# EDGAR Filing Document

**Accession Number:** 0000811869
**File Stem:** 0001752724-25-156755
**Filing Date:** 2025-6
**Character Count:** 270482
**Document Hash:** cd40090b71539f3cc40f1ea0d5e16dd1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-156755.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-156755

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** THRIVENT MUTUAL FUNDS
- **CENTRAL INDEX KEY:** 0000811869

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05075
- **FILM NUMBER:** 251075437

**BUSINESS ADDRESS:**
- **STREET 1:** 901 MARQUETTE AVENUE, SUITE 2500
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55402-3211
- **BUSINESS PHONE:** 612-844-7190

**MAIL ADDRESS:**
- **STREET 1:** 901 MARQUETTE AVENUE, SUITE 2500
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55402-3211

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AAL MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Thrivent Short-Term Bond Fund (Series ID: S000001367)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000003648 | Class A      | LBLAX           |
| C000003650 | Class S      | THLIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Thrivent Mutual Funds

- **b. Investment Company Act file number:** 811-05075

- **c. CIK number of Registrant:** 0000811869

- **d. LEI of Registrant:** 549300K3CUETFK7U3B57

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

  - **Street Address 1:** 901 Marquette Avenue

  - **City:** Minneapolis

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55402-3211

  - **Telephone number:** 612-844-5168

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

- **a. Name of Series:** THRIVENT SHORT-TERM BOND FUND

- **b. EDGAR series identifier (if any):** S000001367

- **c. LEI of Series:** CF9DL8K7BN0275PLD516

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1199065754.66

**Total Liabilities:** $38709531.77

**Net Assets:** $1160356222.89

**Delayed Delivery Securities:** $32375210.72

**Cash Not Reported:** $12145.49

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -9183.00000000 | **1-Year:** -72105.00000000 | **5-Year:** -108168.00000000 | **10-Year:** -20281.00000000 | **30-Year:** -42191.00000000

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

- **3-Month:** -93.00000000 | **1-Year:** -4824.00000000 | **5-Year:** -6148.00000000 | **10-Year:** -4730.00000000 | **30-Year:** -5054.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000003648 | 0.79%                | 0.34%                | 0.50%                |
| Class ID C000003650 | 0.88%                | 0.27%                | 0.59%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-30382.54               | $6154241.97                                |
| Month 2  | $88570.75                | $-359637.81                                |
| Month 3  | $281833.62               | $1468006.27                                |

**Designated Index Information**

- **Index Name:** Bloomberg Custom US Limited Maturity Bond Fund benchmark

- **Index Identifier:** I38429US

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ROC MTG TR 2024-RTL1                                                              | Roc Mortgage Trust                                                                         | CUSIP: 77118UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3492159.30   | 0.30%             | 2039-10-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| COLT 2021-5 MTG LN TR                                                             | COLT Mortgage Loan Trust                                                                   | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4122248 | PA      | $3680867.61   | 0.32%             | 2066-11-25      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETE CORP                                                              | Occidental Petroleum Corporation                                                           | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999373.50    | 0.09%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U S BANCORP MEDIUM TERM NTS- BOOK ENTRY                                           | U.S. Bancorp                                                                               | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    950000 | PA      | $972803.11    | 0.08%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                         | Apollo Debt Solutions BDC                                                                  | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2704091.20   | 0.23%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| KILROY RLTY L P                                                                   | Kilroy Realty, LP                                                                          | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   2881000 | PA      | $2871970.02   | 0.25%             | 2025-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EDUCATION FDG TR 2020-A                                                           | Education Funding Trust                                                                    | CUSIP: 28141PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    956317 | PA      | $904169.12    | 0.08%             | 2041-07-25      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                              | Kraft Heinz Foods Company                                                                  | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3445848.95   | 0.30%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC NEW                                                                     | ONEOK, Inc.                                                                                | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1030992.43   | 0.09%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DISCOVER BK NEW CASTLE DEL                                                        | Discover Bank                                                                              | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2221305.27   | 0.19%             | 2028-08-09      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                | Banco Santander SA                                                                         | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $991716.59    | 0.09%             | 2028-03-24      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| CHNGE MTG TR 2022-5                                                               | CHNGE Mortgage Trust                                                                       | CUSIP: 12546GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1620989 | PA      | $1657343.71   | 0.14%             | 2058-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| MFA 2024-RTL1 TR                                                                  | MFA Trust                                                                                  | CUSIP: 59319NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3750000 | PA      | $3767613.00   | 0.32%             | 2029-02-25      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| RCO VIII MTG LLC 2024-1                                                           | RCO VII Mortgage, LLC                                                                      | CUSIP: 754921AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1576473 | PA      | $1584226.77   | 0.14%             | 2029-01-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA & NEW ZEALAND BKG GROUP LTD                                             | Australia & New Zealand Banking Group, Ltd.                                                | CUSIP: 052528AL0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   2110000 | PA      | $2100080.93   | 0.18%             | 2030-07-22      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| O REILLY AUTOMOTIVE INC NEW                                                       | O'Reilly Automotive, Inc.                                                                  | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1936337.96   | 0.17%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                      | Enbridge, Inc.                                                                             | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1900000 | PA      | $1936163.35   | 0.17%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NYMT LN TR SER 2024-BPL1                                                          | NYMT Loan Trust                                                                            | CUSIP: 62956MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1515332.25   | 0.13%             | 2029-02-25      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| B A T INTL FIN PLC                                                                | BAT International Finance plc                                                              | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2919570.00   | 0.25%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BAE SYS PLC                                                                       | BAE Systems plc                                                                            | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   1565000 | PA      | $1585504.04   | 0.14%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERN CAP PLC                                                               | Anglo American Capital plc                                                                 | CUSIP: 034863AP5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1860000 | PA      | $1859723.86   | 0.16%             | 2025-05-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AIG GLOBAL FDG SR SECD MEDIUM TERM NTS BOOK ENTRY 144A                            | Corebridge Global Funding                                                                  | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2589500.26   | 0.22%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILS COOP FIN CORP                                                | National Rural Utilities Cooperative Finance Corporation                                   | CUSIP: 637432MT9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    637000 | PA      | $633644.49    | 0.05%             | 2043-04-30      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF1 LLC                                                                | PRPM, LLC                                                                                  | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2689119 | PA      | $2627664.70   | 0.23%             | 2054-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA FIN LLC                                                                  | ERAC USA Finance, LLC                                                                      | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1271583.00   | 0.11%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                            | Darden Restaurants, Inc.                                                                   | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1998420.22   | 0.17%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                              | National Fuel Gas Company                                                                  | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1638517.84   | 0.14%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                               | American Express Company                                                                   | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1917521.04   | 0.17%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                          | APA Corporation                                                                            | CUSIP: 03743QAD0<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1831550.37   | 0.16%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                      | UBS Group AG                                                                               | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5650000 | PA      | $5505186.55   | 0.47%             | 2027-02-02      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                            | Standard Chartered plc                                                                     | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1273686.66   | 0.11%             | 2028-05-14      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                          | Microchip Technology, Inc.                                                                 | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    650000 | PA      | $651049.84    | 0.06%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                       | Oracle Corporation                                                                         | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1910111.78   | 0.16%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                       | Cargill, Inc.                                                                              | CUSIP: 141781CE2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1921958.17   | 0.17%             | 2028-02-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2024-1 LTD / PALMER SQUARE LN FDG 2024-1 LLC                 | Palmer Square Loan Funding, Ltd.                                                           | CUSIP: 69703NAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2250000 | PA      | $2246789.25   | 0.19%             | 2032-10-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BK SR MEDIUM TERM BK NTS BOOK ENTRY                              | Toronto-Dominion Bank                                                                      | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2550000 | PA      | $2585570.38   | 0.22%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-2 LLC                                                                   | PRPM, LLC                                                                                  | CUSIP: 74448BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1475066 | PA      | $1478123.99   | 0.13%             | 2029-03-25      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| PFIZER INVT ENTERPRISES PTE LTD                                                   | Pfizer Investment Enterprises, Private Ltd.                                                | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1900000 | PA      | $1914775.92   | 0.17%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE ED REFI LN TR 2022-B                                              | Navient Student Loan Trust                                                                 | CUSIP: 63942PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2179553 | PA      | $2131358.38   | 0.18%             | 2070-10-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                           | HCA, Inc.                                                                                  | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2427565.15   | 0.21%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MTR CR CO LLC                                                                | Ford Motor Credit Company, LLC                                                             | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1864106.76   | 0.16%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FIN CORP MED TERM NTS BOOK ENTRY                                   | American Honda Finance Corporation                                                         | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2007569.14   | 0.17%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                      | UBS Group AG                                                                               | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1900000 | PA      | $1951246.14   | 0.17%             | 2027-12-22      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| AVOLON HLDGS FDG LTD                                                              | Avolon Holdings Funding, Ltd.                                                              | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1900000 | PA      | $1894046.31   | 0.16%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS AMER 2021-2 TR                                                      | Home Partners of America Trust                                                             | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3576312 | PA      | $3430762.49   | 0.30%             | 2026-12-17      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                          | National Rural Utilities Cooperative Finance Corporation                                   | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1929684.25   | 0.17%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP NEW                                                                  | Comcast Corporation                                                                        | CUSIP: 20030NEH0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    950000 | PA      | $979518.09    | 0.08%             | 2029-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                            | Philip Morris International, Inc.                                                          | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1628895.09   | 0.14%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                               | JPMorgan Chase & Company                                                                   | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1937670.68   | 0.17%             | 2026-06-01      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| DRYDEN 61 CLO LTD / DRYDEN 61 CLO LLC                                             | Dryden 61 CLO, Ltd.                                                                        | CUSIP: 26251CBE3<br>LEI: 549300JHVVT1NJ057H42 | Long             | ABS-O            | CORP              | KY        |   3250000 | PA      | $3227129.75   | 0.28%             | 2032-01-17      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                            | Diamondback Energy, Inc.                                                                   | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1267573.11   | 0.11%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP NEW                                                           | Charles Schwab Corporation                                                                 | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1694679.88   | 0.15%             | 2026-06-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| KEYCORP MEDIUM TERM SR NTS BOOK ENTRY                                             | KeyCorp                                                                                    | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2496237.43   | 0.22%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: —       |
| CREDIT AGRICOLE S A LONDON BRH SR NON-PFD MED TERM NTS BOOK ENTRY 144A            | Credit Agricole SA                                                                         | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1250000 | PA      | $1217509.08   | 0.10%             | 2027-01-26      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEM CO                                                                   | Eastman Chemical Company                                                                   | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1914392.71   | 0.16%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD GLOBAL MEDIUM TERM NTS BOOK ENTRY 144A                                 | NBN Company, Ltd.                                                                          | CUSIP: 62878U2H4<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |   1300000 | PA      | $1293168.42   | 0.11%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VISIO 2020-1R TR                                                                  | Visio 2020-1R Trust                                                                        | CUSIP: 92837MAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    296360 | PA      | $282610.90    | 0.02%             | 2055-11-25      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| AVIATION CAP GROUP LLC                                                            | Aviation Capital Group, LLC                                                                | CUSIP: 05369AAR2<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1276390.17   | 0.11%             | 2027-04-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OZLM XVII LTD / OZLM XVII LLC                                                     | OZLM XVII, Ltd.                                                                            | CUSIP: 67111NAW4<br>LEI: 549300EERMFPZ487P195 | Long             | ABS-O            | CORP              | KY        |   5200000 | PA      | $5178570.80   | 0.45%             | 2030-07-20      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| VOLT XCIII LLC                                                                    | Vericrest Opportunity Loan Transferee                                                      | CUSIP: 92873CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    468153 | PA      | $467276.85    | 0.04%             | 2051-02-27      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                 | General Mills, Inc.                                                                        | CUSIP: 370334CW2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1965369.75   | 0.17%             | 2028-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOORAK MTG TR 2025-RRTL1                                                          | Toorak Mortgage Trust                                                                      | CUSIP: 89053JAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2025000 | PA      | $2022741.52   | 0.17%             | 2040-02-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NORTH AMER LLC                                                  | Mercedes-Benz Finance North America, LLC                                                   | CUSIP: 58769JBB2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2861255.79   | 0.25%             | 2026-11-13      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF EDISON CO                                                          | Southern California Edison Company                                                         | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2359763.38   | 0.20%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR1 TR                                                 | Progress Residential Trust                                                                 | CUSIP: 74334NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1408153.95   | 0.12%             | 2042-02-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PACCAR FINL CORP MEDIUM TERM SR NTS BOOK ENTRY                                    | PACCAR Financial Corporation                                                               | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1287236.60   | 0.11%             | 2029-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG                                                                  | Credit Suisse Group AG                                                                     | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    810000 | PA      | $56700.00     | 0.00%             | N/A             | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS PLC                                                      | Santander UK Group Holdings plc                                                            | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1075000 | PA      | $1063684.12   | 0.09%             | 2026-08-21      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                                             | Helmerich & Payne, Inc.                                                                    | CUSIP: 423452AH4<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2681480.27   | 0.23%             | 2027-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NTS BOOK ENTRY                              | Royal Bank of Canada                                                                       | CUSIP: 78016HZX1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2100000 | PA      | $2117274.50   | 0.18%             | 2027-07-23      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| PALISADES MTG LN TR 2021-RTL1                                                     | Palisades Mortgage Loan Trust                                                              | CUSIP: 69639AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1930123 | PA      | $1917781.69   | 0.17%             | 2026-06-25      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| PPM CLO 2 LTD / PPM CLO 2 LLC                                                     | PPM CLO 2, Ltd.                                                                            | CUSIP: 69377PAU8<br>LEI: 549300JBW1DIZLGMSY83 | Long             | ABS-O            | CORP              | KY        |   6250000 | PA      | $6237987.50   | 0.54%             | 2037-04-16      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NTS BOOK ENTRY                              | Royal Bank of Canada                                                                       | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1250000 | PA      | $1275822.25   | 0.11%             | 2029-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| MOLEX ELECTR TECHNOLOGIES LLC                                                     | Molex Electronic Technologies, LLC                                                         | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1664222.11   | 0.14%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP N V                                                                     | ING Groep NV                                                                               | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1900000 | PA      | $1913002.21   | 0.16%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                          | Vistra Operations Company, LLC                                                             | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1406041.00   | 0.12%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD MEDIUM TERM NTS BOOK ENTRY 144A                           | Westpac New Zealand, Ltd.                                                                  | CUSIP: 96122FAB3<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |   2500000 | PA      | $2536051.58   | 0.22%             | 2027-02-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                           | HCA, Inc.                                                                                  | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2757053.15   | 0.24%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TR 2024-3                                         | GM Financial Automobile Leasing Trust                                                      | CUSIP: 38012QAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1494405.00   | 0.13%             | 2028-10-20      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                           | MPLX, LP                                                                                   | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1266553.95   | 0.11%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | Morgan Stanley                                                                             | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1466266.50   | 0.13%             | 2026-12-10      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| PNC FINL SVCS GROUP INC                                                           | PNC Financial Services Group, Inc.                                                         | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001344.68   | 0.17%             | 2027-01-26      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| ING GROEP N V                                                                     | ING Groep NV                                                                               | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1982648.06   | 0.17%             | 2028-03-28      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                       | Paychex, Inc.                                                                              | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    575000 | PA      | $583601.80    | 0.05%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELEC PWR CO INC                                                          | American Electric Power Company, Inc.                                                      | CUSIP: 025537AR2<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1399800.67   | 0.12%             | 2025-11-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                      | Broadcom, Inc.                                                                             | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1992491.92   | 0.17%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAP AMER MEDIUM TERM NTS BOOK ENTRY 144A                                  | Hyundai Capital America                                                                    | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1341431.50   | 0.12%             | 2025-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                             | Foundry JV Holdco, LLC                                                                     | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1924062.65   | 0.17%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILS COOP FIN CORP MEDIUM TERM NTS BOOK ENTRY                     | National Rural Utilities Cooperative Finance Corporation                                   | CUSIP: 63743HFG2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1932343.07   | 0.17%             | 2028-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                  | Altria Group, Inc.                                                                         | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1571238.71   | 0.14%             | 2026-02-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                    | Bank of America Corporation                                                                | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000445.68   | 0.17%             | 2026-07-22      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELEC CO                                                             | Pacific Gas and Electric Company                                                           | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1930595.74   | 0.17%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PNC FINL SVCS GROUP INC                                                           | PNC Financial Services Group, Inc.                                                         | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2351228.00   | 0.20%             | 2026-09-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| BANK NEW ZEALAND GLOBAL MED TERM NTS BOOK ENTRY 144A                              | Bank of New Zealand                                                                        | CUSIP: 06407EAG0<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |   3200000 | PA      | $3241813.92   | 0.28%             | 2028-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP CORP                                                                 | Novartis Capital Corporation                                                               | CUSIP: 66989HAT5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1580993.02   | 0.14%             | 2029-09-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-INV4 TR                                                                 | GCAT Trust                                                                                 | CUSIP: 367919AF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2806178 | PA      | $2819629.91   | 0.24%             | 2054-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDS INC                                                       | Huntington Ingalls Industries, Inc.                                                        | CUSIP: 446413AS5<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    800000 | PA      | $800000.00    | 0.07%             | 2025-05-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                         | Duke Energy Carolinas, LLC                                                                 | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2040250.62   | 0.18%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TR 2024-X2                                            | Affirm Asset Securitization Trust                                                          | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2836535 | PA      | $2834563.94   | 0.24%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                          | General Motors Financial Company, Inc.                                                     | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1071669.75   | 0.09%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                                             | Stellantis Finance US, Inc.                                                                | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $3073090.76   | 0.26%             | 2028-03-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GEORGIA PWR CO                                                                    | Georgia Power Company                                                                      | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1922232.01   | 0.17%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TR 2023-B                                             | Affirm Asset Securitization Trust                                                          | CUSIP: 00792FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3350000 | PA      | $3370956.60   | 0.29%             | 2028-09-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| MARATHON PETE CORP                                                                | Marathon Petroleum Corporation                                                             | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.26%             | 2025-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                 | Eversource Energy                                                                          | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1946687.35   | 0.17%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                        | Fiserv, Inc.                                                                               | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1922323.59   | 0.17%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                          | Lloyds Banking Group plc                                                                   | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    950000 | PA      | $964849.18    | 0.08%             | 2027-08-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL2 LLC                                                                | Pretium Mortgage Credit Partners, LLC                                                      | CUSIP: 69392JAA7<br>LEI: 254900S0KCA0ULKWBW61 | Long             | ABS-O            | CORP              | US        |   1972713 | PA      | $1964567.17   | 0.17%             | 2055-03-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2024-SFR2 TR                                                   | Tricon Residential Trust                                                                   | CUSIP: 89616VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2267738.33   | 0.20%             | 2040-06-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL4 LLC                                                                | Pretium Mortgage Credit Partners, LLC                                                      | CUSIP: 74136UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1425000 | PA      | $1425000.00   | 0.12%             | 2055-04-25      | Variable      | 6.37%                 | No            |                  3 | On Loan: No      |
| STEEL DYNAMICS INC                                                                | Steel Dynamics, Inc.                                                                       | CUSIP: 858119BL3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    925000 | PA      | $922008.86    | 0.08%             | 2025-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAP AMER MEDIUM TERM NTS BOOK ENTRY 144A                                  | Hyundai Capital America                                                                    | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1198770.11   | 0.10%             | 2026-09-17      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| METROPOLITAN LIFE GLOBAL FDG I MEDIUM TERM NTS BOOK ENTRY 144A                    | Metropolitan Life Global Funding I                                                         | CUSIP: 59217GFQ7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1967823.01   | 0.17%             | 2028-09-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                      | Broadcom, Inc.                                                                             | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2028975.86   | 0.17%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                      | NextEra Energy Capital Holdings, Inc.                                                      | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1625299.98   | 0.14%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EVERGY KANS CENT INC                                                              | Evergy Kansas Central, Inc.                                                                | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1111790.35   | 0.10%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TR 2024-B                                                        | Tesla Auto Lease Trust                                                                     | CUSIP: 881934AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3262468.95   | 0.28%             | 2028-06-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK NOVA SCOTIA B C                                                              | Bank of Nova Scotia                                                                        | CUSIP: 064159VJ2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1065000 | PA      | $1060521.78   | 0.09%             | 2025-06-04      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MTG TR 2021-4                                               | Deephaven Residential Mortgage Trust                                                       | CUSIP: 24381JAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4664756 | PA      | $4061628.01   | 0.35%             | 2066-11-25      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND GLOBAL MEDIUM TERM NTS BOOK ENTRY 144A                         | Cooperatieve Rabobank UA                                                                   | CUSIP: 74977RDH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1875000 | PA      | $1865562.90   | 0.16%             | 2026-06-24      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TR 2024-X1                                            | Affirm Asset Securitization Trust                                                          | CUSIP: 00834XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    254688 | PA      | $254984.35    | 0.02%             | 2029-05-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| DELL INTL L L C / EMC CORP                                                        | Dell International, LLC/EMC Corporation                                                    | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1915370.77   | 0.17%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | Morgan Stanley                                                                             | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $970928.18    | 0.08%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                           | Goldman Sachs Group, Inc.                                                                  | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2460218.18   | 0.21%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                      | Synopsys, Inc.                                                                             | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1206457.86   | 0.10%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                      | Broadcom, Inc.                                                                             | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2701881.73   | 0.23%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MTR CR CORP MEDIUM TERM NTS BOOK ENTRY                                     | Toyota Motor Credit Corporation                                                            | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1263227.41   | 0.11%             | 2029-01-05      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                         | Qorvo, Inc.                                                                                | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3536462.59   | 0.30%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHENANGO PK CLO LTD / CHENANGO PK CLO LLC                                         | Chenango Park CLO, Ltd.                                                                    | CUSIP: 16409TAS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3750000 | PA      | $3755568.75   | 0.32%             | 2030-04-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Tr                                                        | Citigroup Mortgage Loan Trust, Inc.                                                        | CUSIP: 17307G3F3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    485460 | PA      | $455419.77    | 0.04%             | 2036-03-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR4                                                                    | AMSR Trust                                                                                 | CUSIP: 66982FAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5798196.00   | 0.50%             | 2038-12-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELEC PWR CO INC                                                          | American Electric Power Company, Inc.                                                      | CUSIP: 02557TAD1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3006511.14   | 0.26%             | 2025-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                      | Barclays plc                                                                               | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $1942790.41   | 0.17%             | 2027-09-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP DESIGNATED ACTIVITY CO / AERCAP GLOBAL AVIATION TR             | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                    | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1665000 | PA      | $1716528.54   | 0.15%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| FORD MTR CR CO LLC                                                                | Ford Motor Credit Company, LLC                                                             | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1139197.36   | 0.10%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PRET 2024-NPL4 LLC                                                                | Pretium Mortgage Credit Partners, LLC                                                      | CUSIP: 74143RAA1<br>LEI: 254900OXVJK5CT5B2O86 | Long             | ABS-O            | CORP              | US        |   1854928 | PA      | $1856755.71   | 0.16%             | 2054-07-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO I LTD / CARVAL CLO I LLC                                               | CarVal CLO I, Ltd.                                                                         | CUSIP: 146865AL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   4200000 | PA      | $4198685.40   | 0.36%             | 2031-07-16      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| WACHOVIA MTG LN TR LLC SER 2006-A TR                                              | Wachovia Mortgage Loan Trust, LLC                                                          | CUSIP: 92977TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4591 | PA      | $4422.15      | 0.00%             | 2036-05-20      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                    | Wells Fargo & Company                                                                      | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1533278.70   | 0.13%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TR 2025-3                                                  | Pagaya AI Debt Grantor Trust                                                               | CUSIP: 69544TAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3150000 | PA      | $3153606.44   | 0.27%             | 2032-12-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| NYMT LN TR 2024-INV1                                                              | NYMT Loan Trust                                                                            | CUSIP: 62956XAA9<br>LEI: 2549009GL7U73W4FX613 | Long             | ABS-CBDO         | CORP              | US        |   2498635 | PA      | $2506758.99   | 0.22%             | 2069-06-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| CHNGE MTG TR 2023-2                                                               | CHNGE Mortgage Trust                                                                       | CUSIP: 169926AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2143875 | PA      | $2150142.46   | 0.19%             | 2058-06-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| LINCOLN FINL GLOBAL FDG MEDIUM TERM NTS BOOK ENTRY 144A                           | Lincoln Financial Global Funding                                                           | CUSIP: 53359KAA9<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1023553.93   | 0.09%             | 2030-01-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                               | American Express Company                                                                   | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2025349.50   | 0.17%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                               | JPMorgan Chase & Company                                                                   | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2782063.19   | 0.24%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| CHASE MTG FIN TR SER 2007-A2                                                      | Chase Mortgage Finance Trust Series                                                        | CUSIP: 16163LAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1169588 | PA      | $1173445.24   | 0.10%             | 2037-07-25      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| REGIONS FINL CORP NEW                                                             | Regions Financial Corporation                                                              | CUSIP: 7591EPAQ3<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2213699.75   | 0.19%             | 2025-05-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2021-SFR1 TR                                                   | Tricon Residential Trust                                                                   | CUSIP: 89614YAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5750000 | PA      | $5580427.33   | 0.48%             | 2038-07-17      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                            | Federal Home Loan Mortgage Corporation Multifamily Structured Pass Through Certificates    | CUSIP: 3137HFNZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $4054042.00   | 0.35%             | 2029-07-25      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BK AG N Y BRANCH                                                         | Deutsche Bank AG/New York, NY                                                              | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1900000 | PA      | $1957500.16   | 0.17%             | 2029-05-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                           | Goldman Sachs Group, Inc.                                                                  | CUSIP: 38141GVR2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324343.09    | 0.03%             | 2025-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LHOME MTG TR 2023-RTL4                                                            | LHOME Mortgage Trust                                                                       | CUSIP: 50204VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2276552.70   | 0.20%             | 2028-11-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                       | Hertz Vehicle Financing III, LLC                                                           | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   2225000 | PA      | $2228457.43   | 0.19%             | 2029-09-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG XXXIX LTD / MADISON PK FDG XXXIX LLC                               | Madison Park Funding XXXIX, Ltd.                                                           | CUSIP: 55821LAL8<br>LEI: 254900K0MU6TXERK4I83 | Long             | ABS-O            | CORP              | KY        |   5500000 | PA      | $5440589.00   | 0.47%             | 2034-10-22      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CR SECURITIZATION TR 2024-1                                           | United Auto Credit Securitization Trust                                                    | CUSIP: 90945DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69135 | PA      | $69156.65     | 0.01%             | 2026-08-10      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FDG TR MEDIUM TERM NTS BOOK ENTRY 144A                                  | GA Global Funding Trust                                                                    | CUSIP: 36143L2A2<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1761947.80   | 0.15%             | 2026-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LN TR 2018-A-GS                                                | Commonbond Student Loan Trust                                                              | CUSIP: 20269DAB1<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |    507523 | PA      | $500885.38    | 0.04%             | 2044-02-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| CHNGE MTG TR 2023-3                                                               | CHNGE Mortgage Trust                                                                       | CUSIP: 17030AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3008019 | PA      | $3040074.33   | 0.26%             | 2058-07-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| LHOME MTG TR 2024-RTL2                                                            | LHOME Mortgage Trust                                                                       | CUSIP: 50205JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3543879.15   | 0.31%             | 2029-03-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| TRK 2022-INV1 TR                                                                  | Toorak Mortgage Corporation, Ltd.                                                          | CUSIP: 872635AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4388140 | PA      | $4086723.72   | 0.35%             | 2057-02-25      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                | Realty Income Corporation                                                                  | CUSIP: 756109BF0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    546000 | PA      | $547728.90    | 0.05%             | 2026-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                      | Barclays plc                                                                               | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $1913849.27   | 0.16%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                      | Barclays plc                                                                               | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    950000 | PA      | $967965.61    | 0.08%             | 2028-03-12      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| MARLETTE FDG TR 2024-1                                                            | Marlette Funding Trust                                                                     | CUSIP: 57108VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    697874 | PA      | $699359.91    | 0.06%             | 2034-07-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                               | American Express Company                                                                   | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014054.59   | 0.09%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Gs Mortgage Secs Corp                                                             | GSAA Home Equity Trust                                                                     | CUSIP: 36242DNF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    920881 | PA      | $863221.13    | 0.07%             | 2034-08-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2025-1                                                          | Dell Equipment Finance Trust                                                               | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $1901101.62   | 0.16%             | 2027-07-22      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTRALIA NY BRH MEDIUM TERM SR BK NTS BOOK ENTRY                 | Commonwealth Bank of Australia/New York, NY                                                | CUSIP: 20271RAV2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   2500000 | PA      | $2523448.75   | 0.22%             | 2028-03-14      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                    | Wells Fargo & Company                                                                      | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1954754.12   | 0.17%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                         | Amgen, Inc.                                                                                | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1456562.28   | 0.13%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINL INC                                                               | Corebridge Financial, Inc.                                                                 | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1970563.80   | 0.17%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                            | Roper Technologies, Inc.                                                                   | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1916692.12   | 0.17%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| M & T BK CORP                                                                     | M&T Bank Corporation                                                                       | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1601315.28   | 0.14%             | 2026-09-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                          | General Motors Financial Company, Inc.                                                     | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1919959.75   | 0.17%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| LYB INTL FIN III LLC                                                              | LYB International Finance III, LLC                                                         | CUSIP: 50249AAF0<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1374000 | PA      | $1353853.77   | 0.12%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                         | Rogers Communications, Inc.                                                                | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1900000 | PA      | $1916301.01   | 0.17%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                         | Bank of New York Mellon Corporation                                                        | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    800000 | PA      | $794378.40    | 0.07%             | 2025-09-20      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FING 2024-4 LLC                                                  | Enterprise Fleet Financing, LLC                                                            | CUSIP: 29374MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3531910.20   | 0.30%             | 2031-06-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP CO                                                                  | Campbell's Company                                                                         | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    630000 | PA      | $633663.60    | 0.05%             | 2026-03-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MTG TR 2022-1                                               | Deephaven Residential Mortgage Trust                                                       | CUSIP: 24382JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4583260 | PA      | $4168115.69   | 0.36%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINL GROUP INC                                                           | Citizens Financial Group, Inc.                                                             | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1552210.78   | 0.13%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLS INC                                                                  | United Airlines, Inc.                                                                      | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3080386.41   | 0.27%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TR 2025-1                                                 | Lendbuzz Securitization Trust                                                              | CUSIP: 525938AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1650000 | PA      | $1657031.48   | 0.14%             | 2030-10-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CIT GROUP INC NEW                                                                 | First-Citizens Bank & Trust Company                                                        | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2115735.34   | 0.18%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                | Royalty Pharma plc                                                                         | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   3825000 | PA      | $3776873.77   | 0.33%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GROUP INC                                                    | Sumitomo Mitsui Financial Group, Inc.                                                      | CUSIP: 86562MDG2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1900000 | PA      | $1974920.19   | 0.17%             | 2028-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUT GLOBAL FDG MEDIUM TERM NTS BOOK ENTRY 144A                       | Northwestern Mutual Global Funding                                                         | CUSIP: 66815L2M0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1936447.42   | 0.17%             | 2028-06-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVS INC                                                         | Omega Healthcare Investors, Inc.                                                           | CUSIP: 681936BH2<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1630025.51   | 0.14%             | 2026-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | Morgan Stanley                                                                             | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    785000 | PA      | $805864.33    | 0.07%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| ACRA TR 2024-NQM1                                                                 | ACRA Trust                                                                                 | CUSIP: 00112EAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4778281 | PA      | $4798718.95   | 0.41%             | 2064-10-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| ARES CAP CORP                                                                     | Ares Capital Corporation                                                                   | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1157237.63   | 0.10%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| LLOYDS BKG GROUP PLC                                                              | Lloyds Banking Group plc                                                                   | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1968745.50   | 0.17%             | 2028-03-18      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                                                    | PulteGroup, Inc.                                                                           | CUSIP: 745867AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2257427.00   | 0.19%             | 2026-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANC AMER FDG 2006-3 TR                                                           | Banc of America Funding Trust                                                              | CUSIP: 058931AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    518356 | PA      | $510148.68    | 0.04%             | 2036-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | Federal National Mortgage Association - REMIC                                              | CUSIP: 3136BTNH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   4064818 | PA      | $3969178.77   | 0.34%             | 2053-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                  | Crown Castle, Inc.                                                                         | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1754231.80   | 0.15%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                                           | Schlumberger Holdings Corporation                                                          | CUSIP: 806851AL5<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    875000 | PA      | $886758.76    | 0.08%             | 2027-05-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMER INC                                                                | Aon North America, Inc.                                                                    | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1926251.14   | 0.17%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                  | Altria Group, Inc.                                                                         | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    635000 | PA      | $642448.07    | 0.06%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE MEDIUM TERM NTS BOOK ENTRY 144A                                  | Societe Generale SA                                                                        | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2150000 | PA      | $2166665.68   | 0.19%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACCAR FINL CORP MEDIUM TERM SR NTS BOOK ENTRY                                    | PACCAR Financial Corporation                                                               | CUSIP: 69371RT63<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2027354.36   | 0.17%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FDG II GLOBAL MEDIUM TERM NTS BOOK ENTRY 144A               | Principal Life Global Funding II                                                           | CUSIP: 74256LFC8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2023839.68   | 0.17%             | 2028-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                     | DTE Energy Company                                                                         | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2121624.81   | 0.18%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-6 LLC                                                                   | PRPM, LLC                                                                                  | CUSIP: 74390PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1884544 | PA      | $1886970.53   | 0.16%             | 2029-11-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2025-3                                                    | Verus Securitization Trust                                                                 | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-CBDO         | CORP              | US        |   2200000 | PA      | $2204392.08   | 0.19%             | 2070-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Arm Tr                                                               | Bear Stearns Adjustable Rate Mortgage Trust                                                | CUSIP: 07387AEG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     93027 | PA      | $86454.89     | 0.01%             | 2035-10-25      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINL CORP                                                             | Capital One Financial Corporation                                                          | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1499997.05   | 0.13%             | 2026-07-24      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                    | Wells Fargo & Company                                                                      | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1622485.06   | 0.14%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BK COMM TORONTO BRH                                             | Canadian Imperial Bank of Commerce                                                         | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1900000 | PA      | $1917143.64   | 0.17%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| LLOYDS BKG GROUP PLC                                                              | Lloyds Banking Group plc                                                                   | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1875000 | PA      | $1900103.14   | 0.16%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                             | Goldman Sachs BDC, Inc.                                                                    | CUSIP: 38147UAE7<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    950000 | PA      | $971133.72    | 0.08%             | 2027-03-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                       | Royal Caribbean Cruises, Ltd.                                                              | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   3200000 | PA      | $3196716.16   | 0.28%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER L P                                                               | Energy Transfer, LP                                                                        | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1925504.63   | 0.17%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Terwin Mortgage Tr                                                                | Terwin Mortgage Trust                                                                      | CUSIP: 881561PB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    670546 | PA      | $660343.72    | 0.06%             | 2034-12-25      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| PAYPAL HLDGS INC                                                                  | PayPal Holdings, Inc.                                                                      | CUSIP: 70450YAS2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1921020.46   | 0.17%             | 2028-03-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                                | Bunge, Ltd. Finance Corporation                                                            | CUSIP: 120568BD1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2680220.21   | 0.23%             | 2028-01-07      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELEC PWR CO INC                                                          | American Electric Power Company, Inc.                                                      | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1280528.26   | 0.11%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KKR STATIC CLO I LTD / KKR STATIC CLO I LLC                                       | KKR Static CLO I, Ltd.                                                                     | CUSIP: 48255QAW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3250000 | PA      | $3219131.50   | 0.28%             | 2031-07-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                      | Barclays plc                                                                               | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1926831.32   | 0.17%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                       | Exelon Corporation                                                                         | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1302042.88   | 0.11%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KKR STATIC CLO I LTD / KKR STATIC CLO I LLC                                       | KKR Static CLO I, Ltd.                                                                     | CUSIP: 48255QAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2535452 | PA      | $2527338.72   | 0.22%             | 2031-07-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BK N V MEDIUM TERM SR SUB BK NTS BOOK ENTRY 144A                         | ABN AMRO Bank NV                                                                           | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1900000 | PA      | $1942062.85   | 0.17%             | 2027-09-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                     | DTE Energy Company                                                                         | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1571915.65   | 0.14%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FDG MEDIUM TERM SR SECD NTS BOOK ENTRY 144A                            | RGA Global Funding                                                                         | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2577388.63   | 0.22%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODS CO                                                                   | Sonoco Products Company                                                                    | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2146746.99   | 0.19%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TR 2023-2                                                  | Upstart Securitization Trust                                                               | CUSIP: 91683VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    266762 | PA      | $267167.41    | 0.02%             | 2033-06-20      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                     | Hewlett Packard Enterprise Company                                                         | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    650000 | PA      | $649997.47    | 0.06%             | 2026-09-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                   | CVS Health Corporation                                                                     | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2564615.45   | 0.22%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                       | Oracle Corporation                                                                         | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1620812.10   | 0.14%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER LLC / CHARTER COMMUNICATIONS OPER CAP CORP            | Charter Communications Operating, LLC/Charter Communications Operating Capital Corporation | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    779000 | PA      | $777968.33    | 0.07%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                                | Regal Rexnord Corporation                                                                  | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1659477.29   | 0.14%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AEGON FDG CO LLC                                                                  | AEGON Funding Company, LLC                                                                 | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1900278.86   | 0.16%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| BLUE OWL CR INCOME CORP                                                           | Blue Owl Credit Income Corporation                                                         | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1084891.79   | 0.09%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LN TR 2017-A-GS                                                | Commonbond Student Loan Trust                                                              | CUSIP: 20267VAA5<br>LEI: 549300LRCNJYVPZRKK63 | Long             | ABS-O            | CORP              | US        |    125096 | PA      | $118163.30    | 0.01%             | 2041-05-25      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                      | UBS Group AG                                                                               | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1625000 | PA      | $1594792.23   | 0.14%             | 2029-09-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| HOLCIM FIN US LLC                                                                 | Holcim Finance US, LLC                                                                     | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    965000 | PA      | $972204.47    | 0.08%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FIN TR 2023-2                                                          | Foundation Finance Trust                                                                   | CUSIP: 35042RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3019417 | PA      | $3145532.00   | 0.27%             | 2049-06-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP NEW                                                           | American Tower Corporation                                                                 | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $958977.83    | 0.08%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| FORD CR AUTO OWNER TR 2024-C                                                      | Ford Credit Auto Owner Trust                                                               | CUSIP: 34532UAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1994295.00   | 0.17%             | 2030-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| RYDER SYS INC MEDIUM TERM NTS BOOK ENTRY                                          | Ryder System, Inc.                                                                         | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1578695.42   | 0.14%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP DESIGNATED ACTIVITY CO / AERCAP GLOBAL AVIATION TR             | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                    | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1925000 | PA      | $1910521.23   | 0.16%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                  | T-Mobile USA, Inc.                                                                         | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3159911.06   | 0.27%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TR 2023-1                                     | SFS Auto Receivables Securitization Trust                                                  | CUSIP: 78398AAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33902 | PA      | $33924.09     | 0.00%             | 2027-03-22      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| U S BANCORP MEDIUM TERM NTS- BOOK ENTRY                                           | U.S. Bancorp                                                                               | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2009748.22   | 0.17%             | 2026-10-21      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| 6297782 LLC                                                                       | South Bow USA Infrastructure Holdings, LLC                                                 | CUSIP: 83007CAA0<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1306730.83   | 0.11%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                    | Bank of America Corporation                                                                | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1468091.59   | 0.13%             | 2026-06-19      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| VOLT XCIX LLC                                                                     | Vericrest Opportunity Loan Transferee                                                      | CUSIP: 92872VAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    555184 | PA      | $554826.78    | 0.05%             | 2051-04-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                   | CVS Health Corporation                                                                     | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1603530.21   | 0.14%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TR 2024-11                                                 | Pagaya AI Debt Grantor Trust                                                               | CUSIP: 69544AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500926 | PA      | $5496494.23   | 0.47%             | 2032-07-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                           | Santander Holdings USA, Inc.                                                               | CUSIP: 80282KBB1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399286.78    | 0.03%             | 2025-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| LLOYDS BKG GROUP PLC                                                              | Lloyds Banking Group plc                                                                   | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1518225.53   | 0.13%             | 2028-11-26      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                       | Hertz Vehicle Financing III, LLC                                                           | CUSIP: 42806MBS7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2265288.53   | 0.20%             | 2027-06-25      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FDG II MEDIUM TERM NTS BOOK ENTRY 144A                          | MassMutual Global Funding II                                                               | CUSIP: 57629W5B2<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1931514.92   | 0.17%             | 2029-01-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                           | Arthur J. Gallagher & Company                                                              | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1062994.55   | 0.09%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HLDG CO LLC                                                    | Columbia Pipelines Holding Company, LLC                                                    | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1299220.26   | 0.11%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL COLLEGIATE TR 2007-A                                                     | National Collegiate Trust                                                                  | CUSIP: 63543YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    387183 | PA      | $378359.45    | 0.03%             | 2031-05-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT LENDING FD                                                  | Morgan Stanley Direct Lending Fund                                                         | CUSIP: 61774AAF0<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2874660.87   | 0.25%             | 2029-05-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| VOLT XCII LLC                                                                     | Vericrest Opportunity Loan Transferee                                                      | CUSIP: 91835MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44087 | PA      | $44056.38     | 0.00%             | 2051-02-27      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE MEDIUM TERM NTS BOOK ENTRY 144A                                  | Societe Generale SA                                                                        | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2030944.98   | 0.18%             | 2029-04-13      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NTS BOOK ENTRY                              | Royal Bank of Canada                                                                       | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1900000 | PA      | $1950756.92   | 0.17%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LTD                                                         | Sumitomo Mitsui Trust Bank, Ltd.                                                           | CUSIP: 86563VBK4<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   1900000 | PA      | $1934116.61   | 0.17%             | 2026-09-14      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHS CORP                                                 | International Business Machines Corporation                                                | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2529156.58   | 0.22%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TOWD PT ASSET TR 2021-SL1                                                         | Towd Point Asset Trust                                                                     | CUSIP: 89179XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1221723 | PA      | $1169219.89   | 0.10%             | 2061-11-20      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS MEDIUM TERM NTS BOOK ENTRY 144A                                       | BNP Paribas SA                                                                             | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $1419318.00   | 0.12%             | 2030-01-09      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                               | Dominion Energy, Inc.                                                                      | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2281802.27   | 0.20%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | Morgan Stanley                                                                             | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3054231.33   | 0.26%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| ONEOK INC NEW                                                                     | ONEOK, Inc.                                                                                | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1988572.12   | 0.17%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TR 2024-2                                                      | Octane Receivables Trust                                                                   | CUSIP: 67578YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2317973 | PA      | $2342741.43   | 0.20%             | 2032-07-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HLDGS LLC                                                               | Chubb INA Holdings, LLC                                                                    | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2796737.68   | 0.24%             | 2029-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BK AG N Y BRANCH                                                         | Deutsche Bank AG/New York, NY                                                              | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1450000 | PA      | $1426944.91   | 0.12%             | 2026-11-24      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| VOLT CII LLC                                                                      | Vericrest Opportunity Loan Transferee                                                      | CUSIP: 92873HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2408721 | PA      | $2398333.08   | 0.21%             | 2051-08-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| STATE STR CORP                                                                    | State Street Corporation                                                                   | CUSIP: 857477CU5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2122079.84   | 0.18%             | 2028-02-28      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                             | Becton, Dickinson and Company                                                              | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2265833.81   | 0.20%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                            | CenterPoint Energy, Inc.                                                                   | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1209322.80   | 0.10%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PPTYS L P                                                        | COPT Defense Properties, LP                                                                | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    550000 | PA      | $536609.10    | 0.05%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HLDGS FDG LTD                                                              | Avolon Holdings Funding, Ltd.                                                              | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1500000 | PA      | $1462558.44   | 0.13%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HSBC HLDGS PLC                                                                    | HSBC Holdings plc                                                                          | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1256673.26   | 0.11%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP DESIGNATED ACTIVITY CO / AERCAP GLOBAL AVIATION TR             | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                    | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1800000 | PA      | $1759748.58   | 0.15%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ASSOCIATED BANC-CORP                                                              | Associated Banc-Corp                                                                       | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1307044.48   | 0.11%             | 2030-08-29      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                         | Boeing Company                                                                             | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1133109.30   | 0.10%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX S A / JBS USA FOOD CO / JBS USA FIN INC                               | JBS USA Holding Lux SARL/JBS USA Food Company/JBS Lux Company SARL                         | CUSIP: 46590XAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   3600000 | PA      | $3472910.50   | 0.30%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP MEDIUM TERM NTS BOOK ENTRY                                         | McDonald's Corporation                                                                     | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1323347.51   | 0.11%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHNGE MTG TR 2022-2                                                               | CHNGE Mortgage Trust                                                                       | CUSIP: 12546YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4918331 | PA      | $4772928.86   | 0.41%             | 2067-03-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                | Credit Agricole SA                                                                         | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1217286.36   | 0.10%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM8 TR                                                                 | Credit Suisse Mortgage Capital Certificates                                                | CUSIP: 12659FAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4227335 | PA      | $3654826.06   | 0.31%             | 2066-10-25      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                          | U.S. Treasury Notes                                                                        | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24860000 | PA      | $25166865.63  | 2.17%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORTGAGE EQUITY CONVERSION ASSET TR 2007-FF2                                      | Mortgage Equity Conversion Asset Trust                                                     | CUSIP: 61911CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    157231 | PA      | $156457.73    | 0.01%             | 2042-02-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| CHNGE MTG TR 2022-1                                                               | CHNGE Mortgage Trust                                                                       | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3473470 | PA      | $3283865.77   | 0.28%             | 2067-01-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| M&T BK AUTO RECEIVABLES TR 2025-1                                                 | M&T Bank Auto Receivables Trust                                                            | CUSIP: 55287XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1774296.30   | 0.15%             | 2032-07-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO L P / PTL FIN CORP                                        | Penske Truck Leasing Company, LP/PTL Finance Corporation                                   | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1175737.79   | 0.10%             | 2025-11-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE CAP US LLC                                                | GSK Consumer Healthcare Capital US, LLC                                                    | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1870869.68   | 0.16%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FIN TR 2021-1                                                          | Foundation Finance Trust                                                                   | CUSIP: 35041LAA8<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |    944105 | PA      | $886261.96    | 0.08%             | 2041-05-15      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                    | Wells Fargo & Company                                                                      | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3037816.89   | 0.26%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| TOYOTA MTR CR CORP MEDIUM TERM NTS BOOK ENTRY                                     | Toyota Motor Credit Corporation                                                            | CUSIP: 89236TNA9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2041652.84   | 0.18%             | 2030-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS RLTY LTD PARTNERSHIP                                                    | Highwoods Realty, LP                                                                       | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1687844.72   | 0.15%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NESTLE HLDGS INC                                                                  | Nestle Holdings, Inc.                                                                      | CUSIP: 641062BF0<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1310821.27   | 0.11%             | 2028-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| HYUNDAI CAP AMER MEDIUM TERM NTS BOOK ENTRY 144A                                  | Hyundai Capital America                                                                    | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1917464.82   | 0.17%             | 2027-03-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Gmacm Home Equity Loan Tr                                                         | GMAC Mortgage Corporation Loan Trust                                                       | CUSIP: 361856EB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13523 | PA      | $6778.49      | 0.00%             | 2035-08-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAP SVCS INC                                                              | Hyundai Capital Services, Inc.                                                             | CUSIP: 44920UAP3<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |   1250000 | PA      | $1218723.26   | 0.11%             | 2026-02-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                             | Federal National Mortgage Association Conventional 30-Yr. Pass Through                     | CUSIP: 3138EKPQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38051 | PA      | $38779.14     | 0.00%             | 2043-01-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HLDG CO LLC                                                    | Columbia Pipelines Holding Company, LLC                                                    | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1597194.87   | 0.14%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER L P                                                               | Energy Transfer, LP                                                                        | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1274979.00   | 0.11%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                                      | Veralto Corporation                                                                        | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1926944.19   | 0.17%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD MEDIUM TERM NTS BOOK ENTRY 144A                           | Westpac New Zealand, Ltd.                                                                  | CUSIP: 96122FAA5<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |   1900000 | PA      | $1925755.49   | 0.17%             | 2028-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NTT FIN CORP                                                                      | NTT Finance Corporation                                                                    | CUSIP: 62954WAL9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1750000 | PA      | $1783208.65   | 0.15%             | 2027-07-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK N A SALT LAKE CITY UTAH                                         | Morgan Stanley Bank NA                                                                     | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2853224.52   | 0.25%             | 2027-10-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| ECMC GROUP STUDENT LN TR 2024-1                                                   | ECMC Group Student Loan Trust                                                              | CUSIP: 26828PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3266294 | PA      | $3271560.99   | 0.28%             | 2025-05-27      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BK USA                                                              | Goldman Sachs Bank USA/New York, NY                                                        | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1912725.86   | 0.16%             | 2027-03-18      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| ROC MTG TR 2025-RTL1                                                              | Roc Mortgage Trust                                                                         | CUSIP: 77119RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2700000 | PA      | $2697354.00   | 0.23%             | 2040-02-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| NEWFIELD EXPL CO                                                                  | Ovintiv, Inc.                                                                              | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2549742.30   | 0.22%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLDGS LTD                                                    | Macquarie Airfinance Holdings, Ltd.                                                        | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   1829000 | PA      | $1877238.05   | 0.16%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MORTGAGE EQUITY CONVERSION ASSET TR 2007-FF1                                      | Mortgage Equity Conversion Asset Trust                                                     | CUSIP: 61910AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    193165 | PA      | $190654.17    | 0.02%             | 2042-01-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                          | U.S. Treasury Notes                                                                        | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3745000 | PA      | $3736076.38   | 0.32%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEVADA PWR CO                                                                     | Nevada Power Company                                                                       | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1253693.35   | 0.11%             | 2055-05-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECD LENDING FD                                                        | Blackstone Secured Lending Fund                                                            | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2094126.05   | 0.18%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                                | Ingersoll Rand, Inc.                                                                       | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514090.26    | 0.04%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FORD MTR CR CO LLC                                                                | Ford Motor Credit Company, LLC                                                             | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1383640.15   | 0.12%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NXP B V / NXP FDG LLC / NXP USA INC                                               | NXP BV/NXP Funding, LLC/NXP USA, Inc.                                                      | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1605000 | PA      | $1605000.00   | 0.14%             | 2025-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                     | Citigroup, Inc.                                                                            | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1802619.65   | 0.16%             | 2027-01-28      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                         | Boeing Company                                                                             | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2449425.18   | 0.21%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FORD MTR CR CO LLC                                                                | Ford Motor Credit Company, LLC                                                             | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2397653.48   | 0.21%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| TOORAK MTG TR 2024-RTL1                                                           | Toorak Mortgage Trust                                                                      | CUSIP: 89054YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4750000 | PA      | $4773995.10   | 0.41%             | 2039-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| MFRS & TRADERS TR CO BK NT PROGRAM                                                | Manufacturers & Traders Trust Company                                                      | CUSIP: 55279HAT7<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2005199.18   | 0.17%             | 2025-11-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                             | Thrivent Cash Management Trust                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  15722854 | NS      | $15722854.00  | 1.36%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINL CORP SR MED TERM NTS BOOK ENTRY                                       | Truist Financial Corporation                                                               | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1846220.12   | 0.16%             | 2027-03-02      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                              | Las Vegas Sands Corporation                                                                | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1585185.18   | 0.14%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                       | Ovintiv, Inc.                                                                              | CUSIP: 69047QAA0<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    900000 | PA      | $899663.63    | 0.08%             | 2025-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                              | Las Vegas Sands Corporation                                                                | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1603671.74   | 0.14%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HLDGS LLC                                                         | Fortitude Group Holdings, LLC                                                              | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2536625.35   | 0.22%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JERSEY CENT PWR & LT CO                                                           | Jersey Central Power & Light Company                                                       | CUSIP: 476556DC6<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1494222.50   | 0.13%             | 2026-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO III LTD / CARVAL CLO III LLC                                           | CarVal CLO III, Ltd.                                                                       | CUSIP: 14686WAY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   5500000 | PA      | $5480750.00   | 0.47%             | 2032-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                | Banco Santander SA                                                                         | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $2062605.64   | 0.18%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERN PIPELINE L P / PAA FIN CORP                                      | Plains All American Pipeline, LP/PAA Finance Corporation                                   | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1622415.60   | 0.14%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FIN CORP MED TERM NTS BOOK ENTRY                                   | American Honda Finance Corporation                                                         | CUSIP: 02665WFK2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2025857.16   | 0.17%             | 2027-07-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER LLC / CHARTER COMMUNICATIONS OPER CAP CORP            | Charter Communications Operating, LLC/Charter Communications Operating Capital Corporation | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2702208.47   | 0.23%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVAB                                                    | GreatAmerica Leasing Receivables Funding, LLC                                              | CUSIP: 39154GAH9<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1101053.80   | 0.09%             | 2027-10-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TR 2024-2PL                                                              | ACHV ABS Trust                                                                             | CUSIP: 00092HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1893779 | PA      | $1895671.90   | 0.16%             | 2031-10-27      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                           | Santander Holdings USA, Inc.                                                               | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1679604.55   | 0.14%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                               | American Express Company                                                                   | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    635000 | PA      | $646535.15    | 0.06%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                            | Spirit AeroSystems, Inc.                                                                   | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2489265.19   | 0.21%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER OPER L P                                                          | Energy Transfer, LP                                                                        | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1049167.18   | 0.09%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| U S BANCORP MEDIUM TERM NTS- BOOK ENTRY                                           | U.S. Bancorp                                                                               | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1033592.28   | 0.09%             | 2027-10-26      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RES INC                                                               | Continental Resources, Inc.                                                                | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $4647936.58   | 0.40%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                  | Centene Corporation                                                                        | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2931617.10   | 0.25%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                            | Philip Morris International, Inc.                                                          | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2497268.00   | 0.22%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SCF EQUIP LEASING 2023-1 LLC / SCF EQUIP LEASING CDA 2023-1 LTD                   | SCF Equipment Leasing, LLC                                                                 | CUSIP: 784024AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    264606 | PA      | $264885.10    | 0.02%             | 2030-01-22      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| CITIGROUP CAP XIII                                                                | Citigroup Capital XIII, 10.911%                                                            | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     54000 | NS      | $1609200.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES STRATEGIC INCOME FD                                                          | Ares Strategic Income Fund                                                                 | CUSIP: 04020EAE7<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1397413.05   | 0.12%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TR 2024-6                                                  | Pagaya AI Debt Grantor Trust and Pagaya AI Debt Trust                                      | CUSIP: 69548KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1629354 | PA      | $1643601.80   | 0.14%             | 2031-11-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| J P Morgan AlternatIVe Loan Tr                                                    | J.P. Morgan Alternative Loan Trust                                                         | CUSIP: 46627MCU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    231922 | PA      | $171336.70    | 0.01%             | 2036-03-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                            | Philip Morris International, Inc.                                                          | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    625000 | PA      | $635061.51    | 0.05%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                            | CenterPoint Energy, Inc.                                                                   | CUSIP: 15189TBF3<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1109495.45   | 0.10%             | 2026-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BK CDA                                                                      | Royal Bank of Canada                                                                       | CUSIP: 78017FZQ9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3003317.31   | 0.26%             | 2027-10-18      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDGS LLC / MILEAGE PLUS INTELLECTUAL PPTY ASSETS LTD                | Mileage Plus Holdings, LLC                                                                 | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1399371.74   | 0.12%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC NEW                                                                     | ONEOK, Inc.                                                                                | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012218.33   | 0.09%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINL                                                                    | Synchrony Financial                                                                        | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3494565.76   | 0.30%             | 2025-07-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| A&D MTG TR 2023-NQM3                                                              | A&D Mortgage Trust                                                                         | CUSIP: 00249FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2984450 | PA      | $3016801.27   | 0.26%             | 2068-07-25      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TR 2024-1PL                                                              | ACHV ABS Trust                                                                             | CUSIP: 00092BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1368621 | PA      | $1375638.42   | 0.12%             | 2031-04-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FIN CORP MED TERM NTS BOOK ENTRY                                   | American Honda Finance Corporation                                                         | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2130590.30   | 0.18%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GROUP INC                                                    | Sumitomo Mitsui Financial Group, Inc.                                                      | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2400000 | PA      | $2315577.34   | 0.20%             | 2027-01-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                                    | Avis Budget Rental Car Funding AESOP, LLC                                                  | CUSIP: 05377RHC1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   5370000 | PA      | $5479223.12   | 0.47%             | 2028-04-20      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINL                                                                    | Synchrony Financial                                                                        | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012771.39   | 0.09%             | 2030-08-02      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR6 TR                                                 | Progress Residential Trust                                                                 | CUSIP: 74333HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4061754 | PA      | $3948420.67   | 0.34%             | 2038-07-17      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| OAK STR INVT GRADE NET LEASE FD SER 2020-1 LLC / OAK STR INVT GRADE FD CDA /      | Oak Street Investment                                                                      | CUSIP: 67181DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2348624 | PA      | $2261773.01   | 0.19%             | 2050-11-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                | Royalty Pharma plc                                                                         | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2020817.72   | 0.17%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD & DELTA AIR LINES INC                                             | Delta Air Lines, Inc./SkyMiles IP, Ltd.                                                    | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $470633.58    | 0.04%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                   | Xcel Energy, Inc.                                                                          | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1915216.06   | 0.17%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                           | Santander Holdings USA, Inc.                                                               | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1254285.71   | 0.11%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                  | Centene Corporation                                                                        | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1735192.06   | 0.15%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                            | Federal Home Loan Mortgage Corporation Multifamily Structured Pass Through Certificates    | CUSIP: 3137HH6C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2049337.80   | 0.18%             | 2029-09-25      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | Morgan Stanley                                                                             | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1914333.73   | 0.16%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2024-2 LTD / PALMER SQUARE LN FDG 2024-2 LLC                 | Palmer Square Loan Funding, Ltd.                                                           | CUSIP: 69703RAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   5000000 | PA      | $4974685.00   | 0.43%             | 2033-01-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                            | International Flavors & Fragrances, Inc.                                                   | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1167922.39   | 0.10%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP MEDIUM TERM SR NT BOOK ENTRY                            | Bank of New York Mellon Corporation                                                        | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1327534.06   | 0.11%             | 2029-10-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                      | SK Hynix, Inc.                                                                             | CUSIP: 78392BAG2<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   1250000 | PA      | $1266992.50   | 0.11%             | 2027-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL2 TR                                                                 | PRET Trust                                                                                 | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2969126 | PA      | $2855438.87   | 0.25%             | 2064-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HLDGS INC                                                                  | Nomura Holdings, Inc.                                                                      | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1442787.75   | 0.12%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| EPR PPTYS                                                                         | EPR Properties                                                                             | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3088562.53   | 0.27%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                                    | Cascade Funding Mortgage Trust                                                             | CUSIP: 12529KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    302646 | PA      | $298494.71    | 0.03%             | 2041-03-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CR FD                                                          | Blackstone Private Credit Fund                                                             | CUSIP: 09261HBP1<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1139161.40   | 0.10%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MFRS & TRADERS TR CO BK NT PROGRAM                                                | Manufacturers & Traders Trust Company                                                      | CUSIP: 55279HAV2<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1998821.90   | 0.17%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2021-8                                                    | Verus Securitization Trust                                                                 | CUSIP: 92538GAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1507173 | PA      | $1345092.17   | 0.12%             | 2066-11-25      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FD                                                          | Ares Strategic Income Fund                                                                 | CUSIP: 04020EAC1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1595465.50   | 0.14%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| HYATT HOTELS CORP                                                                 | Hyatt Hotels Corporation                                                                   | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2898626.02   | 0.25%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                             | Kinder Morgan, Inc.                                                                        | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1766718.98   | 0.15%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                          | Vistra Operations Company, LLC                                                             | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2997393.60   | 0.26%             | 2025-05-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                         | Jabil, Inc.                                                                                | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1493766.05   | 0.13%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG MEDIUM TERM NTS BOOK ENTRY 144A                          | New York Life Global Funding                                                               | CUSIP: 64952WFD0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1941741.08   | 0.17%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TR 2024-A                                             | Affirm Asset Securitization Trust                                                          | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3300000 | PA      | $3313697.97   | 0.29%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp                                                 | Goldman Sachs Private Credit Corporation                                                   | CUSIP: 38152BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $751616.22    | 0.06%             | 2028-05-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAFL 2021-RTL1 ISSUER LLC                                                         | CAFL Issuer, LLC                                                                           | CUSIP: 12468RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4870649 | PA      | $4858714.29   | 0.42%             | 2029-03-28      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| ALLY FINL INC                                                                     | Ally Financial, Inc.                                                                       | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4756343.58   | 0.41%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                      | Stryker Corporation                                                                        | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1922348.71   | 0.17%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                          | U.S. Treasury Notes                                                                        | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $11092812.50  | 0.96%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                       | Southern Company                                                                           | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1210245.26   | 0.10%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                     | Volkswagen Group of America Finance, LLC                                                   | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1914830.41   | 0.17%             | 2027-03-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TRUIST FINL CORP SR MED TERM NTS BOOK ENTRY                                       | Truist Financial Corporation                                                               | CUSIP: 89788MAH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1347200.72   | 0.12%             | 2026-07-28      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| REGIONS FINL CORP NEW                                                             | Regions Financial Corporation                                                              | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1226779.25   | 0.11%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | Federal National Mortgage Association Conventional 30-Yr. Pass Through                     | CUSIP: 01F052656<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11250000 | PA      | $11225713.73  | 0.97%             | 2041-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK MONTREAL QUE                                                                 | Bank of Montreal                                                                           | CUSIP: 06368LC53<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1885000 | PA      | $1913430.34   | 0.16%             | 2026-12-11      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| NOMURA HLDGS INC                                                                  | Nomura Holdings, Inc.                                                                      | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   2700000 | PA      | $2752166.13   | 0.24%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                         | GATX Corporation                                                                           | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1267074.24   | 0.11%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK MONTREAL QUE                                                                 | Bank of Montreal                                                                           | CUSIP: 06368L3K0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3064002.69   | 0.26%             | 2027-06-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: —       |
| PNC FINL SVCS GROUP INC                                                           | PNC Financial Services Group, Inc.                                                         | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1623894.47   | 0.14%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| TRUIST FINL CORP                                                                  | Truist Financial Corporation                                                               | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    825000 | PA      | $818910.84    | 0.07%             | 2025-09-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                            | Standard Chartered plc                                                                     | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2100000 | PA      | $2024718.49   | 0.17%             | 2028-01-12      | Variable      | 2.61%                 | No            |                  2 | On Loan: —       |
| MERCEDES-BENZ FIN NORTH AMER LLC                                                  | Mercedes-Benz Finance North America, LLC                                                   | CUSIP: 58769JAK3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1587833.92   | 0.14%             | 2026-08-03      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VOLT 2021-NPL5                                                                    | Vericrest Opportunity Loan Transferee                                                      | CUSIP: 92873FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    439083 | PA      | $438587.28    | 0.04%             | 2051-03-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                  | Crown Castle, Inc.                                                                         | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1263809.19   | 0.11%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2025-1 LTD / PALMER SQUARE LN FDG 2025-1 LLC                 | Palmer Square Loan Funding, Ltd.                                                           | CUSIP: 69704CAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3000000 | PA      | $2958852.00   | 0.25%             | 2033-02-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Gs Mortgage Secs Corp                                                             | GSAA Home Equity Trust                                                                     | CUSIP: 36228F4K9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    124341 | PA      | $190546.50    | 0.02%             | 2034-05-25      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                          | FMC Corporation                                                                            | CUSIP: 302491AW5<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3103845.64   | 0.27%             | 2026-05-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                    | Phillips 66 Company                                                                        | CUSIP: 718547AT9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1215725.87   | 0.10%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM6 TR                                                                 | GCAT Trust                                                                                 | CUSIP: 36167KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3509311 | PA      | $3200638.75   | 0.28%             | 2066-08-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| BANK NOVA SCOTIA B C                                                              | Bank of Nova Scotia                                                                        | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1997596.16   | 0.17%             | 2028-09-08      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                  | Glencore Funding, LLC                                                                      | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2534663.38   | 0.22%             | 2027-04-04      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                       | Hertz Vehicle Financing III, LLC                                                           | CUSIP: 42806MCK3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   2533000 | PA      | $2574999.42   | 0.22%             | 2029-01-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS INC                                                         | Universal Health Services, Inc.                                                            | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2494955.35   | 0.22%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                          | Lloyds Banking Group plc                                                                   | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $349007.43    | 0.03%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| STATE STR CORP                                                                    | State Street Corporation                                                                   | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1913595.74   | 0.16%             | 2028-04-24      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| CFMT 2023-HB12 LLC                                                                | Cascade Funding Mortgage Trust, LLC                                                        | CUSIP: 12530QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    593190 | PA      | $587426.07    | 0.05%             | 2033-04-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FDG 2024-1 LLC                                                      | Auxilior Term Funding, LLC                                                                 | CUSIP: 05335FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3548364 | PA      | $3570578.77   | 0.31%             | 2027-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BANK MONTREAL QUE                                                                 | Bank of Montreal                                                                           | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2250000 | PA      | $2251905.64   | 0.19%             | 2027-09-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| AVIATION CAP GROUP CORP                                                           | Aviation Capital Group, LLC                                                                | CUSIP: 05367AAH6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2497216.60   | 0.22%             | 2025-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                        | AbbVie, Inc.                                                                               | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3044587.26   | 0.26%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                      | Barclays plc                                                                               | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $1903007.72   | 0.16%             | 2028-09-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                  | Altria Group, Inc.                                                                         | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $2005522.81   | 0.17%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                               | Constellation Energy Generation, LLC                                                       | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1962947.40   | 0.17%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | Federal National Mortgage Association Conventional 15-Yr. Pass Through                     | CUSIP: 01F050452<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4500000 | PA      | $4523966.10   | 0.39%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                              | Howmet Aerospace, Inc.                                                                     | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1803162.13   | 0.16%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                       | Southern Company                                                                           | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1083860.58   | 0.09%             | 2051-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAP AMER MEDIUM TERM NTS BOOK ENTRY 144A                                  | Hyundai Capital America                                                                    | CUSIP: 44891ACQ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1257697.36   | 0.11%             | 2025-11-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAP CORP II                                                              | Blue Owl Capital Corporation II                                                            | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1301805.38   | 0.11%             | 2026-11-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                       | Oracle Corporation                                                                         | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1601375.33   | 0.14%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FS KKR CAP CORP                                                                   | FS KKR Capital Corporation                                                                 | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2958185.46   | 0.25%             | 2026-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE MEDIUM TERM NTS BOOK ENTRY 144A                                  | Societe Generale SA                                                                        | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $1957866.88   | 0.17%             | 2026-12-14      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS L P                                                      | Cheniere Energy Partners, LP                                                               | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3907647.36   | 0.34%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                           | Goldman Sachs Group, Inc.                                                                  | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1120294.04   | 0.10%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| J P Morgan Mortgage Tr                                                            | J.P. Morgan Mortgage Trust                                                                 | CUSIP: 466247E74<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    126941 | PA      | $88564.39     | 0.01%             | 2036-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                          | General Motors Financial Company, Inc.                                                     | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    950000 | PA      | $959643.74    | 0.08%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                           | Arthur J. Gallagher & Company                                                              | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1058160.42   | 0.09%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER LLC / CHARTER COMMUNICATIONS OPER CAP CORP            | Charter Communications Operating, LLC/Charter Communications Operating Capital Corporation | CUSIP: 161175CM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    875000 | PA      | $891901.34    | 0.08%             | 2026-11-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                           | Goldman Sachs Group, Inc.                                                                  | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $2015715.05   | 0.17%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| NISSAN MTR ACCEP CO LLC                                                           | Nissan Motor Acceptance Company, LLC                                                       | CUSIP: 65480CAG0<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2646386.32   | 0.23%             | 2027-09-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| U S BANCORP MEDIUM TERM NTS- BOOK ENTRY                                           | U.S. Bancorp                                                                               | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2032345.30   | 0.18%             | 2030-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| AVOLON HLDGS FDG LTD                                                              | Avolon Holdings Funding, Ltd.                                                              | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    650000 | PA      | $644148.51    | 0.06%             | 2026-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECD LENDING FD                                                        | Blackstone Secured Lending Fund                                                            | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1746640.25   | 0.15%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                                      | Comerica, Inc.                                                                             | CUSIP: 200340AU1<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    665000 | PA      | $659421.32    | 0.06%             | 2025-07-01      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                      | Illumina, Inc.                                                                             | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000113.82   | 0.09%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR2 TR                                                 | Progress Residential Trust                                                                 | CUSIP: 74334GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1494381.28   | 0.13%             | 2042-04-17      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC DEL                                                           | Delta Air Lines, Inc.                                                                      | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.17%             | 2025-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cwalt Inc                                                                         | Countrywide Alternative Loan Trust                                                         | CUSIP: 12668BEG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     86868 | PA      | $69067.76     | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | 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        |   2750000 | PA      | $2765996.48   | 0.24%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                              | Colgate-Palmolive Company                                                                  | CUSIP: 194162AT0<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1581637.54   | 0.14%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                                    | Avis Budget Rental Car Funding AESOP, LLC                                                  | CUSIP: 05377RGC2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   7050000 | PA      | $7160961.36   | 0.62%             | 2029-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                        | Fiserv, Inc.                                                                               | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1945296.82   | 0.17%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LN MGMT US CLO 11 LTD / GOLDENTREE LN MGMT US CLO 11 LLC               | GoldenTree Loan Management US CLO 11, Ltd.                                                 | CUSIP: 38138KAL4<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $1988034.00   | 0.17%             | 2034-10-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| LPL HLDGS INC                                                                     | LPL Holdings, Inc.                                                                         | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1615138.56   | 0.14%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| MET TOWER GLOBAL FDG MEDIUM TERM NTS BOOK ENTRY 144A                              | Met Tower Global Funding                                                                   | CUSIP: 58989V2J2<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1986326.22   | 0.17%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENEL FIN INTL N V                                                                 | Enel Finance International NV                                                              | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $2014812.32   | 0.17%             | 2025-10-14      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| STATE STR CORP                                                                    | State Street Corporation                                                                   | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2010463.04   | 0.17%             | 2026-11-04      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BK AG N Y BRANCH                                                         | Deutsche Bank AG/New York, NY                                                              | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1300000 | PA      | $1301408.03   | 0.11%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TR 2024-8                                                  | Pagaya AI Debt Grantor Trust                                                               | CUSIP: 69544QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1580801 | PA      | $1587219.70   | 0.14%             | 2032-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                              | Keurig Dr Pepper, Inc.                                                                     | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2530829.15   | 0.22%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                     | Citigroup, Inc.                                                                            | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $977904.14    | 0.08%             | 2025-12-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SR NON PFD 144A MED TERM NT PROGRAM BOOK ENTRY                        | BNP Paribas SA                                                                             | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2200000 | PA      | $2146111.77   | 0.18%             | 2027-01-13      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| CITADEL LTD PARTNERSHIP                                                           | Citadel, LP                                                                                | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2594955.07   | 0.22%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US                                                     | State Street Institutional U.S. Government Money Market Fund                               | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  27305887 | NS      | $27305886.55  | 2.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON BK MEMPHIS TENN                                                     | First Horizon Bank                                                                         | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |   2499000 | PA      | $2510509.12   | 0.22%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE INC                                                 | Take-Two Interactive Software, Inc.                                                        | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1286023.98   | 0.11%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| OWL ROCK TECHNOLOGY FIN CORP                                                      | Blue Owl Technology Finance Corporation                                                    | CUSIP: 691205AC2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1989008.36   | 0.17%             | 2025-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RADNOR RE 2024-1 LTD                                                              | Radnor Re, Ltd.                                                                            | CUSIP: 75049AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1642148 | PA      | $1643192.54   | 0.14%             | 2034-09-25      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| OWL ROCK TECHNOLOGY FIN CORP                                                      | Blue Owl Technology Finance Corporation                                                    | CUSIP: 691205AE8<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   3080000 | PA      | $3004755.29   | 0.26%             | 2026-06-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTYS LTD PARTNERSHIP                                                      | Boston Properties, LP                                                                      | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2474259.95   | 0.21%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER LLC / CHARTER COMMUNICATIONS OPER CAP CORP            | Charter Communications Operating, LLC/Charter Communications Operating Capital Corporation | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1786378.29   | 0.15%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                    | Bank of America Corporation                                                                | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3383788.70   | 0.29%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| ARES CAP CORP                                                                     | Ares Capital Corporation                                                                   | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1984292.06   | 0.17%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SILVER HILL TR 2019-SBC1                                                          | Silver Hill Trust                                                                          | CUSIP: 82773XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    907839 | PA      | $891431.61    | 0.08%             | 2049-11-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| MFA 2024-NPL1 LLC                                                                 | MFA Trust                                                                                  | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2142872 | PA      | $2147280.70   | 0.19%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| ECMC GROUP STUDENT LN TR 2025-1                                                   | ECMC Group Student Loan Trust                                                              | CUSIP: 26829WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4954098 | PA      | $4905427.68   | 0.42%             | 2025-05-27      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                           | Goldman Sachs Group, Inc.                                                                  | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1901036.83   | 0.16%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| A&D MTG TR 2024-NQM4                                                              | A&D Mortgage Trust                                                                         | CUSIP: 002939AC0<br>LEI: 98450000E04EA82B8915 | Long             | ABS-CBDO         | CORP              | US        |   2791426 | PA      | $2799317.74   | 0.24%             | 2069-08-25      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| AVOLON HLDGS FDG LTD                                                              | Avolon Holdings Funding, Ltd.                                                              | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $1194091.68   | 0.10%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | Morgan Stanley                                                                             | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1499612.43   | 0.13%             | 2026-07-17      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP MEDIUM TERM NTS BOOK ENTRY                                         | McDonald's Corporation                                                                     | CUSIP: 58013MFX7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1923276.94   | 0.17%             | 2029-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                               | JPMorgan Chase & Company                                                                   | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3431674.47   | 0.30%             | 2026-11-19      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FDG TR 2021-HE2                                                 | BRAVO Residential Funding Trust                                                            | CUSIP: 10569CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1636410 | PA      | $1631014.77   | 0.14%             | 2025-05-27      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| STATE STR CORP                                                                    | State Street Corporation                                                                   | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2290941.91   | 0.20%             | 2029-11-21      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                               | JPMorgan Chase & Company                                                                   | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1242143.15   | 0.11%             | 2027-02-04      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2020-SFR2                                                          | FirstKey Homes Trust                                                                       | CUSIP: 33767JAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $981752.40    | 0.08%             | 2037-10-19      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                                       | Lennar Corporation                                                                         | CUSIP: 526057BV5<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1399792.74   | 0.12%             | 2025-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATL BK COLUMBUS OH                                                    | Huntington Bank Auto Credit-Linked Notes                                                   | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    602780 | PA      | $605796.37    | 0.05%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TR                                                                  | Affirm Master Trust                                                                        | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4522797.00   | 0.39%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BPCE SR NON PFD MED TERM NTS BOOK ENTRY 144A                                      | BPCE SA                                                                                    | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1750000 | PA      | $1763995.84   | 0.15%             | 2027-01-18      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                          | General Motors Financial Company, Inc.                                                     | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2551569.53   | 0.22%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CHNGE MTG TR 2023-1                                                               | CHNGE Mortgage Trust                                                                       | CUSIP: 12547QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2752074 | PA      | $2766439.31   | 0.24%             | 2058-03-25      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| TRK 2021-INV2 TR                                                                  | TRK Trust                                                                                  | CUSIP: 87267TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4323525 | PA      | $3813025.58   | 0.33%             | 2056-11-25      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATL ASSN CLEVELAND OHIO GLOBAL BK NTS BOOK ENTRY 3/A2                    | KeyBank NA/Cleveland, OH                                                                   | CUSIP: 49327M3G7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1497651.24   | 0.13%             | 2026-01-26      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| U S BANCORP MEDIUM TERM NTS- BOOK ENTRY                                           | U.S. Bancorp                                                                               | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1754881.87   | 0.15%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | Morgan Stanley                                                                             | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2263710.67   | 0.20%             | 2026-10-16      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | Morgan Stanley                                                                             | CUSIP: 6174467X1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2081004.34   | 0.18%             | 2025-11-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                              | WEC Energy Group, Inc.                                                                     | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    794000 | PA      | $804801.97    | 0.07%             | 2026-09-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                        | VMware, LLC                                                                                | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    650000 | PA      | $623908.08    | 0.05%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                          | RTX Corporation                                                                            | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1936391.61   | 0.17%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BK CINCINNATI OHIO MEDIUM TERM SUB BK NTS BOOK ENTRY                  | Fifth Third Bank NA                                                                        | CUSIP: 31677AAB0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1386682.63   | 0.12%             | 2026-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC MEDIUM TERM NTS BOOK ENTRY 144A                            | Standard Chartered plc                                                                     | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1629182.18   | 0.14%             | 2029-01-21      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| AGCO CORP DEL                                                                     | AGCO Corporation                                                                           | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1916491.87   | 0.17%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                               | JPMorgan Chase & Company                                                                   | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1891924.77   | 0.16%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP NEW                                                           | American Tower Corporation                                                                 | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2108631.03   | 0.18%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANNISA CLO LTD / ANNISA CLO LLC                                                   | Annisa CLO, Ltd.                                                                           | CUSIP: 036011AS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3500000 | PA      | $3494750.00   | 0.30%             | 2031-07-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR7 TR                                                 | Progress Residential Trust                                                                 | CUSIP: 74333PAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3484086.00   | 0.30%             | 2040-08-17      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| BP CAP MKTS AMER INC                                                              | BP Capital Markets America, Inc.                                                           | CUSIP: 10373QBX7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    950000 | PA      | $961202.96    | 0.08%             | 2029-04-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG MEDIUM TERM NTS BOOK ENTRY 144A                          | New York Life Global Funding                                                               | CUSIP: 64952WFG3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2575214.10   | 0.22%             | 2029-06-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                                                            | General Motors Financial Company, Inc.                                                     | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1904641.70   | 0.16%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP DESIGNATED ACTIVITY CO / AERCAP GLOBAL AVIATION TR             | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                    | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1550000 | PA      | $1582791.69   | 0.14%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HSBC HLDGS PLC                                                                    | HSBC Holdings plc                                                                          | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2150000 | PA      | $2173179.58   | 0.19%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                 | NatWest Group plc                                                                          | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1261683.78   | 0.11%             | 2027-03-02      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                            | Morgan Stanley Bank NA                                                                     | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1928617.40   | 0.17%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Banc America Funding Corp                                                         | Banc of America Funding Trust                                                              | CUSIP: 05946XND1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    212448 | PA      | $213420.47    | 0.02%             | 2035-01-25      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                           | Goldman Sachs Group, Inc.                                                                  | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1930301.60   | 0.17%             | 2026-05-10      | Variable      | 3.80%                 | No            |                  2 | On Loan: —       |
| AIRCASTLE LTD                                                                     | Aircastle, Ltd.                                                                            | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   3400000 | PA      | $3394632.35   | 0.29%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MFA 2022-CHM1 TR                                                                  | MFA Trust                                                                                  | CUSIP: 552758AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4086602 | PA      | $3990505.92   | 0.34%             | 2056-09-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                  | Glencore Funding, LLC                                                                      | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2636709.79   | 0.23%             | 2028-10-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLDGS LTD                                                    | Macquarie Airfinance Holdings, Ltd.                                                        | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1275736.41   | 0.11%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                           | Flagstar Mortgage Trust                                                                    | CUSIP: 33851MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2125889 | PA      | $1910952.03   | 0.16%             | 2041-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                      | UBS Group AG                                                                               | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2200000 | PA      | $2253234.70   | 0.19%             | 2030-02-08      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S A LONDON BRH SR NON-PFD MED TERM NTS BOOK ENTRY 144A            | Credit Agricole SA                                                                         | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $1997982.70   | 0.17%             | 2028-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| NYMT LN TR SER 2024-BPL2                                                          | NYMT Loan Trust                                                                            | CUSIP: 67120TAA8<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2524916.00   | 0.22%             | 2039-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BK COMM TORONTO BRH FOR FUTURE ISSUES SEE 13607G                | Canadian Imperial Bank of Commerce                                                         | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2035737.56   | 0.18%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| NORDEA BK ABP MED TERM NTS BOOK ENTRY 144A                                        | Nordea Bank Abp                                                                            | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   3300000 | PA      | $3173511.63   | 0.27%             | 2026-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HLDGS FDG LTD                                                              | Avolon Holdings Funding, Ltd.                                                              | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2150000 | PA      | $2152652.20   | 0.19%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| U S BANCORP MEDIUM TERM NTS- BOOK ENTRY                                           | U.S. Bancorp                                                                               | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1266332.08   | 0.11%             | 2031-02-12      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BK COLUMBUS GA                                                            | Synovus Bank                                                                               | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $3165751.74   | 0.27%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                    | Wells Fargo & Company                                                                      | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1498874.03   | 0.13%             | 2026-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                        | Mattel, Inc.                                                                               | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3432940.00   | 0.30%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| B A T INTL FIN PLC                                                                | BAT International Finance plc                                                              | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $1987772.08   | 0.17%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP DESIGNATED ACTIVITY CO / AERCAP GLOBAL AVIATION TR             | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                    | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    750000 | PA      | $725516.98    | 0.06%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP NEW                                                           | Charles Schwab Corporation                                                                 | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598012.20    | 0.05%             | 2025-06-01      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| BENEFIT STR PARTNERS CLO IV LTD / BENEFIT STR PARTNERS CLO IV LLC                 | Benefit Street Partners CLO IV, Ltd.                                                       | CUSIP: 08180FBW0<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-O            | CORP              | KY        |   3600000 | PA      | $3600770.40   | 0.31%             | 2034-04-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ING GROEP N V                                                                     | ING Groep NV                                                                               | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1947986.50   | 0.17%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LN ADVISERS CLO 35 LTD / NEUBERGER BERMAN LN ADVISERS CLO 35 LLC | Neuberger Berman Loan Advisers CLO 35, Ltd.                                                | CUSIP: 64133CAS8<br>LEI: 549300MYVO80EQUJK294 | Long             | DBT              | CORP              | KY        |   2600000 | PA      | $2591620.20   | 0.22%             | 2033-01-19      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                | Banco Santander SA                                                                         | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $2038354.96   | 0.18%             | 2028-07-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| PNC FINL SVCS GROUP INC                                                           | PNC Financial Services Group, Inc.                                                         | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1287413.08   | 0.11%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| GS MTG-BACKED SECS TR 2020-NQM1                                                   | GS Mortgage-Backed Securities Trust                                                        | CUSIP: 36259WAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    264414 | PA      | $248323.17    | 0.02%             | 2060-09-27      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| MARS INC DEL                                                                      | Mars, Inc.                                                                                 | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1516174.52   | 0.13%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CR INCOME CORP                                                           | Blue Owl Credit Income Corporation                                                         | CUSIP: 09581CAA9<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1921177.50   | 0.17%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BK A G                                                                   | Deutsche Bank AG                                                                           | CUSIP: 251525AX9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3000000 | PA      | $2938011.30   | 0.25%             | 2025-10-30      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                               | JPMorgan Chase & Company                                                                   | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1718326.07   | 0.15%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                      | Alphabet, Inc.                                                                             | CUSIP: 02079KAK3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1873744.26   | 0.16%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIR CDA                                                                           | Air Canada                                                                                 | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   3125000 | PA      | $3066390.59   | 0.26%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COLT 2024-INV3 MTG LN TR                                                          | COLT Mortgage Loan Trust                                                                   | CUSIP: 196919AA2<br>LEI: 2138006GN5HS2TH8G784 | Long             | ABS-CBDO         | CORP              | US        |   3909072 | PA      | $3910337.73   | 0.34%             | 2069-09-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                      | Citibank NA                                                                                | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2164716.32   | 0.19%             | 2027-11-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CAP CORP                                                                   | Sprint Capital Corporation                                                                 | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   4730000 | PA      | $5059104.32   | 0.44%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                                | Conagra Brands, Inc.                                                                       | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2768481.24   | 0.24%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HLDGS INC                                                             | Warnermedia Holdings, Inc.                                                                 | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3114071.39   | 0.27%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLIED MATLS INC                                                                 | Applied Materials, Inc.                                                                    | CUSIP: 038222AS4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1305488.58   | 0.11%             | 2029-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                             | Kinder Morgan, Inc.                                                                        | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1319843.34   | 0.11%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                     | Citigroup, Inc.                                                                            | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1116177.11   | 0.10%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| LHOME MTG TR 2023-RTL2                                                            | LHOME Mortgage Trust                                                                       | CUSIP: 50205BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1900000 | PA      | $1910909.04   | 0.16%             | 2028-06-25      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS CO                                                                   | General Motors Company                                                                     | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    938000 | PA      | $941510.42    | 0.08%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cwalt Inc                                                                         | Countrywide Alternative Loan Trust                                                         | CUSIP: 12668AMF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     88224 | PA      | $56876.36     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S A LONDON BRH SR NON-PFD MED TERM NTS BOOK ENTRY 144A            | Credit Agricole SA                                                                         | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1275000 | PA      | $1338497.36   | 0.12%             | 2029-10-03      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                       | Walmart, Inc.                                                                              | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1618769.87   | 0.14%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FIN CORP II                                                   | Blue Owl Technology Finance Corporation                                                    | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1728731.14   | 0.15%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL BK CDA MEDIUM TERM NTS BOOK ENTRY                                        | National Bank of Canada                                                                    | CUSIP: 63307A3A1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   2700000 | PA      | $2732067.71   | 0.24%             | 2027-07-02      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                     | AppLovin Corporation                                                                       | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4032848.24   | 0.35%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ROC MTG TR 2021-RTL1                                                              | Roc Mortgage Trust                                                                         | CUSIP: 77118TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    581380 | PA      | $580394.50    | 0.05%             | 2026-08-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-28

**Name of Applicant:** Thrivent Mutual Funds

**Signature:** Sarah L. Bergstrom

**Name of Signer:** Sarah L. Bergstrom

**Title:** Treasurer and Principal Accounting Officer