# EDGAR Filing Document

**Accession Number:** 0000836906
**File Stem:** 0000836906-26-000272
**Filing Date:** 2026-5
**Character Count:** 443010
**Document Hash:** e9c5db0a4b41bac5cae24896d5c0c538
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000836906-26-000272.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0000836906-26-000272

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD MALVERN FUNDS
- **CENTRAL INDEX KEY:** 0000836906

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05628
- **FILM NUMBER:** 261037048

**BUSINESS ADDRESS:**
- **STREET 1:** P.O. BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** P.O. BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD ASSET ALLOCATION FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Vanguard Short Duration Bond ETF (Series ID: S000091408)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000259071 | ETF Shares   | VSDB            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD MALVERN FUNDS

- **b. Investment Company Act file number:** 811-05628

- **c. CIK number of Registrant:** 0000836906

- **d. LEI of Registrant:** 549300EW16IGZDA38J20

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD SHORT DURATION BOND ETF

- **b. EDGAR series identifier (if any):** S000091408

- **c. LEI of Series:** 529900ST9X49N8TNW786

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

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

- **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:** $519312805.06

**Total Liabilities:** $60724146.39

**Net Assets:** $458588658.67

**Delayed Delivery Securities:** $59418540.97

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -435.44057981 | **1-Year:** -23037.02537845 | **5-Year:** -39903.57157823 | **10-Year:** -8134.04385993 | **30-Year:** -1714.16505365

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

- **3-Month:** -256.61562138 | **1-Year:** -7251.77774216 | **5-Year:** -10239.39420551 | **10-Year:** -268.48271121 | **30-Year:** -21.46420629

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000259071 | 0.38%                | 0.71%                | -0.88%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $88558.82                | $-123631.02                                |
| Month 2  | $31752.63                | $1134662.01                                |
| Month 3  | $-162954.84              | $-5792172.34                               |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Universal 1-5 Year Float Adjusted Index

- **Index Identifier:** I39111US

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Graphic Packaging International LLC                                             | GRAPHIC PACKAGIN                   | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    340000 | PA      | $337110.10    | 0.07%             | 2027-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                           | BELL 2025-1A A2I                   | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    290000 | PA      | $285544.56    | 0.06%             | 2055-08-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Guatemala Government Bond                                                       | REP OF GUATEMALA                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GT        |    789000 | PA      | $786578.96    | 0.17%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | NOVARTIS CAPITAL                   | CUSIP: 66989HBF4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154845.44    | 0.03%             | 2029-03-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                          | GLOBAL ATLANTI                     | CUSIP: 37959GAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48330.87     | 0.01%             | 2029-10-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    700000 | PA      | $704394.56    | 0.15%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RES PRTNRS                   | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $201988.23    | 0.04%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | GENERAL MOTORS C                   | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152164.56    | 0.03%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp                                                                 | CONCENTRIX CORP                    | CUSIP: 20602DAD3<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    237000 | PA      | $230473.03    | 0.05%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 5.5 4/26                      | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11500000 | PA      | $11548066.55  | 2.52%             | 2026-04-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-4                                                  | CARMX 2025-4 D                     | CUSIP: 14320HAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20000 | PA      | $19944.49     | 0.00%             | 2032-05-17      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                    | HUDSON PACIFIC                     | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75514.83     | 0.02%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                       | IQVIA INC                          | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10152.09     | 0.00%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC                                                                     | ASURION LLC                        | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    214575 | PA      | $211731.88    | 0.05%             | 2030-09-19      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ICE: (CDX.NA.HY.45.V2)             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -2742300 | NC      | $144582.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                        | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $204582.04    | 0.04%             | 2030-05-20      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                | CODELCO INC                        | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |    200000 | PA      | $197742.84    | 0.04%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                   | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    541000 | PA      | $541131.67    | 0.12%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-4                                   | SDART 2025-4 D                     | CUSIP: 802923AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $248196.95    | 0.05%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp                                                              | BAUSCH + LOMB CO                   | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |    619627 | PA      | $620401.20    | 0.14%             | 2031-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC                   | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    480000 | PA      | $347115.91    | 0.08%             | 2029-01-31      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| CubeSmart LP                                                                    | CUBESMART LP                       | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47182.98     | 0.01%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VZMT 2025-1 C                      | CUSIP: 92348KDU4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $354334.86    | 0.08%             | 2031-01-21      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                      | VMWARE LLC                         | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235371.22    | 0.05%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                         | UDR INC                            | CUSIP: 90265EAM2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    265000 | PA      | $262261.72    | 0.06%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                            | 1011778 BC ULC /                   | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    165000 | PA      | $161481.53    | 0.04%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| WULF Compute LLC                                                                | WULF COMPUTE LLC                   | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    257000 | PA      | $271577.36    | 0.06%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                            | HOWMET AEROSPACE                   | CUSIP: 443201AG3<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70025.89     | 0.02%             | 2029-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | AMERICAN AIRLINE                   | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     85000 | PA      | $84337.99     | 0.02%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Kazakhstan Government International Bond                                        | KAZAKHSTAN                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KZ        |   1000000 | PA      | $978708.70    | 0.21%             | 2030-10-28      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                                 | DRVPNK 2025-1A D                   | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $303691.74    | 0.07%             | 2032-09-10      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | TRUIST FINANCIAL                   | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212487.66    | 0.05%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                               | CLARIOS GLOBAL L                   | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | US        |    119400 | PA      | $119026.88    | 0.03%             | 2032-01-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                        | VDCR 2025-1A A2A                   | CUSIP: 76134KAM6<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $146672.37    | 0.03%             | 2050-08-15      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                    | ROCKIES EXPRESS                    | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97762.87     | 0.02%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Panama Government International Bond                                            | PANAMA                             | CUSIP: 698299BK9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   1000000 | PA      | $935816.55    | 0.20%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    655000 | PA      | $667537.62    | 0.15%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2587000 | PA      | $2539908.50   | 0.55%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                    | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $302372.61    | 0.07%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                           | SS&C TECH INC                      | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10029.87     | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Takeoff Merger Sub Inc                                                          | TAKEOFF MERGER                     | CUSIP: 873923AE6<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    460000 | PA      | $454495.49    | 0.10%             | 2031-03-24      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                  | WYNN MACAU LTD                     | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    130000 | PA      | $128538.76    | 0.03%             | 2027-10-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | ONEMAIN FINANCE                    | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70326.82     | 0.02%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications                                                     | MIDCONTINENT COM                   | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |    260000 | PA      | $242461.31    | 0.05%             | 2032-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | KEURIG DR PEPPER                   | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46891.80     | 0.01%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                 | HERTZ 2025-6A C                    | CUSIP: 42806MDS5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $98805.15     | 0.02%             | 2032-05-25      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Evergy Inc                                                                      | EVERGY INC                         | CUSIP: 30034WAF3<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    860000 | PA      | $852735.94    | 0.19%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                           | LINCOLN NATL CRP                   | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93164.45     | 0.02%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1797257.81   | 0.39%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2026-1                                                 | DRVPNK 2026-1A C                   | CUSIP: 05330WAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    140000 | PA      | $138954.61    | 0.03%             | 2031-10-14      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                           | QUEST DIAGNOSTIC                   | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    290000 | PA      | $271703.81    | 0.06%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | SYSCO CORP                         | CUSIP: 871829BW6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77552.52     | 0.02%             | 2031-07-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                           | WR GRACE HOLDING                   | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183663.95    | 0.04%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2026-1                                    | WLAKE 2026-1A D                    | CUSIP: 96043BAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130000 | PA      | $128690.16    | 0.03%             | 2031-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Appalachian Power Co                                                            | APPALACHIAN PWR                    | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246628.27    | 0.05%             | 2027-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                               | CUSIP: 05578AAN8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $234300.92    | 0.05%             | 2029-10-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANS                       | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98776.09     | 0.02%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DNKN 2019-1A A23                   | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |    397375 | PA      | $392739.86    | 0.09%             | 2049-05-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| NSTAR Electric Co                                                               | NSTAR ELECTRIC                     | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50674.06     | 0.01%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                               | ALLSTATE CORP                      | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50942.14     | 0.01%             | 2029-06-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC / BRS Finance Corp                                          | BIG RVR STL/FIN                    | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29932.45     | 0.01%             | 2029-01-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corp/Sealed Air Corp US                                              | SEALED AIR/US                      | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20306.26     | 0.00%             | 2028-02-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    480000 | PA      | $485275.18    | 0.11%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | TAKEDA PHARMACEU                   | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    550000 | PA      | $557142.87    | 0.12%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATION                   | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98421.85     | 0.02%             | 2031-01-31      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F                   | CUSIP: 02665WGS4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53923.01     | 0.01%             | 2031-01-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCI 5.5 4/26                      | CUSIP: 01F052441<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    275000 | PA      | $280242.19    | 0.06%             | 2026-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                | ARGENTINA                          | CUSIP: 040114HU7<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     25000 | PA      | $18831.38     | 0.00%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-2                                             | DEFT 2025-2 D                      | CUSIP: 24703VAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99649.84     | 0.02%             | 2032-03-22      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                         | HONEYWELL AEROSP                   | CUSIP: 43849RAA3<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    201000 | PA      | $199579.42    | 0.04%             | 2028-03-16      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                          | ADVANCE AUTO PAR                   | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7073.86      | 0.00%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-B                                | ABCLN 2025-B C                     | CUSIP: 02007G6Q1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    207566 | PA      | $208116.39    | 0.05%             | 2033-09-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| First Student Bidco Inc / First Transit Parent Inc                              | FRST STU BIDCO                     | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19110.40     | 0.00%             | 2029-07-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission Inc                                                        | ALLISON TRANS                      | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40321.06     | 0.01%             | 2029-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    750000 | PA      | $760656.10    | 0.17%             | 2031-04-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4421000 | PA      | $4383870.50   | 0.96%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                            | SAUDI ARAB OIL                     | CUSIP: 80415RAA9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   1000000 | PA      | $970901.05    | 0.21%             | 2031-02-02      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    270000 | PA      | $264292.83    | 0.06%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                    | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $102477.30    | 0.02%             | 2030-01-17      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1124.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                    | ENTEGRIS INC                       | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127390.33    | 0.03%             | 2028-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                | MANUF & TRADERS                    | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    663000 | PA      | $664732.29    | 0.14%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Belron UK Finance PLC                                                           | BELRON UK FINANC                   | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201026.67    | 0.04%             | 2029-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-2                                | SFAST 2025-2A C                    | CUSIP: 78398HAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $200816.60    | 0.04%             | 2033-04-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                   | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    750000 | PA      | $766743.48    | 0.17%             | 2028-10-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2025-Dna3                                         | STACR 2025-DNA3 A1                 | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | CORP              | US        |    829250 | PA      | $827499.45    | 0.18%             | 2045-09-25      | Floating      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | ABBOTT LABS                        | CUSIP: 002824BR0<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    890000 | PA      | $879314.18    | 0.19%             | 2029-03-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2026-1                                      | EART 2026-1A D                     | CUSIP: 30168HAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    440000 | PA      | $435631.28    | 0.09%             | 2032-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                     | CUSIP: 65339KCN8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50868.52     | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1490000 | PA      | $1395710.94   | 0.30%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| QTS Issuer ABS II LLC                                                           | QTSII 2026-4A A2                   | CUSIP: 74690FBC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    660000 | PA      | $659947.20    | 0.14%             | 2056-03-05      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Kioxia Holdings Corp                                                            | KIOXIA HOLDINGS                    | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    105000 | PA      | $106818.78    | 0.02%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                    | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $150342.24    | 0.03%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                              | REGAL REXNORD                      | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20958.54     | 0.00%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4276000 | PA      | $4279006.54   | 0.93%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-3                                | SFAST 2025-3A C                    | CUSIP: 78398KAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $98869.20     | 0.02%             | 2033-11-21      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                      | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $771843.78    | 0.17%             | 2029-09-13      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3234000 | PA      | $3259139.30   | 0.71%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10181.48     | 0.00%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                 | TYSON FOODS INC                    | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    345000 | PA      | $341758.73    | 0.07%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP                          | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24797.88     | 0.01%             | 2031-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC     | ARDAGH METAL PAC                   | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     20000 | PA      | $18311.53     | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                   | FREE MTGE HOLD                     | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18697.27     | 0.00%             | 2031-05-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION ENERGY                    | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164272.74    | 0.04%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                           | TURKIYE REP OF                     | CUSIP: 900123DA5<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |   2600000 | PA      | $2503442.71   | 0.55%             | 2031-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC     | ARDAGH METAL PAC                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | N/A       |    100000 | PA      | $112116.01    | 0.02%             | 2031-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                                            | SIX FLAGS ENTE                     | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $306029.61    | 0.07%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                           | SHIFT4 PAYMENTS                    | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $177139.56    | 0.04%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2025-D                                                | NSLT 2025-DA A1A                   | CUSIP: 639931AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     93734 | PA      | $92523.47     | 0.02%             | 2054-08-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                        | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    716000 | PA      | $693504.75    | 0.15%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AESOP 2026-1A A                    | CUSIP: 05377RLL6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    470000 | PA      | $465932.81    | 0.10%             | 2030-08-20      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA                   | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $259967.28    | 0.06%             | 2029-10-03      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                         | SSTRT 2026-A D                     | CUSIP: 81378WAH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    146989 | PA      | $146725.80    | 0.03%             | 2033-03-25      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| WRKCo Inc                                                                       | WRKCO INC                          | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19755.49     | 0.00%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99151.11     | 0.02%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                           | SS&C TECH INC                      | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    290000 | PA      | $290280.37    | 0.06%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                      | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109395.28    | 0.02%             | 2029-01-26      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    265000 | PA      | $258658.48    | 0.06%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                      | COPT DEFENSE LP                    | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11837.06     | 0.00%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                            | WASTE MANAGEMENT                   | CUSIP: 94106LCC1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50450.15     | 0.01%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCI 4.5 4/26                      | CUSIP: 01F042442<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $396843.76    | 0.09%             | 2026-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp                                           | STELLANTIS FINAN                   | CUSIP: 85855FAA1<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198791.92    | 0.04%             | 2028-09-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62266.01     | 0.01%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                             | HIGHWOODS REALTY                   | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18447.64     | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | REPUBLIC OF PERU                   | CUSIP: 715638DF6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   1250000 | PA      | $1140473.40   | 0.25%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| LBTY Commercial Mortgage Trust 2026-225L                                        | LBTY 2026-225L A                   | CUSIP: 50178LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $157914.34    | 0.03%             | 2043-02-10      | Variable      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                 | MPT OP PTNR/FINL                   | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45678.55     | 0.01%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F                   | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    199000 | PA      | $199137.34    | 0.04%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EURO-BUND FUTURE  Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -2 | NC      | $7420.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder International Inc                                                | LIGHT & WONDER                     | CUSIP: 80875AAY7<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |     10000 | PA      | $9931.25      | 0.00%             | 2029-04-16      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                              | CUSIP: 168863CF3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    800000 | PA      | $784027.00    | 0.17%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                | AMC NETWORKS INC                   | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    134000 | PA      | $132267.61    | 0.03%             | 2032-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Organon & Co                                                                    | ORGANON                            | CUSIP: 68621XAG8<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |    113461 | PA      | $107788.34    | 0.02%             | 2031-05-19      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Augusta SpinCo Corp                                                             | AUGUSTA SPINCO C                   | CUSIP: 051473AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $224362.04    | 0.05%             | 2029-03-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                             | ARAB REP EGYPT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $197485.92    | 0.04%             | 2027-09-30      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US LONG BOND(CBT) Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         3 | NC      | $996.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust 2019-OC11                                                              | BX 2019-OC11 A                     | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $302122.40    | 0.07%             | 2041-12-09      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                   | LIVE NATION ENT                    | CUSIP: 53803HAY6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |    300000 | PA      | $299775.00    | 0.07%             | 2032-10-21      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                      | AVIATION CAPITAL                   | CUSIP: 05369AAV3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98568.07     | 0.02%             | 2029-04-30      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                               | HEALTHPEAK OP                      | CUSIP: 40414LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $45432.90     | 0.01%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    445000 | PA      | $455272.83    | 0.10%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                    | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100960.68    | 0.02%             | 2029-01-24      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XBD6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    278000 | PA      | $256818.82    | 0.06%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                       | ARIZONA PUB SERV                   | CUSIP: 040555CW2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489004.66    | 0.11%             | 2027-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                            | XPLR INFRAST OP                    | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94064.97     | 0.02%             | 2027-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 7 4/26                        | CUSIP: 01F070641<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1051406.20   | 0.23%             | 2026-04-13      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1530000 | PA      | $1440710.15   | 0.31%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    265000 | PA      | $266807.65    | 0.06%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Froneri US Inc                                                                  | FRONERI US INC                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     70000 | PA      | $68561.08     | 0.01%             | 2032-09-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust Series 2025-3                                               | AFRMT 2025-3A A                    | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    310000 | PA      | $308656.68    | 0.07%             | 2034-10-16      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    455000 | PA      | $412166.76    | 0.09%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                               | CLARIOS GLOBAL L                   | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | US        |    696237 | PA      | $693843.71    | 0.15%             | 2030-05-06      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd                                                       | AADVANTAGE LOYAL                   | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    459775 | PA      | $454985.52    | 0.10%             | 2032-05-28      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                                                | EQUITABLE AMERIC                   | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49962.37     | 0.01%             | 2028-06-09      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Crossroads Asset Trust 2025-A                                                   | XROAD 2025-A A2                    | CUSIP: 22767VAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    257648 | PA      | $258937.94    | 0.06%             | 2032-02-20      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $100152.34    | 0.02%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                  | MORGAN STANLEY                     | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    650000 | PA      | $640053.69    | 0.14%             | 2031-11-19      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | PUBLIC SERV COLO                   | CUSIP: 744448DD0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1036987.57   | 0.23%             | 2029-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                    | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    127000 | PA      | $129398.92    | 0.03%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC                   | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     70000 | PA      | $41483.46     | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Finance US Inc                                                       | STELLANTIS FIN                     | CUSIP: 85855CAD2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    375000 | PA      | $378203.01    | 0.08%             | 2028-01-12      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                                                   | CARNIVAL CORP                      | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     65000 | PA      | $64504.15     | 0.01%             | 2029-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Takeoff Merger Sub Inc                                                          | TAKEOFF MERGER                     | CUSIP: 873923AA4<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    960000 | PA      | $954811.59    | 0.21%             | 2028-03-24      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                                           | BARK 2021-1A BR                    | CUSIP: 070252AL5<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-MBS          | CORP              | KY        |    100000 | PA      | $99720.99     | 0.02%             | 2034-04-20      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes VI DAC                                   | VIRGIN MEDIA VI                    | CUSIP: 92769UAA9<br>LEI: 9845001E591J5060A412 | Long             | DBT              | CORP              | IE        |     20000 | PA      | $17451.15     | 0.00%             | 2033-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | AMPHENOL CORP                      | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167466.13    | 0.04%             | 2030-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                    | ECOPETROL SA                       | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     20000 | PA      | $17713.20     | 0.00%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | HP ENTERPRISE                      | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    741000 | PA      | $735027.16    | 0.16%             | 2028-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCI 3 4/26                        | CUSIP: 01F030447<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $667789.08    | 0.15%             | 2026-04-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY                   | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    398000 | PA      | $374218.28    | 0.08%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                       | CUSIP: 29250NCQ6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $190726.03    | 0.04%             | 2031-03-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc                                                                    | HSBC USA INC                       | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251532.04    | 0.05%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Trinity Rail Leasing 2025 LLC                                                   | TRL 2025-1A A                      | CUSIP: 89657MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     98632 | PA      | $98232.78     | 0.02%             | 2055-10-19      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39662.59     | 0.01%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GRP                   | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    663000 | PA      | $663808.32    | 0.14%             | 2030-09-11      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                    | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    597000 | PA      | $603766.37    | 0.13%             | 2031-05-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2840000 | PA      | $2836671.86   | 0.62%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                     | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $29425.31     | 0.01%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                              | STEEL DYNAMICS                     | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79207.10     | 0.02%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                     | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103076.67    | 0.02%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                                 | GOAT HOLDCO LLC                    | CUSIP: 38021CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    438900 | PA      | $437071.10    | 0.10%             | 2032-01-27      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT                   | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    330000 | PA      | $311455.30    | 0.07%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                | ARGENTINA                          | CUSIP: 040114HW3<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    102500 | PA      | $70195.48     | 0.02%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Depository Trust Co/The                                                         | DEPOSITORY TRUST                   | CUSIP: 249672AC0<br>LEI: 549300HBJLRO8YFMI370 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250170.57    | 0.05%             | 2029-03-27      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                    | CUSIP: 89236TPQ2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    645000 | PA      | $641328.96    | 0.14%             | 2029-03-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT                   | CUSIP: 06675DCU4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    425000 | PA      | $418934.35    | 0.09%             | 2031-01-15      | Fixed         | 4.54%                 | Yes           |                  2 | On Loan: No      |
| CommonSpirit Health                                                             | COMMONSPIRIT                       | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34507.20     | 0.01%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| US Bank C&I Credit-Linked Notes Series 2025-2                                   | USCLN 2025-SUP2 B1                 | CUSIP: 90355PAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    205639 | PA      | $205800.10    | 0.04%             | 2032-09-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LE                    | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    303000 | PA      | $307231.31    | 0.07%             | 2029-07-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                      | ZIMMER BIOMET                      | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50796.30     | 0.01%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | COLOMBIA REP OF                    | CUSIP: 195325EV3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    600000 | PA      | $586130.98    | 0.13%             | 2033-01-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                    | UNIVISION COMM                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5156.06      | 0.00%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                       | CAESARS ENT                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57739.80     | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB5525                          | CUSIP: 3140QRD75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2220885 | PA      | $2277903.79   | 0.50%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATION                   | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217620.46    | 0.05%             | 2028-10-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                    | SOUTHERN GAS                       | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79385.43     | 0.02%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                                                      | TKO WORLDWIDE HO                   | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |    434962 | PA      | $434359.89    | 0.09%             | 2031-11-21      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC                   | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $391987.03    | 0.09%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2080000 | PA      | $1965031.24   | 0.43%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                              | DIAGEO CAP PLC                     | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $181386.09    | 0.04%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                             | CHURCHILL DOWNS                    | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98712.58     | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| OCP Aegis CLO 2024-39 Ltd                                                       | OCPA 2024-39A B1R                  | CUSIP: 67570HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |    150000 | PA      | $149650.65    | 0.03%             | 2038-04-16      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C25                                                  | BBCMS 2024-5C25 AS                 | CUSIP: 05554VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $425149.91    | 0.09%             | 2057-03-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| INT Commercial Mortgage Trust 2025-PLAZA                                        | INT 2025-PLAZA A                   | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99664.76     | 0.02%             | 2037-11-05      | Variable      | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                                | LINCOLN GLOBAL                     | CUSIP: 53359KAD3<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79147.10     | 0.02%             | 2029-01-12      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-3                                   | SDART 2025-3 D                     | CUSIP: 80288JAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    310000 | PA      | $310716.72    | 0.07%             | 2031-09-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                 | MPT OP PTNR/FINL                   | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $55562.98     | 0.01%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                | VIRGIN MEDIA SEC                   | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    160000 | PA      | $141768.71    | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY                   | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    398000 | PA      | $396522.66    | 0.09%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                                  | SUMITOMO TR&BK                     | CUSIP: 86563VBM0<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    750000 | PA      | $769382.97    | 0.17%             | 2028-09-14      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Conagra Brands Inc                                                              | CONAGRA BRANDS                     | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    133000 | PA      | $133136.43    | 0.03%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                           | HELMERICH & PAYN                   | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53081.29     | 0.01%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bank/Nashville TN                                                      | PINNACLE BANK                      | CUSIP: 87164DXY1<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247714.22    | 0.05%             | 2036-01-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                    | NCL CORP                           | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     55000 | PA      | $53426.86     | 0.01%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Zambia Government International Bond                                            | ZAMBIA REP OF                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ZM        |    106059 | PA      | $99430.46     | 0.02%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | HP ENTERPRISE                      | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79886.67     | 0.02%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                           | MCCORMICK                          | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148488.58    | 0.03%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                             | GEORGIA-PACIFIC                    | CUSIP: 37331NAK7<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    159000 | PA      | $145873.37    | 0.03%             | 2030-04-30      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2452734.37   | 0.53%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EURO-SCHATZ FUT   Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -24 | NC      | $26705.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCI 2 4/26                        | CUSIP: 01F020448<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1800000 | PA      | $1653609.42   | 0.36%             | 2026-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sazerac Co Inc                                                                  | SAZERAC CO INC                     | CUSIP: 80583EAP1<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |    474775 | PA      | $474115.54    | 0.10%             | 2032-07-09      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394485.57    | 0.09%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                                       | GARDA SECURITY                     | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $34705.44     | 0.01%             | 2032-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Finance US Inc                                                       | STELLANTIS FIN                     | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1761101.39   | 0.38%             | 2028-03-17      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53127.55     | 0.01%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6800000 | PA      | $6764406.22   | 1.48%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 2YR NOTE (CBT) Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        99 | NC      | $-39788.56    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                                                   | DTE ENERGY CO                      | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    265000 | PA      | $269508.46    | 0.06%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Gm Financial Consumer Automobile Receivables Trust 2025-3                       | GMCAR 2025-3 C                     | CUSIP: 379957AG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50099.10     | 0.01%             | 2033-01-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                             | NOMURA HOLDINGS                    | CUSIP: 65535HBH1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    530000 | PA      | $541389.09    | 0.12%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                               | BROWN & BROWN                      | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17051.61     | 0.00%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bond                                        | COSTA RICA GOVT                    | CUSIP: ZQ5851725<br>LEI: N/A                  | Long             | DBT              | NUSS              | CR        |   2211000 | PA      | $2260183.70   | 0.49%             | 2031-02-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                         | DIGITAL REALTY                     | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    663000 | PA      | $674872.11    | 0.15%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2025-SF1                                            | SBAT 2025-SF1 D                    | CUSIP: 78437XAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    375000 | PA      | $375696.79    | 0.08%             | 2031-09-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    847000 | PA      | $872046.05    | 0.19%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                           | TEXAS INSTRUMENT                   | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    663000 | PA      | $665791.69    | 0.15%             | 2030-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                    | NCL CORP                           | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    120000 | PA      | $119084.38    | 0.03%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Coterra Energy Inc                                                              | COTERRA ENERGY                     | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    398000 | PA      | $395289.94    | 0.09%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | ONEMAIN FINANCE                    | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78590.84     | 0.02%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                          | VENTURE GLOBAL L                   | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    240000 | PA      | $259604.20    | 0.06%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| eBay Inc                                                                        | EBAY INC                           | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    103000 | PA      | $95938.28     | 0.02%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Suci Second Investment Co                                                       | SUCI SECOND INVE                   | CUSIP: N/A<br>LEI: 558600VUMCHBIHACQF76       | Long             | DBT              | CORP              | KY        |   2680000 | PA      | $2666787.06   | 0.58%             | 2027-09-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77097.63     | 0.02%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                          | ROPER TECHNOLOGI                   | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24621.99     | 0.01%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                              | OWENS-BROCKWAY                     | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    210000 | PA      | $201393.57    | 0.04%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197520.83    | 0.04%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                              | UBS AG STAMFORD                    | CUSIP: 90261AAG7<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    960000 | PA      | $958541.39    | 0.21%             | 2029-03-16      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC   | SIX FLAGS ENTE                     | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $85139.88     | 0.02%             | 2032-01-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Fair Isaac Corp                                                                 | FAIR ISAAC CORP                    | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    700000 | PA      | $679552.45    | 0.15%             | 2028-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2025-D                                                | NSLT 2025-DA B                     | CUSIP: 639931AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $98748.74     | 0.02%             | 2054-08-20      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Equinix Inc                                                                     | EQUINIX INC                        | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    470000 | PA      | $422470.05    | 0.09%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280FK0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $545691.10    | 0.12%             | 2030-03-10      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50817.44     | 0.01%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Lavender US HoldCo 1 Inc                                                        | LAVENDER US HOLD                   | CUSIP: 51944RAB8<br>LEI: 254900WC9QQXLKNE2931 | Long             | LON              | CORP              | US        |     24938 | PA      | $24501.09     | 0.01%             | 2032-12-31      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $75000.26     | 0.02%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-4                                                  | CARMX 2025-4 C                     | CUSIP: 14320HAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30000 | PA      | $30163.57     | 0.01%             | 2031-09-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | COLOMBIA REP OF                    | CUSIP: 195325CU7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $143220.24    | 0.03%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC   | HOWDEN UK REF                      | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    170000 | PA      | $159439.83    | 0.03%             | 2032-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28745.13     | 0.01%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust 2026-A                                             | NAVRL 2026-A A                     | CUSIP: 63943HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $148309.53    | 0.03%             | 2056-01-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1035965.44   | 0.23%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                  | OPAL BIDCO                         | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    295000 | PA      | $295198.46    | 0.06%             | 2032-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SLG Office Trust 2021-OVA                                                       | SLG 2021-OVA A                     | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $311275.13    | 0.07%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                                | VBTEL 2026-1A C2                   | CUSIP: 91825HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270000 | PA      | $265287.12    | 0.06%             | 2056-03-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| OAK-Eagle Acquireco Inc                                                         | OAK-EAGLE ACQUIR                   | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56961.72     | 0.01%             | 2033-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    133000 | PA      | $134554.25    | 0.03%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                       | BLOCK INC                          | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59676.16     | 0.01%             | 2030-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    379048 | PA      | $378767.50    | 0.08%             | 2032-08-19      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2757000 | PA      | $2760553.94   | 0.60%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                           | TURKIYE REP OF                     | CUSIP: 900123CT5<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |   1150000 | PA      | $1187416.65   | 0.26%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | HP ENTERPRISE                      | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    528000 | PA      | $525328.71    | 0.11%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                        | SERVICE PROP                       | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60073.16     | 0.01%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International Inc                                    | CHARLES RIVER LA                   | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39065.68     | 0.01%             | 2028-05-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL                   | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $199668.24    | 0.04%             | 2031-07-08      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                       | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    577000 | PA      | $572884.63    | 0.12%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                     | PUBLIC STORAGE                     | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    700000 | PA      | $667201.79    | 0.15%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                            | XPLR INFRAST OP                    | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    445000 | PA      | $459610.56    | 0.10%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                                  | SSTRT 2025-B D                     | CUSIP: 81378WAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    135659 | PA      | $136529.63    | 0.03%             | 2032-12-29      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Eaton Corp                                                                      | EATON CORP                         | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19719.82     | 0.00%             | 2031-03-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATION                   | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    810000 | PA      | $809948.57    | 0.18%             | 2027-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| OQ SAOC                                                                         | OQ SAOC                            | CUSIP: N/A<br>LEI: 549300YK417GKI6EQ392       | Long             | DBT              | CORP              | OM        |   1400000 | PA      | $1396555.86   | 0.30%             | 2028-05-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Management US Clo 28 Ltd                                        | GLM 2026-28A A                     | CUSIP: 38140CAC8<br>LEI: 254900QMNDOCGSL27870 | Long             | ABS-MBS          | CORP              | KY        |    120000 | PA      | $120000.00    | 0.03%             | 2039-10-20      | Floating      | 4.84%                 | Yes           |                  3 | On Loan: No      |
| Meta Platforms Inc                                                              | META PLATFORMS                     | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    822000 | PA      | $813521.55    | 0.18%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                       | REP OF GUATEMALA                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GT        |    400000 | PA      | $396257.21    | 0.09%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                            | TARGA RESOURCES                    | CUSIP: 87612GAT8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    335000 | PA      | $328001.21    | 0.07%             | 2031-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | ALLY FINANCIAL                     | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50778.33     | 0.01%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Magnera Corp                                                                    | MAGNERA CORP                       | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    195000 | PA      | $175656.41    | 0.04%             | 2029-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP                          | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24876.26     | 0.01%             | 2031-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Arizona Public Service Co                                                       | ARIZONA PUB SERV                   | CUSIP: 040555CZ5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    265000 | PA      | $248965.27    | 0.05%             | 2029-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | ALBERTSONS COS                     | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14836.82     | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCI 2 5/26                        | CUSIP: 01F020455<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1750000 | PA      | $1607812.68   | 0.35%             | 2026-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd                                                       | AADVANTAGE LOYAL                   | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     39874 | PA      | $39367.65     | 0.01%             | 2028-04-20      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1150437.55   | 0.25%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                        | MARS INC                           | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20139.00     | 0.00%             | 2028-04-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3044000 | PA      | $3040076.10   | 0.66%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                    | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    340000 | PA      | $357363.61    | 0.08%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                          | CUSIP: 225401BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $311610.86    | 0.07%             | 2029-09-22      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | US 5YR NOTE (CBT) Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -339 | NC      | $293867.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |   1000000 | PA      | $993242.90    | 0.22%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                            | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    133000 | PA      | $134131.84    | 0.03%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SNF Group SACA                                                                  | SNF GROUP SACA                     | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    715000 | PA      | $715000.00    | 0.16%             | 2027-03-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| OCP Aegis CLO 2024-39 Ltd                                                       | OCPA 2024-39A AR                   | CUSIP: 67570HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |    150000 | PA      | $149416.34    | 0.03%             | 2038-04-16      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T BANK CORP                      | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    756000 | PA      | $755414.40    | 0.16%             | 2028-08-16      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                             | EQUINIX EU 2 FIN                   | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148574.58    | 0.03%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102257.42    | 0.02%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | QUICKEN LOANS                      | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $75802.73     | 0.02%             | 2029-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                             | BRANDYWINE OPER                    | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    435000 | PA      | $441829.38    | 0.10%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2023-II Ltd                                                        | CIFC 2023-2A AR                    | CUSIP: 125488AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    150000 | PA      | $149544.86    | 0.03%             | 2037-01-21      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                     | CUSIP: 023135DB9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1683115.38   | 0.37%             | 2028-03-13      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Vale Canada Ltd                                                                 | INCO LTD                           | CUSIP: 453258AP0<br>LEI: PRAQ4VOSFIK7OQ8Z2512 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $103217.01    | 0.02%             | 2032-09-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                    | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $250205.93    | 0.05%             | 2030-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE                      | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    330000 | PA      | $346701.86    | 0.08%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24462.74     | 0.01%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                                      | AIRBNB INC                         | CUSIP: 009066AD3<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159711.97    | 0.03%             | 2031-03-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AESOP 2025-1A B                    | CUSIP: 05377RKM5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    620000 | PA      | $624162.43    | 0.14%             | 2029-08-20      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                   | WISCONSIN PUBLIC                   | CUSIP: 976843BQ4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150493.86    | 0.03%             | 2029-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD                   | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4839.08      | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC                                                         | CRC INSURANCE GR                   | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50000 | PA      | $49395.85     | 0.01%             | 2032-05-06      | Floating      | 8.60%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $380213.95    | 0.08%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                    | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    178000 | PA      | $182003.23    | 0.04%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Organon & Co / Organon Foreign Debt Co-Issuer BV                                | ORGANON & CO/ORG                   | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38781.06     | 0.01%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV                   | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    270000 | PA      | $255367.93    | 0.06%             | 2029-12-13      | Variable      | 2.47%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA                   | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50425.60     | 0.01%             | 2029-02-14      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| QTS Issuer ABS II LLC                                                           | QTSII 2026-1A A2                   | CUSIP: 74690FAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    980000 | PA      | $957765.66    | 0.21%             | 2056-01-05      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp                                           | STELLANTIS FINAN                   | CUSIP: 85855FAB9<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196395.73    | 0.04%             | 2030-09-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    257000 | PA      | $254585.41    | 0.06%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | FORDF 2024-3 B                     | CUSIP: 34528QJM7<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |    265000 | PA      | $265532.20    | 0.06%             | 2029-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Citizens Bank NA/Providence RI                                                  | CITIZENS BANK NA                   | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40015.07     | 0.01%             | 2028-08-09      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-B                                           | HART 2025-B C                      | CUSIP: 44935XAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $403073.76    | 0.09%             | 2032-07-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                                                      | PINNACLE WST CAP                   | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80637.97     | 0.02%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    750000 | PA      | $776227.82    | 0.17%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | HP ENTERPRISE                      | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    512000 | PA      | $502352.92    | 0.11%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                                            | FIRSTENERGY PENN                   | CUSIP: 33767QAA4<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74731.39     | 0.02%             | 2031-03-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Baiterek National Investment Holding JSC                                        | BAITEREK NAT INV                   | CUSIP: N/A<br>LEI: 984500B4F78F04253804       | Long             | DBT              | NUSS              | KZ        |    700000 | PA      | $703416.98    | 0.15%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                        | FMC CORP                           | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    135000 | PA      | $87453.48     | 0.02%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                          | ADVANCE AUTO PAR                   | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    422000 | PA      | $427303.39    | 0.09%             | 2030-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings Inc                                                   | JH NORTH AMERICA                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69766.59     | 0.02%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                         | DIGITAL REALTY                     | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    400000 | PA      | $388561.94    | 0.08%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                     | CUSIP: 24703TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    398000 | PA      | $420132.06    | 0.09%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                 | HERTZ 2025-6A A                    | CUSIP: 42806MDQ9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99927.87     | 0.02%             | 2032-05-25      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                    | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    265000 | PA      | $270247.55    | 0.06%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   1525000 | PA      | $1559783.12   | 0.34%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                | AMWINS GROUP INC                   | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    220000 | PA      | $211166.55    | 0.05%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                          | EQUITABLE HLDGS                    | CUSIP: 054561AN5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99276.08     | 0.02%             | 2029-02-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Eastman Chemical Co                                                             | EASTMAN CHEMICAL                   | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126194.81    | 0.03%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60046.20     | 0.01%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bond                                           | ECUA 0 7/31/2030                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | EC        |    464400 | PA      | $388207.10    | 0.08%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                             | VULCAN MATERIALS                   | CUSIP: 929160BB4<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50754.89     | 0.01%             | 2029-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Flash Compute LLC                                                               | FLASH COMPUTE                      | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $242081.38    | 0.05%             | 2030-12-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    525000 | PA      | $531498.70    | 0.12%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    400000 | PA      | $385183.35    | 0.08%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     50000 | PA      | $51199.03     | 0.01%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                 | CA BUYER/ATLANTI                   | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     35000 | PA      | $34211.78     | 0.01%             | 2032-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2026-R02                                    | CAS 2026-R02 1A1                   | CUSIP: 20753EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    786736 | PA      | $787043.53    | 0.17%             | 2046-02-25      | Floating      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                  | MORGAN STANLEY                     | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    750000 | PA      | $747431.96    | 0.16%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3549000 | PA      | $3551356.75   | 0.77%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd 2025-VII                                                        | BABSN 2025-7A B                    | CUSIP: 06765FAG3<br>LEI: 254900I80K3UAJ5XX377 | Long             | ABS-MBS          | CORP              | KY        |    150000 | PA      | $149866.35    | 0.03%             | 2038-01-15      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust 2026-1                                         | SCLP 2026-1 C                      | CUSIP: 83408AAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    210000 | PA      | $208523.62    | 0.05%             | 2035-12-26      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223139.01    | 0.05%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                  | SALESFORCE INC                     | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    550000 | PA      | $550156.95    | 0.12%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142433.89    | 0.03%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| M&T Bank RV Trust 2026-1                                                        | MTBRV 2026-1A A                    | CUSIP: 551923AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    277558 | PA      | $274417.76    | 0.06%             | 2046-01-15      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                                 | DRVPNK 2025-1A C                   | CUSIP: 05330QAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    830000 | PA      | $841391.42    | 0.18%             | 2030-12-10      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86969.23     | 0.02%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bond                                           | MOROCCO KINGDOM                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MA        |    400000 | PA      | $406710.16    | 0.09%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Navient Education Loan Trust 2025-A                                             | NAVEL 2025-A A                     | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    162787 | PA      | $163072.47    | 0.04%             | 2055-07-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                        | AMERICAN HOMES 4                   | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12933.47     | 0.00%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                          | MORGAN STANLEY B                   | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    600000 | PA      | $602249.53    | 0.13%             | 2028-01-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc                                                | LIGHT & WONDER                     | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154263.19    | 0.03%             | 2031-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Cable One Inc                                                                   | CABLE ONE INC                      | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $139101.67    | 0.03%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| RR 44 Ltd                                                                       | RRAM 2026-44A A1A                  | CUSIP: 78109WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    125000 | PA      | $124779.88    | 0.03%             | 2041-04-15      | Floating      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252088.62    | 0.05%             | 2029-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    750000 | PA      | $714910.29    | 0.16%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35390.16     | 0.01%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                    | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     75000 | PA      | $74902.01     | 0.02%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                         | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133054.77    | 0.03%             | 2031-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 6.5 4/26                      | CUSIP: 01F062648<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4500000 | PA      | $4653984.60   | 1.01%             | 2026-04-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                    | CUSIP: 89236TPH2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103484.35    | 0.02%             | 2031-01-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                       | DEUTSCHE TEL FIN                   | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $229762.49    | 0.05%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                    | HUNTINGTON NATL                    | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200061.70    | 0.04%             | 2028-05-17      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                           | 3M CO                              | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47379.95     | 0.01%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R05                                    | CAS 2025-R05 2A1                   | CUSIP: 20753CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    287882 | PA      | $287622.22    | 0.06%             | 2045-07-25      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                       | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     98000 | PA      | $97160.48     | 0.02%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EURO-BOBL FUTURE  Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -12 | NC      | $31168.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardonagh Group Finance Ltd                                                      | ARDONAGH GROUP                     | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |     82000 | PA      | $79606.34     | 0.02%             | 2032-02-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396456.38    | 0.09%             | 2030-01-23      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2025-1                                         | OMFIT 2025-1A A                    | CUSIP: 68270DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    375000 | PA      | $375762.68    | 0.08%             | 2038-07-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    430000 | PA      | $423430.13    | 0.09%             | 2032-01-30      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer LLC                                                 | VDC 2025-2A A2                     | CUSIP: 92212KAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    320000 | PA      | $315144.35    | 0.07%             | 2055-11-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                            | FLUTTER TREASURY                   | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    355000 | PA      | $351155.37    | 0.08%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT                   | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    159000 | PA      | $157106.94    | 0.03%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp / JetBlue Loyalty LP                                       | JETBLUE AIRW/LOY                   | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    230000 | PA      | $217364.09    | 0.05%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| AutoZone Inc                                                                    | AUTOZONE INC                       | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    321000 | PA      | $318697.42    | 0.07%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Teleflex Inc                                                                    | TELEFLEX INC                       | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148601.11    | 0.03%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |   1390000 | PA      | $1378765.31   | 0.30%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                       | UZBEK INTL BOND                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | UZ        |    755000 | PA      | $874146.17    | 0.19%             | 2029-02-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GRP                   | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $360957.75    | 0.08%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1767023.44   | 0.39%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R06                                    | CAS 2024-R06 1A1                   | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    702278 | PA      | $702060.21    | 0.15%             | 2044-09-25      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    949000 | PA      | $928917.00    | 0.20%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235159.36    | 0.05%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                           | QUEST DIAGNOSTIC                   | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201436.82    | 0.04%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lyra Music Assets Delaware LP                                                   | LYRA 2025-1A A2                    | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-CBDO         | CORP              | US        |    129663 | PA      | $130442.14    | 0.03%             | 2065-09-20      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV BV                                   | TEVA PHARMACEUCI                   | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |     35000 | PA      | $35446.09     | 0.01%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009136.05   | 0.22%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                         | MERCEDES-BNZ FIN                   | CUSIP: 58769JBJ5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    595000 | PA      | $592161.54    | 0.13%             | 2028-03-10      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    472000 | PA      | $465284.87    | 0.10%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| RR 44 Ltd                                                                       | RRAM 2026-44A A2                   | CUSIP: 78109WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    125000 | PA      | $125085.88    | 0.03%             | 2041-04-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2026-1                                   | SDART 2026-1 D                     | CUSIP: 80288FAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    440000 | PA      | $433443.43    | 0.09%             | 2032-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                          | WESCO DISTRIBUT                    | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9936.86      | 0.00%             | 2031-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91087BBJ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   1973000 | PA      | $1924930.06   | 0.42%             | 2031-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                           | VENTURE GLOBAL                     | CUSIP: 922966AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $205735.58    | 0.04%             | 2030-12-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| US Bank NA/Cincinnati OH                                                        | US BANK NA OHIO                    | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |     99000 | PA      | $99356.11     | 0.02%             | 2028-05-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIE                   | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49565.66     | 0.01%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc                                                 | STANDARD BUILDIN                   | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4949.52      | 0.00%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    180000 | PA      | $164209.74    | 0.04%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                         | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94238.45     | 0.02%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A                           | SBCLN 2024-A C                     | CUSIP: 80290CCK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    240082 | PA      | $242658.45    | 0.05%             | 2032-06-15      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    255000 | PA      | $257972.10    | 0.06%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| AmeriTex HoldCo Intermediate LLC                                                | AMERITEX HOLDCO                    | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5156.91      | 0.00%             | 2033-08-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                          | VENTURE GLOBAL L                   | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    120000 | PA      | $128901.80    | 0.03%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Gildan Activewear Inc                                                           | GILDAN ACTIVEWEA                   | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $24739.88     | 0.01%             | 2030-10-07      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2941523.43   | 0.64%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                      | DAVITA INC                         | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28843.98     | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIE                   | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78224.97     | 0.02%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                             | ARAB REP EGYPT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | EG        |    950000 | PA      | $876679.67    | 0.19%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                                    | SM ENERGY CO                       | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     92000 | PA      | $101810.24    | 0.02%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT                   | CUSIP: 06675FBB2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    750000 | PA      | $769791.95    | 0.17%             | 2028-07-13      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                 | NORDEA BANK AB                     | CUSIP: 65557FAH9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    200000 | PA      | $198685.23    | 0.04%             | 2033-09-13      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                  | ROCKET COS INC                     | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $484710.17    | 0.11%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $100207.03    | 0.02%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SNF Group SACA                                                                  | SNF GROUP SACA                     | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    180000 | PA      | $166441.63    | 0.04%             | 2030-03-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                                        | CROWDSTRIKE HOLD                   | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |    590000 | PA      | $561396.26    | 0.12%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc                                                             | HUDBAY MINERALS                    | CUSIP: 443628AJ1<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100000.00    | 0.02%             | 2026-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LE                    | CUSIP: 709599BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106000 | PA      | $107996.40    | 0.02%             | 2027-11-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Corp                                                            | TARGA RESOURCES                    | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88605.45     | 0.02%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL BRANDS I                    | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38518.57     | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                | GALAXY PIPELINE                    | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |    292924 | PA      | $284974.76    | 0.06%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                                                         | SBA COMMUNICATIO                   | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69296.91     | 0.02%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ICE: (TURKEY)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -293000 | NC      | $-26188.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                       | PANTHER ESCROW                     | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $245390.43    | 0.05%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    315000 | PA      | $320347.86    | 0.07%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | AMPHENOL CORP                      | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39684.79     | 0.01%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital Inc                                                    | ZF NA CAPITAL                      | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    330000 | PA      | $320432.47    | 0.07%             | 2030-04-23      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co                                              | TRANS-ALLEGHENY                    | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10158.30     | 0.00%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY                   | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $147711.23    | 0.03%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU                   | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49232.24     | 0.01%             | 2029-10-08      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | CDX.NA.IG.45.V1 5YR RTP @ 70.00000 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -2940000 | NC      | $-1438.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential 2025-SFR6 Trust                                            | PROG 2025-SFR6 B                   | CUSIP: 74334EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    110000 | PA      | $103886.32    | 0.02%             | 2042-12-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                             | GRAPHIC PACKAGIN                   | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    350000 | PA      | $321873.95    | 0.07%             | 2030-02-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Affirm Master Trust                                                             | AFRMT 2026-1A C                    | CUSIP: 00833BAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270000 | PA      | $269041.85    | 0.06%             | 2034-02-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| BWX Technologies Inc                                                            | BWX TECHNOLOGIES                   | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    580000 | PA      | $558270.13    | 0.12%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| AutoNation Finance Trust 2026-1                                                 | DRVPNK 2026-1A D                   | CUSIP: 05330WAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1840000 | PA      | $1827757.56   | 0.40%             | 2034-01-11      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                      | CUSIP: 883556DG4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163258.75    | 0.04%             | 2031-02-12      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co LP                                                   | ATLAS WARE LEND                    | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    740000 | PA      | $729058.64    | 0.16%             | 2028-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC                   | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39631.69     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2025-28L                                          | NYC 2025-28L A                     | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99577.32     | 0.02%             | 2038-11-05      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2026-1                          | HACLN 2026-1 B1                    | CUSIP: 44644NAV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    510000 | PA      | $507763.34    | 0.11%             | 2034-02-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Boots Group Finco LP                                                            | BOOTS GROUP FINC                   | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |      4988 | PA      | $4999.97      | 0.00%             | 2032-08-30      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    325000 | PA      | $327043.68    | 0.07%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA2                                         | STACR 2025-DNA2 A1                 | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250300.33    | 0.05%             | 2045-05-25      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                 | HERTZ 2025-5A A                    | CUSIP: 42806MDL0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |   1600000 | PA      | $1595186.72   | 0.35%             | 2030-05-25      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2555000 | PA      | $2429046.47   | 0.53%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                   | ENEL FIN INTL NV                   | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    210000 | PA      | $208167.19    | 0.05%             | 2028-09-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                                   | UNITED WHOLESALE                   | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123071.87    | 0.03%             | 2027-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1540000 | PA      | $1546978.13   | 0.34%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                     | WORKDAY INC                        | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    358000 | PA      | $354810.42    | 0.08%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2026-A                                                | NSLT 2026-A B                      | CUSIP: 64032UAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    530000 | PA      | $523585.09    | 0.11%             | 2061-02-21      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                                              | BMW US CAP LLC                     | CUSIP: 05565EDC6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54434.04     | 0.01%             | 2030-08-11      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                                  | WFCM 2017-C40 A4                   | CUSIP: 95000YAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $295752.45    | 0.06%             | 2050-10-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | GENERAL MOTORS C                   | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102165.19    | 0.02%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    265000 | PA      | $269304.68    | 0.06%             | 2031-01-16      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                              | CMDC 2026-1A A21                   | CUSIP: 20469BAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    290000 | PA      | $287588.45    | 0.06%             | 2056-02-25      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                   | SIXTH STREET LEN                   | CUSIP: 829932AD4<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26571.62     | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200810.93    | 0.04%             | 2029-02-01      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142655.43    | 0.03%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bond                                       | EL SALVADOR REP                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SV        |   1000000 | PA      | $1041035.39   | 0.23%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-5                                      | EART 2025-5A D                     | CUSIP: 30166VAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    980000 | PA      | $972575.91    | 0.21%             | 2032-03-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1256000 | PA      | $1217632.11   | 0.27%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $31274.20     | 0.01%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-B2                                     | CGCMT 2018-B2 A4                   | CUSIP: 17327FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $346388.98    | 0.08%             | 2051-03-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients Inc                                                         | DARLING INGREDIE                   | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    435000 | PA      | $434678.33    | 0.09%             | 2027-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Morocco Government International Bond                                           | MOROCCO KINGDOM                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MA        |    550000 | PA      | $528332.97    | 0.12%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                       | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51329.49     | 0.01%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| BWX Technologies Inc                                                            | BWX TECHNOLOGIES                   | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    465000 | PA      | $452973.96    | 0.10%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                    | CITIZENS FIN GRP                   | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50581.06     | 0.01%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                       | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86330.98     | 0.02%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                   | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257438.29    | 0.06%             | 2030-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                | ALTICE FRANCE                      | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    183922 | PA      | $173903.01    | 0.04%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | ICE: (SOAF)                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -114000 | NC      | $-5122.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                                         | FIRST STUDENT BI                   | CUSIP: 33718FAQ3<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |    369831 | PA      | $368443.99    | 0.08%             | 2030-08-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                | AMC NETWORKS INC                   | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    201000 | PA      | $169998.38    | 0.04%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                          | CITADEL SECURITI                   | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254096.32    | 0.06%             | 2030-06-18      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                                        | EAGLE LUXCO                        | CUSIP: N/A<br>LEI: 894500VDP08MVIZ6OA60       | Long             | DBT              | NUSS              | LU        |    705000 | PA      | $707671.94    | 0.15%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    175000 | PA      | $174924.40    | 0.04%             | 2031-02-28      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt                                                   | MAGYAR EXPORT-IM                   | CUSIP: N/A<br>LEI: 529900O4UGETQ9Q3AA63       | Long             | DBT              | NUSS              | HU        |   1782000 | PA      | $1802867.40   | 0.39%             | 2027-12-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International Inc                                    | CHARLES RIVER LA                   | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    155000 | PA      | $146982.84    | 0.03%             | 2029-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | VENTURE GLOBAL C                   | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    137000 | PA      | $130252.07    | 0.03%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30145.17     | 0.01%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC                   | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    330000 | PA      | $331765.05    | 0.07%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F                   | CUSIP: 02665WGR6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118489.41    | 0.03%             | 2029-01-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $354792.88    | 0.08%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                        | FOX CORP                           | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130401.16    | 0.03%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                           | CAMDEN PROP TRST                   | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46692.93     | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Betclic Everest Group SAS                                                       | BETCLIC EVEREST                    | CUSIP: N/A<br>LEI: 96950037FKVH5JOEKU82       | Long             | LON              | CORP              | FR        |      5000 | PA      | $4987.50      | 0.00%             | 2031-12-09      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                   | GOODYEAR TIRE                      | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123332.66    | 0.03%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                                        | NIPPON LIFE INS                    | CUSIP: 654579AQ4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $205517.77    | 0.04%             | 2031-04-02      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Takeoff Merger Sub Inc                                                          | TAKEOFF MERGER                     | CUSIP: 873923AC0<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    840000 | PA      | $834357.80    | 0.18%             | 2029-03-24      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Lighthouse Park CLO Ltd                                                         | LITPK 2025-1A B                    | CUSIP: 53229VAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    100000 | PA      | $99866.90     | 0.02%             | 2037-10-24      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| ITC Holdings Corp                                                               | ITC HOLDINGS COR                   | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326572.46    | 0.07%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1460000 | PA      | $1448080.47   | 0.32%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                                                  | GE VERNOVA INC                     | CUSIP: 36828AAA9<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |     92000 | PA      | $90865.59     | 0.02%             | 2031-02-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                          | ENERGIZER HLDGS                    | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    355000 | PA      | $338267.62    | 0.07%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                    | UNITED AIRLINES                    | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9811.94      | 0.00%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Vail Resorts Inc                                                                | VAIL RESORTS                       | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29785.27     | 0.01%             | 2030-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Eaton Corp                                                                      | EATON CORP                         | CUSIP: 278058DW9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    590000 | PA      | $584087.52    | 0.13%             | 2029-03-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100107.74    | 0.02%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | MEDLINE BORROWER                   | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49552.08     | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2734000 | PA      | $2752689.46   | 0.60%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                     | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50906.44     | 0.01%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                | ARGENTINA                          | CUSIP: 040114HS2<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    966240 | PA      | $808496.54    | 0.18%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCI 2.5 4/26                      | CUSIP: 01F022444<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1375000 | PA      | $1297280.33   | 0.28%             | 2026-04-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116312.88    | 0.03%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Equinix Asia Financing Corp Pte Ltd                                             | EQUINIX ASIA FIN                   | CUSIP: 29447KAA3<br>LEI: 2549002E9B0F5FQ3X427 | Long             | DBT              | CORP              | SG        |    401000 | PA      | $392713.05    | 0.09%             | 2031-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                               | HERC HOLDINGS                      | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20524.11     | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Hudbay Minerals Inc                                                             | HUDBAY MINERALS                    | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $419431.32    | 0.09%             | 2029-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2026-REV1                                          | FORDR 2026-1 B                     | CUSIP: 34532XAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    470000 | PA      | $466598.80    | 0.10%             | 2038-08-15      | Variable      | 4.48%                 | Yes           |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                   | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50859.82     | 0.01%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                           | BECTON DICKINSON                   | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16792.25     | 0.00%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                    | HUNTINGTON NATL                    | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103400.64    | 0.02%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                   | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152349.17    | 0.03%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                   | BAT INTL FINANCE                   | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $103753.94    | 0.02%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                            | BOSTON PROP LP                     | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    350000 | PA      | $322939.62    | 0.07%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EW Scripps Co/The                                                               | EW SCRIPPS                         | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24301.63     | 0.01%             | 2030-08-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $13168.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL BRANDS I                    | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80462.47     | 0.02%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $239708.29    | 0.05%             | 2029-07-18      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                      | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1668000 | PA      | $1740113.58   | 0.38%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                    | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30371.41     | 0.01%             | 2030-08-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                                   | SDART 2024-5 C                     | CUSIP: 802920AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    193000 | PA      | $193958.15    | 0.04%             | 2031-01-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                     | CUSIP: 023135DC7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    680000 | PA      | $676431.12    | 0.15%             | 2029-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                    | UNITED AIRLINES                    | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4896.89      | 0.00%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RCKTL 2025-2                                                                    | RCKTL 2025-2A B                    | CUSIP: 74939HAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99783.21     | 0.02%             | 2034-11-27      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                                            | EXCELERATE ENERG                   | CUSIP: 30069UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $219892.42    | 0.05%             | 2030-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL                   | CUSIP: 60687YAT6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $198623.55    | 0.04%             | 2029-09-11      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                          | COX COMMUN INC                     | CUSIP: 224044CJ4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    398000 | PA      | $392523.96    | 0.09%             | 2027-08-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | JOHN DEERE CAP                     | CUSIP: 24422EYE3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100655.02    | 0.02%             | 2030-06-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Esab Corp                                                                       | ESAB CORP                          | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50347.88     | 0.01%             | 2031-04-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | ICE: (CDX.NA.IG.46.V1)             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -4761342 | NC      | $82058.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    203000 | PA      | $203849.44    | 0.04%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty LP                                                    | REXFORD INDUS RE                   | CUSIP: 76169XAC8<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75747.15     | 0.02%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC/ Asurion Co-Issuer Inc                                              | ASURION LLC/CO                     | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31145.62     | 0.01%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                     | CUSIP: 74456QCX2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345658.09    | 0.08%             | 2031-01-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                   | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52363.29     | 0.01%             | 2029-10-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCI 1.5 4/26                      | CUSIP: 01F012445<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1750000 | PA      | $1572393.55   | 0.34%             | 2026-04-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2026-1                            | BLAST 2026-1 C                     | CUSIP: 107927AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    210000 | PA      | $208240.18    | 0.05%             | 2031-11-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                           | CAMDEN PROP TRST                   | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47939.81     | 0.01%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                        | FMC CORP                           | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    240000 | PA      | $214859.20    | 0.05%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                      | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161014.13    | 0.04%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Gates Corp/DE                                                                   | GATES CORP/DE                      | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |    255000 | PA      | $261300.86    | 0.06%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                     | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70778.22     | 0.02%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1053000 | PA      | $1058567.86   | 0.23%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                     | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102730.93    | 0.02%             | 2029-05-19      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AESOP 2026-2A A                    | CUSIP: 05377RLG7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    490000 | PA      | $483808.75    | 0.11%             | 2032-08-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    480000 | PA      | $477656.25    | 0.10%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2023-II Ltd                                                        | CIFC 2023-2A BR                    | CUSIP: 125488AN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    150000 | PA      | $149831.34    | 0.03%             | 2037-01-21      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Ascension Health                                                                | ASCENSION HEALTH                   | CUSIP: 04351LAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99139.26     | 0.02%             | 2030-11-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2310000 | PA      | $2329219.92   | 0.51%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp                                                            | KIOXIA HOLDINGS                    | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |      5000 | PA      | $5124.89      | 0.00%             | 2033-07-24      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL BRANDS I                    | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    570000 | PA      | $556577.65    | 0.12%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SNF Group SACA                                                                  | SNF GROUP SACA                     | CUSIP: 784944AA8<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    255000 | PA      | $257815.35    | 0.06%             | 2031-03-31      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP                   | CUSIP: 828807EB9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197286.47    | 0.04%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp                                                           | FREEDOM MORTGAGE                   | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179623.22    | 0.04%             | 2027-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Men's Wearhouse LLC/The                                                         | MEN'S WEARHOUSE                    | CUSIP: 587118AF7<br>LEI: NKFP7BJ6WYEV4I24P532 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305149.37    | 0.07%             | 2031-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                     | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101677.36    | 0.02%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                    | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    106000 | PA      | $106104.70    | 0.02%             | 2028-10-18      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                    | HUDSON PACIFIC                     | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    490000 | PA      | $465016.01    | 0.10%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   1000000 | PA      | $1002481.20   | 0.22%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                  | MORGAN STANLEY                     | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249106.57    | 0.05%             | 2028-11-17      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                                | SFAST 2024-1A B                    | CUSIP: 78435VAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    330000 | PA      | $335151.04    | 0.07%             | 2031-01-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2SF 6.5 5/26                      | CUSIP: 21H062651<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1500000 | PA      | $1554023.40   | 0.34%             | 2026-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                   | CARNIVAL CORP                      | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     10000 | PA      | $10121.76     | 0.00%             | 2031-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | US ULTRA BOND CBT Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -1 | NC      | $3311.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU                   | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70418.80     | 0.02%             | 2027-07-09      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT CORP                           | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45867.70     | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT CORP                           | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39823.53     | 0.01%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                                         | FIRST STUDENT BI                   | CUSIP: 33718FAR1<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |     67670 | PA      | $67416.38     | 0.01%             | 2030-08-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                     | TRUIST BANK                        | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $908857.73    | 0.20%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Hopper Merger Sub Inc                                                           | HOPPER MERGER SU                   | CUSIP: N/A<br>LEI: 9845009E9B4548A5N478       | Long             | LON              | CORP              | US        |     55000 | PA      | $54250.02     | 0.01%             | 2033-01-14      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                            | LIFEPOINT HEALTH                   | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |     99747 | PA      | $99710.06     | 0.02%             | 2031-05-19      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Tru                                                  | HDMOT 2025-A A4                    | CUSIP: 41284XAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $404016.52    | 0.09%             | 2033-02-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                  | PACIFIC LIFE GF                    | CUSIP: 6944PL2H1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46630.38     | 0.01%             | 2028-09-21      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP                          | CUSIP: 86765KAJ8<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29095.53     | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |   1310000 | PA      | $1244952.57   | 0.27%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 6 5/26                        | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $254433.60    | 0.06%             | 2026-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                        | AON CORP                           | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46602.68     | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding LLC                                                             | WEN 2018-1A A2II                   | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-CBDO         | CORP              | US        |   1036430 | PA      | $1016775.61   | 0.22%             | 2048-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                               | Vanguard Market Liquidity Fund     | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |   1654957 | NS      | $1654791.60   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Vantage Data Centers LLC                                                        | VDC 2025-1A A2                     | CUSIP: 92212KAH9<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-CBDO         | CORP              | US        |    320000 | PA      | $313071.49    | 0.07%             | 2055-08-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Flatiron CLO 24 LTD                                                             | FLAT 2023-2A BR                    | CUSIP: 33882CAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |    150000 | PA      | $150088.37    | 0.03%             | 2039-01-15      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2670000 | PA      | $2619103.13   | 0.57%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                | ASCENSION HEALTH                   | CUSIP: 04351LAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $59785.49     | 0.01%             | 2028-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51012.88     | 0.01%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1430000 | PA      | $1427207.02   | 0.31%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-2                                    | GMALT 2025-2 C                     | CUSIP: 362962AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100719.51    | 0.02%             | 2029-10-22      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                                    | WYNDHAM HOTELS &                   | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48864.89     | 0.01%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3200000 | PA      | $2779124.99   | 0.61%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC / MIWD Finance Corp                                          | MIWD HLD/MIWD FI                   | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $12980.36     | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Block Inc                                                                       | BLOCK INC                          | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    290000 | PA      | $291627.13    | 0.06%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    888000 | PA      | $896125.06    | 0.20%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    230000 | PA      | $226888.56    | 0.05%             | 2029-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                          | CUSIP: 225401BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2254000 | PA      | $2228947.42   | 0.49%             | 2029-12-23      | Variable      | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Co/The                                                                   | MOSAIC CO                          | CUSIP: 61945CAH6<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20424.85     | 0.00%             | 2028-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending Inc                                              | SIXTH STREET                       | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35302.18     | 0.01%             | 2029-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDX.NA.IG.45.V1 5YR RTP @ 70.00000 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -1540000 | NC      | $-753.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY                   | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    265000 | PA      | $267720.03    | 0.06%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                                                            | JACOBS SOLUTIONS                   | CUSIP: 46982LAA6<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |    520000 | PA      | $512632.35    | 0.11%             | 2031-03-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                             | CLYDESDALE ACQUI                   | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     40000 | PA      | $37222.24     | 0.01%             | 2032-04-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                           | VENTURE GLOBAL                     | CUSIP: 922966AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $72980.52     | 0.02%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                             | OTIS WORLDWIDE                     | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    283000 | PA      | $262694.57    | 0.06%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AESOP 2026-2A B                    | CUSIP: 05377RLH5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    510000 | PA      | $500676.49    | 0.11%             | 2032-08-20      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| United Airlines 2016-1 Class AA Pass Through Trust                              | UNTD AIR 16-1 AA                   | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27574 | PA      | $26849.63     | 0.01%             | 2028-07-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                              | OWENS-BROCKWAY                     | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230305.56    | 0.05%             | 2027-05-13      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2026-1                                                  | CARMX 2026-1 D                     | CUSIP: 14320XAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70000 | PA      | $69180.52     | 0.02%             | 2033-01-18      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83580.41     | 0.02%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                    | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    125000 | PA      | $124471.45    | 0.03%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                               | NATL GRID PLC                      | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    133000 | PA      | $136124.56    | 0.03%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85407.71     | 0.02%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                           | L BRANDS INC                       | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262340.20    | 0.06%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DNKN 2025-1A A2I                   | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |    129675 | PA      | $128439.55    | 0.03%             | 2055-08-20      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $99582.03     | 0.02%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                                    | SM ENERGY CO                       | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    122000 | PA      | $127620.23    | 0.03%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                          | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150163.55    | 0.03%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                      | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    675000 | PA      | $670484.42    | 0.15%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSU                     | CUSIP: 86562MED8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    750000 | PA      | $738713.78    | 0.16%             | 2032-01-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding LLC                                                       | JMIKE 2026-1A A2I                  | CUSIP: 476681AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270000 | PA      | $266302.27    | 0.06%             | 2056-02-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                   | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190140.13    | 0.04%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                      | FIDELITY NATL IN                   | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995097.92    | 0.22%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                             | CRH SMW FINANCE                    | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    150000 | PA      | $152480.27    | 0.03%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | KEURIG DR PEPPER                   | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29685.09     | 0.01%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | NOVARTIS CAPITAL                   | CUSIP: 66989HBG2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    360000 | PA      | $359963.19    | 0.08%             | 2031-03-18      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                    | HUNTINGTON BANCS                   | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    491000 | PA      | $490780.02    | 0.11%             | 2028-08-04      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                     | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129596.36    | 0.03%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                  | TEVA PHARMACEUCI                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    308000 | PA      | $304939.81    | 0.07%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1326000 | PA      | $1332640.41   | 0.29%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    265000 | PA      | $262258.10    | 0.06%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | CONSTL ENRGY GEN                   | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51083.98     | 0.01%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    825000 | PA      | $829224.47    | 0.18%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings                                                                  | ESKOM HOLDINGS                     | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | CORP              | ZA        |    475000 | PA      | $467036.01    | 0.10%             | 2027-07-23      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2170265.61   | 0.47%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    530000 | PA      | $505088.69    | 0.11%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ICE: (CDX.NA.HY.46.V1)             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -905000 | NC      | $43438.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                       | APOLLO DEBT SOLU                   | CUSIP: 03770DAL7<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68415.26     | 0.01%             | 2031-01-23      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| UKG Inc                                                                         | UKG INC                            | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    340000 | PA      | $333319.09    | 0.07%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSU                     | CUSIP: 86562MEJ5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $197956.83    | 0.04%             | 2029-01-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Versant Media Group Inc                                                         | VERSANT MEDIA GR                   | CUSIP: 92528PAB0<br>LEI: 254900D2Q5F5F229PU30 | Long             | LON              | CORP              | US        |     60000 | PA      | $59892.84     | 0.01%             | 2031-01-30      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Rowe CLO 2026-1 Ltd                                                             | ROWE 2026-1A B                     | CUSIP: 779520AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    100000 | PA      | $100000.00    | 0.02%             | 2039-04-20      | Floating      | 5.23%                 | Yes           |                  3 | On Loan: No      |
| Ameren Corp                                                                     | AMEREN CORP                        | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    928000 | PA      | $942597.66    | 0.21%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                            | STATE OF ISRAEL                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $233111.73    | 0.05%             | 2026-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US Bank NA                                                                      | USCLN 2026-RVM1 B1                 | CUSIP: 90355PAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1140000 | PA      | $1134695.12   | 0.25%             | 2046-12-25      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Uzbekneftegaz JSC                                                               | UZBEKNEFTEGAZ                      | CUSIP: N/A<br>LEI: 213800LUZJZFLJD4MJ51       | Long             | DBT              | CORP              | UZ        |   1256000 | PA      | $1324576.22   | 0.29%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB                   | CUSIP: 74977RDS0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    270000 | PA      | $275037.69    | 0.06%             | 2029-02-28      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    865000 | PA      | $901171.76    | 0.20%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Black Pearl Compute LLC                                                         | BLACK PEARL COMP                   | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15274.62     | 0.00%             | 2031-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CENT 2025-CITY                                                                  | CENT 2025-CITY A                   | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $201434.28    | 0.04%             | 2040-07-10      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP                   | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47739.27     | 0.01%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | CONSTL ENRGY GEN                   | CUSIP: 210385AJ9<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20055.85     | 0.00%             | 2031-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ConocoPhillips Co                                                               | CONOCOPHIL CO                      | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53488.26     | 0.01%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    250000 | PA      | $249501.76    | 0.05%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    771000 | PA      | $780990.76    | 0.17%             | 2030-02-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC                   | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1280515.20   | 0.28%             | 2029-03-06      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                    | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $95207.17     | 0.02%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO IV Ltd                                              | BSP 2014-IVA AR5                   | CUSIP: 08180FCG4<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-MBS          | CORP              | KY        |    100000 | PA      | $99930.81     | 0.02%             | 2038-10-20      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCI 3.5 4/26                      | CUSIP: 01F032443<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $192359.38    | 0.04%             | 2026-04-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RKTL 2026-1                                                                     | RKTL 2026-1A B                     | CUSIP: 74990JAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99335.51     | 0.02%             | 2035-02-26      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | JOHN DEERE CAP                     | CUSIP: 24422EYK9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    740000 | PA      | $734532.24    | 0.16%             | 2029-03-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                     | CUSIP: 24703DBS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    681000 | PA      | $671863.85    | 0.15%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                | GALAXY PIPELINE                    | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |    692884 | PA      | $613408.15    | 0.13%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                | RYDER SYSTEM INC                   | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51125.93     | 0.01%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                 | MPT OP PTNR/FINL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    250000 | PA      | $277275.41    | 0.06%             | 2026-10-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2469140.63   | 0.54%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                        | UNITED TECH CORP                   | CUSIP: 913017BA6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    199000 | PA      | $218530.03    | 0.05%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4711.80      | 0.00%             | 2028-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2260000 | PA      | $2291251.55   | 0.50%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | AMPHENOL CORP                      | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     74000 | PA      | $73582.32     | 0.02%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2089000 | PA      | $2105238.72   | 0.46%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                      | EATON CORP                         | CUSIP: 278058DV1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1608795.35   | 0.35%             | 2028-03-06      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2025-1                                         | OMFIT 2025-1A B                    | CUSIP: 68270DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250711.63    | 0.05%             | 2038-07-14      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                              | CMDC 2026-1A A22                   | CUSIP: 20469BAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    170000 | PA      | $166488.70    | 0.04%             | 2056-02-25      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC                                                           | DIRECTV FINANCIN                   | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $264458.71    | 0.06%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY                   | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1193000 | PA      | $1206911.91   | 0.26%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCI 5 4/26                        | CUSIP: 01F050445<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    850000 | PA      | $855677.75    | 0.19%             | 2026-04-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                                 | DRVPNK 2025-1A B                   | CUSIP: 05330QAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    860000 | PA      | $868469.97    | 0.19%             | 2030-08-12      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Commercial Metals Co                                                            | COMMERCIAL METAL                   | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19052.43     | 0.00%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |    200000 | PA      | $200994.57    | 0.04%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                      | SMURFIT KAPPA                      | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $509335.54    | 0.11%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDX.NA.IG.45.V1 5YR RTP @ 55.00000 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   1540000 | NC      | $3555.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Endo Finance Holdings LP                                                        | ENDO FINANCE                       | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41873.67     | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                                            | SIX FLAGS ENTE                     | CUSIP: 150190AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9952.58      | 0.00%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                             | AFRMT 2026-1A D                    | CUSIP: 00833BAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    290000 | PA      | $288789.11    | 0.06%             | 2034-02-15      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Navient Refinance Loan Trust 2025-C                                             | NAVRL 2025-C A                     | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     88724 | PA      | $88252.69     | 0.02%             | 2055-10-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt                                                 | HUNGARIAN DEVEL                    | CUSIP: N/A<br>LEI: 549300KCFVCFTUJZYT59       | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $204208.58    | 0.04%             | 2028-06-29      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo SARL                                                          | FRONERI LUX FINC                   | CUSIP: N/A<br>LEI: 9845005YBZ75E5AA3B94       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $109343.97    | 0.02%             | 2032-08-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU                   | CUSIP: 04685A4N8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    530000 | PA      | $528452.68    | 0.12%             | 2028-05-09      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1969000 | PA      | $1801788.82   | 0.39%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    513937 | PA      | $513522.48    | 0.11%             | 2032-01-20      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                     | CENCORA INC                        | CUSIP: 03073EBC8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    255000 | PA      | $251448.16    | 0.05%             | 2029-02-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                                             | GHANA REP OF                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GH        |     20004 | PA      | $16911.90     | 0.00%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARC Falcon I Inc / Arclin USA LLC / New Arclin US Holding Corp                  | ARC FALC I/ARC/H                   | CUSIP: 03881HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $375137.30    | 0.08%             | 2033-03-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                                     | SV RNO PROPERTY                    | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $277471.63    | 0.06%             | 2031-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                                                       | COREBRIDGE GF                      | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49666.07     | 0.01%             | 2028-08-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                            | XPLR INFRAST OP                    | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58020.08     | 0.01%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2SF 6 4/26                        | CUSIP: 21H060648<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3750000 | PA      | $3811816.50   | 0.83%             | 2026-04-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust 2025-1                                         | FIAOT 2025-1A D                    | CUSIP: 32059WAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1030000 | PA      | $1032433.89   | 0.23%             | 2033-12-15      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                        | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    183000 | PA      | $188626.36    | 0.04%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Orion US Finco Inc                                                              | ORION US FINCO                     | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    175000 | PA      | $173031.25    | 0.04%             | 2032-10-12      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | AMERICAN AIRLINE                   | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     11667 | PA      | $11660.28     | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| TK Elevator US Newco Inc                                                        | VERTICAL US NEWC                   | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199497.64    | 0.04%             | 2027-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| McAfee Corp                                                                     | MCAFEE CORP                        | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    290000 | PA      | $239224.49    | 0.05%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                             | CRH SMW FINANCE                    | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $204404.14    | 0.04%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                                    | FEDEX FREIGHT HO                   | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88912.85     | 0.02%             | 2029-03-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VZMT 2025-8 C                      | CUSIP: 92348KEU3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $98966.94     | 0.02%             | 2033-08-22      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bond                                           | UKRAINE GOVT                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | UA        |     60000 | PA      | $31957.50     | 0.01%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2026-1                                                  | CARMX 2026-1 C                     | CUSIP: 14320XAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    110000 | PA      | $109318.01    | 0.02%             | 2032-03-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc                                                           | QNITY ELECTRONIC                   | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |      4988 | PA      | $4975.03      | 0.00%             | 2032-11-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                     | PETROBRAS GLOB                     | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    423000 | PA      | $414081.06    | 0.09%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                          | REGIONS FINL                       | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307841.27    | 0.07%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco Inc                                                         | OAK-EAGLE ACQUIR                   | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47059.46     | 0.01%             | 2034-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL BRANDS I                    | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36193.67     | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                      | FIDELITY NATL IN                   | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1017026.34   | 0.22%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LE                    | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    796000 | PA      | $793934.94    | 0.17%             | 2027-07-01      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | US 10YR NOTE (CBT)Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -20 | NC      | $10835.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2929000 | PA      | $2953599.03   | 0.64%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                         | GA GLOBAL FNDING                   | CUSIP: 36143L2D6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139751.01    | 0.03%             | 2028-09-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC                   | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    135000 | PA      | $80946.88     | 0.02%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97998.75     | 0.02%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2026-A                                         | SMB 2026-A A1A                     | CUSIP: 78451MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    610000 | PA      | $602174.37    | 0.13%             | 2053-12-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207844.66    | 0.05%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |    200000 | PA      | $233104.04    | 0.05%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                                 | JERSEY CENT P&L                    | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14923.19     | 0.00%             | 2029-01-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                            | WEC ENERGY GROUP                   | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151654.88    | 0.03%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                        | HOST HOTELS                        | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19759.61     | 0.00%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                   | CNT PAR/CDK GL/F                   | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $185953.63    | 0.04%             | 2029-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| NOVA Chemicals Corp                                                             | NOVA CHEMICALS                     | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $437947.42    | 0.10%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                          | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $205971.56    | 0.04%             | 2030-09-13      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCI 4 4/26                        | CUSIP: 01F040446<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $390187.52    | 0.09%             | 2026-04-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                      | AIR CANADA                         | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $547409.91    | 0.12%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust 2025-5MW                                         | BFLD 2025-5MW A                    | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99210.85     | 0.02%             | 2042-10-10      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| US Bank NA                                                                      | USCLN 2026-RVM1 C                  | CUSIP: 90355PAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $298702.02    | 0.07%             | 2046-12-25      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Capital Street Master Trust                                                     | CAPST 2025-1 A                     | CUSIP: 14051LAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    160000 | PA      | $159721.54    | 0.03%             | 2029-08-16      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    953000 | PA      | $953260.59    | 0.21%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                             | HIGHWOODS REALTY                   | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3890.98      | 0.00%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                             | PUBLIC SERVICE                     | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    400000 | PA      | $352054.08    | 0.08%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Men's Wearhouse LLC/The                                                         | MEN'S WEARHOUSE                    | CUSIP: 58711MAK5<br>LEI: NKFP7BJ6WYEV4I24P532 | Long             | LON              | CORP              | US        |     50000 | PA      | $49921.90     | 0.01%             | 2031-01-28      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     80000 | PA      | $80414.92     | 0.02%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Dayforce Bidco LLC                                                              | DAWN BIDCO LLC                     | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    255000 | PA      | $240911.25    | 0.05%             | 2033-02-04      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2871000 | PA      | $2846888.08   | 0.62%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA5166                          | CUSIP: 31418EW48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1744509 | PA      | $1784663.21   | 0.39%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                | AMERICAN INTERNA                   | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151477.50    | 0.03%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                      | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198752.42    | 0.04%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                          | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104349.51    | 0.02%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                               | CMPDC 2025-2A A1                   | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180000 | PA      | $177153.97    | 0.04%             | 2050-11-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $99878.91     | 0.02%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT                   | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29585.43     | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Augusta SpinCo Corp                                                             | AUGUSTA SPINCO C                   | CUSIP: 051473AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $349793.36    | 0.08%             | 2027-09-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272539.49    | 0.06%             | 2028-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Co Inc                                                         | GRAHAM PKG CO IN                   | CUSIP: 38469EAH6<br>LEI: 549300YS0ZFT826HIK72 | Long             | LON              | CORP              | US        |      5000 | PA      | $4937.50      | 0.00%             | 2033-01-26      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                     | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74357.08     | 0.02%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd                                                    | TRANSOCEAN LTD                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    210000 | PA      | $216894.71    | 0.05%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR2 Trust                                                            | AMSR 2025-SFR2 A                   | CUSIP: 00180BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    140000 | PA      | $136905.50    | 0.03%             | 2042-11-17      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc                                                    | UNIVISION COMM                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    240000 | PA      | $235392.71    | 0.05%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                   | OLYMPUS WTR HLDG                   | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38231.54     | 0.01%             | 2033-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $99230.47     | 0.02%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                             | COMMONSPIRIT                       | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69152.31     | 0.02%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                        | CLD SFTWR GRP IN                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    415000 | PA      | $403827.60    | 0.09%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp                                                                        | UNITED TECH CORP                   | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    194000 | PA      | $193234.92    | 0.04%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                    | CUSIP: 86562MDG2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    750000 | PA      | $771184.10    | 0.17%             | 2028-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Boyne USA Inc                                                                   | BOYNE USA                          | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $213628.23    | 0.05%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Rocket Software Inc                                                             | ROCKET SOFTWARE                    | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    405000 | PA      | $404394.52    | 0.09%             | 2028-11-28      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| DISH Network Corp                                                               | DISH NETWORK                       | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    906000 | PA      | $933379.08    | 0.20%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    550000 | PA      | $540890.82    | 0.12%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY                   | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    424000 | PA      | $445149.29    | 0.10%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    807000 | PA      | $819327.36    | 0.18%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC                          | TLEVS 2025-A B                     | CUSIP: 88162VAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     40000 | PA      | $40069.89     | 0.01%             | 2029-06-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                                      | PROG 2025-SFR2 A                   | CUSIP: 74334GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     99378 | PA      | $93638.99     | 0.02%             | 2042-04-17      | Fixed         | 3.31%                 | Yes           |                  2 | On Loan: No      |
| AutoZone Inc                                                                    | AUTOZONE INC                       | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    453000 | PA      | $443459.43    | 0.10%             | 2029-04-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                          | REGIONS FINL                       | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234737.17    | 0.05%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                              | OMAN INTRNL BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |   1850000 | PA      | $1857987.93   | 0.41%             | 2027-03-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                             | CATERPILLAR FINL                   | CUSIP: 14913UBJ8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93805.50     | 0.02%             | 2029-02-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Phoenix Aviation Capital Ltd                                                    | PHOENIX AVIATION                   | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $301651.37    | 0.07%             | 2030-07-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    620000 | PA      | $594819.64    | 0.13%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Organon & Co / Organon Foreign Debt Co-Issuer BV                                | ORGANON & CO/ORG                   | CUSIP: 68622TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $333480.07    | 0.07%             | 2028-04-30      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT                   | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    312000 | PA      | $292575.14    | 0.06%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1242860.37   | 0.27%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2026-A                                                | NSLT 2026-A A1B                    | CUSIP: 64032UAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    364445 | PA      | $365851.76    | 0.08%             | 2061-02-21      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB                   | CUSIP: 74977RDT8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    963000 | PA      | $984479.89    | 0.21%             | 2030-03-05      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Churchill Downs Inc                                                             | CHURCHILL DOWNS                    | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39960.26     | 0.01%             | 2027-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    295000 | PA      | $290810.67    | 0.06%             | 2032-01-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                     | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51396.06     | 0.01%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                            | STATE OF ISRAEL                    | CUSIP: 46515CJY1<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    500000 | PA      | $489828.78    | 0.11%             | 2031-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                       | CUSIP: 456837BU6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $198694.48    | 0.04%             | 2032-03-23      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                             | BRANDYWINE OPER                    | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22330.33     | 0.00%             | 2031-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC                          | TLEVS 2025-A C                     | CUSIP: 88162VAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    980000 | PA      | $982413.54    | 0.21%             | 2029-06-20      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Conagra Brands Inc                                                              | CONAGRA INC                        | CUSIP: 205887AX0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56232.54     | 0.01%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                   | OLYMPUS WTR HLDG                   | CUSIP: 46150DAA0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    175000 | PA      | $166744.19    | 0.04%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Co/The                                                                   | MOSAIC CO                          | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99469.35     | 0.02%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    199000 | PA      | $201817.94    | 0.04%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    850000 | PA      | $844371.24    | 0.18%             | 2029-01-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                    | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    345000 | PA      | $341947.31    | 0.07%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANC                   | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    281000 | PA      | $279480.77    | 0.06%             | 2028-04-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2026-5C40                                                  | BBCMS 2026-5C40 A3                 | CUSIP: 05557AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $306158.73    | 0.07%             | 2059-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE                   | CUSIP: 83368RCL4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $197881.91    | 0.04%             | 2030-04-12      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1173.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    355000 | PA      | $350439.07    | 0.08%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Pattern Energy Operations LP / Pattern Energy Operations Inc                    | PATTERN ENERGY                     | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $274024.93    | 0.06%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                        | MARS INC                           | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    365000 | PA      | $367118.39    | 0.08%             | 2028-03-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Black Hills Corp                                                                | BLACK HILLS CORP                   | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51247.45     | 0.01%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                                           | NFMOT 2026-1A A2                   | CUSIP: 65341KCJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    820000 | PA      | $812047.56    | 0.18%             | 2031-02-18      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | ABBOTT LABS                        | CUSIP: 002824BS8<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    770000 | PA      | $757482.66    | 0.17%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1697675.78   | 0.37%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cargill Inc                                                                     | CARGILL INC                        | CUSIP: 141781CF9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     93000 | PA      | $91556.64     | 0.02%             | 2030-10-23      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| EOG Resources Inc                                                               | EOG RESOURCES IN                   | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39715.19     | 0.01%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2026-1                                    | WLAKE 2026-1A C                    | CUSIP: 96043BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180000 | PA      | $178629.14    | 0.04%             | 2031-06-16      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3001875.00   | 0.65%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72639.20     | 0.02%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                               | OMNICOM GROUP                      | CUSIP: 681919BV7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    510000 | PA      | $504317.24    | 0.11%             | 2029-03-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                                               | CLEAN HARBORS IN                   | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207169.67    | 0.05%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Affirm Master Trust Series 2025-3                                               | AFRMT 2025-3A C                    | CUSIP: 00833BAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    140000 | PA      | $139080.07    | 0.03%             | 2034-10-16      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                  | NISSAN MOTOR ACC                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $971427.42    | 0.21%             | 2030-09-30      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                                 | JERSEY CENT P&L                    | CUSIP: 476556DG7<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19712.63     | 0.00%             | 2031-01-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Cotiviti Inc                                                                    | COTIVITI                           | CUSIP: 22164MAD9<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    180000 | PA      | $167400.00    | 0.04%             | 2031-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL                   | CUSIP: 06368ME67<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49270.55     | 0.01%             | 2032-01-14      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3688000 | PA      | $3704855.30   | 0.81%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                          | MORGAN STANLEY B                   | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1278566.39   | 0.28%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                        | DIRECTV FIN/DTV                    | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $234820.48    | 0.05%             | 2031-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Nexstar Media Inc                                                               | NEXSTAR MEDIA IN                   | CUSIP: 65336RBF4<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    140000 | PA      | $138450.06    | 0.03%             | 2033-03-21      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                   | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    735000 | PA      | $772710.70    | 0.17%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                        | CLD SFTWR GRP IN                   | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    380000 | PA      | $366613.64    | 0.08%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3029000 | PA      | $2986523.00   | 0.65%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                                         | BELRON FINANCE 2                   | CUSIP: 08078UAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    370000 | PA      | $369445.00    | 0.08%             | 2031-10-16      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                                       | GARDA SECURITY                     | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20370.01     | 0.00%             | 2028-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    981000 | PA      | $963767.14    | 0.21%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2165000 | PA      | $2173372.47   | 0.47%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                  | WHIRLPOOL CORP                     | CUSIP: 963320AY2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $199866.43    | 0.04%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                          | SOUTH AFRICA                       | CUSIP: 836205AY0<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |   2250000 | PA      | $2262792.38   | 0.49%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK                   | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101165.44    | 0.02%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC                   | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55010.00     | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| DNB Bank ASA                                                                    | DNB BANK ASA                       | CUSIP: 25601B2E4<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    320000 | PA      | $314974.65    | 0.07%             | 2031-11-04      | Variable      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Trafigura Securitisation Finance PLC                                            | TRFIG 2024-1A A2                   | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-CBDO         | CORP              | IE        |    370000 | PA      | $366070.38    | 0.08%             | 2027-11-15      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                          | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    557000 | PA      | $529679.55    | 0.12%             | 2030-08-13      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                               | CENTERPOINT ENER                   | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    186000 | PA      | $189327.58    | 0.04%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                       | SERBIA REPUBLIC                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RS        |   1592000 | PA      | $1819028.43   | 0.40%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                | ARGENTINA                          | CUSIP: 040114HX1<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    213341 | PA      | $186892.18    | 0.04%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                      | HPS CORPORATE LE                   | CUSIP: 40440VAV7<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28780.05     | 0.01%             | 2031-04-02      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL                   | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $103017.33    | 0.02%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Westlake Flooring Master Trust                                                  | WFLOOR 2025-1A B                   | CUSIP: 96043GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $49875.77     | 0.01%             | 2029-10-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | TRUIST FINANCIAL                   | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161737.21    | 0.04%             | 2031-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                        | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $200524.19    | 0.04%             | 2029-05-09      | Variable      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co                                                                   | DTE ENERGY CO                      | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    265000 | PA      | $267443.12    | 0.06%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                       | APOLLO DEBT SOLU                   | CUSIP: 03770DAK9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73784.69     | 0.02%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91087BBB5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $206325.18    | 0.04%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2026-1                                | SFAST 2026-1A C                    | CUSIP: 81885FAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    510000 | PA      | $501444.04    | 0.11%             | 2033-11-21      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Citadel LP                                                                      | CITADEL LP                         | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51501.18     | 0.01%             | 2030-01-23      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292757.65    | 0.06%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-4                            | BLAST 2025-4 C                     | CUSIP: 10807UAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     40000 | PA      | $39906.90     | 0.01%             | 2031-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GGP 2026-TY                                                                     | GGP 2026-TY A                      | CUSIP: 373914AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $167935.88    | 0.04%             | 2043-03-05      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Guatemala Government Bond                                                       | REP OF GUATEMALA                   | CUSIP: ZS8419047<br>LEI: N/A                  | Long             | DBT              | NUSS              | GT        |   1151000 | PA      | $1132290.46   | 0.25%             | 2030-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    472000 | PA      | $464846.25    | 0.10%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                           | BECTON DICKINSON                   | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    133000 | PA      | $134404.10    | 0.03%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1553534.16   | 0.34%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC     | ARDAGH METAL PAC                   | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     15000 | PA      | $14863.71     | 0.00%             | 2031-01-30      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Jordan Government International Bond                                            | JORDAN                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JO        |    200000 | PA      | $204559.82    | 0.04%             | 2028-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                             | PUBLIC SERVICE                     | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    159000 | PA      | $162049.91    | 0.04%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco Inc                                                        | TK ELEVATOR US                     | CUSIP: N/A<br>LEI: 549300C2AFWPAYWS5574       | Long             | LON              | CORP              | US        |    130000 | PA      | $130203.06    | 0.03%             | 2030-04-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                             | AFRMT 2026-1A A                    | CUSIP: 00833BAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    480000 | PA      | $478073.81    | 0.10%             | 2034-02-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes Series 2025-1                              | TACLN 2025-1 B                     | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    133523 | PA      | $133482.64    | 0.03%             | 2033-09-26      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                         | HONEYWELL AEROSP                   | CUSIP: 43849RAC9<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    154000 | PA      | $152636.68    | 0.03%             | 2029-03-16      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                     | CUSIP: 24703DBP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1474000 | PA      | $1458637.46   | 0.32%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1776937.50   | 0.39%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                | ALTICE FRANCE                      | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    165000 | PA      | $157883.52    | 0.03%             | 2030-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                          | BROOKFIELD FIN                     | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50265.27     | 0.01%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                     | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98912.49     | 0.02%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                     | CENCORA INC                        | CUSIP: 03073EBB0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83443.48     | 0.02%             | 2030-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                                       | GARDA SECURITY                     | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25084.86     | 0.01%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Whirlpool Corp                                                                  | WHIRLPOOL CORP                     | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146393.84    | 0.03%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                       | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $204242.63    | 0.04%             | 2030-03-19      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp                                                               | CHORD ENERGY                       | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20212.30     | 0.00%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                    | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $102407.15    | 0.02%             | 2030-03-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    435000 | PA      | $430475.71    | 0.09%             | 2030-01-09      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA (REP)                    | CUSIP: 455780DZ6<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $607411.23    | 0.13%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II Inc                                                           | SCRIPPS ESCROW                     | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $55475.23     | 0.01%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2068000 | PA      | $2094415.47   | 0.46%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CompoSecure Holdings LLC                                                        | COMPOSECURE HOLD                   | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $141765.91    | 0.03%             | 2033-02-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| OAK-Eagle Acquireco Inc                                                         | OAK-EAGLE ACQUIR                   | CUSIP: N/A<br>LEI: 6488ICS9P20290MA1H31       | Long             | LON              | CORP              | US        |     45000 | PA      | $51468.74     | 0.01%             | 2033-03-24      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                     | STARWOOD PROP TR                   | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223900.44    | 0.05%             | 2027-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3444000 | PA      | $3443192.80   | 0.75%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2SF 5.5 5/26                      | CUSIP: 21H052652<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5750000 | PA      | $5770118.68   | 1.26%             | 2026-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    415000 | PA      | $428127.86    | 0.09%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                     | BEACH ACQUISITIO                   | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     84323 | PA      | $89636.71     | 0.02%             | 2033-07-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                    | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    800000 | PA      | $804897.07    | 0.18%             | 2031-03-04      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Ares Capital Corp                                                               | ARES CAPITAL COR                   | CUSIP: 04010LBM4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67671.47     | 0.01%             | 2031-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                       | GATX CORP                          | CUSIP: 361448BC6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30114.62     | 0.01%             | 2028-11-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    550000 | PA      | $482477.11    | 0.11%             | 2031-11-19      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                               | OMNICOM GROUP                      | CUSIP: 681919BC9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    800000 | PA      | $785853.68    | 0.17%             | 2030-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                                    | SM ENERGY CO                       | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240011.23    | 0.05%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                    | NCL CORP                           | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     80000 | PA      | $83102.13     | 0.02%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | CDX.NA.IG.45.V1 5YR RTP @ 70.00000 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -5000000 | NC      | $-7133.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52331.20     | 0.01%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co LP                                                   | ATLAS WARE LEND                    | CUSIP: 049463AD4<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    750000 | PA      | $760033.61    | 0.17%             | 2028-01-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     53000 | PA      | $48967.93     | 0.01%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                         | CUSIP: 00287YED7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    330000 | PA      | $327720.34    | 0.07%             | 2028-03-03      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4892000 | PA      | $4893910.91   | 1.07%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC                   | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15064.79     | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348318.31    | 0.08%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                     | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    370000 | PA      | $363581.41    | 0.08%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    181000 | PA      | $183527.92    | 0.04%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                                  | PSEG POWER LLC                     | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $76139.95     | 0.02%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | KROGER CO                          | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    290000 | PA      | $264876.74    | 0.06%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB9444                          | CUSIP: 3140QVP65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6885751 | PA      | $7027568.22   | 1.53%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                              | CIPHER COMPUTE                     | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $124362.54    | 0.03%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822DS0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    550000 | PA      | $542184.29    | 0.12%             | 2032-01-14      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ICE: (CDX.NA.IG.45.V1)             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -3822942 | NC      | $67566.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ZF North America Capital Inc                                                    | ZF NA CAPITAL                      | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117734.28    | 0.03%             | 2031-03-24      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                          | VENTURE GLOBAL L                   | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62398.73     | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                 | TYSON FOODS INC                    | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    620000 | PA      | $618232.56    | 0.13%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $752900.18    | 0.16%             | 2030-06-20      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                       | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    750000 | PA      | $751054.79    | 0.16%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                       | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148399.13    | 0.03%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    955000 | PA      | $920608.39    | 0.20%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                     | WISCONSIN ELECTR                   | CUSIP: 976656CV8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296929.54    | 0.06%             | 2029-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    663000 | PA      | $668727.39    | 0.15%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2852000 | PA      | $2884864.85   | 0.63%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    610000 | PA      | $601682.09    | 0.13%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                              | BMW US CAP LLC                     | CUSIP: 05565EDA0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29929.80     | 0.01%             | 2027-08-11      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC                   | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $36260.44     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3300000 | PA      | $2876027.35   | 0.63%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49937.52     | 0.01%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    689000 | PA      | $681482.41    | 0.15%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                  | NISSAN MOTOR ACC                   | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9798.32      | 0.00%             | 2028-09-29      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Concord Music Royalties LLC                                                     | TUNES 2025-1A A2                   | CUSIP: 20633KAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    375000 | PA      | $375707.06    | 0.08%             | 2075-07-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50232.78     | 0.01%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Rowe CLO 2026-1 Ltd                                                             | ROWE 2026-1A A1                    | CUSIP: 779520AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    120000 | PA      | $120000.00    | 0.03%             | 2039-04-20      | Floating      | 4.91%                 | Yes           |                  3 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDC                   | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    752000 | PA      | $778764.21    | 0.17%             | 2030-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Roper Technologies Inc                                                          | ROPER TECHNOLOGI                   | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23867.18     | 0.01%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                        | WILLIS NORTH AME                   | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    700000 | PA      | $699335.66    | 0.15%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMSR 2026-SFR1 Trust                                                            | AMSR 2026-SFR1 A                   | CUSIP: 66982GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    140000 | PA      | $131453.21    | 0.03%             | 2031-04-17      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                     | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190940.24    | 0.04%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                 | BLACKSTONE SEC                     | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18879.57     | 0.00%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $254296.76    | 0.06%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    928000 | PA      | $948903.48    | 0.21%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                        | SERVICE PROP                       | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    665000 | PA      | $606313.82    | 0.13%             | 2027-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| RenaissanceRe Finance Inc                                                       | RENAISSANCERE FI                   | CUSIP: 75973QAA5<br>LEI: 54930048ETFU7B0OJ457 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123615.69    | 0.03%             | 2027-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122722.03    | 0.03%             | 2031-09-11      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Opal US LLC                                                                     | OPAL US LLC                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    204500 | PA      | $204329.65    | 0.04%             | 2032-04-23      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                           | L BRANDS INC                       | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192872.06    | 0.04%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                     | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    291000 | PA      | $287829.32    | 0.06%             | 2048-09-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-2                                                    | HPEFS 2025-2A D                    | CUSIP: 442927AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99205.03     | 0.02%             | 2033-05-20      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Alcoa Nederland Holding BV                                                      | ALCOA NEDERLAND                    | CUSIP: 013822AC5<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     35000 | PA      | $34974.34     | 0.01%             | 2028-05-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4045000 | PA      | $3846858.18   | 0.84%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Imola Merger Corp                                                               | IMOLA MERGER                       | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $233430.98    | 0.05%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1806539.06   | 0.39%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                              | CMDC 2025-3A A2                    | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $247543.53    | 0.05%             | 2050-07-25      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| IQVIA Inc                                                                       | IQVIA INC                          | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324312.45    | 0.07%             | 2026-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                     | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     93000 | PA      | $91957.41     | 0.02%             | 2031-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                          | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    663000 | PA      | $651055.98    | 0.14%             | 2031-09-23      | Variable      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Salesforce Inc                                                                  | SALESFORCE INC                     | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601119.52    | 0.13%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177634.10    | 0.04%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    395000 | PA      | $388508.83    | 0.08%             | 2032-01-16      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                   | GOODYEAR TIRE                      | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44031.15     | 0.01%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                     | TRUIST BANK                        | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447727.51    | 0.10%             | 2029-01-27      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                    | UNIVISION COMM                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70211.65     | 0.02%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1913000 | PA      | $1921444.10   | 0.42%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Management US Clo 28 Ltd                                        | GLM 2026-28A B                     | CUSIP: 38140CAG9<br>LEI: 254900QMNDOCGSL27870 | Long             | ABS-MBS          | CORP              | KY        |    100000 | PA      | $100000.00    | 0.02%             | 2039-10-20      | Floating      | 5.07%                 | Yes           |                  3 | On Loan: No      |
| Cleveland-Cliffs Inc                                                            | CLEVELAND-CLIFFS                   | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    285000 | PA      | $272252.55    | 0.06%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | HP ENTERPRISE                      | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    278000 | PA      | $276424.78    | 0.06%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | CONSTELLATION BR                   | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70421.29     | 0.02%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                                                    | SDCP 2026-1 A2                     | CUSIP: 78520EAK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    360000 | PA      | $357186.31    | 0.08%             | 2051-01-20      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp                                                                    | NOVELIS CORP                       | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    370000 | PA      | $350438.26    | 0.08%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47202.75     | 0.01%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC                   | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    350000 | PA      | $286784.67    | 0.06%             | 2028-05-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2SF 5 5/26                        | CUSIP: 21H050656<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3750000 | PA      | $3703081.50   | 0.81%             | 2026-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                           | 3M CO                              | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46883.63     | 0.01%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78242.31     | 0.02%             | 2029-11-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408325.14    | 0.09%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                            | PROGRESSIVE CORP                   | CUSIP: 743315BC6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195399.40    | 0.04%             | 2031-03-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Element Solutions Inc                                                           | ELEMENT SOLN INC                   | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    320000 | PA      | $311447.49    | 0.07%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     60000 | PA      | $73954.55     | 0.02%             | 2029-09-27      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| System Energy Resources Inc                                                     | SYSTEM ENG RES                     | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $154126.56    | 0.03%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                       | ORIX CORP                          | CUSIP: 686330AQ4<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    750000 | PA      | $756087.76    | 0.16%             | 2027-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDX.NA.IG.45.V1 5YR RTP @ 70.00000 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -1540000 | NC      | $-753.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                      | DCP MIDSTREAM OP                   | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    186000 | PA      | $188418.52    | 0.04%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120645.71    | 0.03%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4618000 | PA      | $4722446.18   | 1.03%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1223343.74   | 0.27%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74706.27     | 0.02%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                     | TREASURY BILL                      | CUSIP: 912797UD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11982200 | PA      | $11569802.64  | 2.52%             | 2027-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    600000 | PA      | $591010.24    | 0.13%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R02                                    | CAS 2025-R02 1A1                   | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    362191 | PA      | $361631.63    | 0.08%             | 2045-02-25      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    864000 | PA      | $855191.25    | 0.19%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    796000 | PA      | $743764.74    | 0.16%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | ASCENT RESOUR/AR                   | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $579601.28    | 0.13%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE                      | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    308000 | PA      | $313254.25    | 0.07%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-2                                             | DRIVE 2025-2 D                     | CUSIP: 262103AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    685000 | PA      | $681598.08    | 0.15%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2025-SFR6 Trust                                            | PROG 2025-SFR6 A                   | CUSIP: 74334EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    160000 | PA      | $154406.59    | 0.03%             | 2042-12-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1564000 | PA      | $1544877.66   | 0.34%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                     | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50428.03     | 0.01%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                             | GEORGIA-PACIFIC                    | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60078.15     | 0.01%             | 2028-06-30      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    319000 | PA      | $315186.51    | 0.07%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                    | CUSIP: 23636ABM2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1230000 | PA      | $1232861.90   | 0.27%             | 2029-03-27      | Variable      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Brazilian Government International Bond                                         | BRAZIL REP OF                      | CUSIP: 105756BZ2<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |   1200000 | PA      | $1199746.92   | 0.26%             | 2028-01-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cornell University                                                              | CORNELL UNIV                       | CUSIP: 219207AD9<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19857.21     | 0.00%             | 2030-06-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                     | BEACH ACQUISITIO                   | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    219975 | PA      | $220579.93    | 0.05%             | 2032-09-13      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                         | HONEYWELL AEROSP                   | CUSIP: 43849RAE5<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    292000 | PA      | $289023.57    | 0.06%             | 2031-03-16      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Aon Corp                                                                        | AON CORP                           | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50175.92     | 0.01%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                          | COX COMMUN INC                     | CUSIP: 224044CR6<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305976.69    | 0.07%             | 2028-09-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Baxter International Inc                                                        | BAXTER INTL                        | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     53000 | PA      | $50778.78     | 0.01%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                     | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1587831.39   | 0.35%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                          | SBSN INDO III                      | CUSIP: 71567RBG0<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $196382.95    | 0.04%             | 2030-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gryphon Acquire NewCo LLC                                                       | GRYPHON ACQUIRE                    | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    400000 | PA      | $400000.00    | 0.09%             | 2032-09-13      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                                      | AIRBNB INC                         | CUSIP: 009066AC5<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169763.00    | 0.04%             | 2029-03-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4553.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                                       | GARDA SECURITY                     | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $65996.43     | 0.01%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| OAK-Eagle Acquireco Inc                                                         | OAK-EAGLE ACQUIR                   | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |     75000 | PA      | $74507.85     | 0.02%             | 2033-03-24      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     40000 | PA      | $40054.16     | 0.01%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust 2025-1                                         | FIAOT 2025-1A C                    | CUSIP: 32059WAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    980000 | PA      | $980928.35    | 0.21%             | 2031-12-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                         | CARMX 2025-2 D                     | CUSIP: 14320AAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $203320.12    | 0.04%             | 2031-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738EDJ1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195684.74    | 0.04%             | 2032-02-24      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T BANK CORP                      | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85841.33     | 0.02%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT-MCMORAN                   | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    128000 | PA      | $127256.24    | 0.03%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                                    | FEDEX FREIGHT HO                   | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    410000 | PA      | $402828.90    | 0.09%             | 2031-03-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Leidos Inc                                                                      | LEIDOS INC                         | CUSIP: 52532XAM7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296813.71    | 0.06%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                                           | SWTCH 2025-2A A21                  | CUSIP: 871044AS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130000 | PA      | $126956.64    | 0.03%             | 2055-10-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162DV9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138029.71    | 0.03%             | 2031-02-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                            | LIFEPOINT HEALTH                   | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    420000 | PA      | $419358.24    | 0.09%             | 2031-05-19      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Tricon Residential 2024-SFR4 Trust                                              | TCN 2024-SFR4 B                    | CUSIP: 895975AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $147272.84    | 0.03%             | 2041-11-17      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Red Oak Funding Master Trust                                                    | ROAK 2025-1A A                     | CUSIP: 75679JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50098.81     | 0.01%             | 2030-12-20      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Canada                                                         | NATL BANK CANADA                   | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $772596.29    | 0.17%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                        | EBAY INC                           | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $1053884.33   | 0.23%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                                             | ROCKET SOFTWARE                    | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |       993 | PA      | $950.31       | 0.00%             | 2028-11-28      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-ARIA                                                              | BX 2025-ARIA A                     | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560000 | PA      | $562948.51    | 0.12%             | 2042-12-13      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                           | WR GRACE HOLDING                   | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70143.74     | 0.02%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LE                    | CUSIP: 709599BH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $126919.65    | 0.03%             | 2029-11-01      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      5000 | PA      | $5000.00      | 0.00%             | 2033-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                          | PARAGUAY                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PY        |    950000 | PA      | $946363.19    | 0.21%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                     | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68238.56     | 0.01%             | 2047-09-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 24 LTD                                                             | FLAT 2023-2A A1R                   | CUSIP: 33882CAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |    150000 | PA      | $149725.44    | 0.03%             | 2039-01-15      | Floating      | 4.78%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co                                                                    | SM ENERGY CO                       | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253943.69    | 0.06%             | 2029-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                      | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47648.59     | 0.01%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                          | GLOBAL ATLANTI                     | CUSIP: 37959GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $22798.01     | 0.00%             | 2031-06-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GRP                     | CUSIP: 928668BW1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255119.13    | 0.06%             | 2028-09-12      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2026-1250B                                | WFCM 2026-1250B A                  | CUSIP: 949939AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $594223.98    | 0.13%             | 2041-03-10      | Variable      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Pinnacle Financial Partners Inc                                                 | PINNACLE FINANCL                   | CUSIP: 87161CAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35690.77     | 0.01%             | 2030-11-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| AMSR 2025-SFR2 Trust                                                            | AMSR 2025-SFR2 B                   | CUSIP: 00180BAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $96330.07     | 0.02%             | 2042-11-17      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                    | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     66000 | PA      | $60130.88     | 0.01%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155985.10    | 0.03%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XFM3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    165000 | PA      | $162634.98    | 0.04%             | 2031-01-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                  | 1261229 BC LTD                     | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    355000 | PA      | $361329.21    | 0.08%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T BANK CORP                      | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38874.79     | 0.01%             | 2035-07-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                 | TYSON FOODS INC                    | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27687.40     | 0.01%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9602.74      | 0.00%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Augusta SpinCo Corp                                                             | AUGUSTA SPINCO C                   | CUSIP: 051473AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $283518.40    | 0.06%             | 2031-03-23      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Valaris Ltd                                                                     | VALARIS                            | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |    550000 | PA      | $569674.50    | 0.12%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $30.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Endo Finance Holdings LP                                                        | ENDO FINANCE                       | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    368586 | PA      | $365975.53    | 0.08%             | 2031-04-23      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3810000 | PA      | $3824436.32   | 0.83%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                             | ARAB REP EGYPT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | EG        |    225000 | PA      | $226206.65    | 0.05%             | 2027-01-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                   | OLYMPUS WTR HLDG                   | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78230.31     | 0.02%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193737.78    | 0.04%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                       | IQVIA INC                          | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    420000 | PA      | $418870.39    | 0.09%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Wendy's Funding LLC                                                             | WEN 2019-1A A2II                   | CUSIP: 95058XAH1<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-CBDO         | CORP              | US        |     43869 | PA      | $42174.00     | 0.01%             | 2049-06-15      | Fixed         | 4.08%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-28

**Name of Applicant:** VANGUARD MALVERN FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer