# EDGAR Filing Document

**Accession Number:** 0001141819
**File Stem:** 0000894189-25-012338
**Filing Date:** 2025-10
**Character Count:** 746754
**Document Hash:** c0214913240ad743e45b701744ef9d9a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-25-012338.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0000894189-25-012338

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251029

**DATE AS OF CHANGE**: 20251029

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TRUST FOR PROFESSIONAL MANAGERS
- **CENTRAL INDEX KEY:** 0001141819

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10401
- **FILM NUMBER:** 251428195

**BUSINESS ADDRESS:**
- **STREET 1:** U.S. BANCORP FUND SERVICES LLC
- **STREET 2:** 615 EAST MICHIGAN ST 2ND FLOOR
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202
- **BUSINESS PHONE:** 4147655067

**MAIL ADDRESS:**
- **STREET 1:** U.S. BANCORP FUND SERVICES LLC
- **STREET 2:** 615 EAST MICHIGAN ST 2ND FLOOR
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ZODIAC TRUST
- **DATE OF NAME CHANGE:** 20010601

## Series and Classes Contracts Data

### ActivePassive Core Bond ETF (Series ID: S000075232)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000234094 | ActivePassive Core Bond ETF | APCB            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Trust for Professional Managers

- **b. Investment Company Act file number:** 811-10401

- **c. CIK number of Registrant:** 0001141819

- **d. LEI of Registrant:** 549300O1N816L3GGRD45

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

  - **Street Address 1:** 615 East Michigan Street

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 513-520-5925

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

- **a. Name of Series:** ActivePassive Core Bond ETF

- **b. EDGAR series identifier (if any):** S000075232

- **c. LEI of Series:** 5493002DOVDKPUZXGY42

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $936215395.42

**Total Liabilities:** $56584785.17

**Net Assets:** $879630610.25

**Delayed Delivery Securities:** $1970826.60

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 5130.006519000000 | **1-Year:** 25756.923358000000 | **5-Year:** 83515.363305000000 | **10-Year:** 107346.874980000000 | **30-Year:** 119086.021039000000

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

- **3-Month:** 1362.182606000000 | **1-Year:** 3837.777543000000 | **5-Year:** 2833.641042000000 | **10-Year:** 4289.841842000000 | **30-Year:** 4526.602277000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000234094 | 1.37%                | -0.17%               | 1.08%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-48685.74               | $8362112.97                                |
| Month 2  | $-377701.01              | $-3984198.91                               |
| Month 3  | $212310.74               | $6086649.94                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UBS GROUP AG                              | UBS Group AG                                                                     | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    366000 | PA      | $360895.04    | 0.04%             | 2031-04-01      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                              | UBS Group AG                                                                     | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     13000 | PA      | $12805.70     | 0.00%             | 2027-02-02      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                   | Simon Property Group LP                                                          | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     84000 | PA      | $83787.84     | 0.01%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                       | Sirius XM Radio LLC                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     31000 | PA      | $28772.16     | 0.00%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TTX CO                                    | TTX Co                                                                           | CUSIP: 87305QCN9<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    358000 | PA      | $305887.22    | 0.03%             | 2049-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                      | TTM Technologies Inc                                                             | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27701.79     | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE                       | Toledo Hospital/The                                                              | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135158.06    | 0.02%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                 | Towd Point Mortgage Trust 2018-2                                                 | CUSIP: 89175VAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97260.19     | 0.01%             | 2058-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                 | Towd Point Mortgage Trust 2022-4                                                 | CUSIP: 89180YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89078 | PA      | $85573.58     | 0.01%             | 2062-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                 | Towd Point Mortgage Trust 2024-CES2                                              | CUSIP: 89182JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205971 | PA      | $207366.48    | 0.02%             | 2064-02-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                 | Towd Point Mortgage Trust 2024-CES4                                              | CUSIP: 89182QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    208098 | PA      | $207710.06    | 0.02%             | 2064-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                 | Towd Point Mortgage Trust 2024-CES1                                              | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195294 | PA      | $195972.19    | 0.02%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                         | Toyota Motor Corp                                                                | CUSIP: 892331AN9<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    108000 | PA      | $97794.20     | 0.01%             | 2031-03-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finan            | Trafigura Securitisation Finance PLC                                             | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |    332000 | PA      | $338011.86    | 0.04%             | 2027-11-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                       | Trinity Health Corp                                                              | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    658000 | PA      | $462326.30    | 0.05%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                          | Triton Container International Ltd                                               | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    216000 | PA      | $191586.60    | 0.02%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                     | Truist Financial Corp                                                            | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    637000 | PA      | $691505.22    | 0.08%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                     | Truist Financial Corp                                                            | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    445000 | PA      | $460253.45    | 0.05%             | 2030-01-24      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC                  | Turning Point Brands Inc                                                         | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9407.60      | 0.00%             | 2032-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                           | Tyson Foods Inc                                                                  | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    349000 | PA      | $348427.46    | 0.04%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                             | UBS AG/London                                                                    | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $260656.13    | 0.03%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UKG INC                                   | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154821.48    | 0.02%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                     | Uber Technologies Inc                                                            | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    819000 | PA      | $819352.06    | 0.09%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                     | Uber Technologies Inc                                                            | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89035.73     | 0.01%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association            | US Bank NA                                                                       | CUSIP: 90357PBE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    232163 | PA      | $231150.37    | 0.03%             | 2032-02-25      | Floating      | 6.25%                 | No            |                  3 | On Loan: No      |
| UNDER ARMOUR INC                          | Under Armour Inc                                                                 | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4992.22      | 0.00%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                         | Union Electric Co                                                                | CUSIP: 906548CT7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    241000 | PA      | $208312.49    | 0.02%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                         | Union Electric Co                                                                | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57440.00     | 0.01%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                         | Union Electric Co                                                                | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    131000 | PA      | $133897.91    | 0.02%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                        | Union Pacific Corp                                                               | CUSIP: 907818GC6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    327000 | PA      | $294140.68    | 0.03%             | 2052-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                        | Union Pacific Corp                                                               | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36180.62     | 0.00%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-1 A PTT                   | United Airlines 2014-1 Class A Pass Through Trust                                | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65108 | PA      | $64832.39     | 0.01%             | 2026-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-2 A PTT                   | United Airlines 2014-2 Class A Pass Through Trust                                | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415497 | PA      | $410616.43    | 0.05%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    194000 | PA      | $136360.04    | 0.02%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    298000 | PA      | $209356.64    | 0.02%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    714000 | PA      | $534830.63    | 0.06%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    515000 | PA      | $375970.12    | 0.04%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    802000 | PA      | $626076.91    | 0.07%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    660000 | PA      | $479595.71    | 0.05%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    794000 | PA      | $561708.48    | 0.06%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1047000 | PA      | $646379.35    | 0.07%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    795000 | PA      | $503365.43    | 0.06%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    338000 | PA      | $195208.20    | 0.02%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    875000 | PA      | $412548.83    | 0.05%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2028000 | PA      | $980371.64    | 0.11%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     98000 | PA      | $60207.15     | 0.01%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    589000 | PA      | $366744.53    | 0.04%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    364000 | PA      | $187915.00    | 0.02%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    638000 | PA      | $406787.31    | 0.05%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1403000 | PA      | $772198.04    | 0.09%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    640000 | PA      | $440075.00    | 0.05%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1372000 | PA      | $852890.93    | 0.10%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11000 | PA      | $10972.33     | 0.00%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $5031.34      | 0.00%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     71000 | PA      | $70357.73     | 0.01%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CGL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    380000 | PA      | $379844.72    | 0.04%             | 2026-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1414000 | PA      | $1370751.48   | 0.16%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    537000 | PA      | $542223.16    | 0.06%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1661000 | PA      | $1684552.47   | 0.19%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CGR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1674000 | PA      | $1680025.66   | 0.19%             | 2026-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    658000 | PA      | $656637.74    | 0.07%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1561000 | PA      | $1562524.41   | 0.18%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CGV7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1455000 | PA      | $1452973.61   | 0.17%             | 2026-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    606000 | PA      | $601419.49    | 0.07%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     45000 | PA      | $43034.14     | 0.00%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1445000 | PA      | $1449064.06   | 0.16%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1324000 | PA      | $1327697.89   | 0.15%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     56000 | PA      | $56137.49     | 0.01%             | 2026-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    336000 | PA      | $340974.38    | 0.04%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1582000 | PA      | $1603010.94   | 0.18%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8206000 | PA      | $8122016.68   | 0.92%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    796000 | PA      | $820999.38    | 0.09%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer LP                                                               | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    454000 | PA      | $452906.82    | 0.05%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer LP                                                               | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    703000 | PA      | $713045.64    | 0.08%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    893000 | PA      | $920069.06    | 0.10%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    864000 | PA      | $870463.13    | 0.10%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T            | EFMT 2024-INV2                                                                   | CUSIP: 26844LAC2<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |     95755 | PA      | $95439.81     | 0.01%             | 2069-10-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                            | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123000 | PA      | $123486.75    | 0.01%             | 2039-06-10      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3461000 | PA      | $3462825.12   | 0.39%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    702000 | PA      | $705276.91    | 0.08%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                            | ELM Trust 2024-ELM                                                               | CUSIP: 26860XBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $180681.85    | 0.02%             | 2039-06-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                  | Embraer Netherlands Finance BV                                                   | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    121000 | PA      | $125299.09    | 0.01%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL CALCASIEU                  | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21052.19     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                    | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20943.57     | 0.00%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                  | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $23591.22     | 0.00%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                              | Enbridge Inc                                                                     | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    234000 | PA      | $243588.15    | 0.03%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                    | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43471.21     | 0.00%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                    | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159423.42    | 0.02%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| ENBRIDGE INC                              | Enbridge Inc                                                                     | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $41202.96     | 0.00%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                              | Enbridge Inc                                                                     | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    305000 | PA      | $314283.64    | 0.04%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                              | Enbridge Inc                                                                     | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $458452.76    | 0.05%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| ENEL FINANCE INTL NV                      | Enel Finance International NV                                                    | CUSIP: 29268BAC5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $111157.78    | 0.01%             | 2037-09-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer LP                                                               | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117897.42    | 0.01%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer LP                                                               | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    295000 | PA      | $318519.18    | 0.04%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                      | Enel Finance International NV                                                    | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    577000 | PA      | $563633.90    | 0.06%             | 2026-07-12      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer LP                                                               | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    822000 | PA      | $845771.86    | 0.10%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer LP                                                               | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     90000 | PA      | $74594.01     | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                  | Engie SA                                                                         | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    311000 | PA      | $319455.30    | 0.04%             | 2029-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                   | Enova International Inc                                                          | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6315.67      | 0.00%             | 2029-08-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC            | Enterprise Fleet Financing 2025-2 LLC                                            | CUSIP: 29375TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295000 | PA      | $297811.73    | 0.03%             | 2029-06-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                  | Enterprise Products Operating LLC                                                | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    346000 | PA      | $308753.95    | 0.04%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                  | Enterprise Products Operating LLC                                                | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     69000 | PA      | $49305.93     | 0.01%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                               | Federal Home Loan Mortgage Corp                                                  | CUSIP: 3128X75U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   2042000 | PA      | $1089922.26   | 0.12%             | 2038-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                               | Federal Home Loan Mortgage Corp                                                  | CUSIP: 312902LX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    535000 | PA      | $455247.77    | 0.05%             | 2029-12-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DM2N4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65531 | PA      | $57036.36     | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DNQ63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    367272 | PA      | $334172.48    | 0.04%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DNU68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76964 | PA      | $74443.01     | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DPQE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    148165 | PA      | $133738.56    | 0.02%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DQFB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19079 | PA      | $19528.22     | 0.00%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWHA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100208 | PA      | $102562.45    | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    850503 | PA      | $858211.02    | 0.10%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    949187 | PA      | $956836.16    | 0.11%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWJ38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    320998 | PA      | $317531.38    | 0.04%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWJ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82222 | PA      | $82721.67     | 0.01%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    273552 | PA      | $280614.95    | 0.03%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104915 | PA      | $107121.41    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWJS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23403 | PA      | $23927.98     | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWK69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54484 | PA      | $52329.28     | 0.01%             | 2054-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWK93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138040 | PA      | $138743.98    | 0.02%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWKJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36026 | PA      | $37263.09     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWKN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160208 | PA      | $161070.98    | 0.02%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWNZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43610 | PA      | $45106.14     | 0.01%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    295970 | PA      | $297845.32    | 0.03%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132E04M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21137 | PA      | $17675.84     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132E0AL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20296 | PA      | $17653.14     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132E0FK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    238603 | PA      | $200234.38    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132E0M25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    725730 | PA      | $718295.96    | 0.08%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132E0M82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22178 | PA      | $22383.89     | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                    | Federal Home Loan Banks                                                          | CUSIP: 313381FD2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    140000 | PA      | $136095.91    | 0.02%             | 2027-12-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                    | Federal Home Loan Banks                                                          | CUSIP: 313382GT4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     10000 | PA      | $9836.81      | 0.00%             | 2028-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3133AF4T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23409 | PA      | $19454.75     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3133BU2S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59541 | PA      | $59975.55     | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMAZ5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     21000 | PA      | $18605.11     | 0.00%             | 2030-06-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMBX9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     44000 | PA      | $41427.48     | 0.00%             | 2027-10-05      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3133KKB65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102771 | PA      | $86065.91     | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3133KMNK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33537 | PA      | $31266.54     | 0.00%             | 2051-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3133KNK36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    283470 | PA      | $236011.63    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3133KNSC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    224884 | PA      | $188367.64    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3133KRQ49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    180003 | PA      | $177705.86    | 0.02%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                               | Federal Home Loan Mortgage Corp                                                  | CUSIP: 3134A3ZU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    353000 | PA      | $300605.20    | 0.03%             | 2029-12-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                               | Federal Home Loan Mortgage Corp                                                  | CUSIP: 3134GWYB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     38000 | PA      | $35780.70     | 0.00%             | 2027-10-13      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                               | Federal Home Loan Mortgage Corp                                                  | CUSIP: 3134HBHW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    771000 | PA      | $771233.27    | 0.09%             | 2028-04-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                               | Federal Home Loan Mortgage Corp                                                  | CUSIP: 3134HBUR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    522000 | PA      | $522119.46    | 0.06%             | 2030-06-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P            | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H6LZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230000 | PA      | $204263.09    | 0.02%             | 2032-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P            | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HMCA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    448000 | PA      | $441954.11    | 0.05%             | 2035-06-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QSAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    833856 | PA      | $807117.79    | 0.09%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QSFR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    773183 | PA      | $765997.21    | 0.09%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QSK91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58666 | PA      | $59117.83     | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QTW54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124317 | PA      | $128815.23    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QVGR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    342849 | PA      | $338747.47    | 0.04%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140W1GH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    369616 | PA      | $321146.44    | 0.04%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140W1RC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    350602 | PA      | $328102.94    | 0.04%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140W1Y72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    945938 | PA      | $953099.29    | 0.11%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XDCD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    461880 | PA      | $384201.03    | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XDS64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221957 | PA      | $177690.77    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XFFS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    358388 | PA      | $299254.06    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XFKA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75085 | PA      | $60109.42     | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XFVZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28424 | PA      | $24807.72     | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XHSK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    444304 | PA      | $371240.48    | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XHYJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    280858 | PA      | $255499.31    | 0.03%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145743 | PA      | $144070.60    | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24633 | PA      | $24372.21     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EP20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24528 | PA      | $24248.47     | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    281083 | PA      | $278655.86    | 0.03%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EV56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22362 | PA      | $20834.45     | 0.00%             | 2053-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    728942 | PA      | $735943.80    | 0.08%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    966204 | PA      | $989141.76    | 0.11%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60724 | PA      | $62019.56     | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20894 | PA      | $21041.70     | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    301784 | PA      | $309388.06    | 0.04%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22122 | PA      | $18431.21     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    219545 | PA      | $183951.09    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418DVD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22838 | PA      | $19944.66     | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181329 | PA      | $144913.24    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418E2D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    345970 | PA      | $347832.78    | 0.04%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418E3C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1444295 | PA      | $1425555.82   | 0.16%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2827254 | PA      | $2848949.16   | 0.32%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418E4M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300943 | PA      | $297366.70    | 0.03%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418E4R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    694725 | PA      | $700020.28    | 0.08%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418E5N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    629060 | PA      | $620898.26    | 0.07%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418E7A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    319928 | PA      | $322350.44    | 0.04%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418E7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114656 | PA      | $117027.61    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121342 | PA      | $101132.26    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobi            | GM Financial Consumer Automobile Receivables Trust 2024-1                        | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    635000 | PA      | $638628.64    | 0.07%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EXW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156251 | PA      | $161618.06    | 0.02%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EYM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1592919 | PA      | $1606985.98   | 0.18%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375872 | PA      | $385736.20    | 0.04%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 31427M6M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    298716 | PA      | $305389.38    | 0.03%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Tr            | GLS Auto Select Receivables Trust 2025-1                                         | CUSIP: 36271FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67000 | PA      | $68169.80     | 0.01%             | 2031-03-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                           | Goat Holdco LLC                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    203000 | PA      | $206149.51    | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 31427MDM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    361628 | PA      | $349037.12    | 0.04%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 31427MLS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63885 | PA      | $65148.93     | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                | goeasy Ltd                                                                       | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      6000 | PA      | $5988.90      | 0.00%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1898094.30   | 0.22%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 31427MVW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    217219 | PA      | $221465.51    | 0.03%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 31427MYD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    173447 | PA      | $156541.40    | 0.02%             | 2053-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GCU6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    211000 | PA      | $230683.63    | 0.03%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    892000 | PA      | $882870.52    | 0.10%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 31427NKG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    139098 | PA      | $142012.59    | 0.02%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 31427NPY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    148798 | PA      | $151733.65    | 0.02%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    369000 | PA      | $344291.77    | 0.04%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    833000 | PA      | $811332.36    | 0.09%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                | FedEx Corp                                                                       | CUSIP: 31428XBQ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    147000 | PA      | $108821.91    | 0.01%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3142GSBY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138701 | PA      | $136906.55    | 0.02%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    995000 | PA      | $905047.48    | 0.10%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                           | MVW 2021-2 LLC                                                                   | CUSIP: 55400KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123799 | PA      | $117896.92    | 0.01%             | 2039-05-20      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3142J6BS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85000 | PA      | $83667.56     | 0.01%             | 2055-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T            | Ellington Financial Mortgage Trust 2022-1                                        | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159299 | PA      | $140678.87    | 0.02%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| MULTICARE HEALTH SYSTEM                   | MultiCare Health System                                                          | CUSIP: 62548LAA0<br>LEI: 549300OSCVFLGLKTTI33 | Long             | DBT              | CORP              | US        |     82000 | PA      | $48290.22     | 0.01%             | 2050-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA INS CO                    | Mutual of Omaha Insurance Co                                                     | CUSIP: 628312AE0<br>LEI: P2LER0UPV1DKOU8RO042 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400297.64    | 0.05%             | 2064-01-16      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| First American Government Obli            | First American Government Obligations Fund                                       | CUSIP: 31846V336<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |   8806630 | NS      | $8806629.51   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTCASH INC                             | FirstCash Inc                                                                    | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24913.73     | 0.00%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                           | MVW 2023-1 LLC                                                                   | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42470 | PA      | $42864.18     | 0.00%             | 2040-10-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                           | MVW 2023-1 LLC                                                                   | CUSIP: 62848PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    212349 | PA      | $214858.64    | 0.02%             | 2040-10-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                             | FirstCash Inc                                                                    | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35235.48     | 0.00%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                      | Fortrea Holdings Inc                                                             | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7612.73      | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN                    | Newmont Corp / Newcrest Finance Pty Ltd                                          | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $136839.78    | 0.02%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                         | Nexstar Media Inc                                                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5878.73      | 0.00%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| FORTRESS INTERMEDIATE                     | Fortress Intermediate 3 Inc                                                      | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    201000 | PA      | $211119.65    | 0.02%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                  | Foundation Finance Trust 2024-2                                                  | CUSIP: 35040VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215347 | PA      | $215409.08    | 0.02%             | 2050-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                  | Foundation Finance Trust 2024-2                                                  | CUSIP: 35040VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93644 | PA      | $94712.70     | 0.01%             | 2050-03-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                     | Foundry JV Holdco LLC                                                            | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    220000 | PA      | $232483.73    | 0.03%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                   | Walt Disney Co/The                                                               | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    337000 | PA      | $244502.86    | 0.03%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                  | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     21000 | PA      | $18090.78     | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: —       |
| FOUNDRY JV HOLDCO LLC                     | Foundry JV Holdco LLC                                                            | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    485000 | PA      | $502715.21    | 0.06%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                     | Foundry JV Holdco LLC                                                            | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    670000 | PA      | $701791.39    | 0.08%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                  | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     40000 | PA      | $24880.04     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                  | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2831000 | PA      | $1909693.52   | 0.22%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KAU4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    446000 | PA      | $383533.37    | 0.04%             | 2057-09-29      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    255000 | PA      | $258799.10    | 0.03%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management               | RCKT Mortgage Trust 2024-CES2                                                    | CUSIP: 74938PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65308 | PA      | $65941.29     | 0.01%             | 2044-04-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management               | RCKT Mortgage Trust 2023-CES3                                                    | CUSIP: 749407AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285010 | PA      | $289749.46    | 0.03%             | 2043-11-25      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                     | Foundry JV Holdco LLC                                                            | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    345000 | PA      | $362305.36    | 0.04%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HOLCIM US FINANCE LUXEMB                  | Holcim US Finance Luxembourg SA                                                  | CUSIP: 43474TAB9<br>LEI: 529900CXLAPDSXWXLL07 | Long             | DBT              | CORP              | LU        |     70000 | PA      | $76766.11     | 0.01%             | 2039-09-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    665000 | PA      | $679593.41    | 0.08%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owne            | NextGear Floorplan Master Owner Trust                                            | CUSIP: 65341KBZ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $344881.96    | 0.04%             | 2029-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management               | RCKT Mortgage Trust 2025-CES5                                                    | CUSIP: 74942CAA7<br>LEI: 2549008EA2IHW9G2TZ48 | Long             | ABS-MBS          | CORP              | US        |    264789 | PA      | $268493.83    | 0.03%             | 2055-05-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    769000 | PA      | $688194.93    | 0.08%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                            | Home Depot Inc/The                                                               | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12167.10     | 0.00%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                         | Hormel Foods Corp                                                                | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     93000 | PA      | $59853.19     | 0.01%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                          | Societe Generale SA                                                              | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    805000 | PA      | $797726.05    | 0.09%             | 2026-12-14      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    311000 | PA      | $317554.08    | 0.04%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOLCIM US FINANCE LUXEMB                  | Holcim US Finance Luxembourg SA                                                  | CUSIP: 50587KAA9<br>LEI: 529900CXLAPDSXWXLL07 | Long             | DBT              | CORP              | LU        |    345000 | PA      | $340878.90    | 0.04%             | 2026-09-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1851000 | PA      | $1682023.95   | 0.19%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    961000 | PA      | $897296.21    | 0.10%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    548000 | PA      | $552366.88    | 0.06%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9783000 | PA      | $9957832.87   | 1.13%             | 2031-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3666000 | PA      | $3495301.88   | 0.40%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3407000 | PA      | $3315436.88   | 0.38%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7772000 | PA      | $7793691.89   | 0.89%             | 2026-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1496000 | PA      | $1514816.87   | 0.17%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    184000 | PA      | $186651.58    | 0.02%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    175000 | PA      | $169898.41    | 0.02%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    829000 | PA      | $833678.14    | 0.09%             | 2026-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    525000 | PA      | $547445.80    | 0.06%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1638000 | PA      | $1694210.28   | 0.19%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1327000 | PA      | $1300771.02   | 0.15%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $4775.24      | 0.00%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 9128287B0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     36000 | PA      | $35315.57     | 0.00%             | 2026-06-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    673000 | PA      | $658922.21    | 0.07%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912828Y95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    373000 | PA      | $366336.08    | 0.04%             | 2026-07-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15000 | PA      | $15245.38     | 0.00%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     63000 | PA      | $64239.27     | 0.01%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    323000 | PA      | $336487.77    | 0.04%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    627000 | PA      | $660615.53    | 0.08%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CJS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    683000 | PA      | $683255.46    | 0.08%             | 2025-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3055000 | PA      | $3064845.23   | 0.35%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CJV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    276000 | PA      | $276140.09    | 0.03%             | 2026-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    273000 | PA      | $276471.15    | 0.03%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1623000 | PA      | $1668710.27   | 0.19%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4242000 | PA      | $4387818.75   | 0.50%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    185000 | PA      | $187128.95    | 0.02%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3826000 | PA      | $3853798.26   | 0.44%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                    | Verizon Communications Inc                                                       | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    235000 | PA      | $208932.24    | 0.02%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                    | Verizon Communications Inc                                                       | CUSIP: 92343VCZ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     44000 | PA      | $37074.96     | 0.00%             | 2055-03-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                    | Verizon Communications Inc                                                       | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    290000 | PA      | $294688.17    | 0.03%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                    | Verizon Communications Inc                                                       | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    197000 | PA      | $198449.15    | 0.02%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                      | Verizon Master Trust                                                             | CUSIP: 92348KCQ4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1695000 | PA      | $1730727.21   | 0.20%             | 2030-04-22      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                      | Verizon Master Trust                                                             | CUSIP: 92348KDM2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    806000 | PA      | $818506.06    | 0.09%             | 2030-11-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                      | WR Grace Holdings LLC                                                            | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116872.42    | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Card issuance Trus            | WF Card Issuance Trust                                                           | CUSIP: 92970QAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1280000 | PA      | $1297160.19   | 0.15%             | 2030-05-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                       | Wells Fargo Bank NA                                                              | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    278000 | PA      | $290605.65    | 0.03%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                          | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    185000 | PA      | $195721.21    | 0.02%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                 | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    175000 | PA      | $166569.72    | 0.02%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                 | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    506000 | PA      | $490469.97    | 0.06%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    597000 | PA      | $603487.83    | 0.07%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                 | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28751.62     | 0.00%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    709000 | PA      | $735131.84    | 0.08%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                 | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    107000 | PA      | $110859.40    | 0.01%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    470000 | PA      | $483983.83    | 0.06%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    530000 | PA      | $546011.73    | 0.06%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag            | Wells Fargo Commercial Mortgage Trust 2024-1CHI                                  | CUSIP: 95003PAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205000 | PA      | $206977.42    | 0.02%             | 2035-07-15      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag            | Wells Fargo Commercial Mortgage Trust 2025-C64                                   | CUSIP: 95004BAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    645000 | PA      | $681749.52    | 0.08%             | 2058-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                    | WESCO Distribution Inc                                                           | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129441.30    | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                    | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67291.02     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESTERN AND SOUTHRN LIFE                  | Western And Southern Life Insurance Co/The                                       | CUSIP: 95765PAE9<br>LEI: IN763J7JWIZ46OJ1T526 | Long             | DBT              | CORP              | US        |    244000 | PA      | $163495.29    | 0.02%             | 2061-04-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable            | Westlake Automobile Receivables Trust 2025-2                                     | CUSIP: 96041KAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    262000 | PA      | $264355.54    | 0.03%             | 2031-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable            | Westlake Automobile Receivables Trust 2025-1                                     | CUSIP: 96043VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $208786.52    | 0.02%             | 2030-11-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                      | Westpac Banking Corp                                                             | CUSIP: 961214FL2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    235000 | PA      | $235000.57    | 0.03%             | 2025-11-17      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC            | Wheels Fleet Lease Funding 1 LLC                                                 | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $277427.21    | 0.03%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WILLIS-KNIGHTON MED CTR                   | Willis-Knighton Medical Center                                                   | CUSIP: 97068LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $18026.97     | 0.00%             | 2048-09-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                  | Windsor Holdings III LLC                                                         | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |    367000 | PA      | $389485.42    | 0.04%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                  | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $18692.00     | 0.00%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Wireless PropCo Funding LLC               | Wireless PropCo Funding LLC                                                      | CUSIP: 97655EAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88000 | PA      | $85121.01     | 0.01%             | 2055-06-25      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Wireless PropCo Funding LLC               | Wireless PropCo Funding LLC                                                      | CUSIP: 97655EAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $81119.26     | 0.01%             | 2055-06-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| XHR LP                                    | XHR LP                                                                           | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5835.81      | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| XPO INC                                   | XPO Inc                                                                          | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    195000 | PA      | $204151.76    | 0.02%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| YAMANA GOLD INC                           | Yamana Gold Inc                                                                  | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |    464000 | PA      | $412079.22    | 0.05%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA                    | Yara International ASA                                                           | CUSIP: 984851AD7<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |     22000 | PA      | $21773.95     | 0.00%             | 2026-06-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                   | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48285.92     | 0.01%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                           | Zayo Issuer LLC                                                                  | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $281573.11    | 0.03%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                   | Corebridge Global Funding                                                        | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    147000 | PA      | $150867.63    | 0.02%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                  | AT&T Inc                                                                         | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    367000 | PA      | $389816.85    | 0.04%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                  | AT&T Inc                                                                         | CUSIP: 00206RDH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    244000 | PA      | $230162.70    | 0.03%             | 2042-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                  | AT&T Inc                                                                         | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    255000 | PA      | $178145.97    | 0.02%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                  | AT&T Inc                                                                         | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $102857.19    | 0.01%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                  | AT&T Inc                                                                         | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    349000 | PA      | $328594.89    | 0.04%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                  | AT&T Inc                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    450000 | PA      | $300753.76    | 0.03%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                  | AT&T Inc                                                                         | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    702000 | PA      | $467243.24    | 0.05%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                  | AT&T Inc                                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    220000 | PA      | $151188.55    | 0.02%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                          | ASB Bank Ltd                                                                     | CUSIP: 00216LAG8<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |    323000 | PA      | $325221.35    | 0.04%             | 2026-06-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                  | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27500 | PA      | $27502.95     | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATI INC                                   | ATI Inc                                                                          | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    280000 | PA      | $273835.89    | 0.03%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                   | ATI Inc                                                                          | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8412.26      | 0.00%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMER SPORTS COMPANY                       | Amer Sports Co                                                                   | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6243.70      | 0.00%             | 2031-02-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                               | Ameren Corp                                                                      | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    380000 | PA      | $385436.94    | 0.04%             | 2035-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                   | America Movil SAB de CV                                                          | CUSIP: 02364WBK0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    277000 | PA      | $274281.56    | 0.03%             | 2032-07-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-1 A PTT                     | American Airlines 2015-1 Class A Pass Through Trust                              | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61441 | PA      | $60181.79     | 0.01%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT                   | American Airlines 2019-1 Class AA Pass Through Trust                             | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162764 | PA      | $150779.68    | 0.02%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receiva            | Amur Equipment Finance Receivables XV LLC                                        | CUSIP: 03237FAE5<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |    214000 | PA      | $217959.19    | 0.02%             | 2032-08-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                   | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     84000 | PA      | $91643.54     | 0.01%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                   | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55955.10     | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                   | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    380000 | PA      | $380332.58    | 0.04%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                   | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $131735.75    | 0.01%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                          | ASB Bank Ltd                                                                     | CUSIP: 04342JAA5<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |    461000 | PA      | $465327.20    | 0.05%             | 2032-06-17      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                  | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7966.62      | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                  | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $452215.72    | 0.05%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                       | Ashtead Capital Inc                                                              | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    232000 | PA      | $235941.22    | 0.03%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                       | Ashtead Capital Inc                                                              | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    349000 | PA      | $364408.72    | 0.04%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                  | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9001.99      | 0.00%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                    | Asian Development Bank                                                           | CUSIP: 045167FH1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |    330000 | PA      | $319908.54    | 0.04%             | 2027-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                    | Asian Development Bank                                                           | CUSIP: 045167FW8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |    135000 | PA      | $135101.36    | 0.02%             | 2028-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                    | Asian Development Bank                                                           | CUSIP: 045167GM9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |    455000 | PA      | $455174.67    | 0.05%             | 2030-08-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                  | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    609000 | PA      | $608104.20    | 0.07%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                       | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4109.38      | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                            | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     14000 | PA      | $14671.29     | 0.00%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                            | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      3000 | PA      | $3098.23      | 0.00%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch             | BAMLL Trust 2024-BHP                                                             | CUSIP: 05493WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100307.34    | 0.01%             | 2039-08-15      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                  | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    328000 | PA      | $331211.32    | 0.04%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                             | BGC Group Inc                                                                    | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14274.72     | 0.00%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                        | BMW US Capital LLC                                                               | CUSIP: 05565EBL8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    164000 | PA      | $162961.28    | 0.02%             | 2030-04-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                        | BMW US Capital LLC                                                               | CUSIP: 05565EBS3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    284000 | PA      | $255006.66    | 0.03%             | 2031-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                        | BMW US Capital LLC                                                               | CUSIP: 05565ECF0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     82000 | PA      | $83161.30     | 0.01%             | 2033-08-11      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                        | BMO 2025-C12 Mortgage Trust                                                      | CUSIP: 05615DAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    352000 | PA      | $376137.27    | 0.04%             | 2058-06-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14219000 | PA      | $14499769.65  | 1.65%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    902000 | PA      | $907928.92    | 0.10%             | 2026-05-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust             | BLP Commercial Mortgage Trust 2025-IND                                           | CUSIP: 05625BAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    216000 | PA      | $214883.19    | 0.02%             | 2042-03-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                     | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance  | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9324.78      | 0.00%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    894000 | PA      | $921186.68    | 0.10%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    222000 | PA      | $230878.04    | 0.03%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    167000 | PA      | $172522.33    | 0.02%             | 2028-09-14      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| BANCO INBURSA                             | Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa          | CUSIP: 05969LAB7<br>LEI: 9598007PWYZP4GP23S45 | Long             | DBT              | CORP              | MX        |    349000 | PA      | $346658.23    | 0.04%             | 2027-04-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    720000 | PA      | $731868.75    | 0.08%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4153000 | PA      | $4249768.14   | 0.48%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2911000 | PA      | $2975303.52   | 0.34%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    884000 | PA      | $888975.05    | 0.10%             | 2026-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $903771.47    | 0.10%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3378000 | PA      | $3423193.96   | 0.39%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    560000 | PA      | $569285.94    | 0.06%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2992000 | PA      | $2933737.80   | 0.33%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    545000 | PA      | $546170.90    | 0.06%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1485000 | PA      | $1483356.76   | 0.17%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1215000 | PA      | $1210443.75   | 0.14%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2109000 | PA      | $2099402.40   | 0.24%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                    | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    348000 | PA      | $263879.47    | 0.03%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| BERRY GLOBAL INC                          | Berry Global Inc                                                                 | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3111.38      | 0.00%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2935000 | PA      | $2966585.65   | 0.34%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    894000 | PA      | $898889.06    | 0.10%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2840906.26   | 0.32%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    803000 | PA      | $807077.73    | 0.09%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                          | Berry Global Inc                                                                 | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    256000 | PA      | $255194.40    | 0.03%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                  | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09256BAJ6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34113.34     | 0.00%             | 2027-10-02      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                    | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97603.12     | 0.01%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                    | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95798.09     | 0.01%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                    | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    696000 | PA      | $701353.32    | 0.08%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                    | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266389.13    | 0.03%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                  | Province of British Columbia Canada                                              | CUSIP: 110709GQ9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    395000 | PA      | $396007.76    | 0.05%             | 2030-08-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                  | British Telecommunications PLC                                                   | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    658000 | PA      | $674694.41    | 0.08%             | 2028-12-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                  | British Telecommunications PLC                                                   | CUSIP: 111021AN1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    204000 | PA      | $159286.67    | 0.02%             | 2049-11-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                    | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAM5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2034.66      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                              | Broadcom Inc                                                                     | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74628.08     | 0.01%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                              | Broadcom Inc                                                                     | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    305000 | PA      | $312896.91    | 0.04%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                              | Broadcom Inc                                                                     | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    265000 | PA      | $273401.05    | 0.03%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                              | Broadcom Inc                                                                     | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    560000 | PA      | $561737.30    | 0.06%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                              | Broadcom Inc                                                                     | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    275000 | PA      | $277031.91    | 0.03%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                              | Broadcom Inc                                                                     | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    870000 | PA      | $878263.12    | 0.10%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                  | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      8000 | PA      | $7326.59      | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                     | Brooklyn Union Gas Co/The                                                        | CUSIP: 114259AX2<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    548000 | PA      | $584616.91    | 0.07%             | 2033-09-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTL 17 LTD                  | CK Hutchison International 17 Ltd                                                | CUSIP: 12563UAB3<br>LEI: 254900TNOJOSKVTDPK87 | Long             | DBT              | CORP              | KY        |    290000 | PA      | $286420.87    | 0.03%             | 2027-04-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTL 19 LTD                  | CK Hutchison International 19 Ltd                                                | CUSIP: 12564CAB2<br>LEI: 254900FPY8WXG61CMU70 | Long             | DBT              | CORP              | KY        |    280000 | PA      | $274302.78    | 0.03%             | 2029-04-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| CNH INDUSTRIAL CAP LLC                    | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    370000 | PA      | $360006.34    | 0.04%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                    | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    192000 | PA      | $193339.72    | 0.02%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                        | CNA Financial Corp                                                               | CUSIP: 126117AT7<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    625000 | PA      | $624846.25    | 0.07%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                   | CNO Financial Group Inc                                                          | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    246000 | PA      | $250459.65    | 0.03%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                   | CNO Financial Group Inc                                                          | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    204000 | PA      | $214335.02    | 0.02%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                                                    | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    620000 | PA      | $612371.06    | 0.07%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                             | Citigroup Inc                                                                    | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    732000 | PA      | $715011.32    | 0.08%             | 2041-03-26      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                                                    | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    122000 | PA      | $121462.05    | 0.01%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                                                    | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    220000 | PA      | $217163.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                                                    | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    840000 | PA      | $862146.19    | 0.10%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                                                    | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    615000 | PA      | $635719.59    | 0.07%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                                                    | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    790000 | PA      | $805111.43    | 0.09%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                                                    | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1066000 | PA      | $1123433.60   | 0.13%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                     | Civitas Resources Inc                                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9246.57      | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                    | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19769.12     | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                      | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11134.10     | 0.00%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                            | Clorox Co/The                                                                    | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    314000 | PA      | $314403.77    | 0.04%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                    | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    180000 | PA      | $192098.39    | 0.02%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                    | Cloud Software Group Inc                                                         | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30364.25     | 0.00%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                    | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6172.50      | 0.00%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                    | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8204.64      | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                       | CommonSpirit Health                                                              | CUSIP: 20268JAK9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65075.06     | 0.01%             | 2027-11-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                       | CommonSpirit Health                                                              | CUSIP: 20268JAM5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     37000 | PA      | $39182.96     | 0.00%             | 2052-11-01      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                       | CommonSpirit Health                                                              | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15477.41     | 0.00%             | 2031-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                       | CommonSpirit Health                                                              | CUSIP: 20268JAT0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    777000 | PA      | $736326.17    | 0.08%             | 2054-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                    | Commonwealth Bank of Australia                                                   | CUSIP: 202712BV6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    892000 | PA      | $933466.99    | 0.11%             | 2034-03-13      | Fixed         | 5.84%                 | No            |                  2 | On Loan: —       |
| COMMSCOPE LLC                             | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10322.30     | 0.00%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                    | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    434000 | PA      | $427146.54    | 0.05%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                   | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    208000 | PA      | $161624.44    | 0.02%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                             | CoreLogic Inc                                                                    | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3831.36      | 0.00%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                             | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9019.16      | 0.00%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                      | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4804.82      | 0.00%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                    | Corp Andina de Fomento                                                           | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | VE        |    360000 | PA      | $373660.81    | 0.04%             | 2030-01-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                      | COPT Defense Properties LP                                                       | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    361000 | PA      | $325055.48    | 0.04%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                  | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC             | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5863.22      | 0.00%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                  | Cougar JV Subsidiary LLC                                                         | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $243405.70    | 0.03%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                    | Cox Communications Inc                                                           | CUSIP: 224044CJ4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $1012125.98   | 0.12%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                          | DP World Ltd/United Arab Emirates                                                | CUSIP: 23330JAA9<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    119000 | PA      | $134933.66    | 0.02%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                             | DTE Energy Co                                                                    | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    211000 | PA      | $213415.00    | 0.02%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                           | DTE Electric Co                                                                  | CUSIP: 23338VAF3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $303279.41    | 0.03%             | 2046-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                           | DTE Electric Co                                                                  | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     19000 | PA      | $13794.82     | 0.00%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                  | Discovery Communications LLC                                                     | CUSIP: 25470DAJ8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      5000 | PA      | $2759.58      | 0.00%             | 2043-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                  | Discovery Communications LLC                                                     | CUSIP: 25470DAT6<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    139000 | PA      | $76189.55     | 0.01%             | 2047-09-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                  | Discovery Communications LLC                                                     | CUSIP: 25470DBG3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     89000 | PA      | $42857.34     | 0.00%             | 2049-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                  | Discovery Communications LLC                                                     | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    244000 | PA      | $113663.13    | 0.01%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                       | Dominion Energy Inc                                                              | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215274.56    | 0.02%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL            | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305000 | PA      | $307341.55    | 0.03%             | 2055-07-25      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| DREAM FINDERS HOMES INC                   | Dream Finders Homes Inc                                                          | CUSIP: 26154DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11402.68     | 0.00%             | 2028-08-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                | Driven Brands Funding LLC                                                        | CUSIP: 26209XAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    311850 | PA      | $323997.46    | 0.04%             | 2054-10-20      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                          | Duke Energy Corp                                                                 | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    590000 | PA      | $573048.38    | 0.07%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                          | Duke Energy Corp                                                                 | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    211000 | PA      | $162949.11    | 0.02%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                  | Electricite de France SA                                                         | CUSIP: 268317AC8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    243000 | PA      | $269989.10    | 0.03%             | 2039-01-26      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                  | Electricite de France SA                                                         | CUSIP: 268317AR5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    209000 | PA      | $179656.38    | 0.02%             | 2055-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                  | Electricite de France SA                                                         | CUSIP: 268317AS3<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    296000 | PA      | $294936.06    | 0.03%             | 2025-10-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T            | EFMT 2024-INV2                                                                   | CUSIP: 26844LAA6<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |    167338 | PA      | $166385.38    | 0.02%             | 2069-10-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                  | EQT Corp                                                                         | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3099.28      | 0.00%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                  | EQT Corp                                                                         | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11940.31     | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                            | EPR Properties                                                                   | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    343000 | PA      | $328770.89    | 0.04%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                  | Electricite de France SA                                                         | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    349000 | PA      | $360358.87    | 0.04%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                  | Electricite de France SA                                                         | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    236000 | PA      | $252363.41    | 0.03%             | 2053-05-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program LLC            | ELFI Graduate Loan Program 2024-A LLC                                            | CUSIP: 28627LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123377 | PA      | $125998.15    | 0.01%             | 2049-08-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                  | Enterprise Products Operating LLC                                                | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199193.59    | 0.02%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QPPE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33106 | PA      | $30880.74     | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QPSK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114827 | PA      | $106990.34    | 0.01%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QQ6W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126445 | PA      | $121739.22    | 0.01%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QQMA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243725 | PA      | $234680.33    | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QR3K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40915 | PA      | $41896.23     | 0.00%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QRR47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20279 | PA      | $20444.76     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QRVZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45412 | PA      | $44986.81     | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    410591 | PA      | $406579.16    | 0.05%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    287616 | PA      | $290089.19    | 0.03%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                            | Eli Lilly & Co                                                                   | CUSIP: 532457CE6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    228000 | PA      | $227458.35    | 0.03%             | 2026-02-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                            | Eli Lilly & Co                                                                   | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    147000 | PA      | $130510.74    | 0.01%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                            | Eli Lilly & Co                                                                   | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    495000 | PA      | $510067.97    | 0.06%             | 2032-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                            | Eli Lilly & Co                                                                   | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    315000 | PA      | $316098.29    | 0.04%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                            | Eli Lilly & Co                                                                   | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99042.90     | 0.01%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                            | Eli Lilly & Co                                                                   | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    295000 | PA      | $292031.88    | 0.03%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                    | Brundage-Bone Concrete Pumping Holdings Inc                                      | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4980.31      | 0.00%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                 | Block Inc                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144782.68    | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                 | Block Inc                                                                        | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5123.54      | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                     | Costa Rica Government International Bond                                         | CUSIP: EK7917090<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    420000 | PA      | $441000.00    | 0.05%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                 | AGCO Corp                                                                        | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10110.15     | 0.00%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                             | AIA Group Ltd                                                                    | CUSIP: 00131LAK1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    213000 | PA      | $165726.47    | 0.02%             | 2040-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                             | AIB Group PLC                                                                    | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    260000 | PA      | $266421.63    | 0.03%             | 2031-05-15      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    240000 | PA      | $246871.43    | 0.03%             | 2056-01-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                   | Aethon United BR LP / Aethon United Finance Corp                                 | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11452.80     | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                            | Air Lease Corp                                                                   | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |    217000 | PA      | $214624.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                       | Air Liquide Finance SA                                                           | CUSIP: 00913RAE6<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |    238000 | PA      | $180634.86    | 0.02%             | 2046-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                            | Air Lease Corp                                                                   | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    394000 | PA      | $384026.46    | 0.04%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                            | Air Lease Corp                                                                   | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    545000 | PA      | $561406.73    | 0.06%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                           | CVS Health Corp                                                                  | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    228000 | PA      | $207943.93    | 0.02%             | 2053-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I            | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $318998.13    | 0.04%             | 2048-04-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I            | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77000 | PA      | $76042.52     | 0.01%             | 2049-03-22      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I            | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405000 | PA      | $415067.17    | 0.05%             | 2050-02-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                    | Daimler Truck Finance North America LLC                                          | CUSIP: 233853AG5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    458000 | PA      | $431130.67    | 0.05%             | 2028-12-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                    | Daimler Truck Finance North America LLC                                          | CUSIP: 233853AU4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235477.05    | 0.03%             | 2033-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DQSF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20968 | PA      | $20807.55     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DS3X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115307 | PA      | $99827.19     | 0.01%             | 2053-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DSBW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    599883 | PA      | $520884.69    | 0.06%             | 2053-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DSLQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    474198 | PA      | $397568.81    | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1189481 | PA      | $1172835.46   | 0.13%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DSRS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1572649 | PA      | $1557933.15   | 0.18%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DU7B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1031610 | PA      | $1019110.13   | 0.12%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    166655 | PA      | $164828.89    | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWEF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1416225 | PA      | $1178077.07   | 0.13%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWEP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    214749 | PA      | $186119.36    | 0.02%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWEQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    345640 | PA      | $312937.95    | 0.04%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    475891 | PA      | $444066.15    | 0.05%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81180 | PA      | $78391.22     | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20613 | PA      | $20385.20     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EL4Q4<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    196000 | PA      | $148646.13    | 0.02%             | 2035-08-20      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EL5K6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    671000 | PA      | $592278.82    | 0.07%             | 2030-09-03      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EL6D1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     71000 | PA      | $63923.31     | 0.01%             | 2029-09-10      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EL6L3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     22000 | PA      | $19464.37     | 0.00%             | 2030-09-09      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133ELV50<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |      7000 | PA      | $6346.27      | 0.00%             | 2029-07-16      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMAG7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     55000 | PA      | $41779.28     | 0.00%             | 2035-09-17      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMAY8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1201000 | PA      | $1057145.24   | 0.12%             | 2030-09-23      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QLFG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257177 | PA      | $215023.40    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QLH33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234987 | PA      | $204163.83    | 0.02%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QLPS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    189184 | PA      | $157368.33    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QMU28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104011 | PA      | $86247.56     | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QPAA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150559 | PA      | $136765.95    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EZK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3254177 | PA      | $3214646.82   | 0.37%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19077 | PA      | $19466.31     | 0.00%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418FBN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123617 | PA      | $124215.67    | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23434 | PA      | $22762.25     | 0.00%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    487998 | PA      | $486045.45    | 0.06%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    480951 | PA      | $487609.81    | 0.06%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179Y2M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    113228 | PA      | $115522.92    | 0.01%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179YAR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43125 | PA      | $42708.30     | 0.00%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179YAT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49171 | PA      | $50330.67     | 0.01%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179YHR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49709 | PA      | $49325.21     | 0.01%             | 2053-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179YHS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80400 | PA      | $81261.88     | 0.01%             | 2053-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179YKR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    122411 | PA      | $121429.04    | 0.01%             | 2053-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179YMJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    156906 | PA      | $155165.00    | 0.02%             | 2053-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179YS47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47310 | PA      | $45521.12     | 0.01%             | 2054-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179YS62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75743 | PA      | $76368.64     | 0.01%             | 2054-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179YU44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    163113 | PA      | $156913.18    | 0.02%             | 2054-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179YU69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35424 | PA      | $35696.31     | 0.00%             | 2054-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179YYX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     84696 | PA      | $86445.72     | 0.01%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    245000 | PA      | $223797.53    | 0.03%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                  | Goldman Sachs Private Credit Corp                                                | CUSIP: 38152BAC5<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    195000 | PA      | $199290.57    | 0.02%             | 2030-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                           | Goodgreen 2021-1 Trust                                                           | CUSIP: 38217UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    174343 | PA      | $143746.69    | 0.02%             | 2056-10-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                    | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    445000 | PA      | $421591.97    | 0.05%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                      | Howmet Aerospace Inc                                                             | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    250000 | PA      | $265466.17    | 0.03%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                      | Howmet Aerospace Inc                                                             | CUSIP: 022249AU0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    364000 | PA      | $382391.86    | 0.04%             | 2028-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                 | Hess Corp                                                                        | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    172000 | PA      | $197606.04    | 0.02%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                | Barings Equipment Finance LLC 2025-A                                             | CUSIP: 06764MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $394137.13    | 0.04%             | 2032-08-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                         | Upbound Group Inc                                                                | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4895.39      | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206208.18    | 0.02%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                  | Permian Resources Operating LLC                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11981.08     | 0.00%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    123383 | PA      | $125846.07    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    351000 | PA      | $371770.67    | 0.04%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    253000 | PA      | $266388.60    | 0.03%             | 2030-01-13      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWL35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    261853 | PA      | $263808.30    | 0.03%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                  | HLF Financing Sarl LLC / Herbalife International Inc                             | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $8698.43      | 0.00%             | 2029-04-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDB3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    540000 | PA      | $564781.74    | 0.06%             | 2028-07-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                  | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VBH1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206272.14    | 0.02%             | 2028-03-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| HCA INC                                   | HCA Inc                                                                          | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    215000 | PA      | $223586.11    | 0.03%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                   | HCA Inc                                                                          | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    720000 | PA      | $473065.54    | 0.05%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                  | Summit Midstream Holdings LLC                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6969.31      | 0.00%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                    | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $13621.02     | 0.00%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                   | HCA Inc                                                                          | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    265000 | PA      | $255959.80    | 0.03%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                   | HCA Inc                                                                          | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165708.81    | 0.02%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                             | Sutter Health                                                                    | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    182000 | PA      | $144422.33    | 0.02%             | 2048-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                             | Sutter Health                                                                    | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25538.48     | 0.00%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| HCA INC                                   | HCA Inc                                                                          | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55075.01     | 0.01%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                         | HSBC Holdings PLC                                                                | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1393000 | PA      | $1495460.39   | 0.17%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                             | Sutter Health                                                                    | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49853.18     | 0.01%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                             | Sutter Health                                                                    | CUSIP: 86944BAL7<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     67000 | PA      | $65366.29     | 0.01%             | 2053-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                              | Synopsys Inc                                                                     | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1296693.76   | 0.15%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                              | Synopsys Inc                                                                     | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    760000 | PA      | $746900.79    | 0.08%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                         | Sysco Corp                                                                       | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    164000 | PA      | $136100.73    | 0.02%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                    | Taco Bell Funding LLC                                                            | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245625 | PA      | $235456.15    | 0.03%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                    | Harvest Midstream I LP                                                           | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    315000 | PA      | $317783.84    | 0.04%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                    | HAT Holdings I LLC / HAT Holdings II LLC                                         | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $8287.19      | 0.00%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                  | Health Care Service Corp A Mutual Legal Reserve Co                               | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11295.29     | 0.00%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                  | Health Care Service Corp A Mutual Legal Reserve Co                               | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    334000 | PA      | $318212.15    | 0.04%             | 2054-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                    | Taco Bell Funding LLC                                                            | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89408 | PA      | $82478.75     | 0.01%             | 2051-08-25      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                  | Take-Two Interactive Software Inc                                                | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    214000 | PA      | $217672.03    | 0.02%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                   | Talen Energy Supply LLC                                                          | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8526.90      | 0.00%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                   | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    176000 | PA      | $173071.13    | 0.02%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                               | Heineken NV                                                                      | CUSIP: 423012AF0<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |    882000 | PA      | $871190.45    | 0.10%             | 2028-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                 | Hess Corp                                                                        | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    326000 | PA      | $348456.66    | 0.04%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                              | US Foods Inc                                                                     | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7865.77      | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                              | US Foods Inc                                                                     | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65211.30     | 0.01%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                          | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    700000 | PA      | $704434.28    | 0.08%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                               | Hexcel Corp                                                                      | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |     76000 | PA      | $77350.51     | 0.01%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                | US Bancorp                                                                       | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |    290000 | PA      | $279307.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                   | US Acute Care Solutions LLC                                                      | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11273.97     | 0.00%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                  | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19271.53     | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                           | Hillenbrand Inc                                                                  | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59659.76     | 0.01%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                | US Bancorp                                                                       | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    148000 | PA      | $127091.70    | 0.01%             | 2036-11-03      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                | US Bancorp                                                                       | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    305000 | PA      | $320965.58    | 0.04%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust              | Hilton Grand Vacations Trust 2022-2                                              | CUSIP: 43283GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36181 | PA      | $35925.77     | 0.00%             | 2037-01-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust              | Hilton Grand Vacations Trust 2024-1B                                             | CUSIP: 43283YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35266 | PA      | $35832.97     | 0.00%             | 2039-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                | US Bancorp                                                                       | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    226000 | PA      | $231764.82    | 0.03%             | 2027-10-26      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810EX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1661000 | PA      | $1708132.47   | 0.19%             | 2026-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust              | Hilton Grand Vacations Trust 2024-1B                                             | CUSIP: 43283YAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51092 | PA      | $51864.34     | 0.01%             | 2039-09-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                   | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $130111.28    | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1666000 | PA      | $1755482.43   | 0.20%             | 2027-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1659000 | PA      | $1740783.52   | 0.20%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                   | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5072.11      | 0.00%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                     | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    351000 | PA      | $366448.37    | 0.04%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                    | UnitedHealth Group Inc                                                           | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    480000 | PA      | $485420.22    | 0.06%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                    | UnitedHealth Group Inc                                                           | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    455000 | PA      | $453865.70    | 0.05%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                              | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103659.20    | 0.01%             | 2040-01-13      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                              | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $104112.51    | 0.01%             | 2040-01-13      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                | Uniti Fiber Abs Issuer Llc                                                       | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    718000 | PA      | $738607.82    | 0.08%             | 2055-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                   | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    173000 | PA      | $181694.60    | 0.02%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                     | Universal Health Services Inc                                                    | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     36000 | PA      | $30924.80     | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                     | University of Chicago/The                                                        | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |     87000 | PA      | $67917.25     | 0.01%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                              | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103767.23    | 0.01%             | 2040-01-13      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                   | Hyundai Capital America                                                          | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9221.96      | 0.00%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LL            | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                  | CUSIP: 209031AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    308000 | PA      | $317693.01    | 0.04%             | 2055-05-20      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                  | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21604.23     | 0.00%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UPM-KYMMENE OYJ                           | UPM-Kymmene Oyj                                                                  | CUSIP: 915436AC3<br>LEI: 213800EC6PW5VU4J9U64 | Long             | DBT              | CORP              | FI        |      6000 | PA      | $6341.57      | 0.00%             | 2027-11-26      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                   | Illinois Tool Works Inc                                                          | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    348000 | PA      | $288382.60    | 0.03%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                         | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $180024.54    | 0.02%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                   | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    635000 | PA      | $418725.39    | 0.05%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                  | Constellation Energy Generation LLC                                              | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    178000 | PA      | $190848.00    | 0.02%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                   | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    370000 | PA      | $382465.83    | 0.04%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                   | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    580000 | PA      | $586131.66    | 0.07%             | 2035-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XJ3F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191008 | PA      | $172799.64    | 0.02%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XJ6F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173028 | PA      | $150086.59    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                   | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    665000 | PA      | $667975.32    | 0.08%             | 2055-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                    | Indiana Michigan Power Co                                                        | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    361000 | PA      | $270308.96    | 0.03%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XJDK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1041852 | PA      | $866638.53    | 0.10%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XJTH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52312 | PA      | $53691.41     | 0.01%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                  | International Business Machines Corp                                             | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    457000 | PA      | $470638.06    | 0.05%             | 2039-11-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                  | International Business Machines Corp                                             | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    365000 | PA      | $269730.45    | 0.03%             | 2040-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XK2K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1444066 | PA      | $1254904.89   | 0.14%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XKPV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    636160 | PA      | $632565.70    | 0.07%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                  | International Business Machines Corp                                             | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    808000 | PA      | $711716.53    | 0.08%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                  | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    699000 | PA      | $680332.72    | 0.08%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XKR85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49742 | PA      | $41263.66     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XLMY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20459 | PA      | $20750.77     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XLY93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183112 | PA      | $184558.90    | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XM7A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21737 | PA      | $21962.54     | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                  | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    340000 | PA      | $312987.09    | 0.04%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                  | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    801000 | PA      | $819414.99    | 0.09%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    442972 | PA      | $384721.60    | 0.04%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1512016 | PA      | $1414439.48   | 0.16%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor            | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                  | CUSIP: 46655AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $133544.97    | 0.02%             | 2039-01-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                     | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $145322.58    | 0.02%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258979 | PA      | $242265.96    | 0.03%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76333 | PA      | $73523.36     | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EJ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    297922 | PA      | $269703.96    | 0.03%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112890 | PA      | $105373.61    | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                  | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    279000 | PA      | $305371.31    | 0.03%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                  | Jefferson Capital Holdings LLC                                                   | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13786.40     | 0.00%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207989 | PA      | $200826.40    | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24877 | PA      | $25065.44     | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                   | Jersey Central Power & Light Co                                                  | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119679.39    | 0.01%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                  | Jersey Mike's Funding LLC                                                        | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    323375 | PA      | $330231.26    | 0.04%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128449 | PA      | $123682.27    | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                            | Ziff Davis Inc                                                                   | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5647.80      | 0.00%             | 2030-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                         | Johnson & Johnson                                                                | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    256000 | PA      | $221320.95    | 0.03%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                              | KBC Group NV                                                                     | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    245000 | PA      | $252663.64    | 0.03%             | 2029-01-19      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                      | Utah Acquisition Sub Inc                                                         | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    299000 | PA      | $296579.29    | 0.03%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                     | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31678.93     | 0.00%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                      | Kaiser Aluminum Corp                                                             | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6556.07      | 0.00%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                   | KazMunayGas National Co JSC                                                      | CUSIP: 48667QAS4<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    435000 | PA      | $416893.27    | 0.05%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                  | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198164.37    | 0.02%             | 2025-11-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                               | PepsiCo Inc                                                                      | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    130000 | PA      | $96954.43     | 0.01%             | 2060-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                  | KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc            | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6308.00      | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                 | Kellanova                                                                        | CUSIP: 487836CA4<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36083.60     | 0.00%             | 2054-05-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                               | PepsiCo Inc                                                                      | CUSIP: 713448GJ1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    335000 | PA      | $338130.21    | 0.04%             | 2032-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                  | Phoenix Aviation Capital Ltd                                                     | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |      6000 | PA      | $6348.43      | 0.00%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                   | Piedmont Healthcare Inc                                                          | CUSIP: 72014TAC3<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5964.10      | 0.00%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust             | SFO Commercial Mortgage Trust 2021-555                                           | CUSIP: 78432WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124000 | PA      | $122689.04    | 0.01%             | 2038-05-15      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                       | SG Residential Mortgage Trust 2021-2                                             | CUSIP: 78432YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68269 | PA      | $58982.11     | 0.01%             | 2061-12-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz            | SFS Auto Receivables Securitization Trust 2024-1                                 | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $333461.12    | 0.04%             | 2032-01-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                         | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     14000 | PA      | $14167.49     | 0.00%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                           | Sealed Air Corp                                                                  | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    125000 | PA      | $134775.34    | 0.02%             | 2033-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                           | Sealed Air Corp                                                                  | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30977.10     | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                    | Sequoia Mortgage Trust 2024-7                                                    | CUSIP: 81748EAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99880 | PA      | $99566.08     | 0.01%             | 2054-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                  | Service Properties Trust                                                         | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72103.32     | 0.01%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LP/FNDG CP                     | Shea Homes LP / Shea Homes Funding Corp                                          | CUSIP: 82088KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5847.80      | 0.00%             | 2029-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                       | Sherwin-Williams Co/The                                                          | CUSIP: 824348AS5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5101.52      | 0.00%             | 2045-08-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                   | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $108664.11    | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                        | Siemens Funding BV                                                               | CUSIP: 82622RAD8<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    290000 | PA      | $296091.37    | 0.03%             | 2032-05-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                        | Siemens Funding BV                                                               | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    290000 | PA      | $297922.28    | 0.03%             | 2035-05-28      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co             | Sierra Timeshare 2024-2 Receivables Funding LLC                                  | CUSIP: 82650DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    143882 | PA      | $144974.46    | 0.02%             | 2041-06-20      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co             | Sierra Timeshare 2021-2 Receivables Funding LLC                                  | CUSIP: 82652RAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11635 | PA      | $11435.73     | 0.00%             | 2038-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co             | Sierra Timeshare 2024-1 Receivables Funding LLC                                  | CUSIP: 826935AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88024 | PA      | $89106.47     | 0.01%             | 2043-01-20      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                   | Simon Property Group LP                                                          | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    227000 | PA      | $257621.15    | 0.03%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                     | Kentucky Utilities Co                                                            | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99181.12     | 0.01%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                | Kenvue Inc                                                                       | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    177000 | PA      | $161423.20    | 0.02%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                | Kenvue Inc                                                                       | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     41000 | PA      | $37277.71     | 0.00%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                          | Kilroy Realty LP                                                                 | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    261000 | PA      | $213825.46    | 0.02%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                          | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114000 | PA      | $115594.37    | 0.01%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    370000 | PA      | $375051.37    | 0.04%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                       | Kimco Realty OP LLC                                                              | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    195000 | PA      | $171122.88    | 0.02%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| L'OREAL SA                                | L'Oreal SA                                                                       | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |    430000 | PA      | $437368.65    | 0.05%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    913000 | PA      | $925660.74    | 0.11%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    910000 | PA      | $912470.50    | 0.10%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                     | Long Ridge Energy LLC                                                            | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11373.57     | 0.00%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                     | Louisville Gas and Electric Co                                                   | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99130.34     | 0.01%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                            | Lowe's Cos Inc                                                                   | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    348000 | PA      | $257927.71    | 0.03%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                    | MIWD Holdco II LLC / MIWD Finance Corp                                           | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8847.67      | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    870000 | PA      | $872922.66    | 0.10%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5705000 | PA      | $5714523.01   | 0.65%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP                   | Pediatrix Medical Group Inc                                                      | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8887.31      | 0.00%             | 2030-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    238000 | PA      | $247933.85    | 0.03%             | 2031-02-22      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2250000 | PA      | $2268720.70   | 0.26%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2641000 | PA      | $2662664.44   | 0.30%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    335000 | PA      | $335706.64    | 0.04%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2175000 | PA      | $2177973.64   | 0.25%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MITSUI FUDOSAN CO LTD                     | Mitsui Fudosan Co Ltd                                                            | CUSIP: 60683MAA7<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | DBT              | CORP              | JP        |    347000 | PA      | $342177.29    | 0.04%             | 2027-07-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| MIZUHO FINANCIAL GROUP                    | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    307000 | PA      | $272278.37    | 0.03%             | 2031-09-08      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                    | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBX6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    624000 | PA      | $602017.33    | 0.07%             | 2030-05-22      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                   | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC          | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10315.10     | 0.00%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                  | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $18417.54     | 0.00%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                        | Valero Energy Corp                                                               | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    300000 | PA      | $326607.84    | 0.04%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                            | NRG Energy Inc                                                                   | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     31000 | PA      | $28542.56     | 0.00%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                            | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303465.83    | 0.03%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                             | Valvoline Inc                                                                    | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11837.83     | 0.00%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Vanguard Total International B            | Vanguard Total International Bond ETF                                            | CUSIP: 92203J407<br>LEI: N/A                  | Long             | EC               | RF                | US        |   1754443 | NS      | $86511584.33  | 9.83%             |  |  |  | No            |                  1 | On Loan: —       |
| NYU LANGONE HOSPITALS                     | NYU Langone Hospitals                                                            | CUSIP: 62952EAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $14432.55     | 0.00%             | 2047-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS                   | New York State Electric & Gas Corp                                               | CUSIP: 649840CV5<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21130.90     | 0.00%             | 2033-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                  | Vantage Data Centers Issuer LLC                                                  | CUSIP: 92212KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $109725.00    | 0.01%             | 2045-09-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                  | Vantage Data Centers Issuer LLC                                                  | CUSIP: 92212KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $120783.83    | 0.01%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                    | Northern Oil & Gas Inc                                                           | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10260.11     | 0.00%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN STAR RESOU                       | Northern Star Resources Ltd                                                      | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |    161000 | PA      | $168204.92    | 0.02%             | 2033-04-11      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                  | Vantage Data Centers LLC                                                         | CUSIP: 92212KAH9<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |    841000 | PA      | $845804.63    | 0.10%             | 2055-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                          | Ventas Realty LP                                                                 | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    195000 | PA      | $184108.73    | 0.02%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                  | Northern States Power Co/MN                                                      | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    156000 | PA      | $100732.97    | 0.01%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                  | Northern States Power Co/MN                                                      | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    110000 | PA      | $100848.04    | 0.01%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC/WESTFIEL                  | WEA Finance LLC / Westfield UK & Europe Finance PLC                              | CUSIP: 92890HAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $167391.53    | 0.02%             | 2044-09-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| WASTE MANAGEMENT INC                      | Waste Management Inc                                                             | CUSIP: 94106LBB4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59670.62     | 0.01%             | 2035-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4666000 | PA      | $4032900.37   | 0.46%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                               | Wayfair LLC                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3058.72      | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                  | Weatherford International Ltd                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      3000 | PA      | $3068.91      | 0.00%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                     | Northrop Grumman Corp                                                            | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    703000 | PA      | $626202.63    | 0.07%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                     | Northrop Grumman Corp                                                            | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    347000 | PA      | $318725.23    | 0.04%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11000 | PA      | $10210.85     | 0.00%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                    | UnitedHealth Group Inc                                                           | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    272000 | PA      | $228383.81    | 0.03%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                     | Northrop Grumman Corp                                                            | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152264.78    | 0.02%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                     | Northrop Grumman Corp                                                            | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112247.27    | 0.01%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                  | Weekley Homes LLC / Weekley Finance Corp                                         | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7796.82      | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP PLC (THE)                      | Weir Group PLC/The                                                               | CUSIP: 94876QAA4<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |    281000 | PA      | $274808.80    | 0.03%             | 2026-05-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                         | Novant Health Inc                                                                | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |     52000 | PA      | $33955.82     | 0.00%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                              | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4799.57      | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                            | Whirlpool Corp                                                                   | CUSIP: 963320BA3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    132000 | PA      | $127012.55    | 0.01%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                    | Williams Cos Inc/The                                                             | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     89000 | PA      | $91618.00     | 0.01%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                              | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    245000 | PA      | $253736.06    | 0.03%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust             | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99375.77     | 0.01%             | 2042-02-15      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                    | UnitedHealth Group Inc                                                           | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    631000 | PA      | $633678.77    | 0.07%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                    | UnitedHealth Group Inc                                                           | CUSIP: 91324PEY4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10060.75     | 0.00%             | 2027-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust             | NYC Commercial Mortgage Trust 2025-300P                                          | CUSIP: 67121TAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    209000 | PA      | $210823.62    | 0.02%             | 2042-07-13      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| NYSEG STORM FUNDING LLC                   | NYSEG Storm Funding LLC                                                          | CUSIP: 67122QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    388000 | PA      | $389371.16    | 0.04%             | 2029-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                     | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178968.63    | 0.02%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization T            | Willis Engine Structured Trust VIII                                              | CUSIP: 97063RAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    248628 | PA      | $252437.35    | 0.03%             | 2050-06-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                    | UnitedHealth Group Inc                                                           | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    285000 | PA      | $287102.06    | 0.03%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                  | Occidental Petroleum Corp                                                        | CUSIP: 674599CL7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     82000 | PA      | $57605.90     | 0.01%             | 2047-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                  | Occidental Petroleum Corp                                                        | CUSIP: 674599CS2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     72000 | PA      | $68005.40     | 0.01%             | 2029-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                    | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAT9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    248000 | PA      | $238642.98    | 0.03%             | 2030-03-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                  | Occidental Petroleum Corp                                                        | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    109000 | PA      | $122800.23    | 0.01%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                            | PECO Energy Co                                                                   | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     73000 | PA      | $62707.95     | 0.01%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                       | PFS Financing Corp                                                               | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    104000 | PA      | $105656.85    | 0.01%             | 2029-04-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                       | PFS Financing Corp                                                               | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    652000 | PA      | $663911.26    | 0.08%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                  | Performance Food Group Inc                                                       | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49838.63     | 0.01%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                    | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EP               | CORP              | US        |    332000 | PA      | $320693.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                    | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5201.73      | 0.00%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                    | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    330000 | PA      | $339951.58    | 0.04%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                    | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172389.89    | 0.02%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                    | PPL Electric Utilities Corp                                                      | CUSIP: 69351UBD4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    370000 | PA      | $361204.34    | 0.04%             | 2055-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                             | PRA Group Inc                                                                    | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10319.94     | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                      | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    315000 | PA      | $344420.83    | 0.04%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                      | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192239.42    | 0.02%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                  | Packaging Corp of America                                                        | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     92000 | PA      | $70141.96     | 0.01%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                     | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $16573.10     | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                    | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $269258.21    | 0.03%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                    | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5153.74      | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL/FINANC                  | Pebblebrook Hotel LP / PEB Finance Corp                                          | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6067.81      | 0.00%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                     | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    295000 | PA      | $305018.38    | 0.03%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                               | PepsiCo Inc                                                                      | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    540000 | PA      | $545289.35    | 0.06%             | 2035-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                  | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9666.86      | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                  | Performance Food Group Inc                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117553.47    | 0.01%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                  | Permian Resources Operating LLC                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    286000 | PA      | $295964.65    | 0.03%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                  | Perrigo Finance Unlimited Co                                                     | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    390000 | PA      | $391799.53    | 0.04%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PHH ESCROW ISS LCC/PHH C                  | PHH Escrow Issuer LLC/PHH Corp                                                   | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10014.66     | 0.00%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                | Pfizer Inc                                                                       | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    226000 | PA      | $193441.76    | 0.02%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                    | Philip Morris International Inc                                                  | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    356000 | PA      | $372913.85    | 0.04%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                   | Phillips Edison Grocery Center Operating Partnership I LP                        | CUSIP: 71845JAD0<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    215000 | PA      | $219017.26    | 0.02%             | 2032-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                               | Phillips 66                                                                      | CUSIP: 718546AZ7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    280000 | PA      | $275178.61    | 0.03%             | 2026-02-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                | Phinia Inc                                                                       | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7216.43      | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                     | Playtika Holding Corp                                                            | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7351.73      | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PRIMERICA INC                             | Primerica Inc                                                                    | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |    503000 | PA      | $454285.08    | 0.05%             | 2031-11-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                  | Prime Healthcare Services Inc                                                    | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $8241.98      | 0.00%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                  | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $284463.56    | 0.03%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                   | Principal Financial Group Inc                                                    | CUSIP: 74251VAU6<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     77000 | PA      | $73724.33     | 0.01%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                   | Procter & Gamble Co/The                                                          | CUSIP: 742718FJ3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    348000 | PA      | $298785.49    | 0.03%             | 2040-03-25      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PRM Trust                                 | PRM Trust 2025-PRM6                                                              | CUSIP: 74277DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99808.88     | 0.01%             | 2033-07-05      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| PROG HOLDINGS INC                         | PROG Holdings Inc                                                                | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6787.20      | 0.00%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                | Progress Residential 2024-SFR3 Trust                                             | CUSIP: 74331VAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $237590.15    | 0.03%             | 2041-06-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                               | Prologis LP                                                                      | CUSIP: 74340XBS9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     28000 | PA      | $24316.77     | 0.00%             | 2031-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                               | Prologis LP                                                                      | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    583000 | PA      | $584707.65    | 0.07%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FDG/PFG FIN                     | Provident Funding Associates LP / PFG Finance Corp                               | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10492.86     | 0.00%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                  | Prudential Financial Inc                                                         | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    343000 | PA      | $347859.02    | 0.04%             | 2048-09-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                   | Public Service Co of Colorado                                                    | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    105000 | PA      | $68949.42     | 0.01%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                   | Public Service Co of Colorado                                                    | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    104000 | PA      | $94502.92     | 0.01%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                   | Public Service Electric and Gas Co                                               | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    117000 | PA      | $108077.37    | 0.01%             | 2053-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                        | Province of Quebec Canada                                                        | CUSIP: 748148SG9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    410000 | PA      | $411816.22    | 0.05%             | 2035-08-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                  | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102585.79    | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                     | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $214849.82    | 0.02%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                     | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $509721.83    | 0.06%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                     | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    560000 | PA      | $561007.15    | 0.06%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                             | J M Smucker Co/The                                                               | CUSIP: 832696AT5<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $27091.52     | 0.00%             | 2050-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                             | J M Smucker Co/The                                                               | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    355000 | PA      | $381010.64    | 0.04%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                     | TransCanada PipeLines Ltd                                                        | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     33000 | PA      | $34027.94     | 0.00%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $84205.97     | 0.01%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                   | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    341000 | PA      | $339620.22    | 0.04%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                             | TransDigm Inc                                                                    | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9768.27      | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                             | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123205.69    | 0.01%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                             | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72457.75     | 0.01%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                             | TransDigm Inc                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119715.11    | 0.01%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                             | TransDigm Inc                                                                    | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166553.00    | 0.02%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                             | TransDigm Inc                                                                    | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32775.65     | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                         | Travelers Cos Inc/The                                                            | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115523.76    | 0.01%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                         | Travelers Cos Inc/The                                                            | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    305000 | PA      | $305043.92    | 0.03%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                          | Paramount Global                                                                 | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    210000 | PA      | $222403.45    | 0.03%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                | Verus Securitization Trust 2025-3                                                | CUSIP: 924928AC8<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |    271491 | PA      | $273962.78    | 0.03%             | 2070-05-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                  | Vertiv Group Corp                                                                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10719.24     | 0.00%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                | Verus Securitization Trust 2025-6                                                | CUSIP: 92540YAC3<br>LEI: 213800KZO2G8SSFFDH61 | Long             | ABS-MBS          | CORP              | US        |    435528 | PA      | $438213.12    | 0.05%             | 2070-07-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                  | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    427000 | PA      | $428549.43    | 0.05%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Express Credit Accoun            | American Express Credit Account Master Trust                                     | CUSIP: 02582JKF6<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    885000 | PA      | $924819.42    | 0.11%             | 2031-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                   | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3861.11      | 0.00%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATKORE INC                                | Atkore Inc                                                                       | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14834.00     | 0.00%             | 2031-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 052528AP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    206000 | PA      | $226014.18    | 0.03%             | 2032-12-08      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GRP NY                  | Australia & New Zealand Banking Group Ltd/New York NY                            | CUSIP: 05253JAZ4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    361000 | PA      | $364003.85    | 0.04%             | 2027-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377REA8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    159000 | PA      | $157778.64    | 0.02%             | 2027-02-20      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RGL2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100867.14    | 0.01%             | 2027-10-20      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RHZ0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103513.69    | 0.01%             | 2030-06-20      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RJG0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $315004.89    | 0.04%             | 2028-10-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RKN3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    184000 | PA      | $187063.60    | 0.02%             | 2029-08-20      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                 | Avnet Inc                                                                        | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    305000 | PA      | $317104.49    | 0.04%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Tr            | BA Credit Card Trust                                                             | CUSIP: 05522RDJ4<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |    920000 | PA      | $935544.87    | 0.11%             | 2029-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                        | BMW US Capital LLC                                                               | CUSIP: 05565ECJ2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    379000 | PA      | $385963.65    | 0.04%             | 2029-04-02      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                        | BMW US Capital LLC                                                               | CUSIP: 05565EDD4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    550000 | PA      | $547254.59    | 0.06%             | 2035-08-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                    | BP Capital Markets PLC                                                           | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     19000 | PA      | $18939.18     | 0.00%             | 2500-12-31      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                   | BPCE SA                                                                          | CUSIP: 05571ABB0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    957000 | PA      | $996224.20    | 0.11%             | 2046-01-14      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                   | BPCE SA                                                                          | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    260000 | PA      | $229247.26    | 0.03%             | 2032-10-19      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                               | BNP Paribas SA                                                                   | CUSIP: 05581KAG6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    207000 | PA      | $217657.03    | 0.02%             | 2034-12-05      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                               | BNP Paribas SA                                                                   | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    369000 | PA      | $377352.56    | 0.04%             | 2030-01-09      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                        | BMO 2024-C8 Mortgage Trust                                                       | CUSIP: 05593HAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265000 | PA      | $271440.75    | 0.03%             | 2057-03-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                        | BMO 2025-5C10 Mortgage Trust                                                     | CUSIP: 05615BAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84000 | PA      | $86331.64     | 0.01%             | 2058-05-15      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                        | Banco Santander SA                                                               | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $661453.90    | 0.08%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                             | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1452000 | PA      | $1444022.60   | 0.16%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                             | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    800000 | PA      | $795300.22    | 0.09%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     34000 | PA      | $30641.15     | 0.00%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                             | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    264000 | PA      | $270063.42    | 0.03%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                             | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19446.87     | 0.00%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                             | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25109.92     | 0.00%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                             | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1442944.99   | 0.16%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Bank5                                     | BANK5 2023-5YR2                                                                  | CUSIP: 06211CAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85000 | PA      | $87918.87     | 0.01%             | 2056-07-15      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Bank5                                     | BANK5 2024-5YR7                                                                  | CUSIP: 06211UBY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    201000 | PA      | $211857.39    | 0.02%             | 2057-06-15      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                     | Bank of Ireland Group PLC                                                        | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    452000 | PA      | $451077.22    | 0.05%             | 2026-09-16      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                    | Bank of New York Mellon Corp/The                                                 | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |    320000 | PA      | $310210.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                    | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    177000 | PA      | $195195.20    | 0.02%             | 2034-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                    | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    331000 | PA      | $340232.17    | 0.04%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                       | Bank of Nova Scotia/The                                                          | CUSIP: 064159HB5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    142000 | PA      | $141691.96    | 0.02%             | 2025-12-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                       | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    370000 | PA      | $375471.07    | 0.04%             | 2029-02-14      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Bank                                      | BANK 2025-BNK50                                                                  | CUSIP: 064908AH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245000 | PA      | $258379.86    | 0.03%             | 2068-05-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank                                      | BANK 2019-BNK17                                                                  | CUSIP: 065403BH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $221183.29    | 0.03%             | 2052-04-15      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Bank                                      | BANK 2024-BNK47                                                                  | CUSIP: 06540GAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    745000 | PA      | $793617.14    | 0.09%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Bank5                                     | BANK5 2024-5YR8                                                                  | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1230000 | PA      | $1295260.73   | 0.15%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank5                                     | BANK5 2024-5YR5                                                                  | CUSIP: 065931BM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69000 | PA      | $71684.27     | 0.01%             | 2029-02-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Bank5                                     | BANK5 2024-5YR12                                                                 | CUSIP: 06644XBY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255000 | PA      | $263518.17    | 0.03%             | 2057-12-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                  | W R Berkley Corp                                                                 | CUSIP: 084423AT9<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    177000 | PA      | $156120.84    | 0.02%             | 2044-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                  | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5206.58      | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                   | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    176000 | PA      | $178147.09    | 0.02%             | 2054-11-20      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| BLUELINX HOLDING                          | BlueLinx Holdings Inc                                                            | CUSIP: 09624HAA7<br>LEI: 549300YSX7GU28F5I540 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15651.95     | 0.00%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                               | BNP Paribas SA                                                                   | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    349000 | PA      | $330794.05    | 0.04%             | 2028-09-30      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                               | BNP Paribas SA                                                                   | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    352000 | PA      | $362721.28    | 0.04%             | 2030-05-20      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                        | BMO 2024-5C3 Mortgage Trust                                                      | CUSIP: 09660QAX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68000 | PA      | $70316.95     | 0.01%             | 2057-02-15      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                        | BMO 2024-5C4 Mortgage Trust                                                      | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $907641.56    | 0.10%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                        | BMO 2024-5C8 Mortgage Trust                                                      | CUSIP: 09661XAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36000 | PA      | $35942.77     | 0.00%             | 2057-12-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                 | Boeing Co/The                                                                    | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    245000 | PA      | $177975.60    | 0.02%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                 | Boeing Co/The                                                                    | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    675000 | PA      | $681544.83    | 0.08%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                 | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1438000 | PA      | $1383798.57   | 0.16%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                 | Boeing Co/The                                                                    | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    590000 | PA      | $605394.59    | 0.07%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                            | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     89000 | PA      | $93707.93     | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                            | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $172063.56    | 0.02%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                        | Boston Gas Co                                                                    | CUSIP: 100743AN3<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18860.60     | 0.00%             | 2053-07-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Is            | Cloud Capital Holdco LP                                                          | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    518000 | PA      | $528700.72    | 0.06%             | 2049-11-22      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Is            | Cloud Capital Holdco LP                                                          | CUSIP: 102104AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $138150.47    | 0.02%             | 2049-11-22      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                    | BP Capital Markets America Inc                                                   | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    484000 | PA      | $429156.31    | 0.05%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                    | BP Capital Markets America Inc                                                   | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    181000 | PA      | $182411.08    | 0.02%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BRINKER INTERNATIONAL IN                  | Brinker International Inc                                                        | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12735.53     | 0.00%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                            | Brink's Co/The                                                                   | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8212.24      | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                  | Province of British Columbia Canada                                              | CUSIP: 110709AQ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    305000 | PA      | $310275.57    | 0.04%             | 2035-06-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                       | Buckeye Partners LP                                                              | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150322.33    | 0.02%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                  | Builders FirstSource Inc                                                         | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154398.19    | 0.02%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                       | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10981.09     | 0.00%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                           | Cigna Group/The                                                                  | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    123000 | PA      | $82430.20     | 0.01%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                           | Cigna Group/The                                                                  | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    420000 | PA      | $396669.25    | 0.05%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                     | CNX Midstream Partners LP                                                        | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7575.27      | 0.00%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM 2024-277P Mortgage Trust                                                    | CUSIP: 12654FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    213000 | PA      | $227254.39    | 0.03%             | 2044-08-10      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM 2024-CBM Mortgage Trust                                                     | CUSIP: 12674GAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102622.73    | 0.01%             | 2041-12-10      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                       | CommonSpirit Health                                                              | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37975.49     | 0.00%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                       | Churchill Downs Inc                                                              | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    280000 | PA      | $287406.68    | 0.03%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                          | Cinemark USA Inc                                                                 | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19840.80     | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                | Citadel LP                                                                       | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    304000 | PA      | $319497.61    | 0.04%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                                                    | CUSIP: 172967DR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    657000 | PA      | $690138.73    | 0.08%             | 2036-08-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                                                    | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    235000 | PA      | $233058.20    | 0.03%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                               | Citibank NA                                                                      | CUSIP: 17325FBB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524170.58    | 0.06%             | 2028-09-29      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage             | Citigroup Commercial Mortgage Trust 2023-PRM3                                    | CUSIP: 17331LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $205361.17    | 0.02%             | 2028-07-10      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                       | Coinbase Global Inc                                                              | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13259.90     | 0.00%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                              | Comcast Corp                                                                     | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98668.19     | 0.01%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COMERICA BANK                             | Comerica Bank                                                                    | CUSIP: 200339EX3<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |    468000 | PA      | $460178.31    | 0.05%             | 2033-08-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: —       |
| COMERICA INC                              | Comerica Inc                                                                     | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27948.41     | 0.00%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM 2025-SBX Mortgage Trust                                                     | CUSIP: 20047UAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $333047.78    | 0.04%             | 2041-08-10      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                          | Duke Energy Corp                                                                 | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    177000 | PA      | $186394.95    | 0.02%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                   | Duke Energy Indiana LLC                                                          | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    113000 | PA      | $107422.09    | 0.01%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                      | E.ON International Finance BV                                                    | CUSIP: 268789AB0<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |    161000 | PA      | $177938.21    | 0.02%             | 2038-04-30      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                        | Eastern Energy Gas Holdings LLC                                                  | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40869.41     | 0.00%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                       | Eastman Chemical Co                                                              | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    348000 | PA      | $290038.00    | 0.03%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                    | Edgewell Personal Care Co                                                        | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19006.14     | 0.00%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                      | Edison International                                                             | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    332000 | PA      | $337320.79    | 0.04%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| EDISON INTERNATIONAL                      | Edison International                                                             | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15887.68     | 0.00%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EL PASO NATURAL GAS                       | El Paso Natural Gas Co LLC                                                       | CUSIP: 283695BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174000 | PA      | $158633.09    | 0.02%             | 2032-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                | Elara HGV Timeshare Issuer 2023-A LLC                                            | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170802 | PA      | $176156.73    | 0.02%             | 2038-02-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                        | Eldorado Gold Corp                                                               | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |      8000 | PA      | $8005.66      | 0.00%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                  | FMC Corp                                                                         | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    147000 | PA      | $141098.43    | 0.02%             | 2053-05-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                  | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     21000 | PA      | $21408.16     | 0.00%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                    | Federal Home Loan Banks                                                          | CUSIP: 3130AEB25<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    140000 | PA      | $138459.45    | 0.02%             | 2028-06-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                    | Federal Home Loan Banks                                                          | CUSIP: 3130AHKT9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    150000 | PA      | $139984.59    | 0.02%             | 2029-12-14      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                    | Federal Home Loan Banks                                                          | CUSIP: 3130AJC31<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1760000 | PA      | $1554213.48   | 0.18%             | 2031-03-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                    | Federal Home Loan Banks                                                          | CUSIP: 3130AVBD3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $257401.34    | 0.03%             | 2029-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                    | Federal Home Loan Banks                                                          | CUSIP: 3130B0X87<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    165000 | PA      | $170187.79    | 0.02%             | 2034-03-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWFE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    628448 | PA      | $586356.89    | 0.07%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    606750 | PA      | $612951.42    | 0.07%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWGY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    168726 | PA      | $166364.82    | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWGZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    311252 | PA      | $314433.34    | 0.04%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWL43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    149303 | PA      | $152435.06    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWLM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    197078 | PA      | $200982.03    | 0.02%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWLT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35126 | PA      | $35303.20     | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWML4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60269 | PA      | $61487.69     | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    434182 | PA      | $437067.07    | 0.05%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWMT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    174844 | PA      | $178433.99    | 0.02%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    503700 | PA      | $507008.92    | 0.06%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    246267 | PA      | $242465.92    | 0.03%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWNH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66907 | PA      | $65873.96     | 0.01%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93854 | PA      | $94234.64     | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    147157 | PA      | $150072.26    | 0.02%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMC26<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1280000 | PA      | $1162623.67   | 0.13%             | 2030-06-03      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMK27<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     22000 | PA      | $19596.81     | 0.00%             | 2031-06-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMPE6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     35000 | PA      | $30452.50     | 0.00%             | 2031-02-03      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMR87<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     33000 | PA      | $29613.67     | 0.00%             | 2030-07-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMRX2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     21000 | PA      | $16516.42     | 0.00%             | 2036-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMSA1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     31000 | PA      | $27434.13     | 0.00%             | 2031-03-03      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMSX1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |      8000 | PA      | $7422.41      | 0.00%             | 2029-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMTE2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    367000 | PA      | $327942.56    | 0.04%             | 2031-03-17      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMVA7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     72000 | PA      | $64651.71     | 0.01%             | 2031-04-01      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMW40<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    134000 | PA      | $120368.00    | 0.01%             | 2030-07-26      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133ENSP6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    474000 | PA      | $447125.25    | 0.05%             | 2032-03-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EP5U5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     10000 | PA      | $10125.93     | 0.00%             | 2029-03-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EP6K6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     20000 | PA      | $20171.49     | 0.00%             | 2027-03-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EP6R1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    385000 | PA      | $386950.63    | 0.04%             | 2029-03-27      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EPN50<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     63000 | PA      | $64089.21     | 0.01%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133ERDM0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    257000 | PA      | $267685.57    | 0.03%             | 2031-05-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133ERFT3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |      5000 | PA      | $5036.29      | 0.00%             | 2026-08-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133ERSH5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    362000 | PA      | $361447.76    | 0.04%             | 2044-09-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    373384 | PA      | $370010.57    | 0.04%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ER69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184549 | PA      | $177650.85    | 0.02%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    522073 | PA      | $517376.30    | 0.06%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ER85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27103 | PA      | $27339.02     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1883751 | PA      | $1866803.73   | 0.21%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                     | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14380.98     | 0.00%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                | AbbVie Inc                                                                       | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1235776.43   | 0.14%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                | AbbVie Inc                                                                       | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109793.75    | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                | AbbVie Inc                                                                       | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    280000 | PA      | $288474.32    | 0.03%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                    | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7240.90      | 0.00%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ADAMS HOMES INC                           | Adams Homes Inc                                                                  | CUSIP: 00623PAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $8306.49      | 0.00%             | 2028-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                        | Advance Auto Parts Inc                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7162.68      | 0.00%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                  | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350632 | PA      | $349167.33    | 0.04%             | 2030-03-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                        | BX Trust 2019-OC11                                                               | CUSIP: 05606FAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285000 | PA      | $271587.62    | 0.03%             | 2041-12-09      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| BX Trust                                  | BX Trust 2025-VLT7                                                               | CUSIP: 123913AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255000 | PA      | $256513.07    | 0.03%             | 2044-07-15      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                     | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129019.52    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                     | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15348.67     | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                              | CaixaBank SA                                                                     | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    532000 | PA      | $589556.22    | 0.07%             | 2034-09-13      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| CALDERYS FINANCING LLC                    | Calderys Financing LLC                                                           | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |    130000 | PA      | $137404.28    | 0.02%             | 2028-06-01      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                           | Cameron LNG LLC                                                                  | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    298000 | PA      | $255939.10    | 0.03%             | 2035-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                           | Cameron LNG LLC                                                                  | CUSIP: 133434AC4<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    688000 | PA      | $592207.60    | 0.07%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                  | Canadian Pacific Railway Co                                                      | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     33000 | PA      | $31300.40     | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                      | Cantor Fitzgerald LP                                                             | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13904.30     | 0.00%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                  | Capital One Financial Corp                                                       | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    902000 | PA      | $939218.31    | 0.11%             | 2034-02-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                  | Capital One Financial Corp                                                       | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    656000 | PA      | $688657.50    | 0.08%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                  | Capital One Financial Corp                                                       | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    355000 | PA      | $366669.88    | 0.04%             | 2030-07-26      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                  | Capital One Financial Corp                                                       | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    190000 | PA      | $197287.17    | 0.02%             | 2035-07-26      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                  | Capital One Financial Corp                                                       | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1109391.00   | 0.13%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execut            | Capital One Multi-Asset Execution Trust                                          | CUSIP: 14041NGE5<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   1805000 | PA      | $1805616.95   | 0.21%             | 2029-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                      | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $66636.68     | 0.01%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                               | Cargill Inc                                                                      | CUSIP: 141781BZ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    222000 | PA      | $229260.90    | 0.03%             | 2032-10-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                               | Cargill Inc                                                                      | CUSIP: 141781CB8<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     84000 | PA      | $84362.21     | 0.01%             | 2033-04-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XMP83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73292 | PA      | $60884.58     | 0.01%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XNLP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    413892 | PA      | $359434.10    | 0.04%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XNMS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    564210 | PA      | $569584.29    | 0.06%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143947 | PA      | $134328.41    | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123148 | PA      | $106730.09    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2669504 | PA      | $2407962.37   | 0.27%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    725950 | PA      | $630619.25    | 0.07%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EE48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78602 | PA      | $70991.47     | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    771274 | PA      | $721540.99    | 0.08%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64690 | PA      | $62309.59     | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GCAT                                      | GCAT 2021-NQM5 Trust                                                             | CUSIP: 36168KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197605 | PA      | $167687.08    | 0.02%             | 2066-07-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                          | GGAM Finance Ltd                                                                 | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     17000 | PA      | $18004.18     | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| General Motors                            | GMF Floorplan Owner Revolving Trust                                              | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $315050.19    | 0.04%             | 2029-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                    | GE HealthCare Technologies Inc                                                   | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76399.56     | 0.01%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                     | General Dynamics Corp                                                            | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    325000 | PA      | $327760.08    | 0.04%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                         | General Motors Co                                                                | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    400000 | PA      | $416656.04    | 0.05%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    344615 | PA      | $341016.36    | 0.04%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209812 | PA      | $214352.15    | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                         | Chile Government International Bond                                              | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    585000 | PA      | $608897.25    | 0.07%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF COLOMBIA                      | Colombia Government International Bond                                           | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    250000 | PA      | $224280.00    | 0.03%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                    | General Motors Financial Co Inc                                                  | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46949.10     | 0.01%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                     | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $237134.03    | 0.03%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ETL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110636 | PA      | $103191.42    | 0.01%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1                              | FIVE 2023-V1 Mortgage Trust                                                      | CUSIP: 337964AF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65000 | PA      | $66784.81     | 0.01%             | 2056-02-10      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1                              | FIVE 2023-V1 Mortgage Trust                                                      | CUSIP: 337964AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62909 | PA      | $63664.58     | 0.01%             | 2056-02-10      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION                  | Florida Gas Transmission Co LLC                                                  | CUSIP: 340711AY6<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6422.63      | 0.00%             | 2030-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                  | Florida Power & Light Co                                                         | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    244000 | PA      | $259206.97    | 0.03%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                  | Florida Power & Light Co                                                         | CUSIP: 341081FR3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    226000 | PA      | $182116.53    | 0.02%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O            | Ford Credit Floorplan Master Owner Trust A                                       | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $270071.41    | 0.03%             | 2029-04-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F            | Ford Credit Auto Owner Trust/Ford Credit                                         | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360000 | PA      | $369920.52    | 0.04%             | 2037-08-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust              | Ford Credit Auto Owner Trust 2024-A                                              | CUSIP: 34535EAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $157955.25    | 0.02%             | 2029-11-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                       | Fortive Corp                                                                     | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    349000 | PA      | $284789.01    | 0.03%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                      | Mercedes-Benz Finance North America LLC                                          | CUSIP: 233851DF8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1071000 | PA      | $1063586.12   | 0.12%             | 2028-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                      | Mercedes-Benz Finance North America LLC                                          | CUSIP: 233851EA8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    857000 | PA      | $798856.26    | 0.09%             | 2030-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2022-HQA2                                          | CUSIP: 35564KB32<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $105157.99    | 0.01%             | 2042-07-25      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KND7<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $514615.90    | 0.06%             | 2041-11-25      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101635.06    | 0.01%             | 2042-01-25      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KVE6<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |    562000 | PA      | $590868.59    | 0.07%             | 2042-04-25      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2022-DNA5                                          | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $158875.66    | 0.02%             | 2042-06-25      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2024-DNA1                                          | CUSIP: 35564NBA0<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $507278.00    | 0.06%             | 2044-02-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC                  | Genpact Luxembourg SARL/Genpact USA Inc                                          | CUSIP: 37190AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    611000 | PA      | $600652.26    | 0.07%             | 2026-04-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                          | Genuine Parts Co                                                                 | CUSIP: 372460AD7<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    117000 | PA      | $131132.50    | 0.01%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac Stacr Remic Trust 2025-Hqa1                                          | CUSIP: 35564NHA4<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | CORP              | US        |    214000 | PA      | $214294.40    | 0.02%             | 2045-02-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                     | Freedom Mortgage Corp                                                            | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     12000 | PA      | $13283.86     | 0.00%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                     | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14412.83     | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                       | Frontier Issuer LLC                                                              | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $294794.43    | 0.03%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                       | Frontier Issuer LLC                                                              | CUSIP: 35910EAM6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $78345.57     | 0.01%             | 2054-06-20      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                  | FirstEnergy Pennsylvania Electric Co                                             | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    349000 | PA      | $356434.77    | 0.04%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                  | Olympus Water US Holding Corp                                                    | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    195000 | PA      | $204160.90    | 0.02%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                        | Meta Platforms Inc                                                               | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    205000 | PA      | $198043.69    | 0.02%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CNOOC PETROLEUM NORTH                     | CNOOC Petroleum North America ULC                                                | CUSIP: 65334HAA0<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |     38000 | PA      | $45221.67     | 0.01%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                        | 1301 Trust 2025-AOA                                                              | CUSIP: 682461AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    188000 | PA      | $189277.33    | 0.02%             | 2042-08-11      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                             | Coherent Corp                                                                    | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8829.50      | 0.00%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                  | George Washington University/The                                                 | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8484.23      | 0.00%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                       | Georgia-Pacific LLC                                                              | CUSIP: 373298BP2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     13000 | PA      | $14010.84     | 0.00%             | 2028-06-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DUKD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    358890 | PA      | $354233.11    | 0.04%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DUNB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    196878 | PA      | $200948.64    | 0.02%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                       | Gilead Sciences Inc                                                              | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    395000 | PA      | $353547.80    | 0.04%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| GLENCORE FUNDING LLC                      | Glencore Funding LLC                                                             | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    105000 | PA      | $95667.02     | 0.01%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DUNX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118305 | PA      | $113780.04    | 0.01%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DVFV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67879 | PA      | $66831.04     | 0.01%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWAP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    919535 | PA      | $771808.93    | 0.09%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWB28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    173140 | PA      | $150536.56    | 0.02%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWBC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25708 | PA      | $21397.79     | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWBT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    562767 | PA      | $450694.36    | 0.05%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                      | Glencore Funding LLC                                                             | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    348000 | PA      | $374741.05    | 0.04%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                           | Gen Digital Inc                                                                  | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231350.62    | 0.03%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    208148 | PA      | $173369.47    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWCC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80436 | PA      | $66799.69     | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ECB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32013 | PA      | $28970.79     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ECS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    296722 | PA      | $268664.42    | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200982 | PA      | $174189.57    | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    434978 | PA      | $393848.98    | 0.04%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                      | Appalachian Power Co                                                             | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    113000 | PA      | $116794.72    | 0.01%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                             | AppLovin Corp                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511527.38    | 0.06%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                             | AppLovin Corp                                                                    | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    315000 | PA      | $323888.47    | 0.04%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                        | Aqua Finance Trust 2021-A                                                        | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24339 | PA      | $22568.05     | 0.00%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                      | Aramark Services Inc                                                             | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5946.48      | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                       | Arbor Realty SR Inc                                                              | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7272.62      | 0.00%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                  | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $8011.71      | 0.00%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51063 | PA      | $52073.51     | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418FDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    346824 | PA      | $354620.78    | 0.04%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                  | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11255.45     | 0.00%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ARIS WATER HOLDINGS LLC                   | Aris Water Holdings LLC                                                          | CUSIP: 04041NAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |    275000 | PA      | $289639.71    | 0.03%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                    | Brazilian Government International Bond                                          | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    420000 | PA      | $424405.80    | 0.05%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                    | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $84417.41     | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                    | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $222632.00    | 0.03%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                    | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $337733.41    | 0.04%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                       | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $156239.57    | 0.02%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                     | CCG Receivables Trust 2025-1                                                     | CUSIP: 12515XAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    233000 | PA      | $234536.36    | 0.03%             | 2032-10-14      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus            | CSAIL 2015-C3 Commercial Mortgage Trust                                          | CUSIP: 12635FAT1<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |      9885 | PA      | $9826.95      | 0.00%             | 2048-08-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                  | CSX Corp                                                                         | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    121000 | PA      | $130713.46    | 0.01%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                           | CSL Finance PLC                                                                  | CUSIP: 12661PAF6<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |      6000 | PA      | $5158.92      | 0.00%             | 2062-04-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                            | CVR Energy Inc                                                                   | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3026.98      | 0.00%             | 2029-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS/CVR NITROGE                  | CVR Partners LP / CVR Nitrogen Finance Corp                                      | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5982.00      | 0.00%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                           | CVS Health Corp                                                                  | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344745.02    | 0.04%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                           | CVS Health Corp                                                                  | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230020.51    | 0.03%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                             | Carnival Corp                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     24000 | PA      | $24556.93     | 0.00%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    883474 | PA      | $872011.63    | 0.10%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418FED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101716 | PA      | $102127.75    | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                      | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      7000 | PA      | $7099.14      | 0.00%             | 2030-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza            | Castlelake Aircraft Structured Trust 2025-1                                      | CUSIP: 14856VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280542 | PA      | $284309.01    | 0.03%             | 2050-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                           | Caterpillar Inc                                                                  | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224968.29    | 0.03%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                  | Celanese US Holdings LLC                                                         | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    205000 | PA      | $212902.98    | 0.02%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CART                                      | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92000 | PA      | $91621.12     | 0.01%             | 2041-08-15      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust 2024-R04                                     | CUSIP: 20753GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99000 | PA      | $99475.37     | 0.01%             | 2044-05-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust 2021-R03                                     | CUSIP: 20754AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101699.95    | 0.01%             | 2041-12-25      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust 2022-R02                                     | CUSIP: 20754BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9012 | PA      | $8993.12      | 0.00%             | 2042-01-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust 2022-R02                                     | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $512027.10    | 0.06%             | 2042-01-25      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust 2023-R06                                     | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $517194.65    | 0.06%             | 2043-07-25      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust 2022-R07                                     | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55000 | PA      | $58245.54     | 0.01%             | 2042-06-25      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust 2025-R02                                     | CUSIP: 20754TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $145377.39    | 0.02%             | 2045-02-25      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust 2024-R03                                     | CUSIP: 207941AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $425540.47    | 0.05%             | 2044-03-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                            | Crockett Partners Equipment Co IIA LLC                                           | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93152 | PA      | $94352.29     | 0.01%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                            | Crockett Partners Equipment Co IIA LLC                                           | CUSIP: 22689LAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80303 | PA      | $81905.37     | 0.01%             | 2031-01-20      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                 | Crocs Inc                                                                        | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4755.92      | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE TOWERS LLC                   | Crown Castle Towers LLC                                                          | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $147900.42    | 0.02%             | 2028-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                          | Crown Castle Inc                                                                 | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    165000 | PA      | $159976.55    | 0.02%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust              | Dell Equipment Finance Trust 2024-1                                              | CUSIP: 24702GAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $252265.08    | 0.03%             | 2030-03-22      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                   | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $442184.29    | 0.05%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                          | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    405000 | PA      | $407405.28    | 0.05%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                    | Diamondback Energy Inc                                                           | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151942.31    | 0.02%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                   | Digital Realty Trust LP                                                          | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    625000 | PA      | $644046.15    | 0.07%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DIGNITY HEALTH                            | Dignity Health                                                                   | CUSIP: 254010AB7<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    414000 | PA      | $350113.31    | 0.04%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                     | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9922.57      | 0.00%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| EQUIFAX INC                               | Equifax Inc                                                                      | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56586.98     | 0.01%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                               | Equifax Inc                                                                      | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279625.42    | 0.03%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                           | ERO Copper Corp                                                                  | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |     11000 | PA      | $10698.08     | 0.00%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                 | Esab Corp                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6161.34      | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                       | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAC4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    136000 | PA      | $145375.05    | 0.02%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                  | European Investment Bank                                                         | CUSIP: 298785KM7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |    450000 | PA      | $453269.98    | 0.05%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                     | Evergy Kansas Central Inc                                                        | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     62000 | PA      | $60943.38     | 0.01%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                              | Evergy Metro Inc                                                                 | CUSIP: 30037DAB1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60590.95     | 0.01%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                  | F&G Annuities & Life Inc                                                         | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $521522.01    | 0.06%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EZCORP INC                                | EZCORP Inc                                                                       | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11596.62     | 0.00%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                    | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    253000 | PA      | $237352.18    | 0.03%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH                          | Farmers Insurance Exchange                                                       | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |    197000 | PA      | $163717.08    | 0.02%             | 2057-11-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EL2V5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     25000 | PA      | $23702.06     | 0.00%             | 2027-08-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EL3J1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     25000 | PA      | $22038.18     | 0.00%             | 2030-08-12      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EL4P6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     30000 | PA      | $26999.03     | 0.00%             | 2029-08-20      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418FF28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    289148 | PA      | $278408.04    | 0.03%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418FF44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    251115 | PA      | $252764.83    | 0.03%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140AQQC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    280870 | PA      | $277300.12    | 0.03%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140LVSM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159744 | PA      | $133205.98    | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140LYA86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24020 | PA      | $19161.31     | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140M83L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89701 | PA      | $74712.45     | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140N9TX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20664 | PA      | $20811.77     | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QC5Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42217 | PA      | $38084.11     | 0.00%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QEEH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    860847 | PA      | $778767.78    | 0.09%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QF4L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1236885 | PA      | $1032803.76   | 0.12%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418FHW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    268036 | PA      | $258016.66    | 0.03%             | 2055-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418FMJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    296251 | PA      | $298127.48    | 0.03%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QKSF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183334 | PA      | $152142.37    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31429KAH6<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      4000 | PA      | $4029.05      | 0.00%             | 2027-08-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                            | OWN Equipment Fund I LLC                                                         | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275268 | PA      | $280398.71    | 0.03%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                  | Delta Air Lines Inc / SkyMiles IP Ltd                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    337000 | PA      | $338141.79    | 0.04%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179X2J4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    268493 | PA      | $260124.37    | 0.03%             | 2053-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179X5G7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    192073 | PA      | $190639.31    | 0.02%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39239 | PA      | $39636.80     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    136063 | PA      | $131829.70    | 0.01%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36180AAF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     70556 | PA      | $70986.53     | 0.01%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38629 | PA      | $37141.15     | 0.00%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24078 | PA      | $23809.20     | 0.00%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 3618N5C64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43824 | PA      | $44100.54     | 0.01%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 3618N5GN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29546 | PA      | $29203.65     | 0.00%             | 2055-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 3618N5GQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     92854 | PA      | $94546.46     | 0.01%             | 2055-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 3618N5JD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    187564 | PA      | $188647.18    | 0.02%             | 2055-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 3618N5KW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    108689 | PA      | $109317.11    | 0.01%             | 2055-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 3618N5TN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    145000 | PA      | $145837.55    | 0.02%             | 2055-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                 | IRV Trust 2025-200P                                                              | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234000 | PA      | $231449.32    | 0.03%             | 2047-03-14      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                          | ITT Holdings LLC                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5872.62      | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                    | Indiana Michigan Power Co                                                        | CUSIP: 454889AT3<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    348000 | PA      | $278117.53    | 0.03%             | 2048-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                 | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10294.87     | 0.00%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                         | Iron Mountain Inc                                                                | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41206.87     | 0.00%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Island Finance Trust 2025-1               | Island Finance Trust 2025-1                                                      | CUSIP: 463920AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    107000 | PA      | $108845.20    | 0.01%             | 2035-03-19      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| iShares Core U.S. Aggregate Bo            | iShares Core U.S. Aggregate Bond ETF                                             | CUSIP: 464287226<br>LEI: 549300F7VSXTKBGHJE47 | Long             | EC               | RF                | US        |    240115 | NS      | $23881837.90  | 2.71%             |  |  |  | No            |                  1 | On Loan: —       |
| iShares MBS ETF                           | iShares MBS ETF                                                                  | CUSIP: 464288588<br>LEI: 549300M0TH0IE2E6RP07 | Long             | EC               | RF                | US        |   1202321 | NS      | $113438986.35 | 12.90%            |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC                                 | Jabil Inc                                                                        | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    107000 | PA      | $109830.45    | 0.01%             | 2029-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                   | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    419000 | PA      | $436939.25    | 0.05%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                      | M&T Bank Corp                                                                    | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    550000 | PA      | $554757.92    | 0.06%             | 2035-07-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                          | AMC Networks Inc                                                                 | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5154.38      | 0.00%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| AKER BP ASA                               | Aker BP ASA                                                                      | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    192000 | PA      | $198812.01    | 0.02%             | 2033-06-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                               | Aker BP ASA                                                                      | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    436000 | PA      | $388661.19    | 0.04%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                    | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $59880.68     | 0.01%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                  | Alimentation Couche-Tard Inc                                                     | CUSIP: 01626PAG1<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    573000 | PA      | $478407.64    | 0.05%             | 2047-07-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                  | Alimentation Couche-Tard Inc                                                     | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    202000 | PA      | $199372.31    | 0.02%             | 2027-07-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                  | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $437858.65    | 0.05%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                  | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15487.12     | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                   | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    185000 | PA      | $194069.78    | 0.02%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALLINA HEALTH SYSTEM                      | Allina Health System                                                             | CUSIP: 01959LAA0<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |    582000 | PA      | $513209.97    | 0.06%             | 2045-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                      | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    410000 | PA      | $421948.10    | 0.05%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                              | Alphabet Inc                                                                     | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     60000 | PA      | $31064.87     | 0.00%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                              | Alphabet Inc                                                                     | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    440000 | PA      | $427900.49    | 0.05%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                              | Alphabet Inc                                                                     | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120026.69    | 0.01%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                  | American Airlines 2016-2 Class AA Pass Through Trust                             | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    501382 | PA      | $485099.37    | 0.06%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 AA PTT                  | American Airlines 2016-3 Class AA Pass Through Trust                             | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59829 | PA      | $57304.56     | 0.01%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Express Credit Accoun            | American Express Credit Account Master Trust                                     | CUSIP: 02582JKP4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $708231.30    | 0.08%             | 2030-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                    | Arizona Public Service Co                                                        | CUSIP: 040555CW2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     92000 | PA      | $89533.76     | 0.01%             | 2027-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bank5                                     | BANK5 Trust 2025-5YR13                                                           | CUSIP: 06650CAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $368391.03    | 0.04%             | 2058-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                             | Banner Health                                                                    | CUSIP: 06654DAE7<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |   1117000 | PA      | $707406.56    | 0.08%             | 2051-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| BAPTIST HLTH SO FLOR INC                  | Baptist Health South Florida Inc                                                 | CUSIP: 066836AB3<br>LEI: K6I7TB5M0RZYIMZN1Q07 | Long             | DBT              | CORP              | US        |    370000 | PA      | $317346.98    | 0.04%             | 2041-11-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                          | Beazer Homes USA Inc                                                             | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7105.40      | 0.00%             | 2031-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2023-V2 Mortgage Trust                                                 | CUSIP: 08163TAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    178000 | PA      | $182124.98    | 0.02%             | 2055-05-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2023-B40 Mortgage Trust                                                | CUSIP: 08163WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111000 | PA      | $115596.50    | 0.01%             | 2056-12-15      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Tru            | Benchmark 2024-V8 Mortgage Trust                                                 | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    755000 | PA      | $801699.77    | 0.09%             | 2057-07-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| SKY GROUP FINANCE PLC                     | Sky Group Finance Ltd                                                            | CUSIP: 11778BAB8<br>LEI: 213800BZ2GKRAWTQFZ49 | Long             | DBT              | CORP              | GB        |    227000 | PA      | $249375.57    | 0.03%             | 2035-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                     | The Campbell's Company                                                           | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10021.06     | 0.00%             | 2026-03-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                     | The Campbell's Company                                                           | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    220000 | PA      | $210246.09    | 0.02%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                      | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $270615.11    | 0.03%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank              | Huntington Bank Auto Credit-Linked Notes Series 2024-1                           | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155933 | PA      | $157885.95    | 0.02%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                        | Rithm Capital Corp                                                               | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14268.53     | 0.00%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                   | Piedmont Natural Gas Co Inc                                                      | CUSIP: 720186AK1<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     64000 | PA      | $46630.92     | 0.01%             | 2046-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                     | Pinnacle West Capital Corp                                                       | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    266000 | PA      | $269430.42    | 0.03%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                     | Pinnacle West Capital Corp                                                       | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154029.51    | 0.02%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PLANET FINANCIAL GROUP                    | Planet Financial Group LLC                                                       | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9294.82      | 0.00%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                   | Public Service Co of Oklahoma                                                    | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    521000 | PA      | $522887.75    | 0.06%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                  | Public Service Enterprise Group Inc                                              | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127560.00    | 0.01%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                    | Puget Sound Energy Inc                                                           | CUSIP: 745332CE4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59523.54     | 0.01%             | 2041-11-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS I LLC                      | QTS Issuer ABS I LLC                                                             | CUSIP: 74690DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $305429.94    | 0.03%             | 2055-05-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                     | Qnity Electronics Inc                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5076.42      | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                  | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    339000 | PA      | $316204.24    | 0.04%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                      | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7494.18      | 0.00%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    112000 | PA      | $116823.15    | 0.01%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                  | RTX Corp                                                                         | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    125000 | PA      | $79110.74     | 0.01%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| ROCHESTER GAS & ELECTRIC                  | Rochester Gas and Electric Corp                                                  | CUSIP: 771367CD9<br>LEI: 549300DD8M80WFTQO509 | Long             | DBT              | CORP              | US        |    698000 | PA      | $688058.94    | 0.08%             | 2027-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                  | TGNR Intermediate Holdings LLC                                                   | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7795.94      | 0.00%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                  | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211045.85    | 0.02%             | 2040-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION INC                   | Rockwell Automation Inc                                                          | CUSIP: 773903AB5<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    339000 | PA      | $358195.93    | 0.04%             | 2028-01-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                  | Rogers Communications Inc                                                        | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    198000 | PA      | $229035.47    | 0.03%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                   | Romanian Government International Bond                                           | CUSIP: 77586RAC4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    100000 | PA      | $91436.95     | 0.01%             | 2044-01-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                    | Roper Technologies Inc                                                           | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    345000 | PA      | $343434.43    | 0.04%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                              | SK Hynix Inc                                                                     | CUSIP: 78392BAE7<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   1290000 | PA      | $1347353.62   | 0.15%             | 2028-01-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                              | SK Hynix Inc                                                                     | CUSIP: 78392BAH0<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   1156000 | PA      | $1195793.32   | 0.14%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                           | SBA Tower Trust                                                                  | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $142433.15    | 0.02%             | 2028-01-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                            | S&P Global Inc                                                                   | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    185000 | PA      | $138174.06    | 0.02%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                            | S&P Global Inc                                                                   | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    119000 | PA      | $88174.60     | 0.01%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SDAL Trust                                | SDAL Trust 2025-DAL                                                              | CUSIP: 78437RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    247000 | PA      | $248337.96    | 0.03%             | 2042-04-15      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                  | SMBC Aviation Capital Finance DAC                                                | CUSIP: 78448TAF9<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    213000 | PA      | $201080.32    | 0.02%             | 2028-06-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                              | SM Energy Co                                                                     | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6048.46      | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                            | Sabre GLBL Inc                                                                   | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7072.38      | 0.00%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                           | San Diego Gas & Electric Co                                                      | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    210000 | PA      | $156607.85    | 0.02%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                           | San Diego Gas & Electric Co                                                      | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     48000 | PA      | $44689.78     | 0.01%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                           | San Diego Gas & Electric Co                                                      | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    370000 | PA      | $378538.01    | 0.04%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                    | Santander Holdings USA Inc                                                       | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121076.59    | 0.01%             | 2027-05-31      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl            | Santander Drive Auto Receivables Trust 2024-1                                    | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22000 | PA      | $22294.91     | 0.00%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                          | MDC Holdings Inc                                                                 | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    211000 | PA      | $134532.76    | 0.02%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                        | Macquarie Bank Ltd                                                               | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    863000 | PA      | $823625.20    | 0.09%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl            | Santander Drive Auto Receivables Trust 2025-1                                    | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    410000 | PA      | $417955.97    | 0.05%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                      | Saudi Arabian Oil Co                                                             | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    420000 | PA      | $400429.90    | 0.05%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                       | Macquarie Group Ltd                                                              | CUSIP: 55608JBG2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    347000 | PA      | $360942.75    | 0.04%             | 2033-11-09      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                   | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7178.23      | 0.00%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                    | Match Group Holdings II LLC                                                      | CUSIP: 57665RAJ5<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23978.93     | 0.00%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                    | Match Group Holdings II LLC                                                      | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14127.93     | 0.00%             | 2033-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                | Mattel Inc                                                                       | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    315000 | PA      | $303811.19    | 0.03%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                    | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121274.41    | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                     | McGraw-Hill Education Inc                                                        | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9432.42      | 0.00%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                      | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JAF4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    436000 | PA      | $435979.97    | 0.05%             | 2026-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                      | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JAL1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    312000 | PA      | $319400.85    | 0.04%             | 2028-08-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                       | Meritage Homes Corp                                                              | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    482000 | PA      | $485718.34    | 0.06%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| METHANEX US OPERATIONS                    | Methanex US Operations Inc                                                       | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14100.38     | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                               | MetLife Inc                                                                      | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    103000 | PA      | $137501.32    | 0.02%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| METLIFE INC                               | MetLife Inc                                                                      | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    329000 | PA      | $342243.52    | 0.04%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer            | MetroNet Infrastructure Issuer LLC                                               | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    362000 | PA      | $366231.27    | 0.04%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| MET LIFE GLOB FUNDING I                   | Metropolitan Life Global Funding I                                               | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    233000 | PA      | $239094.13    | 0.03%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                     | Micron Technology Inc                                                            | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    305000 | PA      | $330417.71    | 0.04%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                       | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20757.78     | 0.00%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                  | OBX 2023-NQM7 Trust                                                              | CUSIP: 67117XAA4<br>LEI: 254900K7TTKPUWNMSZ83 | Long             | ABS-MBS          | CORP              | US        |    173405 | PA      | $175079.06    | 0.02%             | 2063-04-25      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                  | OBX 2024-NQM4 Trust                                                              | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |    175998 | PA      | $177389.15    | 0.02%             | 2064-01-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                  | OBX 2024-NQM14 Trust                                                             | CUSIP: 67119XAC8<br>LEI: 254900C7ZCEHM7Y5MX79 | Long             | ABS-MBS          | CORP              | US        |    431451 | PA      | $429890.87    | 0.05%             | 2064-09-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                  | OBX 2024-NQM14 Trust                                                             | CUSIP: 67119XAE4<br>LEI: 254900C7ZCEHM7Y5MX79 | Long             | ABS-MBS          | CORP              | US        |    122124 | PA      | $121656.51    | 0.01%             | 2064-09-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                 | ORL Trust 2024-GLKS                                                              | CUSIP: 67120DAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    408000 | PA      | $409250.93    | 0.05%             | 2039-12-15      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                  | OBX 2025-HE1 Trust                                                               | CUSIP: 67121CAA4<br>LEI: 2549002GJHC7CO92J583 | Long             | ABS-MBS          | CORP              | US        |    359028 | PA      | $361022.69    | 0.04%             | 2055-02-25      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                  | OBX 2025-NQM7 Trust                                                              | CUSIP: 67121DAB0<br>LEI: 2549008GB179CC65SK60 | Long             | ABS-MBS          | CORP              | US        |    152943 | PA      | $154032.21    | 0.02%             | 2055-05-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                  | OBX 2025-NQM7 Trust                                                              | CUSIP: 67121DAC8<br>LEI: 2549008GB179CC65SK60 | Long             | ABS-MBS          | CORP              | US        |    154820 | PA      | $155789.15    | 0.02%             | 2055-05-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                     | Oglethorpe Power Corp                                                            | CUSIP: 677050AK2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     27000 | PA      | $22545.63     | 0.00%             | 2044-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                     | Oglethorpe Power Corp                                                            | CUSIP: 677050AS5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7375.72      | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                     | Oglethorpe Power Corp                                                            | CUSIP: 677052AA0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33114.53     | 0.00%             | 2040-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                        | Ohio Power Co                                                                    | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    186000 | PA      | $111784.02    | 0.01%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                    | Oman Government International Bond                                               | CUSIP: 682051AF4<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    405000 | PA      | $426145.90    | 0.05%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                 | ONEOK Inc                                                                        | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    245000 | PA      | $238970.52    | 0.03%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                      | OneMain Finance Corp                                                             | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78146.88     | 0.01%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                      | OneMain Finance Corp                                                             | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108867.51    | 0.01%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                      | OneMain Finance Corp                                                             | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16358.63     | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru            | OneMain Financial Issuance Trust 2023-2                                          | CUSIP: 68269HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $204202.45    | 0.02%             | 2036-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| ONESKY FLIGHT LLC                         | OneSky Flight LLC                                                                | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7342.68      | 0.00%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust            | ONNI Commerical Mortgage Trust 2024-APT                                          | CUSIP: 682939AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $220704.07    | 0.03%             | 2039-07-15      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust            | ONNI Commerical Mortgage Trust 2024-APT                                          | CUSIP: 682939AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $165543.34    | 0.02%             | 2039-07-15      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                             | Open Text Holdings Inc                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $43354.43     | 0.00%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                      | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    265000 | PA      | $252680.90    | 0.03%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                       | Otis Worldwide Corp                                                              | CUSIP: 68902VAR8<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134309.77    | 0.02%             | 2031-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                            | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAV5<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8054.67      | 0.00%             | 2032-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                      | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    455000 | PA      | $376263.90    | 0.04%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                      | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    235000 | PA      | $249192.17    | 0.03%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                        | Republic of Poland Government International Bond                                 | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    946000 | PA      | $890154.77    | 0.10%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                       | Quanta Services Inc                                                              | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    525000 | PA      | $524645.01    | 0.06%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                     | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12392.60     | 0.00%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                     | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    480000 | PA      | $494110.11    | 0.06%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                          | Radian Group Inc                                                                 | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    370000 | PA      | $386801.16    | 0.04%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                    | Radiology Partners Inc                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5097.77      | 0.00%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                     | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145440.38    | 0.02%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                    | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co  | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $8114.67      | 0.00%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                  | Raven Acquisition Holdings LLC                                                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $8149.30      | 0.00%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                        | Realty Income Corp                                                               | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    161000 | PA      | $153760.35    | 0.02%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                        | Realty Income Corp                                                               | CUSIP: 756109BR4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513178.47    | 0.06%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                        | Realty Income Corp                                                               | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    103000 | PA      | $104472.40    | 0.01%             | 2028-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                  | Snap Inc                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5013.00      | 0.00%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr            | Sofi Professional Loan Program 2019-B LLC                                        | CUSIP: 83404WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31535 | PA      | $30814.42     | 0.00%             | 2048-08-17      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                        | Realty Income Corp                                                               | CUSIP: 756109CE2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    256000 | PA      | $227150.02    | 0.03%             | 2032-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                        | Regency Centers LP                                                               | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    219000 | PA      | $185999.29    | 0.02%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                  | Regeneron Pharmaceuticals Inc                                                    | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     76000 | PA      | $45050.59     | 0.01%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                    | Regions Financial Corp                                                           | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    413000 | PA      | $428958.58    | 0.05%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                          | T-Mobile USA Inc                                                                 | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    315000 | PA      | $314921.68    | 0.04%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                          | T-Mobile USA Inc                                                                 | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    428000 | PA      | $424364.49    | 0.05%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                          | T-Mobile USA Inc                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    340000 | PA      | $332264.07    | 0.04%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                          | T-Mobile USA Inc                                                                 | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    413000 | PA      | $378463.13    | 0.04%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                          | T-Mobile USA Inc                                                                 | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    832000 | PA      | $804186.50    | 0.09%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                          | T-Mobile USA Inc                                                                 | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    335000 | PA      | $302737.64    | 0.03%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                  | TerraForm Power Operating LLC                                                    | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26004.75     | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                   | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     11000 | PA      | $10762.36     | 0.00%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORP                  | Renesas Electronics Corp                                                         | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |    376000 | PA      | $365078.98    | 0.04%             | 2026-11-25      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                     | Republic Services Inc                                                            | CUSIP: 760759AN0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    129000 | PA      | $132513.00    | 0.02%             | 2041-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SSM HEALTH CARE                           | SSM Health Care Corp                                                             | CUSIP: 784710AC9<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |    365000 | PA      | $370755.89    | 0.04%             | 2028-06-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                  | Republic of South Africa Government International Bond                           | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $142230.09    | 0.02%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEXAS EASTERN TRANSMISSI                  | Texas Eastern Transmission LP                                                    | CUSIP: 882384AD2<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |    297000 | PA      | $291563.31    | 0.03%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THOMSON REUTERS CORP                      | Thomson Reuters Corp                                                             | CUSIP: 884903BP9<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |     96000 | PA      | $91901.09     | 0.01%             | 2043-11-23      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TRIMAS CORP                               | TriMas Corp                                                                      | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5764.37      | 0.00%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                   | United Airlines 2020-1 Class A Pass Through Trust                                | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119853 | PA      | $122481.36    | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-2 AA PTT                  | United Airlines 2016-2 Class AA Pass Through Trust                               | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24945 | PA      | $23661.54     | 0.00%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 AA PTT                  | United Airlines 2019-2 Class AA Pass Through Trust                               | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155919 | PA      | $142378.80    | 0.02%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                       | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8840.45      | 0.00%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                   | United Airlines 2023-1 Class A Pass Through Trust                                | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    421703 | PA      | $435176.74    | 0.05%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 B PTT                   | United Airlines 2020-1 Class B Pass Through Trust                                | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    199332 | PA      | $198792.17    | 0.02%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 AA PTT                  | United Airlines 2024-1 Class AA Pass Through Trust                               | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    637244 | PA      | $655202.15    | 0.07%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2512000 | PA      | $2539278.76   | 0.29%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     24000 | PA      | $23394.80     | 0.00%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                    | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8798.51      | 0.00%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL            | Stack Infrastructure Issuer LLC                                                  | CUSIP: 85236KAK8<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    196139 | PA      | $197372.30    | 0.02%             | 2048-10-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     24000 | PA      | $23086.20     | 0.00%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     19000 | PA      | $15455.91     | 0.00%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    971000 | PA      | $785867.95    | 0.09%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2170000 | PA      | $1660219.52   | 0.19%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    248000 | PA      | $214263.93    | 0.02%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    690000 | PA      | $539439.85    | 0.06%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL            | Stack Infrastructure Issuer LLC                                                  | CUSIP: 85236KAM4<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    152000 | PA      | $155188.95    | 0.02%             | 2049-03-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL            | Stack Infrastructure Issuer LLC                                                  | CUSIP: 85236KAP7<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $339465.38    | 0.04%             | 2050-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $147587.14    | 0.02%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    311000 | PA      | $201591.17    | 0.02%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    626000 | PA      | $465196.25    | 0.05%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    147000 | PA      | $106308.56    | 0.01%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                               | SREIT Trust 2021-PALM                                                            | CUSIP: 85237AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $174063.93    | 0.02%             | 2034-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                  | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77267.62     | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2155000 | PA      | $1216859.47   | 0.14%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    637000 | PA      | $422161.80    | 0.05%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2493000 | PA      | $1357613.78   | 0.15%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    615000 | PA      | $421875.58    | 0.05%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                    | Standard Chartered PLC                                                           | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202396.48    | 0.02%             | 2027-07-06      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                  | Standard Industries Inc/NY                                                       | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $177989.80    | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                           | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11629.70     | 0.00%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                            | Starbucks Corp                                                                   | CUSIP: 855244BC2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    349000 | PA      | $318515.27    | 0.04%             | 2032-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                   | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9419.23      | 0.00%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                   | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    420000 | PA      | $435108.48    | 0.05%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2113000 | PA      | $1263714.32   | 0.14%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    587000 | PA      | $425036.15    | 0.05%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                         | State Street Corp                                                                | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    303000 | PA      | $269656.27    | 0.03%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                         | State Street Corp                                                                | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    354000 | PA      | $379325.55    | 0.04%             | 2034-11-21      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                         | State Street Corp                                                                | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |    300000 | PA      | $305096.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                  | Stonex Escrow Issuer LLC                                                         | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $28728.18     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2005000 | PA      | $1383215.03   | 0.16%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    623000 | PA      | $512514.84    | 0.06%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    609000 | PA      | $430855.61    | 0.05%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    686000 | PA      | $549242.15    | 0.06%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    160000 | PA      | $141863.20    | 0.02%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    605000 | PA      | $483893.65    | 0.06%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     51000 | PA      | $45115.56     | 0.01%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    499000 | PA      | $437190.27    | 0.05%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT                     | Stonepeak Nile Parent LLC                                                        | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11526.46     | 0.00%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                              | Stryker Corp                                                                     | CUSIP: 863667AG6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    354000 | PA      | $304704.58    | 0.03%             | 2044-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                        | Subway Funding LLC                                                               | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    248125 | PA      | $251661.43    | 0.03%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    280000 | PA      | $243767.94    | 0.03%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    413000 | PA      | $390639.92    | 0.04%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2948000 | PA      | $2866642.10   | 0.33%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2263000 | PA      | $2242756.76   | 0.25%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $357984.38    | 0.04%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                      | Tencent Holdings Ltd                                                             | CUSIP: 88032WAN6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    353000 | PA      | $351011.21    | 0.04%             | 2029-04-11      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                     | Tenet Healthcare Corp                                                            | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80382.81     | 0.01%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    502000 | PA      | $481331.72    | 0.05%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1340000 | PA      | $1276951.95   | 0.15%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4833000 | PA      | $4702735.57   | 0.53%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                     | VFH Parent LLC / Valor Co-Issuer Inc                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $28363.24     | 0.00%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VALE SA                                   | Vale SA                                                                          | CUSIP: 91912EAA3<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |    157000 | PA      | $156698.65    | 0.02%             | 2042-09-11      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                | Verus Securitization Trust 2021-3                                                | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212297 | PA      | $187313.95    | 0.02%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                     | Tenet Healthcare Corp                                                            | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    235000 | PA      | $231937.50    | 0.03%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                     | Tennessee Valley Authority                                                       | CUSIP: 880591EB4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    716000 | PA      | $675021.13    | 0.08%             | 2048-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                | Verus Securitization Trust 2022-7                                                | CUSIP: 92539NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243918 | PA      | $242601.86    | 0.03%             | 2067-07-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                       | Viavi Solutions Inc                                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13996.89     | 0.00%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                               | Viatris Inc                                                                      | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    631000 | PA      | $567546.36    | 0.06%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                    | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    183000 | PA      | $184951.30    | 0.02%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VICTRA HLDG/VICTRA FIN                    | Victra Holdings LLC / Victra Finance Corp                                        | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5229.84      | 0.00%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD / LTEE                      | Videotron Ltd                                                                    | CUSIP: 92660FAK0<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    138000 | PA      | $138039.06    | 0.02%             | 2027-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                        | Viking Cruises Ltd                                                               | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    133000 | PA      | $133655.07    | 0.02%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHI                  | Viking Ocean Cruises Ship VII Ltd                                                | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    115000 | PA      | $114888.17    | 0.01%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VINCI SA                                  | Vinci SA                                                                         | CUSIP: 927320AA9<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |    637000 | PA      | $625656.71    | 0.07%             | 2029-04-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                  | Virginia Electric and Power Co                                                   | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     95000 | PA      | $100840.41    | 0.01%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                     | Tennessee Valley Authority                                                       | CUSIP: 880591ES7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    229000 | PA      | $181938.94    | 0.02%             | 2065-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                     | Tennessee Valley Authority                                                       | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    235000 | PA      | $227354.04    | 0.03%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161667.94    | 0.02%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                             | CUSIP: 91086QBE7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    140000 | PA      | $124840.12    | 0.01%             | 2045-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                             | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    403000 | PA      | $373218.30    | 0.04%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                             | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    349000 | PA      | $349732.90    | 0.04%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                             | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    333000 | PA      | $309756.60    | 0.04%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                             | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    205000 | PA      | $214047.29    | 0.02%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                             | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    599000 | PA      | $628273.88    | 0.07%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                             | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    235000 | PA      | $239323.44    | 0.03%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                             | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    240000 | PA      | $244451.34    | 0.03%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                     | United Parcel Service Inc                                                        | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    105000 | PA      | $75606.35     | 0.01%             | 2046-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    587000 | PA      | $611053.24    | 0.07%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000 | PA      | $9261.94      | 0.00%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000 | PA      | $9259.61      | 0.00%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    205000 | PA      | $199191.59    | 0.02%             | 2026-11-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000 | PA      | $9101.99      | 0.00%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3436000 | PA      | $2986635.63   | 0.34%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6524000 | PA      | $5622872.50   | 0.64%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     41000 | PA      | $38273.51     | 0.00%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1136000 | PA      | $1063202.81   | 0.12%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4518000 | PA      | $3916894.20   | 0.45%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     36000 | PA      | $33633.36     | 0.00%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1422000 | PA      | $1328347.96   | 0.15%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     45000 | PA      | $41961.05     | 0.00%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4296000 | PA      | $3752707.05   | 0.43%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15000 | PA      | $13321.01     | 0.00%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     87000 | PA      | $81523.01     | 0.01%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    121000 | PA      | $113186.91    | 0.01%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3855000 | PA      | $3581912.42   | 0.41%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    186000 | PA      | $179951.68    | 0.02%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $4649.87      | 0.00%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $4659.81      | 0.00%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3024970.69   | 0.34%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1334000 | PA      | $1249165.94   | 0.14%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1311000 | PA      | $1220612.70   | 0.14%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000 | PA      | $9386.83      | 0.00%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2685000 | PA      | $2379319.03   | 0.27%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15000 | PA      | $14119.98     | 0.00%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000 | PA      | $9565.09      | 0.00%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1268000 | PA      | $1191226.56   | 0.14%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $49532.11     | 0.01%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1377000 | PA      | $1278700.49   | 0.15%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                  | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2949.40      | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XNS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56943 | PA      | $57341.55     | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XNTY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    281466 | PA      | $278716.29    | 0.03%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156617 | PA      | $154739.33    | 0.02%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XPCQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55440 | PA      | $54714.77     | 0.01%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XR5P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    436461 | PA      | $440342.97    | 0.05%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                   | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     18000 | PA      | $19098.30     | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 3618N5TP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95000 | PA      | $96776.26     | 0.01%             | 2055-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                         | GXO Logistics Inc                                                                | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    711000 | PA      | $693683.82    | 0.08%             | 2026-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                     | Haleon US Capital LLC                                                            | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    260000 | PA      | $244671.23    | 0.03%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association                                         | CUSIP: 38382TV84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31488 | PA      | $26266.07     | 0.00%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                          | Great Wolf Trust 2024-WOLF                                                       | CUSIP: 39152MAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $200981.73    | 0.02%             | 2039-03-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu            | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96028 | PA      | $99432.24     | 0.01%             | 2059-06-25      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu            | GreenSky Home Improvement Issuer Trust 2025-1                                    | CUSIP: 39571NAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    186000 | PA      | $188534.77    | 0.02%             | 2060-03-25      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GREYSTAR REAL ESTATE PAR                  | Greystar Real Estate Partners LLC                                                | CUSIP: 39807UAD8<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9512.67      | 0.00%             | 2030-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                          | Guara Norte Sarl                                                                 | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |    185158 | PA      | $179094.88    | 0.02%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                   | Guardian Life Global Funding                                                     | CUSIP: 40139LBF9<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65042.15     | 0.01%             | 2027-03-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GULFSTREAM NATURAL GAS                    | Gulfstream Natural Gas System LLC                                                | CUSIP: 402740AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    293000 | PA      | $292895.15    | 0.03%             | 2025-11-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| HARTFORD HEALTHCARE CORP                  | Hartford HealthCare Corp                                                         | CUSIP: 41652PAC3<br>LEI: 549300W3L482NUDOFF24 | Long             | DBT              | CORP              | US        |    465000 | PA      | $328427.04    | 0.04%             | 2054-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                | Humana Inc                                                                       | CUSIP: 444859AZ5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    135000 | PA      | $163502.98    | 0.02%             | 2038-06-15      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                | Humana Inc                                                                       | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    102000 | PA      | $91482.11     | 0.01%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                     | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    405000 | PA      | $416007.81    | 0.05%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| HUTCHISON WHAM INT 03/33                  | Hutchison Whampoa International 03/33 Ltd                                        | CUSIP: 44841SAC3<br>LEI: 254900B7MU61GFDN5511 | Long             | DBT              | CORP              | KY        |    920000 | PA      | $1080681.50   | 0.12%             | 2033-11-24      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                   | Hyundai Capital America                                                          | CUSIP: 44891ABD8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     94000 | PA      | $92824.78     | 0.01%             | 2026-11-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                   | Hyundai Capital America                                                          | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    401000 | PA      | $398531.09    | 0.05%             | 2025-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                   | Hyundai Capital America                                                          | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    233000 | PA      | $227373.52    | 0.03%             | 2026-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                   | Hyundai Capital America                                                          | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10112.82     | 0.00%             | 2027-03-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                   | Hyundai Capital America                                                          | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11059.54     | 0.00%             | 2026-06-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    210000 | PA      | $175099.33    | 0.02%             | 2048-02-22      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    447000 | PA      | $441156.55    | 0.05%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     44000 | PA      | $38827.49     | 0.00%             | 2038-07-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    260000 | PA      | $242179.16    | 0.03%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    385000 | PA      | $393436.16    | 0.04%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2107317.00   | 0.24%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $466855.10    | 0.05%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    380000 | PA      | $387581.28    | 0.04%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor            | JPMCC Commercial Mortgage Securities Trust 2017-JP5                              | CUSIP: 46647TAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    517360 | PA      | $513111.49    | 0.06%             | 2050-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust 2024-HE1                                                | CUSIP: 46658AAA3<br>LEI: 529900PFHUFMSHU0UV97 | Long             | ABS-MBS          | CORP              | US        |    122293 | PA      | $122560.09    | 0.01%             | 2054-08-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                      | Juniper Networks Inc                                                             | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    549000 | PA      | $481645.71    | 0.05%             | 2030-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KIMMERIDGE TEXAS GAS LLC                  | Caturus Energy LLC                                                               | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8286.09      | 0.00%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                       | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    214000 | PA      | $215426.75    | 0.02%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                      | Kite Realty Group LP                                                             | CUSIP: 49803XAG8<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    360000 | PA      | $365127.37    | 0.04%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                   | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20647.95     | 0.00%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CO                   | Korea Electric Power Corp                                                        | CUSIP: 500631AW6<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | CORP              | KR        |    703000 | PA      | $701747.14    | 0.08%             | 2027-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                 | Kubota Credit Owner Trust 2024-2                                                 | CUSIP: 50117DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    171000 | PA      | $175710.04    | 0.02%             | 2030-05-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                 | Kubota Credit Owner Trust 2025-1                                                 | CUSIP: 50117FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    393000 | PA      | $399447.72    | 0.05%             | 2029-06-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                      | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    292000 | PA      | $264274.71    | 0.03%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                             | LGI Homes Inc                                                                    | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    382000 | PA      | $372056.15    | 0.04%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                          | LPL Holdings Inc                                                                 | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4877.22      | 0.00%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                          | LPL Holdings Inc                                                                 | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    261000 | PA      | $251622.38    | 0.03%             | 2031-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| LPL HOLDINGS INC                          | LPL Holdings Inc                                                                 | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    256000 | PA      | $260400.79    | 0.03%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                          | LPL Holdings Inc                                                                 | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    405000 | PA      | $413552.07    | 0.05%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LV Trust                                  | Fashion Show Mall LLC                                                            | CUSIP: 50245XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $171166.61    | 0.02%             | 2041-10-10      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                  | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $94456.77     | 0.01%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                  | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9153.19      | 0.00%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                   | Latam Airlines Group SA                                                          | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |     12000 | PA      | $12331.59     | 0.00%             | 2031-01-07      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                     | Level 3 Financing Inc                                                            | CUSIP: 527298BZ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      2748 | PA      | $3100.85      | 0.00%             | 2030-12-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                     | Level 3 Financing Inc                                                            | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9002.44      | 0.00%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                             | Life Time Inc                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21183.40     | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                      | LifePoint Health Inc                                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11008.66     | 0.00%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                      | LifePoint Health Inc                                                             | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13752.55     | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                  | Lloyds Banking Group PLC                                                         | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    545000 | PA      | $560476.96    | 0.06%             | 2035-11-26      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                  | Lloyds Banking Group PLC                                                         | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    480000 | PA      | $495132.31    | 0.06%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                    | American Honda Finance Corp                                                      | CUSIP: 02665WEH0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55395.24     | 0.01%             | 2030-04-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                            | Lowe's Cos Inc                                                                   | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    119000 | PA      | $114965.27    | 0.01%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lyra MUSIC Assets (Delaware) L            | Lyra Music Assets Delaware LP                                                    | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |    404000 | PA      | $409313.69    | 0.05%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trus            | M&T Bank Auto Receivables Trust 2025-1                                           | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    137000 | PA      | $138585.53    | 0.02%             | 2030-06-17      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                   | MPLX LP                                                                          | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     71000 | PA      | $57497.21     | 0.01%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                   | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11512.45     | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MRT MID PART/MRT MID FIN                  | Martin Midstream Partners LP / Martin Midstream Finance Corp                     | CUSIP: 573334AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7391.33      | 0.00%             | 2028-02-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                     | Micron Technology Inc                                                            | CUSIP: 595112CA9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    139000 | PA      | $142991.56    | 0.02%             | 2028-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                     | Micron Technology Inc                                                            | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39879.28     | 0.00%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                     | Micron Technology Inc                                                            | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119990.16    | 0.01%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                     | Micron Technology Inc                                                            | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    910000 | PA      | $956532.62    | 0.11%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                  | American Transmission Systems Inc                                                | CUSIP: 030288AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $98614.67     | 0.01%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN UNIVERSITY                       | American University/The                                                          | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |    327000 | PA      | $243755.27    | 0.03%             | 2049-04-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                     | MidAmerican Energy Co                                                            | CUSIP: 595620AE5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    474000 | PA      | $502437.49    | 0.06%             | 2035-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                   | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13480.81     | 0.00%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                  | American Water Capital Corp                                                      | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172021.71    | 0.02%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                          | BAT Capital Corp                                                                 | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    318000 | PA      | $352794.85    | 0.04%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                     | Molina Healthcare Inc                                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    412000 | PA      | $414168.17    | 0.05%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                     | Molson Coors Beverage Co                                                         | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81947.39     | 0.01%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                     | Molson Coors Beverage Co                                                         | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    235000 | PA      | $185778.20    | 0.02%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE OBLIGATED GRP                  | Montefiore Obligated Group                                                       | CUSIP: 61237WAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $6463.73      | 0.00%             | 2050-09-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust            | Morgan Stanley Capital I Trust 2018-H4                                           | CUSIP: 61691RAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $23063.16     | 0.00%             | 2051-12-15      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                   | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    208000 | PA      | $204980.16    | 0.02%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                   | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    395000 | PA      | $392019.23    | 0.04%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                   | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155836.69    | 0.02%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                   | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    133000 | PA      | $135656.81    | 0.02%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                   | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216340.83    | 0.02%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                          | BAT Capital Corp                                                                 | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    485000 | PA      | $496611.45    | 0.06%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                          | BAT Capital Corp                                                                 | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    295000 | PA      | $297174.05    | 0.03%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S            | BBCMS 2018-TALL Mortgage Trust                                                   | CUSIP: 05548WAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $92993.71     | 0.01%             | 2037-03-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S            | BBCMS Mortgage Trust 2025-5C36                                                   | CUSIP: 05556CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $492391.41    | 0.06%             | 2058-08-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                              | Barclays PLC                                                                     | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $774368.82    | 0.09%             | 2034-06-27      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                              | Barclays PLC                                                                     | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $407387.62    | 0.05%             | 2027-09-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                   | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    275000 | PA      | $289620.86    | 0.03%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                 | Mosaic Co/The                                                                    | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    508000 | PA      | $522224.90    | 0.06%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                              | Barclays PLC                                                                     | CUSIP: 06738ECS2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    859000 | PA      | $879275.95    | 0.10%             | 2055-03-12      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                              | Barclays PLC                                                                     | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    410000 | PA      | $406544.15    | 0.05%             | 2046-08-11      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| MOTIVA ENTERPRISES LLC                    | Motiva Enterprises LLC                                                           | CUSIP: 61980AAD5<br>LEI: UQZ4EDMHL4ZESPZY3752 | Long             | DBT              | CORP              | US        |     36000 | PA      | $38964.15     | 0.00%             | 2040-01-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| MOUNT NITTANY MED CTR                     | Mount Nittany Medical Center Obligated Group                                     | CUSIP: 62213LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    768000 | PA      | $563685.51    | 0.06%             | 2052-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                        | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    445000 | PA      | $462930.27    | 0.05%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                   | Bayer US Finance II LLC                                                          | CUSIP: 07274NAZ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    113000 | PA      | $103479.40    | 0.01%             | 2034-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MT SINAI HOSPITAL                         | Mount Sinai Hospital/The                                                         | CUSIP: 623115AD4<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |     33000 | PA      | $24446.97     | 0.00%             | 2048-07-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                           | NGPL PipeCo LLC                                                                  | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    129000 | PA      | $128907.62    | 0.01%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                   | Bayer US Finance II LLC                                                          | CUSIP: 07274NBA0<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30167.51     | 0.00%             | 2035-07-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                   | Bayer US Finance II LLC                                                          | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78512.79     | 0.01%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                     | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61100.69     | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                          | NTT Finance Corp                                                                 | CUSIP: 62954WAE5<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    209000 | PA      | $182994.06    | 0.02%             | 2031-04-03      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S            | BBCMS Mortgage Trust 2025-5C33                                                   | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1190000 | PA      | $1258652.05   | 0.14%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT/ISSUER                   | BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer Inc                       | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6212.63      | 0.00%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                          | NTT Finance Corp                                                                 | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    710000 | PA      | $723642.22    | 0.08%             | 2032-07-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                          | NTT Finance Corp                                                                 | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    445000 | PA      | $454972.23    | 0.05%             | 2035-07-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S            | BBCMS Mortgage Trust 2024-C24                                                    | CUSIP: 07336VAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $224810.40    | 0.03%             | 2057-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S            | BBCMS Mortgage Trust 2024-5C31                                                   | CUSIP: 07336YAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59000 | PA      | $59427.12     | 0.01%             | 2057-12-15      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust              | NY Commercial Mortgage Trust 2025-299P                                           | CUSIP: 62957FAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102273.18    | 0.01%             | 2047-02-10      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owne            | NextGear Floorplan Master Owner Trust                                            | CUSIP: 65341KCF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285000 | PA      | $287915.98    | 0.03%             | 2030-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                              | Nordson Corp                                                                     | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     97000 | PA      | $102815.94    | 0.01%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NORTHERN NATURAL GAS CO                   | Northern Natural Gas Co                                                          | CUSIP: 665501AM4<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |     88000 | PA      | $57985.72     | 0.01%             | 2051-10-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S            | BBCMS Mortgage Trust 2025-5C34                                                   | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1035000 | PA      | $1090138.18   | 0.12%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2023-V3 Mortgage Trust                                                 | CUSIP: 08163VAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131000 | PA      | $134144.31    | 0.02%             | 2056-07-15      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2024-V7 Mortgage Trust                                                 | CUSIP: 08163YAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $142260.64    | 0.02%             | 2056-05-15      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2025-V13 Mortgage Trust                                                | CUSIP: 08164AAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290000 | PA      | $305733.95    | 0.03%             | 2058-02-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2025-V15 Mortgage Trust                                                | CUSIP: 08164CAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $1109850.63   | 0.13%             | 2058-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2024-V6 Mortgage Trust                                                 | CUSIP: 081927AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $144120.73    | 0.02%             | 2057-03-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2024-V6 Mortgage Trust                                                 | CUSIP: 081927AM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48000 | PA      | $43216.27     | 0.00%             | 2057-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                  | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     21000 | PA      | $18795.56     | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CARLYLE FINANCE LLC                       | Carlyle Finance LLC                                                              | CUSIP: 14314CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $49228.72     | 0.01%             | 2048-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                             | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    355000 | PA      | $363860.86    | 0.04%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                       | NuStar Logistics LP                                                              | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11367.75     | 0.00%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                | Nuveen LLC                                                                       | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    418000 | PA      | $437073.81    | 0.05%             | 2030-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                  | Celanese US Holdings LLC                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70369.22     | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CENTENE CORP                              | Centene Corp                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    508000 | PA      | $489581.55    | 0.06%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| CENTENE CORP                              | Centene Corp                                                                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14460.21     | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                    | CenterPoint Energy Resources Corp                                                | CUSIP: 15189WAJ9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     76000 | PA      | $60642.72     | 0.01%             | 2047-09-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                  | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    249000 | PA      | $251547.91    | 0.03%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                  | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBC1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    122000 | PA      | $115821.31    | 0.01%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                  | Century Aluminum Co                                                              | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8166.17      | 0.00%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                    | Champ Acquisition Corp                                                           | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $21257.20     | 0.00%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| RFR Trust                                 | RFR Trust 2025-SGRM                                                              | CUSIP: 74984NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    158000 | PA      | $161560.79    | 0.02%             | 2041-03-11      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                     | Republic Services Inc                                                            | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    212000 | PA      | $215318.81    | 0.02%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                  | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $208129.69    | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                  | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $254909.12    | 0.03%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                  | Uruguay Government International Bond                                            | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    138000 | PA      | $118843.07    | 0.01%             | 2045-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                  | Uruguay Government International Bond                                            | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    324000 | PA      | $288564.12    | 0.03%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora            | Chase Home Lending Mortgage Trust Series 2024-4                                  | CUSIP: 16159NAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210494 | PA      | $211650.18    | 0.02%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora            | Chase Home Lending Mortgage Trust 2025-1                                         | CUSIP: 16160TAD0<br>LEI: 529900UNQTJFSNGLF721 | Long             | ABS-MBS          | CORP              | US        |    325026 | PA      | $329262.08    | 0.04%             | 2055-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora            | Chase Home Lending Mortgage Trust Series 2024-11                                 | CUSIP: 161919AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    317991 | PA      | $323654.66    | 0.04%             | 2055-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora            | Chase Home Lending Mortgage Trust Series 2024-2                                  | CUSIP: 161929AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56691 | PA      | $56868.77     | 0.01%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                  | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    706000 | PA      | $680592.19    | 0.08%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                 | Chesapeake Funding II LLC                                                        | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    192592 | PA      | $194580.09    | 0.02%             | 2036-05-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                           | Chevron USA Inc                                                                  | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147895.06    | 0.02%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                        | Credit Agricole SA                                                               | CUSIP: 22534PAE3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    558000 | PA      | $563900.28    | 0.06%             | 2026-07-05      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                        | Credit Agricole SA                                                               | CUSIP: 22534PAH6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    254000 | PA      | $257451.90    | 0.03%             | 2027-03-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                        | Credit Agricole SA                                                               | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    343000 | PA      | $350154.92    | 0.04%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                   | DCP Midstream Operating LP                                                       | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    348000 | PA      | $369052.25    | 0.04%             | 2037-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                    | Daimler Truck Finance North America LLC                                          | CUSIP: 233853AW0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    342000 | PA      | $346812.67    | 0.04%             | 2034-01-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28831.97     | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                   | DCP Midstream Operating LP                                                       | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    838000 | PA      | $877649.99    | 0.10%             | 2036-11-03      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                               | Exelon Corp                                                                      | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    139000 | PA      | $131553.40    | 0.01%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables             | Exeter Automobile Receivables Trust 2025-1                                       | CUSIP: 30167MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | PA      | $377600.17    | 0.04%             | 2031-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                    | Extra Space Storage LP                                                           | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    530000 | PA      | $530601.08    | 0.06%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| CRESCENT ENERGY FINANCE                   | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7952.90      | 0.00%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                       | Resideo Funding Inc                                                              | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    111000 | PA      | $106257.55    | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers             | Retained Vantage Data Centers Issuer LLC                                         | CUSIP: 76134KAH7<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |    455000 | PA      | $456323.32    | 0.05%             | 2049-09-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                        | RGA Global Funding                                                               | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8290.13      | 0.00%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                  | Uruguay Government International Bond                                            | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    104000 | PA      | $104279.45    | 0.01%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Mount Vernon Liquid Assets Portfolio, LLC | Mount Vernon Liquid Assets Portfolio, LLC                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |  54336501 | NS      | $54336501.13  | 6.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH & BODY WORKS INC                     | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51251.60     | 0.01%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                       | Charles Schwab Corp/The                                                          | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |    353000 | PA      | $347252.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWD26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    427774 | PA      | $387324.10    | 0.04%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWD34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78602 | PA      | $73350.15     | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    203509 | PA      | $176341.57    | 0.02%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWD83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    917538 | PA      | $858373.60    | 0.10%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178351 | PA      | $148425.12    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWDT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1730009 | PA      | $1566427.53   | 0.18%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWDU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    197692 | PA      | $184472.13    | 0.02%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134707 | PA      | $125685.09    | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                     | Guatemala Government Bond                                                        | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    415000 | PA      | $431392.50    | 0.05%             | 2037-02-06      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                 | IP 2025-IP Mortgage Trust                                                        | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $81469.13     | 0.01%             | 2042-06-10      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                        | Expand Energy Corp                                                               | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    510000 | PA      | $496718.89    | 0.06%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                 | IP 2025-IP Mortgage Trust                                                        | CUSIP: 449843AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106000 | PA      | $107784.17    | 0.01%             | 2042-06-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                 | IP 2025-IP Mortgage Trust                                                        | CUSIP: 449843AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $61141.60     | 0.01%             | 2042-06-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                     | Indonesia Government International Bond                                          | CUSIP: 455780BJ4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $198634.60    | 0.02%             | 2042-01-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                     | Indonesia Government International Bond                                          | CUSIP: 455780CU8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    207000 | PA      | $165280.39    | 0.02%             | 2070-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                     | Indonesia Government International Bond                                          | CUSIP: 455780DK9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $326441.19    | 0.04%             | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                     | Indonesia Government International Bond                                          | CUSIP: 455780DZ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    274000 | PA      | $285364.12    | 0.03%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                | Intel Corp                                                                       | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    240000 | PA      | $191824.83    | 0.02%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                | Intel Corp                                                                       | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    395000 | PA      | $388121.75    | 0.04%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                | Intel Corp                                                                       | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    750000 | PA      | $682603.91    | 0.08%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                   | Inter-American Development Bank                                                  | CUSIP: 4581X0EB0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    411000 | PA      | $398581.93    | 0.05%             | 2027-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                   | Inter-American Development Bank                                                  | CUSIP: 4581X0EN4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    208000 | PA      | $210657.70    | 0.02%             | 2029-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                  | Inter-American Investment Corp                                                   | CUSIP: 45828Q2F3<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | CORP              | US        |    870000 | PA      | $885243.08    | 0.10%             | 2030-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTEGRIS BAPTIST MEDICAL                  | Integris Baptist Medical Center Inc                                              | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70512.45     | 0.01%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                   | International Bank for Reconstruction & Development                              | CUSIP: 459056RA7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    415000 | PA      | $418241.17    | 0.05%             | 2035-08-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                   | International Bank for Reconstruction & Development                              | CUSIP: 459058JS3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49109.23     | 0.01%             | 2026-02-10      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                   | International Bank for Reconstruction & Development                              | CUSIP: 459058JW4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |     93000 | PA      | $87568.78     | 0.01%             | 2028-04-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                   | International Bank for Reconstruction & Development                              | CUSIP: 459058JX2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    402000 | PA      | $391712.49    | 0.04%             | 2026-07-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                   | International Bank for Reconstruction & Development                              | CUSIP: 45906M4E8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    747000 | PA      | $748481.08    | 0.09%             | 2028-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                   | International Bank for Reconstruction & Development                              | CUSIP: 45906M5J6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   3260000 | PA      | $3283902.87   | 0.37%             | 2034-05-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                         | International Finance Corp                                                       | CUSIP: 45950KDF4<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56289.29     | 0.01%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                    | International Paper Co                                                           | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    177000 | PA      | $179992.66    | 0.02%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                  | Interstate Power and Light Co                                                    | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144878.51    | 0.02%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                     | INTOWN 2025-STAY Mortgage Trust                                                  | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    366000 | PA      | $365895.73    | 0.04%             | 2042-03-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                    | IPALCO Enterprises Inc                                                           | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166198.68    | 0.02%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                 | IQVIA Inc                                                                        | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    559000 | PA      | $577251.35    | 0.07%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                 | IQVIA Inc                                                                        | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    196000 | PA      | $205942.41    | 0.02%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                      | Eleven Madison Trust 2015-11MD Mortgage Trust                                    | CUSIP: 556227AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129000 | PA      | $124181.07    | 0.01%             | 2035-09-10      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                              | Magnera Corp                                                                     | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9449.07      | 0.00%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Manhattan West                            | Manhattan West 2020-1MW Mortgage Trust                                           | CUSIP: 563136AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    249000 | PA      | $231998.07    | 0.03%             | 2039-09-10      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| MARATHON OIL CORP                         | Marathon Oil Corp                                                                | CUSIP: 565849AE6<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |     43000 | PA      | $45114.10     | 0.01%             | 2037-10-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| MARS INC                                  | Mars Inc                                                                         | CUSIP: 571676AH8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    350000 | PA      | $264831.98    | 0.03%             | 2059-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                  | Mars Inc                                                                         | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    496000 | PA      | $501490.45    | 0.06%             | 2028-04-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                  | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     47000 | PA      | $44983.93     | 0.01%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                    | Marriott International Inc/MD                                                    | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    103000 | PA      | $104418.69    | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                   | Massachusetts Mutual Life Insurance Co                                           | CUSIP: 575767AQ1<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |     85000 | PA      | $57329.68     | 0.01%             | 2050-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                            | Mastercard Inc                                                                   | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    208000 | PA      | $211450.86    | 0.02%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                  | OBX 2021-NQM3 Trust                                                              | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    281675 | PA      | $232568.29    | 0.03%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                  | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                          | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      4000 | PA      | $4022.08      | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                     | Province of Ontario Canada                                                       | CUSIP: 683234C97<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    245000 | PA      | $249928.02    | 0.03%             | 2035-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                     | Province of Ontario Canada                                                       | CUSIP: 683234EV6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    570000 | PA      | $571540.25    | 0.06%             | 2030-09-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                        | Panama Government International Bond                                             | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $158410.98    | 0.02%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                      | Paraguay Government International Bond                                           | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    460000 | PA      | $406649.20    | 0.05%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                          | Peruvian Government International Bond                                           | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    141000 | PA      | $106941.33    | 0.01%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                          | Peruvian Government International Bond                                           | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    140000 | PA      | $95859.25     | 0.01%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                          | Peruvian Government International Bond                                           | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    157000 | PA      | $134684.02    | 0.02%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                   | Philippine Government International Bond                                         | CUSIP: 718286BB2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    211000 | PA      | $244927.63    | 0.03%             | 2031-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                   | Philippine Government International Bond                                         | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    394000 | PA      | $439821.35    | 0.05%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                        | Republic of Poland Government International Bond                                 | CUSIP: 731011AX0<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     15000 | PA      | $15225.60     | 0.00%             | 2029-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                              | Tapestry Inc                                                                     | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    315000 | PA      | $317779.15    | 0.04%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                  | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    243000 | PA      | $241573.60    | 0.03%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                          | Taseko Mines Ltd                                                                 | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $14699.91     | 0.00%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                 | TEGNA Inc                                                                        | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18984.02     | 0.00%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANGI GROUP LLC                            | ANGI Group LLC                                                                   | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6581.22      | 0.00%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AP MOLLER-MAERSK A/S                      | AP Moller - Maersk A/S                                                           | CUSIP: 00203QAF4<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |   1011000 | PA      | $1069519.81   | 0.12%             | 2033-09-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                 | Amgen Inc                                                                        | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28300.89     | 0.00%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                 | Amgen Inc                                                                        | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    348000 | PA      | $250388.21    | 0.03%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                 | Amgen Inc                                                                        | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59195.56     | 0.01%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                 | Amgen Inc                                                                        | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21240.20     | 0.00%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                 | Amgen Inc                                                                        | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    376000 | PA      | $360756.01    | 0.04%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                  | Amneal Pharmaceuticals LLC                                                       | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12331.08     | 0.00%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                          | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3895.39      | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                         | Amsted Industries Inc                                                            | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204493.49    | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                  | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    355000 | PA      | $451860.86    | 0.05%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                  | Anheuser-Busch InBev Finance Inc                                                 | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    562000 | PA      | $548766.94    | 0.06%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                  | Anheuser-Busch InBev Finance Inc                                                 | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    182000 | PA      | $165309.53    | 0.02%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                  | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    211000 | PA      | $218239.99    | 0.02%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                     | Aon North America Inc                                                            | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    421000 | PA      | $432439.43    | 0.05%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                     | Amrize Finance US LLC                                                            | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183330.99    | 0.02%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                     | Amrize Finance US LLC                                                            | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    265000 | PA      | $268340.37    | 0.03%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                  | Virginia Electric and Power Co                                                   | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    164000 | PA      | $155338.94    | 0.02%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                  | Vistra Operations Co LLC                                                         | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    173000 | PA      | $170958.61    | 0.02%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                  | Vistra Operations Co LLC                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    129000 | PA      | $125850.76    | 0.01%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                  | Vistra Operations Co LLC                                                         | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    115000 | PA      | $126801.82    | 0.01%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                  | Vistra Operations Co LLC                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    155000 | PA      | $162363.53    | 0.02%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                        | Viterra Finance BV                                                               | CUSIP: 92852LAA7<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |    201000 | PA      | $196974.08    | 0.02%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                | VMware LLC                                                                       | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    714000 | PA      | $710330.83    | 0.08%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                        | Vodafone Group PLC                                                               | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     87000 | PA      | $81879.76     | 0.01%             | 2063-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                  | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668BN1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    332000 | PA      | $312222.69    | 0.04%             | 2027-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                  | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CB6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    344000 | PA      | $359614.12    | 0.04%             | 2028-11-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                  | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CC4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214716.08    | 0.02%             | 2030-11-16      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Volofin Finance Designated Act            | Volofin Finance Designated Activity Co                                           | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    223005 | PA      | $226120.20    | 0.03%             | 2037-06-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                              | Vontier Corp                                                                     | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    374000 | PA      | $354856.52    | 0.04%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WALMART INC                               | Walmart Inc                                                                      | CUSIP: 931142FA6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159535.41    | 0.02%             | 2026-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                               | Walmart Inc                                                                      | CUSIP: 931142FB4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150271.62    | 0.02%             | 2028-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WALMART INC                               | Walmart Inc                                                                      | CUSIP: 931142FC2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69407.96     | 0.01%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                               | Walmart Inc                                                                      | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    690000 | PA      | $701200.36    | 0.08%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                             | AEP Texas Inc                                                                    | CUSIP: 0010EPAN8<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    179000 | PA      | $178433.97    | 0.02%             | 2025-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    568000 | PA      | $556516.34    | 0.06%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    455000 | PA      | $468769.77    | 0.05%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM                      | Adventist Health System/West                                                     | CUSIP: 007944AF8<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5646.00      | 0.00%             | 2029-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM                      | Adventist Health System/West                                                     | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     33000 | PA      | $22071.99     | 0.00%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BX Trust                                  | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    191828 | PA      | $190865.19    | 0.02%             | 2036-09-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| BX Trust                                  | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169545 | PA      | $168553.64    | 0.02%             | 2036-09-15      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                  | BX Commercial Mortgage Trust 2024-XL5                                            | CUSIP: 05612GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190509 | PA      | $190835.39    | 0.02%             | 2041-03-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                  | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    213000 | PA      | $212318.67    | 0.02%             | 2029-07-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                  | BX Trust 2025-LIFE                                                               | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $332851.48    | 0.04%             | 2047-06-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                  | Builders FirstSource Inc                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15622.40     | 0.00%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                    | Bunge Ltd Finance Corp                                                           | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    470000 | PA      | $470261.60    | 0.05%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                  | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    109000 | PA      | $95500.94     | 0.01%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                  | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    219000 | PA      | $192818.10    | 0.02%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC              | Business Jet Securities 2024-2 LLC                                               | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86339 | PA      | $86741.54     | 0.01%             | 2039-09-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC              | Business Jet Securities 2024-1 LLC                                               | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    223753 | PA      | $230773.91    | 0.03%             | 2039-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BX Trust                                  | BX Trust 2025-GW                                                                 | CUSIP: 12433GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    192000 | PA      | $192587.69    | 0.02%             | 2042-07-15      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Tr            | GLS Auto Select Receivables Trust 2025-1                                         | CUSIP: 36271FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50821.53     | 0.01%             | 2031-02-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                   | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $8394.40      | 0.00%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                    | Global Atlantic Fin Co                                                           | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13263.69     | 0.00%             | 2054-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                   | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      8000 | PA      | $8220.81      | 0.00%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                  | Global Infrastructure Solutions Inc                                              | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5195.13      | 0.00%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                | GLS Auto Receivables Issuer Trust 2025-2                                         | CUSIP: 37989BAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199000 | PA      | $202406.25    | 0.02%             | 2031-01-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                 | Spire Inc                                                                        | CUSIP: 505597AD6<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    187000 | PA      | $156550.96    | 0.02%             | 2044-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                           | MVW 2024-2 LLC                                                                   | CUSIP: 55389QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    179690 | PA      | $178672.62    | 0.02%             | 2042-03-20      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                           | MVW 2024-2 LLC                                                                   | CUSIP: 55389QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115627 | PA      | $113840.54    | 0.01%             | 2042-03-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                           | MVW 2025-1 LLC                                                                   | CUSIP: 627924AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114886 | PA      | $116230.28    | 0.01%             | 2042-09-22      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                           | MVW 2025-1 LLC                                                                   | CUSIP: 627924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     92828 | PA      | $93594.43     | 0.01%             | 2042-09-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                       | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     95000 | PA      | $97789.02     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NARRAGANSETT ELECTRIC                     | Narragansett Electric Co/The                                                     | CUSIP: 631005BK0<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |    132000 | PA      | $135085.91    | 0.02%             | 2034-05-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                   | National Australia Bank Ltd                                                      | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $224502.53    | 0.03%             | 2030-08-21      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                   | National Australia Bank Ltd                                                      | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $227315.39    | 0.03%             | 2031-05-21      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                      | National Fuel Gas Co                                                             | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77633.14     | 0.01%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                         | National Grid PLC                                                                | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    315000 | PA      | $323602.69    | 0.04%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                    | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $112675.18    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                   | Nationwide Building Society                                                      | CUSIP: 63861VAH0<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    343000 | PA      | $347113.31    | 0.04%             | 2027-07-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                   | Nationwide Building Society                                                      | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    467000 | PA      | $469855.57    | 0.05%             | 2029-07-14      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                         | NatWest Group PLC                                                                | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    630000 | PA      | $645659.19    | 0.07%             | 2031-05-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                | Navient Private Education Refi Loan Trust 2021-E                                 | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    286279 | PA      | $258243.27    | 0.03%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                | Navient Private Education Refi Loan Trust 2024-A                                 | CUSIP: 63943CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    264811 | PA      | $272712.53    | 0.03%             | 2072-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                      | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11911.71     | 0.00%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NEW ENGLAND POWER CO                      | New England Power Co                                                             | CUSIP: 644188BG8<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $42687.90     | 0.00%             | 2050-10-06      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                              | New Gold Inc                                                                     | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |      9000 | PA      | $9364.45      | 0.00%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2025-NQM3                                    | CUSIP: 64832CAE3<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-MBS          | CORP              | US        |    343198 | PA      | $347506.59    | 0.04%             | 2065-05-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| NEWCASTLE COAL INFRASTRU                  | Newcastle Coal Infrastructure Group Pty Ltd                                      | CUSIP: 65106WAA3<br>LEI: 549300YAJ8XYYGW2TZ32 | Long             | DBT              | CORP              | AU        |     31098 | PA      | $30862.76     | 0.00%             | 2027-09-29      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                         | NatWest Group PLC                                                                | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195822.79    | 0.02%             | 2028-05-22      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| SP POWERASSETS LTD                        | SP PowerAssets Ltd                                                               | CUSIP: 78462QAE9<br>LEI: 635400GIJMVHO4MDQI52 | Long             | DBT              | CORP              | SG        |    605000 | PA      | $593405.73    | 0.07%             | 2027-09-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                  | South Bow USA Infrastructure Holdings LLC                                        | CUSIP: 83007CAG7<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    266000 | PA      | $252495.91    | 0.03%             | 2054-10-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| SODEXO INC                                | Sodexo Inc                                                                       | CUSIP: 833794AC4<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |    205000 | PA      | $210048.24    | 0.02%             | 2030-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SODEXO INC                                | Sodexo Inc                                                                       | CUSIP: 833794AD2<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |    210000 | PA      | $217174.00    | 0.02%             | 2035-08-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Sotheby's Artfi Master Trust 2            | Sotheby's Artfi Master Trust                                                     | CUSIP: 83589CAA6<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |    382000 | PA      | $384815.03    | 0.04%             | 2031-12-22      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                   | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13646.91     | 0.00%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                    | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97175.58     | 0.01%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                    | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    140000 | PA      | $95159.88     | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                    | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    129000 | PA      | $113119.59    | 0.01%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                               | Southern Co/The                                                                  | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     79000 | PA      | $82566.11     | 0.01%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                   | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    315000 | PA      | $273630.97    | 0.03%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SPEEDWAY MOT/SPEEDWAY FD                  | Speedway Motorsports LLC / Speedway Funding II Inc                               | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $13868.42     | 0.00%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1256000 | PA      | $1271184.84   | 0.14%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6433000 | PA      | $6396688.74   | 0.73%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $300818.49    | 0.03%             | 2026-02-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6276000 | PA      | $6428609.79   | 0.73%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-23

**Name of Applicant:** Trust for Professional Managers

**Signature:** /s/ Kelly Strauss

**Name of Signer:** Kelly Strauss

**Title:** Treasurer