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   11900000 | PA      | $11722928.48   | 0.02%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   11460000 | PA      | $10104520.14   | 0.02%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $13840876.42   | 0.02%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP       | Citizens Financial Group Inc                                                    | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   28925000 | PA      | $27271686.92   | 0.05%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP       | Citizens Financial Group Inc                                                    | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10717623.50   | 0.02%             | 2035-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING             | CNO Global Funding                                                              | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   37000000 | PA      | $37505935.41   | 0.07%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                                    | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    8622000 | PA      | $6344534.91    | 0.01%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   14646000 | PA      | $7754971.17    | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC             | Conagra Brands Inc                                                              | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4523996.55    | 0.01%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   17000000 | PA      | $17186035.42   | 0.03%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   23390000 | PA      | $21450408.81   | 0.04%             | 2032-05-14      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | Credit Suisse First Boston Mortgage Securities Corp                             | CUSIP: 22541QZW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1656835 | PA      | $1612425.22    | 0.00%             | 2033-11-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   44900000 | PA      | $45250126.16   | 0.08%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                   | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    9900000 | PA      | $10315361.63   | 0.02%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                    | Exelon Corp                                                                     | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3408623.58    | 0.01%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133ANJT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26539360 | PA      | $22793237.05   | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133AWZH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7334296 | PA      | $6299058.87    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FH2A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11088000 | PA      | $10542693.27   | 0.02%             | 2033-06-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138AMUJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2137212 | PA      | $2115109.05    | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138E6U20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11743729 | PA      | $11339772.31   | 0.02%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EQVQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8523116 | PA      | $8229538.26    | 0.01%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138W9KR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1685052 | PA      | $1541323.43    | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J5FG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1843815 | PA      | $1772727.49    | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J6GR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2496742 | PA      | $2391191.15    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J7N27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6444636 | PA      | $6358067.09    | 0.01%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER           | Niagara Mohawk Power Corp                                                       | CUSIP: 653522DV1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    9875000 | PA      | $9697351.42    | 0.02%             | 2055-07-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                    | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   11700000 | PA      | $11373958.32   | 0.02%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J8MW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16029585 | PA      | $14936486.49   | 0.03%             | 2038-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J8TE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9663806 | PA      | $9299266.38    | 0.02%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORP              | NorthWestern Corp                                                               | CUSIP: 66807TAA0<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |    7325000 | PA      | $7441923.33    | 0.01%             | 2030-03-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                    | Nutrien Ltd                                                                     | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    7000000 | PA      | $6952142.12    | 0.01%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JACQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6362740 | PA      | $6261220.53    | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140KNWX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   35229205 | PA      | $28739924.61   | 0.05%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140LVUH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10287210 | PA      | $8470316.26    | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QFNW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   51308969 | PA      | $46371926.70   | 0.08%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM15 Trust                                                            | CUSIP: 67122CAC9<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |   34082092 | PA      | $34032601.18   | 0.06%             | 2065-07-27      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2026-NQM3 Trust                                                             | CUSIP: 67449MAF6<br>LEI: 25490008A4OQW8G7VN96 | Long             | ABS-MBS          | CORP              | US        |    8328550 | PA      | $8246762.05    | 0.01%             | 2066-01-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X8Z42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7458382 | PA      | $7109111.61    | 0.01%             | 2040-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XBFX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29420900 | PA      | $25304699.91   | 0.04%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   10250000 | PA      | $6783389.63    | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $18470055.06   | 0.03%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XFG21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21048504 | PA      | $19462203.31   | 0.03%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XFUK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25006628 | PA      | $22308078.46   | 0.04%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XGGZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   50570700 | PA      | $43795487.72   | 0.08%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XGLG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5567145 | PA      | $5331576.90    | 0.01%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3265346.14    | 0.01%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                 | PSEG Power LLC                                                                  | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14700000 | PA      | $14922224.46   | 0.03%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                    | Paychex Inc                                                                     | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    5593000 | PA      | $5643134.70    | 0.01%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                    | Phillips 66                                                                     | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $10758039.84   | 0.02%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PREMIER HEALTH PARTNERS        | Premier Health Partners                                                         | CUSIP: 74052BAA5<br>LEI: 549300KETC002I82TF46 | Long             | DBT              | CORP              | US        |   33267000 | PA      | $32917762.70   | 0.06%             | 2026-11-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP           | Protective Life Corp                                                            | CUSIP: 743674AY9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $3212193.50    | 0.01%             | 2039-10-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00084DAL4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   42935000 | PA      | $42914038.70   | 0.08%             | 2026-04-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00084DBF6<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   10000000 | PA      | $10136915.30   | 0.02%             | 2035-12-03      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                  | AIB Group PLC                                                                   | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   65345000 | PA      | $68389479.09   | 0.12%             | 2029-09-13      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                 | Aon Global Ltd                                                                  | CUSIP: 00185AAC8<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    1274000 | PA      | $1073422.23    | 0.00%             | 2043-05-24      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12269919.36   | 0.02%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP         | Old Republic International Corp                                                 | CUSIP: 680223AM6<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15306053.70   | 0.03%             | 2034-03-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                      | ONEOK Inc                                                                       | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $3613841.13    | 0.01%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2199000 | PA      | $2097969.94    | 0.00%             | 2029-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                    | Phillips 66                                                                     | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6010316.22    | 0.01%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                    | Phillips 66 Co                                                                  | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11446705.80   | 0.02%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2023-SFR2 Trust                                            | CUSIP: 74331GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15309675 | PA      | $15163449.02   | 0.03%             | 2040-10-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC          | RPM International Inc                                                           | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    8050000 | PA      | $7236643.13    | 0.01%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL        | Raymond James Financial Inc                                                     | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    9700000 | PA      | $9785284.05    | 0.02%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP             | Realty Income Corp                                                              | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    6725000 | PA      | $7012153.73    | 0.01%             | 2032-10-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP             | Regal Rexnord Corp                                                              | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   23129000 | PA      | $24447113.15   | 0.04%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD        | Reliance Industries Ltd                                                         | CUSIP: 759470BB2<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |   26000000 | PA      | $23382483.80   | 0.04%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                 | Salesforce Inc                                                                  | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   83200000 | PA      | $83372299.71   | 0.15%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL       | Sammons Financial Group Global Funding                                          | CUSIP: 79587J2E2<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    9425000 | PA      | $9341052.37    | 0.02%             | 2030-12-12      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2024-D                                         | CUSIP: 83207QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   98421457 | PA      | $99801139.08   | 0.18%             | 2053-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC           | Smithfield Foods Inc                                                            | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9141244.20    | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA       | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDS0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    7200000 | PA      | $7336882.30    | 0.01%             | 2029-02-28      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    9236000 | PA      | $9087625.14    | 0.02%             | 2028-05-22      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6620450.34    | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   13250000 | PA      | $12530909.65   | 0.02%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | AbbVie Inc                                                                      | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   26098000 | PA      | $25339478.85   | 0.04%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC       | Agilent Technologies Inc                                                        | CUSIP: 00846UAM3<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $12669960.38   | 0.02%             | 2030-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP           | Targa Resources Corp                                                            | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   26250000 | PA      | $26474393.66   | 0.05%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED          | Vale Overseas Ltd                                                               | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   42450000 | PA      | $44276199.00   | 0.08%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                                       | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3107946.32    | 0.01%             | 2052-02-22      | Fixed         | 4.20%                 | 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        |   48306000 | PA      | $43532014.63   | 0.08%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                 | Var Energi ASA                                                                  | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   15000000 | PA      | $17060511.60   | 0.03%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   37323000 | PA      | $34790417.98   | 0.06%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO        | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8632777.95    | 0.02%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4575000 | PA      | $5114715.27    | 0.01%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $3263235.17    | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE         | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16749000 | PA      | $16650029.32   | 0.03%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417DGE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7664014 | PA      | $7022371.71    | 0.01%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417FSA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11681582 | PA      | $10688849.79   | 0.02%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417YFM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     170779 | PA      | $170918.16     | 0.00%             | 2029-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418BFA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21794337 | PA      | $21497443.66   | 0.04%             | 2034-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418CDJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10622743 | PA      | $10070011.35   | 0.02%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   54364198 | PA      | $44264946.36   | 0.08%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC           | Ferguson Finance PLC                                                            | CUSIP: 314890AA2<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |   43025000 | PA      | $42838301.62   | 0.08%             | 2028-10-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC           | Ferguson Finance PLC                                                            | CUSIP: 314890AD6<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |   28125000 | PA      | $27643708.13   | 0.05%             | 2032-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2016-C35                                  | CUSIP: 95000FAT3<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |   25670000 | PA      | $25572964.83   | 0.05%             | 2048-07-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   34086000 | PA      | $33269845.84   | 0.06%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C54                                  | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30610609 | PA      | $29066557.84   | 0.05%             | 2052-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                  | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19804412.40   | 0.04%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BASIN ELECTRIC PWR COOP        | Basin Electric Power Cooperative                                                | CUSIP: 070101AJ9<br>LEI: 5493002CLOJ5KYT5GB16 | Long             | DBT              | CORP              | US        |   11225000 | PA      | $10917697.10   | 0.02%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC       | Baxter International Inc                                                        | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   54076000 | PA      | $50390263.12   | 0.09%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV        | Fidelity National Information Services Inc                                      | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   23965000 | PA      | $19516030.52   | 0.03%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION       | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9609566.10    | 0.02%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| WESTVACO CORP NY               | Westvaco Corp                                                                   | CUSIP: 961548AR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    8000000 | PA      | $8176234.48    | 0.01%             | 2027-01-15      | Fixed         | 7.67%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR II         | Five Corners Funding Trust II                                                   | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   30000000 | PA      | $27946258.50   | 0.05%             | 2030-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GRUMA SAB DE CV                | Gruma SAB de CV                                                                 | CUSIP: 400131AH1<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |   10000000 | PA      | $9937005.90    | 0.02%             | 2034-12-09      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV          | Grupo Bimbo SAB de CV                                                           | CUSIP: 40052VAD6<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |    8250000 | PA      | $7415754.23    | 0.01%             | 2044-06-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV          | Grupo Bimbo SAB de CV                                                           | CUSIP: 40052VAG9<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |    7300000 | PA      | $5565309.03    | 0.01%             | 2049-09-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE INSURANCE        | Guardian Life Insurance Co of America/The                                       | CUSIP: 401378AD6<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |    7211000 | PA      | $4698688.68    | 0.01%             | 2070-01-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12301861.92   | 0.02%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC          | Helmerich & Payne Inc                                                           | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9999213.60    | 0.02%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    5160000 | PA      | $5098847.34    | 0.01%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu | JPMDB Commercial Mortgage Securities Trust 2016-C2                              | CUSIP: 46590LAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11318887 | PA      | $11287853.93   | 0.02%             | 2049-06-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   22000000 | PA      | $19370941.04   | 0.03%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $23787384.25   | 0.04%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2550711.13    | 0.00%             | 2034-06-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4953685.53    | 0.01%             | 2031-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATIONAL ASSN          | Keybank National Association                                                    | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5898624.60    | 0.01%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                    | Lennar Corp                                                                     | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $11131375.86   | 0.02%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   18800000 | PA      | $18673418.10   | 0.03%             | 2032-03-12      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30                     | CUSIP: 61766NBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25444000 | PA      | $25195582.59   | 0.04%             | 2049-09-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL         | Mutual of Omaha Cos Global Funding                                              | CUSIP: 62829D2H2<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19753724.80   | 0.03%             | 2031-01-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   72048000 | PA      | $72113009.63   | 0.13%             | 2029-07-14      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAG7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    6725000 | PA      | $6630596.67    | 0.01%             | 2026-10-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAK8<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   33475000 | PA      | $34200566.94   | 0.06%             | 2033-07-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                 | Solventum Corp                                                                  | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   43176000 | PA      | $44139279.88   | 0.08%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   30884000 | PA      | $30461600.46   | 0.05%             | 2036-07-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION              | Sysco Corp                                                                      | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   12455000 | PA      | $12869656.22   | 0.02%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| TC PIPELINES LP                | TC PipeLines LP                                                                 | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |   30327000 | PA      | $30103884.26   | 0.05%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   10350000 | PA      | $10030422.33   | 0.02%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                    | Textron Inc                                                                     | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   19675000 | PA      | $18521189.14   | 0.03%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    7300000 | PA      | $6943248.05    | 0.01%             | 2030-08-13      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  807300000 | PA      | $503269560.61  | 0.89%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  439700000 | PA      | $389701299.68  | 0.69%             | 2043-05-15      | 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        |  637175000 | PA      | $595907966.08  | 1.05%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                   | WP Carey Inc                                                                    | CUSIP: 92936UAM1<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10000117.40   | 0.02%             | 2034-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC          | Whistler Pipeline LLC                                                           | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    7395000 | PA      | $7576934.08    | 0.01%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC       | Willis North America Inc                                                        | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7102021.28    | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | CCUBS Commercial Mortgage Trust 2017-C1                                         | CUSIP: 12508GAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9000279 | PA      | $8818595.77    | 0.02%             | 2050-11-15      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC/DELAWA       | Kinder Morgan Inc                                                               | CUSIP: 28368EAA4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    3670000 | PA      | $4099891.62    | 0.01%             | 2030-10-15      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QPSZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   87585552 | PA      | $87061546.16   | 0.15%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W1D42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   75242808 | PA      | $64750531.07   | 0.11%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X8N29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   43135619 | PA      | $36999082.87   | 0.07%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XAXU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20615279 | PA      | $19219540.64   | 0.03%             | 2040-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XBZ45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   54713403 | PA      | $47260716.88   | 0.08%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417YEN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     153702 | PA      | $153827.46     | 0.00%             | 2029-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418ABT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8516933 | PA      | $8354490.12    | 0.01%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418AKN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     471788 | PA      | $455121.30     | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418CRD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7228524 | PA      | $6922934.50    | 0.01%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  190802187 | PA      | $155396740.84  | 0.27%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO       | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   10000000 | PA      | $9592125.00    | 0.02%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14628457.05   | 0.03%             | 2030-05-06      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| KENTUCKY ST HSG CORP HSG REVEN | Kentucky Housing Corp                                                           | CUSIP: 49130TUR5<br>LEI: 549300NTBUU903EKQ287 | Long             | DBT              | MUN               | US        |     160000 | PA      | $159536.66     | 0.00%             | 2040-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   23773000 | PA      | $24031674.01   | 0.04%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP             | Alcon Finance Corp                                                              | CUSIP: 01400EAC7<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5204762.92    | 0.01%             | 2049-09-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XCBU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   35901986 | PA      | $29603633.93   | 0.05%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XDRR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   46964031 | PA      | $38619202.12   | 0.07%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XLE46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   67723879 | PA      | $55156677.32   | 0.10%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XQWN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   42347266 | PA      | $43945923.89   | 0.08%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XRNT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13067353 | PA      | $13509272.33   | 0.02%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9943843.00    | 0.02%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC                       | MSCI Inc                                                                        | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8256126.84    | 0.01%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                     | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   34911000 | PA      | $31746927.75   | 0.06%             | 2031-05-21      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH FEDERAL L | New Hampshire Business Finance Authority                                        | CUSIP: 63607VAA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   16815000 | PA      | $12073484.44   | 0.02%             | 2035-07-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    4659000 | PA      | $5390322.90    | 0.01%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA       | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $18925181.50   | 0.03%             | 2050-04-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2017-3                                      | CUSIP: 64828MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4317789 | PA      | $4171622.93    | 0.01%             | 2057-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2020-1                                      | CUSIP: 64830TAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6843460 | PA      | $6408238.89    | 0.01%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE CORP        | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893570BM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3561928.97    | 0.01%             | 2026-12-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TRUSTAGE FINANCIAL GROUP       | Trustage Financial Group Inc                                                    | CUSIP: 89787EAA9<br>LEI: 549300X7YNHNZXTI6F10 | Long             | DBT              | CORP              | US        |   12205000 | PA      | $11666547.74   | 0.02%             | 2032-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK       | Huntington National Bank/The                                                    | CUSIP: 320844PD9<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4595979.19    | 0.01%             | 2026-11-25      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   11533000 | PA      | $11291731.25   | 0.02%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP          | Truist Financial Corp                                                           | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11967725.40   | 0.02%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2019-C18                                          | CUSIP: 90278PBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6480000 | PA      | $6100775.50    | 0.01%             | 2052-12-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  256500000 | PA      | $227914277.99  | 0.40%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  687000000 | PA      | $615401718.75  | 1.09%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  440250000 | PA      | $426956514.77  | 0.76%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   37085000 | PA      | $33352622.08   | 0.06%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  435675000 | PA      | $301296492.19  | 0.53%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  172525000 | PA      | $172289125.55  | 0.30%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  772825000 | PA      | $766002408.16  | 1.35%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU       | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   40200000 | PA      | $41117444.40   | 0.07%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust           | Verizon Master Trust Series 2024-5                                              | CUSIP: 92348KDB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   56365000 | PA      | $57474815.58   | 0.10%             | 2032-06-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                | Xcel Energy Inc                                                                 | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14322479.85   | 0.03%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NORTH CAROLINA ST HSG FIN AGY  | North Carolina Housing Finance Agency                                           | CUSIP: 6582073D5<br>LEI: EC4EE0PS5OP5O69B5C39 | Long             | DBT              | MUN               | US        |   11390000 | PA      | $11992559.48   | 0.02%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL             | nVent Finance Sarl                                                              | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |   32634000 | PA      | $32557729.45   | 0.06%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM20 Trust                                                            | CUSIP: 67126GAC6<br>LEI: 254900Y8CC35WOVR8295 | Long             | ABS-MBS          | CORP              | US        |   60079055 | PA      | $59853434.16   | 0.11%             | 2065-10-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP        | SBA Communications Corp                                                         | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $11844635.00   | 0.02%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   29048000 | PA      | $28674135.97   | 0.05%             | 2028-11-03      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    9500000 | PA      | $9441609.77    | 0.02%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3131Y3W44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6390311 | PA      | $6266508.67    | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 31329KXX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21925680 | PA      | $21070062.77   | 0.04%             | 2038-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132A5GA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21756617 | PA      | $19601307.76   | 0.03%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132AEU87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27867795 | PA      | $26322772.89   | 0.05%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                             | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   31150000 | PA      | $30844989.48   | 0.05%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $17832036.60   | 0.03%             | 2029-10-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| JABIL INC                      | Jabil Inc                                                                       | CUSIP: 46656PAC8<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11854426.80   | 0.02%             | 2029-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                   | NNN REIT Inc                                                                    | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $6903377.14    | 0.01%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2022-NQM2                                   | CUSIP: 64831MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27236594 | PA      | $25699899.67   | 0.05%             | 2062-03-27      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE        | New York Life Insurance Co                                                      | CUSIP: 64952GAQ1<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $12092846.72   | 0.02%             | 2069-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                    | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    5779000 | PA      | $5346727.16    | 0.01%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC            | Nomura Holdings Inc                                                             | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    2000000 | PA      | $1885874.72    | 0.00%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   31850000 | PA      | $30623402.36   | 0.05%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                    | Revvity Inc                                                                     | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $8414978.40    | 0.01%             | 2051-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RTX CORP                       | RTX Corp                                                                        | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    9578000 | PA      | $9509973.21    | 0.02%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                       | RTX Corp                                                                        | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    9175000 | PA      | $7596863.02    | 0.01%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES        | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   21800000 | PA      | $22014895.03   | 0.04%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC               | Ryder System Inc                                                                | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12191559.00   | 0.02%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP        | Sammons Financial Group Inc                                                     | CUSIP: 79588TAE0<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |   23000000 | PA      | $21911555.13   | 0.04%             | 2032-04-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   27600000 | PA      | $28477881.20   | 0.05%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD             | Santos Finance Ltd                                                              | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    9000000 | PA      | $8421620.40    | 0.01%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC             | Smith & Nephew PLC                                                              | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |   27625000 | PA      | $24585575.12   | 0.04%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC             | Smith & Nephew PLC                                                              | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $15214530.15   | 0.03%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                 | TD SYNNEX Corp                                                                  | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   34843000 | PA      | $34494053.98   | 0.06%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                 | TD SYNNEX Corp                                                                  | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   15992000 | PA      | $15182531.18   | 0.03%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9991719.50    | 0.02%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  119330000 | PA      | $116212019.27  | 0.21%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   19700000 | PA      | $12786018.46   | 0.02%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                 | Globe Life Inc                                                                  | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4993069.80    | 0.01%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2020-MH1                                              | CUSIP: 89178YAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5319170 | PA      | $5235864.57    | 0.01%             | 2060-02-25      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                            | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   13600000 | PA      | $12216052.03   | 0.02%             | 2035-11-15      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC       | Willis North America Inc                                                        | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   10200000 | PA      | $8854012.69    | 0.02%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC       | Willis North America Inc                                                        | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   23750000 | PA      | $23053086.18   | 0.04%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                    | Cencora Inc                                                                     | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15052035.15   | 0.03%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust   | CD 2016-CD1 Mortgage Trust                                                      | CUSIP: 12514MBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   49411454 | PA      | $48695348.62   | 0.09%             | 2049-08-10      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust   | CD 2017-CD3 Mortgage Trust                                                      | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7200000 | PA      | $7044140.88    | 0.01%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC              | CF Industries Inc                                                               | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2981261.73    | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                | Cigna Group/The                                                                 | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4700976.15    | 0.01%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                | Cigna Group/The                                                                 | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   13034000 | PA      | $12040601.96   | 0.02%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC       | Celanese US Holdings LLC                                                        | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    9075000 | PA      | $9472848.00    | 0.02%             | 2029-07-15      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC       | Celanese US Holdings LLC                                                        | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15856248.30   | 0.03%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust Series 2024-RPL3                              | CUSIP: 161917AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   52455105 | PA      | $46550055.19   | 0.08%             | 2064-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   26105000 | PA      | $25806599.75   | 0.05%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5367261.90    | 0.01%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   29000000 | PA      | $30994867.95   | 0.05%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2019-C7                                     | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23480000 | PA      | $22222761.05   | 0.04%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP       | Citizens Financial Group Inc                                                    | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10298315.70   | 0.02%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP        | Columbia Pipeline Group Inc                                                     | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |   10776000 | PA      | $10507588.27   | 0.02%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO        | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17300000 | PA      | $18228409.17   | 0.03%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                                    | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   19000000 | PA      | $16799037.91   | 0.03%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST         | Commonwealth Bank of Australia                                                  | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   41000000 | PA      | $37098704.86   | 0.07%             | 2031-03-11      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST         | Commonwealth Bank of Australia                                                  | CUSIP: 202712BV6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $10311379.80   | 0.02%             | 2034-03-13      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CIA CERVECERIAS UNIDAS         | Cia Cervecerias Unidas SA                                                       | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |   25000000 | PA      | $22417282.50   | 0.04%             | 2032-01-19      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC             | Conagra Brands Inc                                                              | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4649862.95    | 0.01%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON         | Credit Agricole SA/London                                                       | CUSIP: 22535WAB3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   17867000 | PA      | $17842114.13   | 0.03%             | 2027-01-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   65046000 | PA      | $67714289.69   | 0.12%             | 2029-10-03      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31292K2X4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     226775 | PA      | $224710.33     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132FCEB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   31855490 | PA      | $29328657.48   | 0.05%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132WKQS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13926466 | PA      | $12526385.03   | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335ABG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5920828 | PA      | $5429895.99    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335BA97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10238208 | PA      | $9659827.45    | 0.02%             | 2044-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QMML5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   85765112 | PA      | $76528590.34   | 0.14%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QMTB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20356959 | PA      | $16784471.62   | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QTHV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   43950033 | PA      | $45124088.78   | 0.08%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QV3X0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36217867 | PA      | $37419088.83   | 0.07%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W0DP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  115139828 | PA      | $107180811.65  | 0.19%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W0UF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10944298 | PA      | $10023269.94   | 0.02%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   21475000 | PA      | $21747180.59   | 0.04%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2007-A1                                                | CUSIP: 46630GAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     543323 | PA      | $544179.53     | 0.00%             | 2035-07-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9036603.90    | 0.02%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $31172362.80   | 0.06%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE INC         | Jones Lang LaSalle Inc                                                          | CUSIP: 48020QAB3<br>LEI: 6SYKCME112RT8TQUO411 | Long             | DBT              | CORP              | US        |    8675000 | PA      | $9158865.21    | 0.02%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   16025000 | PA      | $16161265.22   | 0.03%             | 2027-09-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                  | AIB Group PLC                                                                   | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   39575000 | PA      | $40895266.32   | 0.07%             | 2035-03-28      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    8000000 | PA      | $7984199.04    | 0.01%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS       | Air Products and Chemicals Inc                                                  | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   10425000 | PA      | $7669132.90    | 0.01%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                    | Aker BP ASA                                                                     | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   30825000 | PA      | $30166370.86   | 0.05%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                    | Aker BP ASA                                                                     | CUSIP: 00973RAQ6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   18200000 | PA      | $17698716.31   | 0.03%             | 2035-10-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD       | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3645990.45    | 0.01%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                 | AptarGroup Inc                                                                  | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6970851.90    | 0.01%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                  | ArcelorMittal SA                                                                | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   15906000 | PA      | $17295321.02   | 0.03%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AT&T REIGN II LB PTT           | AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust                    | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   69225290 | PA      | $68530620.84   | 0.12%             | 2044-12-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP        | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AT3<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   37350000 | PA      | $36770356.39   | 0.07%             | 2035-09-30      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                      | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   23925000 | PA      | $23648683.95   | 0.04%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XHFQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28637724 | PA      | $25930051.63   | 0.05%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31410LE40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5053943 | PA      | $4794005.87    | 0.01%             | 2041-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418AMZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1513252 | PA      | $1458466.16    | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418AYE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5039617 | PA      | $4920818.99    | 0.01%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418BRH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3378749 | PA      | $3219679.10    | 0.01%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  106578031 | PA      | $86889602.56   | 0.15%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418DTR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   55825717 | PA      | $47440624.28   | 0.08%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418EAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  100991266 | PA      | $87774638.38   | 0.16%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418EP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14237594 | PA      | $14360163.78   | 0.03%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV        | Fidelity National Information Services Inc                                      | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4882605.15    | 0.01%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL LP            | First Industrial LP                                                             | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10096767.70   | 0.02%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust | FirstKey Homes 2021-SFR1 Trust                                                  | CUSIP: 33767WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   55403096 | PA      | $54792891.69   | 0.10%             | 2038-08-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254CX6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   15500000 | PA      | $16456229.57   | 0.03%             | 2030-02-08      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254DC1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   13500000 | PA      | $13816193.09   | 0.02%             | 2035-05-14      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| STATE PUBLIC SCH BLDG AUTH PAL | State Public School Building Authority                                          | CUSIP: 85732GWM8<br>LEI: 5493006JN0UR7OGWTO86 | Long             | DBT              | MUN               | US        |    5550000 | PA      | $5494236.93    | 0.01%             | 2027-04-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC          | Stellantis Finance US Inc                                                       | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    5193000 | PA      | $5229872.01    | 0.01%             | 2028-03-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  908125000 | PA      | $568110231.76  | 1.00%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC             | Vodafone Group PLC                                                              | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    6800000 | PA      | $6640051.28    | 0.01%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC             | Vodafone Group PLC                                                              | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $4641854.90    | 0.01%             | 2063-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CB6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $31016808.30   | 0.05%             | 2028-11-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WSP GLOBAL INC                 | WSP Global Inc                                                                  | CUSIP: 92938WAG8<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |   43875000 | PA      | $43494845.06   | 0.08%             | 2031-09-18      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3199000 | PA      | $3172609.53    | 0.01%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2017-C42                                  | CUSIP: 95001GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7315000 | PA      | $7189784.76    | 0.01%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE         | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    4739000 | PA      | $4752898.11    | 0.01%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                            | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $9750386.00    | 0.02%             | 2034-07-24      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                            | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $8966837.50    | 0.02%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                            | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    4350000 | PA      | $4748238.37    | 0.01%             | 2033-11-17      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                            | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    8417000 | PA      | $8907772.88    | 0.02%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC       | Willis North America Inc                                                        | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   11425000 | PA      | $11544552.80   | 0.02%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD           | Woodside Finance Ltd                                                            | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    6362000 | PA      | $6496555.60    | 0.01%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-22

**Name of Applicant:** Baird Funds Inc

**Signature:** Baird Funds Inc

**Name of Signer:** Peter Hammond

**Title:** Vice President