# EDGAR Filing Document

**Accession Number:** 0001282693
**File Stem:** 0000894189-26-014916
**Filing Date:** 2026-5
**Character Count:** 1084681
**Document Hash:** ef5b3e325fb8abf9720031494fdfab63
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-26-014916.hdr.sgml**: 20260515

**ACCESSION NUMBER**: 0000894189-26-014916

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260515

**DATE AS OF CHANGE**: 20260515

**PERIOD START**: 20261231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09997
- **FILM NUMBER:** 26983234

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

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

## Series and Classes Contracts Data

### Baird Core Plus Bond Fund (Series ID: S000000754)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000002165 | Institutional | BCOIX           |
| C000002166 | Investor      | BCOSX           |

## Nport-Ex

---

| | | |
|:---|:---|:---|
| **Baird Core Plus Bond Fund** | **Baird Core Plus Bond Fund** | **Baird Core Plus Bond Fund** |
| **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **CORPORATE BONDS - 47.0%** | **Par**  | **Value**  |
| **Financials - 21.2%** | **Financials - 21.2%** | **Financials - 21.2%** |
|  200 Park Funding Trust, 5.74%, 02/15/2055 (Callable 08/15/2054) <sup>(a)</sup> | $10000000 | $9607581 |
| ABN AMRO Bank NV | ABN AMRO Bank NV | ABN AMRO Bank NV |
| &nbsp;&nbsp; 4.80%, 04/18/2026 <sup>(a)</sup> | 47025000 | 47002042 |
| &nbsp;&nbsp; 1.54% to 06/16/2026 then 1 yr. CMT Rate + 0.80%, 06/16/2027 (Callable 06/16/2026) <sup>(a)</sup> | 12250000 | 12169517 |
| &nbsp;&nbsp; 4.99% to 12/03/2027 then 1 yr. CMT Rate + 0.78%, 12/03/2028 (Callable 12/03/2027) <sup>(a)</sup> | 31353000 | 31583275 |
| &nbsp;&nbsp; 5.52% to 12/03/2034 then 1 yr. CMT Rate + 1.25%, 12/03/2035 (Callable 12/03/2034) <sup>(a)</sup> | 22000000 | 22301214 |
| &nbsp;&nbsp; 3.32% to 03/13/2032 then 5 yr. CMT Rate + 1.90%, 03/13/2037 (Callable 12/13/2031) <sup>(a)</sup> | 31325000 | 27959604 |
|  AEGON Funding Co. LLC, 5.50%, 04/16/2027 (Callable 03/16/2027) <sup>(a)</sup> | 10000000 | 10087944 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust |
| &nbsp;&nbsp; 6.45%, 04/15/2027 (Callable 03/15/2027) | 38501000 | 39225734 |
| &nbsp;&nbsp; 5.75%, 06/06/2028 (Callable 05/06/2028) | 10000000 | 10245614 |
| &nbsp;&nbsp; 3.00%, 10/29/2028 (Callable 08/29/2028) | 60085000 | 57836888 |
| &nbsp;&nbsp; 4.63%, 09/10/2029 (Callable 08/10/2029) | 7575000 | 7560038 |
| Agree LP | Agree LP | Agree LP |
| &nbsp;&nbsp; 2.90%, 10/01/2030 (Callable 07/01/2030) | 12809000 | 11831234 |
| &nbsp;&nbsp; 5.63%, 06/15/2034 (Callable 03/15/2034) | 12000000 | 12254733 |
| AIB Group PLC | AIB Group PLC | AIB Group PLC |
| &nbsp;&nbsp; 6.61% to 09/13/2028 then SOFR + 2.33%, 09/13/2029 (Callable 09/13/2028) <sup>(a)</sup> | 59178000 | 61935153 |
| &nbsp;&nbsp; 5.32% to 05/15/2030 then SOFR + 1.65%, 05/15/2031 (Callable 05/15/2030) <sup>(a)</sup> | 5800000 | 5904288 |
| &nbsp;&nbsp; 5.87% to 03/28/2034 then SOFR + 1.91%, 03/28/2035 (Callable 03/28/2034) <sup>(a)</sup> | 41350000 | 42729482 |
|  AIG SunAmerica Global Financing X, 6.90%, 03/15/2032 <sup>(a)</sup> | 10549000 | 11438970 |
|  Air Lease Corp., 5.85%, 12/15/2027 (Callable 11/15/2027) | 10000000 | 10208910 |
| Aircastle Ltd. | Aircastle Ltd. | Aircastle Ltd. |
| &nbsp;&nbsp; 2.85%, 01/26/2028 (Callable 11/26/2027) <sup>(a)</sup> | 8025000 | 7774235 |
| &nbsp;&nbsp; 6.50%, 07/18/2028 (Callable 06/18/2028) <sup>(a)</sup> | 5000000 | 5183788 |
| &nbsp;&nbsp; 5.95%, 02/15/2029 (Callable 01/15/2029) <sup>(a)</sup> | 15500000 | 15923691 |
| Aircastle Ltd. / Aircastle Ireland DAC | Aircastle Ltd. / Aircastle Ireland DAC | Aircastle Ltd. / Aircastle Ireland DAC |
| &nbsp;&nbsp; 5.25%, 03/15/2030 (Callable 02/15/2030) <sup>(a)</sup> | 14267000 | 14384384 |
| &nbsp;&nbsp; 5.00%, 09/15/2030 (Callable 08/15/2030) <sup>(a)</sup> | 12000000 | 11971423 |
| &nbsp;&nbsp; 5.75%, 10/01/2031 (Callable 08/01/2031) <sup>(a)</sup> | 12250000 | 12542999 |
| Ally Financial, Inc. | Ally Financial, Inc. | Ally Financial, Inc. |
| &nbsp;&nbsp; 6.99% to 06/13/2028 then SOFR + 3.26%, 06/13/2029 (Callable 06/13/2028) | 16891000 | 17592943 |
| &nbsp;&nbsp; 6.85% to 01/03/2029 then SOFR + 2.82%, 01/03/2030 (Callable 01/03/2029) | 10000000 | 10430268 |
|  American International Group, Inc., 5.13%, 03/27/2033 (Callable 12/27/2032) | 6000000 | 6057830 |
| American National Global Funding | American National Global Funding | American National Global Funding |
| &nbsp;&nbsp; 4.63%, 12/15/2028 <sup>(a)</sup> | 10000000 | 9923216 |
| &nbsp;&nbsp; 5.55%, 01/28/2030 <sup>(a)</sup> | 25000000 | 25254808 |
| &nbsp;&nbsp; 5.25%, 06/03/2030 <sup>(a)</sup> | 11500000 | 11453133 |
| &nbsp;&nbsp; 4.88%, 01/23/2031 <sup>(a)</sup> | 29600000 | 28971459 |
| American National Group, Inc. | American National Group, Inc. | American National Group, Inc. |
| &nbsp;&nbsp; 5.75%, 10/01/2029 (Callable 09/01/2029) | 8000000 | 8082521 |
| &nbsp;&nbsp; 6.00%, 07/15/2035 (Callable 04/15/2035) | 20000000 | 19497722 |
| Americold Realty Operating Partnership LP | Americold Realty Operating Partnership LP | Americold Realty Operating Partnership LP |
| &nbsp;&nbsp; 5.60%, 05/15/2032 (Callable 03/15/2032) | 27738000 | 27439122 |
| &nbsp;&nbsp; 5.41%, 09/12/2034 (Callable 06/12/2034) | 35000000 | 33280632 |
|  AmFam Holdings, Inc., 2.81%, 03/11/2031 (Callable 12/11/2030) <sup>(a)</sup> | 7000000 | 6140289 |
|  Arthur J Gallagher & Co., 5.55%, 02/15/2055 (Callable 08/15/2054) | 14250000 | 13302618 |
| Assurant, Inc. | Assurant, Inc. | Assurant, Inc. |
| &nbsp;&nbsp; 4.90%, 03/27/2028 (Callable 12/27/2027) | 4250000 | 4267872 |
| &nbsp;&nbsp; 3.70%, 02/22/2030 (Callable 11/22/2029) | 7000000 | 6714145 |
| Athene Global Funding | Athene Global Funding | Athene Global Funding |
| &nbsp;&nbsp; 4.83%, 05/09/2028 <sup>(a)</sup> | 10730000 | 10691613 |
| &nbsp;&nbsp; 5.58%, 01/09/2029 <sup>(a)</sup> | 15278000 | 15418473 |
| Australia & New Zealand Banking Group Ltd. | Australia & New Zealand Banking Group Ltd. | Australia & New Zealand Banking Group Ltd. |
| &nbsp;&nbsp; 6.74%, 12/08/2032 <sup>(a)</sup> | 33000000 | 35781663 |
| &nbsp;&nbsp; 5.20% to 09/30/2034 then 1 yr. CMT Rate + 1.47%, 09/30/2035 (Callable 09/30/2034) <sup>(a)</sup> | 70350000 | 69258221 |
| &nbsp;&nbsp; 2.57% to 11/25/2030 then 5 yr. CMT Rate + 1.70%, 11/25/2035 (Callable 11/25/2030) <sup>(a)</sup> | 13000000 | 11619017 |
| Aviation Capital Group LLC | Aviation Capital Group LLC | Aviation Capital Group LLC |
| &nbsp;&nbsp; 6.25%, 04/15/2028 (Callable 03/15/2028) <sup>(a)</sup> | 18379000 | 18891478 |
| &nbsp;&nbsp; 5.38%, 07/15/2029 (Callable 06/15/2029) <sup>(a)</sup> | 37152000 | 37733759 |
| &nbsp;&nbsp; 5.13%, 04/10/2030 (Callable 03/10/2030) <sup>(a)</sup> | 10000000 | 10052096 |
| &nbsp;&nbsp; 6.38%, 07/15/2030 (Callable 05/15/2030) <sup>(a)</sup> | 36120000 | 38017785 |
| &nbsp;&nbsp; 4.80%, 10/24/2030 (Callable 09/24/2030) <sup>(a)</sup> | 16279000 | 16090990 |
| &nbsp;&nbsp; 4.88%, 01/28/2033 (Callable 11/28/2032) <sup>(a)</sup> | 20000000 | 19300169 |
| Avolon Holdings Funding Ltd. | Avolon Holdings Funding Ltd. | Avolon Holdings Funding Ltd. |
| &nbsp;&nbsp; 4.95%, 01/15/2028 (Callable 12/15/2027) <sup>(a)</sup> | 16000000 | 16052664 |
| &nbsp;&nbsp; 6.38%, 05/04/2028 (Callable 04/04/2028) <sup>(a)</sup> | 10000000 | 10293051 |
| &nbsp;&nbsp; 5.38%, 05/30/2030 (Callable 04/30/2030) <sup>(a)</sup> | 12000000 | 12130842 |
| Banco Santander SA | Banco Santander SA | Banco Santander SA |
| &nbsp;&nbsp; 1.72% to 09/14/2026 then 1 yr. CMT Rate + 0.90%, 09/14/2027 (Callable 09/14/2026) | 10000000 | 9872408 |
| &nbsp;&nbsp; 6.61%, 11/07/2028 | 8400000 | 8828476 |
| &nbsp;&nbsp; 5.54% to 03/14/2029 then 1 yr. CMT Rate + 1.45%, 03/14/2030 (Callable 03/14/2029) | 10000000 | 10238957 |
| &nbsp;&nbsp; 2.75%, 12/03/2030 | 5000000 | 4478756 |
| &nbsp;&nbsp; 3.23% to 11/22/2031 then 1 yr. CMT Rate + 1.60%, 11/22/2032 (Callable 08/22/2031) | 35000000 | 31415853 |
| &nbsp;&nbsp; 6.92%, 08/08/2033 | 7842000 | 8463799 |
| &nbsp;&nbsp; 6.35%, 03/14/2034 | 35000000 | 36764420 |
| Bank of America Corp. | Bank of America Corp. | Bank of America Corp. |
| &nbsp;&nbsp; 6.20% to 11/10/2027 then SOFR + 1.99%, 11/10/2028 (Callable 11/10/2027) | 12000000 | 12327520 |
| &nbsp;&nbsp; 3.42% to 12/20/2027 then 3 mo. Term SOFR + 1.30%, 12/20/2028 (Callable 12/20/2027) | 19539000 | 19194557 |
| &nbsp;&nbsp; 5.20% to 04/25/2028 then SOFR + 1.63%, 04/25/2029 (Callable 04/25/2028) | 15000000 | 15213584 |
| &nbsp;&nbsp; 2.09% to 06/14/2028 then SOFR + 1.06%, 06/14/2029 (Callable 06/14/2028) | 12000000 | 11417279 |
| &nbsp;&nbsp; 4.27% to 07/23/2028 then 3 mo. Term SOFR + 1.57%, 07/23/2029 (Callable 07/23/2028) | 10000000 | 9959238 |
| &nbsp;&nbsp; 2.50% to 02/13/2030 then 3 mo. Term SOFR + 1.25%, 02/13/2031 (Callable 02/13/2030) | 7000000 | 6470247 |
| &nbsp;&nbsp; 2.59% to 04/29/2030 then SOFR + 2.15%, 04/29/2031 (Callable 04/29/2030) | 35000000 | 32334237 |
| &nbsp;&nbsp; 1.90% to 07/23/2030 then SOFR + 1.53%, 07/23/2031 (Callable 07/23/2030) | 10000000 | 8906437 |
| &nbsp;&nbsp; 2.97% to 02/04/2032 then SOFR + 1.33%, 02/04/2033 (Callable 02/04/2032) | 13750000 | 12446680 |
| &nbsp;&nbsp; 7.75%, 05/14/2038 | 725000 | 861355 |
| Bank of Ireland Group PLC | Bank of Ireland Group PLC | Bank of Ireland Group PLC |
| &nbsp;&nbsp; 2.03% to 09/30/2026 then 1 yr. CMT Rate + 1.10%, 09/30/2027 (Callable 09/30/2026) <sup>(a)</sup> | 10202000 | 10070711 |
| &nbsp;&nbsp; 5.60% (SOFR + 1.62%), 03/20/2030 (Callable 03/20/2029) <sup>(a)</sup> | 89609000 | 91896802 |
| Bank of Montreal | Bank of Montreal | Bank of Montreal |
| &nbsp;&nbsp; 5.37%, 06/04/2027 | 5000000 | 5060847 |
| &nbsp;&nbsp; 4.57% to 09/10/2026 then SOFR + 0.88%, 09/10/2027 (Callable 09/10/2026) | 15350000 | 15364854 |
| &nbsp;&nbsp; 5.00% to 01/27/2028 then SOFR + 0.67%, 01/27/2029 (Callable 01/27/2028) | 11000000 | 11098646 |
| &nbsp;&nbsp; 4.34% (SOFR + 0.89%), 03/19/2030 (Callable 03/19/2029) | 40000000 | 39824678 |
| &nbsp;&nbsp; 3.80% to 12/15/2027 then 5 yr. Swap Rate USD + 1.43%, 12/15/2032 (Callable 12/15/2027) | 5000000 | 4920106 |
| &nbsp;&nbsp; 3.09% to 01/10/2032 then 5 yr. CMT Rate + 1.40%, 01/10/2037 (Callable 01/10/2032) | 37455000 | 33308642 |
| Bank of Nova Scotia | Bank of Nova Scotia | Bank of Nova Scotia |
| &nbsp;&nbsp; 5.40%, 06/04/2027 | 25000000 | 25318542 |
| &nbsp;&nbsp; 5.25%, 06/12/2028 | 7000000 | 7140886 |
| &nbsp;&nbsp; 4.93% to 02/14/2028 then SOFR + 0.89%, 02/14/2029 (Callable 02/14/2028) | 32000000 | 32268655 |
| &nbsp;&nbsp; 4.25% (SOFR + 0.73%), 02/02/2030 (Callable 02/02/2029) | 44240000 | 43836768 |
| &nbsp;&nbsp; 4.74% to 11/10/2031 then SOFR + 1.44%, 11/10/2032 (Callable 11/10/2031) | 7775000 | 7755607 |
| &nbsp;&nbsp; 4.59% to 05/04/2032 then 5 yr. CMT Rate + 2.05%, 05/04/2037 (Callable 02/04/2032) | 24400000 | 23341841 |
| Banque Federative du Credit Mutuel SA | Banque Federative du Credit Mutuel SA | Banque Federative du Credit Mutuel SA |
| &nbsp;&nbsp; 4.75%, 07/13/2027 <sup>(a)</sup> | 15000000 | 15058803 |
| &nbsp;&nbsp; 5.19%, 02/16/2028 <sup>(a)</sup> | 15000000 | 15197720 |
| &nbsp;&nbsp; 5.79%, 07/13/2028 <sup>(a)</sup> | 6000000 | 6156271 |
| &nbsp;&nbsp; 4.54%, 01/15/2031 <sup>(a)</sup> | 32475000 | 32025781 |
| Barclays PLC | Barclays PLC | Barclays PLC |
| &nbsp;&nbsp; 4.34%, 01/10/2028 (Callable 01/08/2027) | 10000000 | 9958600 |
| &nbsp;&nbsp; 4.48% to 11/11/2028 then SOFR + 1.08%, 11/11/2029 (Callable 11/11/2028) | 5466000 | 5436015 |
| &nbsp;&nbsp; 5.69% to 03/12/2029 then SOFR + 1.74%, 03/12/2030 (Callable 03/12/2029) | 8003000 | 8223550 |
| &nbsp;&nbsp; 4.94% to 09/10/2029 then SOFR + 1.56%, 09/10/2030 (Callable 09/10/2029) | 41750000 | 41965120 |
| &nbsp;&nbsp; 5.37% to 02/25/2030 then SOFR + 1.23%, 02/25/2031 (Callable 02/25/2030) | 30647000 | 31179260 |
| &nbsp;&nbsp; 2.65% to 06/24/2030 then 1 yr. CMT Rate + 1.90%, 06/24/2031 (Callable 06/24/2030) | 2150000 | 1969327 |
| &nbsp;&nbsp; 7.44% to 11/02/2032 then 1 yr. CMT Rate + 3.50%, 11/02/2033 (Callable 11/02/2032) | 10000000 | 11179706 |
| &nbsp;&nbsp; 6.22% to 05/09/2033 then SOFR + 2.98%, 05/09/2034 (Callable 05/09/2033) | 31650000 | 33191431 |
| &nbsp;&nbsp; 6.69% to 09/13/2033 then SOFR + 2.62%, 09/13/2034 (Callable 09/13/2033) | 20000000 | 21611638 |
| &nbsp;&nbsp; 5.34% to 09/10/2034 then SOFR + 1.91%, 09/10/2035 (Callable 09/10/2034) | 15000000 | 14864998 |
| &nbsp;&nbsp; 5.79% to 02/25/2035 then SOFR + 1.59%, 02/25/2036 (Callable 02/25/2035) | 26700000 | 26997154 |
| &nbsp;&nbsp; 5.21% to 02/24/2036 then SOFR + 1.51%, 02/24/2037 (Callable 02/24/2036) | 20000000 | 19355716 |
|  Beacon Funding Trust, 6.27%, 08/15/2054 (Callable 02/15/2054) <sup>(a)</sup> | 25675000 | 25373000 |
|  Belrose Funding Trust II, 6.79%, 05/15/2055 (Callable 11/15/2054) <sup>(a)</sup> | 11600000 | 11618304 |
| BGC Group, Inc. | BGC Group, Inc. | BGC Group, Inc. |
| &nbsp;&nbsp; 8.00%, 05/25/2028 (Callable 04/25/2028) | 15000000 | 15810347 |
| &nbsp;&nbsp; 6.60%, 06/10/2029 (Callable 05/10/2029) | 25000000 | 25793255 |
| BNP Paribas SA | BNP Paribas SA | BNP Paribas SA |
| &nbsp;&nbsp; 4.38%, 05/12/2026 <sup>(a)</sup> | 16910000 | 16904195 |
| &nbsp;&nbsp; 1.90% to 09/30/2027 then SOFR + 1.61%, 09/30/2028 (Callable 09/30/2027) <sup>(a)</sup> | 16000000 | 15381961 |
| &nbsp;&nbsp; 4.79% to 05/09/2028 then SOFR + 1.45%, 05/09/2029 (Callable 05/09/2028) <sup>(a)</sup> | 6825000 | 6849262 |
| &nbsp;&nbsp; 2.16% to 09/15/2028 then SOFR + 1.22%, 09/15/2029 (Callable 09/15/2028) <sup>(a)</sup> | 12296000 | 11583534 |
| &nbsp;&nbsp; 5.28% to 11/19/2029 then SOFR + 1.28%, 11/19/2030 (Callable 11/19/2029) <sup>(a)</sup> | 47000000 | 47715587 |
| &nbsp;&nbsp; 3.05% to 01/13/2030 then SOFR + 1.51%, 01/13/2031 (Callable 01/13/2030) <sup>(a)</sup> | 10500000 | 9852838 |
| &nbsp;&nbsp; 5.09% to 05/09/2030 then SOFR + 1.68%, 05/09/2031 (Callable 05/09/2030) <sup>(a)</sup> | 20000000 | 20172639 |
| &nbsp;&nbsp; 2.87% to 04/19/2031 then 3 mo. Term SOFR + 1.39%, 04/19/2032 (Callable 04/19/2031) <sup>(a)</sup> | 25000000 | 22668985 |
| &nbsp;&nbsp; 4.92% to 01/15/2033 then SOFR + 1.29%, 01/15/2034 (Callable 01/15/2033) <sup>(a)</sup> | 25000000 | 24445522 |
| &nbsp;&nbsp; 2.59% to 08/12/2030 then 5 yr. CMT Rate + 2.05%, 08/12/2035 (Callable 08/12/2030) <sup>(a)</sup> | 5000000 | 4471170 |
| &nbsp;&nbsp; 5.91% to 11/19/2034 then SOFR + 1.92%, 11/19/2035 (Callable 11/19/2034) <sup>(a)</sup> | 18000000 | 18249094 |
| BPCE SA | BPCE SA | BPCE SA |
| &nbsp;&nbsp; 5.88% to 01/14/2030 then SOFR + 1.68%, 01/14/2031 (Callable 01/14/2030) <sup>(a)</sup> | 22000000 | 22663379 |
| &nbsp;&nbsp; 2.28% to 01/20/2031 then SOFR + 1.31%, 01/20/2032 (Callable 01/20/2031) <sup>(a)</sup> | 26065000 | 22977113 |
| &nbsp;&nbsp; 3.12% to 10/19/2031 then SOFR + 1.73%, 10/19/2032 (Callable 10/19/2031) <sup>(a)</sup> | 51889000 | 45842222 |
| &nbsp;&nbsp; 7.00% to 10/19/2033 then SOFR + 2.59%, 10/19/2034 (Callable 10/19/2033) <sup>(a)</sup> | 22896000 | 25022623 |
| &nbsp;&nbsp; 6.51% to 01/18/2034 then SOFR + 2.79%, 01/18/2035 (Callable 01/18/2034) <sup>(a)</sup> | 18330000 | 18959800 |
| &nbsp;&nbsp; 5.94% to 05/30/2034 then SOFR + 1.85%, 05/30/2035 (Callable 05/30/2034) <sup>(a)</sup> | 10000000 | 10228375 |
| &nbsp;&nbsp; 6.03% to 05/28/2035 then SOFR + 1.96%, 05/28/2036 (Callable 05/28/2035) <sup>(a)</sup> | 12000000 | 12269131 |
|  Brighthouse Financial Global Funding, 5.55%, 04/09/2027 <sup>(a)</sup> | 20000000 | 20128677 |
|  Broadstone Net Lease LLC, 5.00%, 11/01/2032 (Callable 09/01/2032) | 4000000 | 3934459 |
|  Brown & Brown, Inc., 4.50%, 03/15/2029 (Callable 12/15/2028) | 11840000 | 11775179 |
| Canadian Imperial Bank of Commerce | Canadian Imperial Bank of Commerce | Canadian Imperial Bank of Commerce |
| &nbsp;&nbsp; 4.86% to 03/31/2028 then SOFR + 1.03%, 03/30/2029 (Callable 03/31/2028) | 16000000 | 16128001 |
| &nbsp;&nbsp; 4.28% (SOFR + 0.79%), 01/29/2030 (Callable 01/29/2029) | 10250000 | 10180921 |
| &nbsp;&nbsp; 4.63% to 09/11/2029 then SOFR + 1.34%, 09/11/2030 (Callable 09/11/2029) | 5425000 | 5431014 |
| &nbsp;&nbsp; 5.25% to 01/13/2030 then SOFR + 1.11%, 01/13/2031 (Callable 01/13/2030) | 12000000 | 12238453 |
| &nbsp;&nbsp; 4.58% to 09/08/2030 then SOFR + 1.17%, 09/08/2031 (Callable 09/08/2030) | 15000000 | 14936182 |
| Cantor Fitzgerald LP | Cantor Fitzgerald LP | Cantor Fitzgerald LP |
| &nbsp;&nbsp; 4.50%, 04/14/2027 (Callable 01/14/2027) <sup>(a)</sup> | 5000000 | 4983785 |
| &nbsp;&nbsp; 7.20%, 12/12/2028 (Callable 11/12/2028) <sup>(a)</sup> | 25000000 | 25972060 |
| Capital One Financial Corp. | Capital One Financial Corp. | Capital One Financial Corp. |
| &nbsp;&nbsp; 3.75%, 07/28/2026 (Callable 06/28/2026) | 5000000 | 4988452 |
| &nbsp;&nbsp; 3.80%, 01/31/2028 (Callable 12/31/2027) | 6960000 | 6878264 |
| &nbsp;&nbsp; 5.47% to 02/01/2028 then SOFR + 2.08%, 02/01/2029 (Callable 02/01/2028) | 10000000 | 10151006 |
| &nbsp;&nbsp; 6.31% to 06/08/2028 then SOFR + 2.64%, 06/08/2029 (Callable 06/08/2028) | 10600000 | 10960550 |
| &nbsp;&nbsp; 5.70% to 02/01/2029 then SOFR + 1.91%, 02/01/2030 (Callable 02/01/2029) | 10000000 | 10259161 |
| &nbsp;&nbsp; 3.27% to 03/01/2029 then SOFR + 1.79%, 03/01/2030 (Callable 03/01/2029) | 18250000 | 17573043 |
| &nbsp;&nbsp; 4.49% to 09/11/2030 then SOFR + 1.25%, 09/11/2031 (Callable 09/11/2030) | 13000000 | 12764242 |
| &nbsp;&nbsp; 5.27% to 05/10/2032 then SOFR + 2.37%, 05/10/2033 (Callable 05/10/2032) | 18775000 | 18738761 |
| &nbsp;&nbsp; 6.38% to 06/08/2033 then SOFR + 2.86%, 06/08/2034 (Callable 06/08/2033) | 15000000 | 15807932 |
| &nbsp;&nbsp; 7.96% to 11/02/2033 then SOFR + 3.37%, 11/02/2034 (Callable 11/02/2033) | 25000000 | 28671205 |
| &nbsp;&nbsp; 5.40% (SOFR + 1.51%), 01/30/2037 (Callable 01/30/2036) | 14550000 | 14257071 |
| Capital One NA | Capital One NA | Capital One NA |
| &nbsp;&nbsp; 5.97% to 08/09/2028 then 5 yr. Mid Swap Rate USD + 1.73%, 08/09/2028 | 28280000 | 28967895 |
| &nbsp;&nbsp; 4.65%, 09/13/2028 (Callable 06/13/2028) | 33225000 | 33364709 |
| Centene Corp. | Centene Corp. | Centene Corp. |
| &nbsp;&nbsp; 4.25%, 12/15/2027 (Callable 04/16/2026) | 8118000 | 7974431 |
| &nbsp;&nbsp; 2.45%, 07/15/2028 (Callable 05/15/2028) | 27000000 | 25145060 |
| &nbsp;&nbsp; 4.63%, 12/15/2029 (Callable 05/01/2026) | 24388000 | 23151099 |
| &nbsp;&nbsp; 3.38%, 02/15/2030 (Callable 04/16/2026) | 4175000 | 3771436 |
| &nbsp;&nbsp; 3.00%, 10/15/2030 (Callable 07/15/2030) | 10000000 | 8763593 |
| &nbsp;&nbsp; 2.50%, 03/01/2031 (Callable 12/01/2030) | 74850000 | 62810619 |
|  Charles Schwab Corp., 2.90%, 03/03/2032 (Callable 12/03/2031) | 5000000 | 4526663 |
| Citadel Securities Global Holdings LLC | Citadel Securities Global Holdings LLC | Citadel Securities Global Holdings LLC |
| &nbsp;&nbsp; 5.50%, 06/18/2030 (Callable 05/18/2030) <sup>(a)</sup> | 8000000 | 8127407 |
| &nbsp;&nbsp; 5.13%, 01/27/2032 (Callable 12/27/2031) <sup>(a)</sup> | 10000000 | 9920624 |
| &nbsp;&nbsp; 6.20%, 06/18/2035 (Callable 03/18/2035) <sup>(a)</sup> | 5000000 | 5115358 |
| Citigroup, Inc. | Citigroup, Inc. | Citigroup, Inc. |
| &nbsp;&nbsp; 3.89% to 01/10/2027 then 3 mo. Term SOFR + 1.82%, 01/10/2028 (Callable 01/10/2027) | 25694000 | 25570138 |
| &nbsp;&nbsp; 5.17% to 02/13/2029 then SOFR + 1.36%, 02/13/2030 (Callable 02/13/2029) | 10450000 | 10611094 |
| &nbsp;&nbsp; 4.54% to 09/19/2029 then SOFR + 1.34%, 09/19/2030 (Callable 09/19/2029) | 30000000 | 29895911 |
| &nbsp;&nbsp; 4.41% to 03/31/2030 then SOFR + 3.91%, 03/31/2031 (Callable 03/31/2030) | 10000000 | 9885692 |
| &nbsp;&nbsp; 4.95% to 05/07/2030 then SOFR + 1.46%, 05/07/2031 (Callable 05/07/2030) | 6750000 | 6793750 |
| &nbsp;&nbsp; 2.57% to 06/03/2030 then SOFR + 2.11%, 06/03/2031 (Callable 06/03/2030) | 80000000 | 73334412 |
| &nbsp;&nbsp; 4.50% to 09/11/2030 then SOFR + 1.17%, 09/11/2031 (Callable 09/11/2030) | 10000000 | 9886340 |
| &nbsp;&nbsp; 2.56% to 05/01/2031 then SOFR + 1.17%, 05/01/2032 (Callable 05/01/2031) | 5000000 | 4472718 |
| &nbsp;&nbsp; 6.27% to 11/17/2032 then SOFR + 2.34%, 11/17/2033 (Callable 11/17/2032) | 5000000 | 5343943 |
| &nbsp;&nbsp; 5.33% to 03/27/2035 then SOFR + 1.47%, 03/27/2036 (Callable 03/27/2035) | 32000000 | 32097482 |
| Citizens Financial Group, Inc. | Citizens Financial Group, Inc. | Citizens Financial Group, Inc. |
| &nbsp;&nbsp; 2.85%, 07/27/2026 (Callable 04/27/2026) | 23400000 | 23289337 |
| &nbsp;&nbsp; 5.84% to 01/23/2029 then SOFR + 2.01%, 01/23/2030 (Callable 01/23/2029) | 56813000 | 58507821 |
| &nbsp;&nbsp; 3.25%, 04/30/2030 (Callable 01/30/2030) | 40000000 | 37713655 |
|  CNA Financial Corp., 5.50%, 06/15/2033 (Callable 03/15/2033) | 14250000 | 14450062 |
|  CNO Financial Group, Inc., 6.45%, 06/15/2034 (Callable 03/15/2034) | 15000000 | 15478001 |
| CNO Global Funding | CNO Global Funding | CNO Global Funding |
| &nbsp;&nbsp; 5.88%, 06/04/2027 <sup>(a)</sup> | 18000000 | 18246131 |
| &nbsp;&nbsp; 4.38%, 09/08/2028 <sup>(a)</sup> | 17650000 | 17499528 |
| &nbsp;&nbsp; 2.65%, 01/06/2029 <sup>(a)</sup> | 11970000 | 11339067 |
| &nbsp;&nbsp; 4.70%, 12/11/2030 <sup>(a)</sup> | 40000000 | 39463152 |
| Commonwealth Bank of Australia | Commonwealth Bank of Australia | Commonwealth Bank of Australia |
| &nbsp;&nbsp; 2.69%, 03/11/2031 <sup>(a)</sup> | 32454000 | 29365887 |
| &nbsp;&nbsp; 3.78%, 03/14/2032 <sup>(a)</sup> | 12450000 | 11695333 |
| &nbsp;&nbsp; 5.84%, 03/13/2034 <sup>(a)</sup> | 8800000 | 9074014 |
| &nbsp;&nbsp; 3.61% to 09/12/2029 then 5 yr. CMT Rate + 2.05%, 09/12/2034 (Callable 09/12/2029) <sup>(a)</sup> | 35000000 | 33615208 |
|  Compeer Financial FLCA/Compeer Financial PCA, 3.38% to 06/01/2031 then SOFR + 1.97%, 06/01/2036 (Callable 06/01/2031) <sup>(a)</sup> | 5500000 | 4468029 |
|  Constellation Global Funding, 4.85%, 10/22/2030 <sup>(a)</sup> | 32500000 | 31848536 |
| Cooperatieve Rabobank UA | Cooperatieve Rabobank UA | Cooperatieve Rabobank UA |
| &nbsp;&nbsp; 3.75%, 07/21/2026 | 36000000 | 35921239 |
| &nbsp;&nbsp; 4.66% to 08/22/2027 then 1 yr. CMT Rate + 1.75%, 08/22/2028 (Callable 08/22/2027) <sup>(a)</sup> | 12760000 | 12785417 |
| &nbsp;&nbsp; 5.56% to 02/28/2028 then 1 yr. CMT Rate + 1.40%, 02/28/2029 (Callable 02/28/2028) <sup>(a)</sup> | 5301000 | 5401780 |
| Corebridge Global Funding | Corebridge Global Funding | Corebridge Global Funding |
| &nbsp;&nbsp; 4.90%, 01/07/2028 <sup>(a)</sup> | 12000000 | 12073665 |
| &nbsp;&nbsp; 5.20%, 01/12/2029 <sup>(a)</sup> | 5900000 | 5990189 |
| &nbsp;&nbsp; 5.20%, 06/24/2029 <sup>(a)</sup> | 6000000 | 6078658 |
| Credit Agricole SA | Credit Agricole SA | Credit Agricole SA |
| &nbsp;&nbsp; 4.63% to 09/11/2027 then SOFR + 1.21%, 09/11/2028 (Callable 09/11/2027) <sup>(a)</sup> | 8000000 | 7997682 |
| &nbsp;&nbsp; 5.23% to 01/09/2028 then SOFR + 1.13%, 01/09/2029 (Callable 01/09/2028) <sup>(a)</sup> | 13000000 | 13142262 |
| &nbsp;&nbsp; 6.32% to 10/03/2028 then SOFR + 1.86%, 10/03/2029 (Callable 10/03/2028) <sup>(a)</sup> | 15000000 | 15615324 |
| &nbsp;&nbsp; 3.25%, 01/14/2030 <sup>(a)</sup> | 13043000 | 12236720 |
| &nbsp;&nbsp; 4.66% to 01/12/2031 then SOFR + 1.17%, 01/12/2032 (Callable 01/12/2031) <sup>(a)</sup> | 34200000 | 33729768 |
| &nbsp;&nbsp; 5.51%, 07/05/2033 <sup>(a)</sup> | 5000000 | 5157337 |
| &nbsp;&nbsp; 6.25% to 01/10/2034 then SOFR + 2.67%, 01/10/2035 (Callable 01/10/2034) <sup>(a)</sup> | 52000000 | 53920146 |
| Danske Bank AS | Danske Bank AS | Danske Bank AS |
| &nbsp;&nbsp; 4.30% to 04/01/2027 then 1 yr. CMT Rate + 1.75%, 04/01/2028 (Callable 04/01/2027) <sup>(a)</sup> | 21636000 | 21603868 |
| &nbsp;&nbsp; 5.71% to 03/01/2029 then 1 yr. CMT Rate + 1.40%, 03/01/2030 (Callable 03/01/2029) <sup>(a)</sup> | 20800000 | 21393041 |
| &nbsp;&nbsp; 4.61% to 10/02/2029 then 1 yr. CMT Rate + 1.10%, 10/02/2030 (Callable 10/02/2029) <sup>(a)</sup> | 20000000 | 19940928 |
| &nbsp;&nbsp; 5.00% to 03/27/2031 then 1 yr. CMT Rate + 0.98%, 03/27/2032 (Callable 03/27/2031) <sup>(a)</sup> | 11000000 | 11027362 |
| Deutsche Bank AG | Deutsche Bank AG | Deutsche Bank AG |
| &nbsp;&nbsp; 7.15% to 07/13/2026 then SOFR + 2.52%, 07/13/2027 (Callable 07/13/2026) | 12000000 | 12080943 |
| &nbsp;&nbsp; 2.31% to 11/16/2026 then SOFR + 1.22%, 11/16/2027 (Callable 11/16/2026) | 6000000 | 5918188 |
| &nbsp;&nbsp; 6.82% to 11/20/2028 then SOFR + 2.51%, 11/20/2029 (Callable 11/20/2028) | 25000000 | 26249198 |
| &nbsp;&nbsp; 5.00% to 09/11/2029 then SOFR + 1.70%, 09/11/2030 (Callable 09/11/2029) | 8000000 | 8037682 |
| &nbsp;&nbsp; 5.30% to 05/09/2030 then SOFR + 1.72%, 05/09/2031 (Callable 05/09/2030) | 7020000 | 7092453 |
| &nbsp;&nbsp; 5.88% to 07/08/2030 then SOFR + 5.44%, 07/08/2031 (Callable 04/08/2030) | 1111000 | 1131710 |
| &nbsp;&nbsp; 3.55% to 09/18/2030 then SOFR + 3.04%, 09/18/2031 (Callable 09/18/2030) | 18750000 | 17627300 |
| &nbsp;&nbsp; 3.73% to 01/14/2031 then SOFR + 2.76%, 01/14/2032 (Callable 10/14/2030) | 46714000 | 43412987 |
| &nbsp;&nbsp; 3.04% to 05/28/2031 then SOFR + 1.72%, 05/28/2032 (Callable 05/28/2031) | 5500000 | 4980151 |
| &nbsp;&nbsp; 3.74% to 01/07/2032 then SOFR + 2.26%, 01/07/2033 (Callable 10/07/2031) | 67758000 | 61755935 |
| &nbsp;&nbsp; 7.08% to 02/10/2033 then SOFR + 3.65%, 02/10/2034 (Callable 11/10/2032) | 4000000 | 4286332 |
| Deutsche Bank AG/New York NY | Deutsche Bank AG/New York NY | Deutsche Bank AG/New York NY |
| &nbsp;&nbsp; 5.37% to 01/10/2028 then SOFR + 1.21%, 01/10/2029 (Callable 01/10/2028) | 2980000 | 3014319 |
| &nbsp;&nbsp; 6.72% to 01/18/2028 then SOFR + 3.18%, 01/18/2029 (Callable 01/18/2028) | 5000000 | 5180227 |
| Digital Realty Trust LP | Digital Realty Trust LP | Digital Realty Trust LP |
| &nbsp;&nbsp; 4.45%, 07/15/2028 (Callable 04/15/2028) | 7000000 | 6981158 |
| &nbsp;&nbsp; 3.60%, 07/01/2029 (Callable 04/01/2029) | 41950000 | 40743971 |
|  DNB Bank ASA, 4.38% to 11/04/2030 then SOFR + 1.05%, 11/04/2031 (Callable 11/04/2030) <sup>(a)</sup> | 15000000 | 14785113 |
| Elevance Health, Inc. | Elevance Health, Inc. | Elevance Health, Inc. |
| &nbsp;&nbsp; 5.20%, 02/15/2035 (Callable 11/15/2034) | 7000000 | 6988505 |
| &nbsp;&nbsp; 6.10%, 10/15/2052 (Callable 04/15/2052) | 3078000 | 3086913 |
| &nbsp;&nbsp; 5.13%, 02/15/2053 (Callable 08/15/2052) | 5200000 | 4559081 |
| &nbsp;&nbsp; 5.70%, 02/15/2055 (Callable 08/15/2054) | 9000000 | 8507068 |
|  EQT AB, 5.85%, 05/08/2035 (Callable 02/08/2035) <sup>(a)</sup> | 17800000 | 17839302 |
|  Equitable Financial Life Global Funding, 5.45%, 03/03/2028 <sup>(a)</sup> | 4620000 | 4689767 |
|  Equitable Holdings, Inc., 4.57%, 02/15/2029 (Callable 11/15/2028) <sup>(a)</sup> | 1284000 | 1275699 |
| Extra Space Storage LP | Extra Space Storage LP | Extra Space Storage LP |
| &nbsp;&nbsp; 3.88%, 12/15/2027 (Callable 09/15/2027) | 2575000 | 2550892 |
| &nbsp;&nbsp; 5.70%, 04/01/2028 (Callable 03/01/2028) | 3650000 | 3726844 |
| &nbsp;&nbsp; 2.20%, 10/15/2030 (Callable 07/15/2030) | 6950000 | 6218147 |
| &nbsp;&nbsp; 2.55%, 06/01/2031 (Callable 03/01/2031) | 11000000 | 9825146 |
| Federation des Caisses Desjardins du Quebec | Federation des Caisses Desjardins du Quebec | Federation des Caisses Desjardins du Quebec |
| &nbsp;&nbsp; 4.55%, 08/23/2027 <sup>(a)</sup> | 14000000 | 14052614 |
| &nbsp;&nbsp; 5.70%, 03/14/2028 <sup>(a)</sup> | 22000000 | 22544539 |
| &nbsp;&nbsp; 4.57%, 08/26/2030 <sup>(a)</sup> | 13800000 | 13728333 |
|  Fifth Third Bancorp, 4.77% to 07/28/2029 then SOFR + 2.13%, 07/28/2030 (Callable 07/28/2029) | 4000000 | 4000602 |
| First Citizens BancShares, Inc. | First Citizens BancShares, Inc. | First Citizens BancShares, Inc. |
| &nbsp;&nbsp; 5.23% to 03/12/2030 then SOFR + 1.41%, 03/12/2031 (Callable 03/12/2030) | 12500000 | 12394698 |
| &nbsp;&nbsp; 4.87% to 03/03/2031 then SOFR + 1.49%, 03/03/2032 (Callable 03/03/2031) | 29500000 | 28501611 |
|  First Industrial LP, 5.25%, 01/15/2031 (Callable 12/15/2030) | 6000000 | 6058061 |
|  First Republic Bank, 4.63%, 02/13/2047 (Callable 08/13/2046) <sup>(b)</sup> | 1850000 | 555 |
|  Five Corners Funding Trust II, 2.85%, 05/15/2030 (Callable 02/15/2030) <sup>(a)</sup> | 15000000 | 13973129 |
|  Five Corners Funding Trust III, 5.79%, 02/15/2033 (Callable 11/15/2032) <sup>(a)</sup> | 5800000 | 5981720 |
|  Five Corners Funding Trust IV, 6.00%, 02/15/2053 (Callable 08/15/2052) <sup>(a)</sup> | 6800000 | 6707400 |
| FMR LLC | FMR LLC | FMR LLC |
| &nbsp;&nbsp; 4.95%, 02/01/2033 <sup>(a)</sup> | 4235000 | 4253505 |
| &nbsp;&nbsp; 6.50%, 12/14/2040 <sup>(a)</sup> | 1820000 | 1967548 |
|  FNB Corp./PA, 5.72% to 12/11/2029 then SOFR + 1.93%, 12/11/2030 (Callable 12/11/2029) | 25000000 | 25155257 |
|  Gabx Leasing LLC, 4.63%, 04/15/2031 (Callable 03/15/2031) <sup>(a)</sup> | 11550000 | 11386155 |
|  Globe Life, Inc., 4.55%, 09/15/2028 (Callable 06/15/2028) | 9350000 | 9337041 |
|  Goldman Sachs Bank USA, 5.41% to 05/21/2026 then SOFR + 0.75%, 05/21/2027 (Callable 05/21/2026) | 5000000 | 5006190 |
|  Goldman Sachs Capital I, 6.35%, 02/15/2034 | 125000 | 130211 |
| Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. |
| &nbsp;&nbsp; 3.69% to 06/05/2027 then 3 mo. Term SOFR + 1.77%, 06/05/2028 (Callable 06/05/2027) | 11000000 | 10902729 |
| &nbsp;&nbsp; 3.81% to 04/23/2028 then 3 mo. Term SOFR + 1.42%, 04/23/2029 (Callable 04/23/2028) | 17875000 | 17633035 |
| &nbsp;&nbsp; 4.22% to 05/01/2028 then 3 mo. Term SOFR + 1.56%, 05/01/2029 (Callable 05/01/2028) | 31050000 | 30874800 |
| &nbsp;&nbsp; 4.15% (SOFR + 0.90%), 10/21/2029 (Callable 10/21/2028) | 11563000 | 11455102 |
| &nbsp;&nbsp; 5.05% to 07/23/2029 then SOFR + 1.21%, 07/23/2030 (Callable 07/23/2029) | 66366000 | 67165539 |
| &nbsp;&nbsp; 4.69% to 10/23/2029 then SOFR + 1.14%, 10/23/2030 (Callable 10/23/2029) | 10000000 | 10007830 |
| &nbsp;&nbsp; 5.22% to 04/23/2030 then SOFR + 1.58%, 04/23/2031 (Callable 04/23/2030) | 15000000 | 15252977 |
| &nbsp;&nbsp; 4.52% to 01/21/2031 then SOFR + 0.96%, 01/21/2032 (Callable 01/21/2031) | 25000000 | 24621049 |
| &nbsp;&nbsp; 1.99% to 01/27/2031 then SOFR + 1.09%, 01/27/2032 (Callable 01/27/2031) | 45000000 | 39493458 |
| &nbsp;&nbsp; 2.62% to 04/22/2031 then SOFR + 1.28%, 04/22/2032 (Callable 04/22/2031) | 10000000 | 8982531 |
| &nbsp;&nbsp; 2.38% to 07/21/2031 then SOFR + 1.25%, 07/21/2032 (Callable 07/21/2031) | 11332000 | 10003591 |
| &nbsp;&nbsp; 6.75%, 10/01/2037 | 300000 | 323603 |
|  Goodman US Finance Six LLC, 5.13%, 10/07/2034 (Callable 07/07/2034) <sup>(a)</sup> | 10000000 | 9960531 |
|  Grand River Funding Trust I, 6.31%, 02/15/2036 (Callable 11/15/2035) <sup>(a)</sup> | 15000000 | 15132536 |
|  Grand River Funding Trust II, 7.28%, 02/15/2056 (Callable 08/15/2055) <sup>(a)</sup> | 20000000 | 20920008 |
| Guardian Life Insurance Co. of America | Guardian Life Insurance Co. of America | Guardian Life Insurance Co. of America |
| &nbsp;&nbsp; 4.88%, 06/19/2064 <sup>(a)</sup> | 6715000 | 5661295 |
| &nbsp;&nbsp; 3.70%, 01/22/2070 (Callable 07/22/2069) <sup>(a)</sup> | 4510000 | 2938717 |
| &nbsp;&nbsp; 4.85%, 01/24/2077 <sup>(a)</sup> | 16363000 | 13206054 |
|  Hanover Insurance Group, Inc., 5.50%, 09/01/2035 (Callable 06/01/2035) | 13575000 | 13457315 |
|  Hartford Insurance Group, Inc., 6.10%, 10/01/2041 | 2925000 | 3071173 |
|  Healthpeak OP LLC, 5.25%, 12/15/2032 (Callable 09/15/2032) | 10000000 | 10066080 |
|  Henneman Trust, 6.58%, 05/15/2055 (Callable 11/15/2054) <sup>(a)</sup> | 13098000 | 13159403 |
|  High Street Funding Trust II, 4.68%, 02/15/2048 (Callable 11/15/2047) <sup>(a)</sup> | 7000000 | 5881425 |
|  High Street Funding Trust III, 5.81%, 02/15/2055 (Callable 08/15/2054) <sup>(a)</sup> | 14350000 | 13636279 |
|  Horace Mann Educators Corp., 4.70%, 10/01/2030 (Callable 09/01/2030) | 19200000 | 18895146 |
|  Horizon Mutual Holdings, Inc., 6.20%, 11/15/2034 (Callable 08/15/2034) <sup>(a)</sup> | 10000000 | 9361495 |
| Host Hotels & Resorts LP | Host Hotels & Resorts LP | Host Hotels & Resorts LP |
| &nbsp;&nbsp; 5.70%, 06/15/2032 (Callable 04/15/2032) | 20000000 | 20464395 |
| &nbsp;&nbsp; 5.70%, 07/01/2034 (Callable 04/01/2034) | 15000000 | 15156453 |
| &nbsp;&nbsp; 5.50%, 04/15/2035 (Callable 01/15/2035) | 4000000 | 3968548 |
| HSBC Holdings PLC | HSBC Holdings PLC | HSBC Holdings PLC |
| &nbsp;&nbsp; 5.21% to 08/11/2027 then SOFR + 2.61%, 08/11/2028 (Callable 08/11/2027) | 4014000 | 4046442 |
| &nbsp;&nbsp; 2.01% to 09/22/2027 then SOFR + 1.73%, 09/22/2028 (Callable 09/22/2027) | 22654000 | 21838456 |
| &nbsp;&nbsp; 7.39% to 11/03/2027 then SOFR + 3.35%, 11/03/2028 (Callable 11/03/2027) | 15000000 | 15635577 |
| &nbsp;&nbsp; 5.13% to 11/19/2027 then SOFR + 1.04%, 11/19/2028 (Callable 11/19/2027) | 15000000 | 15109351 |
| &nbsp;&nbsp; 4.90% to 03/03/2028 then SOFR + 1.03%, 03/03/2029 (Callable 03/03/2028) | 20000000 | 20109264 |
| &nbsp;&nbsp; 6.16% to 03/09/2028 then SOFR + 1.97%, 03/09/2029 (Callable 03/09/2028) | 6000000 | 6172409 |
| &nbsp;&nbsp; 4.58% to 06/19/2028 then 3 mo. Term SOFR + 1.80%, 06/19/2029 (Callable 06/19/2028) | 19471000 | 19457026 |
| &nbsp;&nbsp; 2.21% to 08/17/2028 then SOFR + 1.29%, 08/17/2029 (Callable 08/17/2028) | 10000000 | 9465926 |
| &nbsp;&nbsp; 3.97% to 05/22/2029 then 3 mo. Term SOFR + 1.87%, 05/22/2030 (Callable 05/22/2029) | 4775000 | 4675108 |
| &nbsp;&nbsp; 5.29% to 11/19/2029 then SOFR + 1.29%, 11/19/2030 (Callable 11/19/2029) | 10000000 | 10181507 |
| &nbsp;&nbsp; 5.13% to 03/03/2030 then SOFR + 1.29%, 03/03/2031 (Callable 03/03/2030) | 10200000 | 10315265 |
| &nbsp;&nbsp; 2.80% to 05/24/2031 then SOFR + 1.19%, 05/24/2032 (Callable 05/24/2031) | 31529000 | 28355799 |
| &nbsp;&nbsp; 5.79% to 05/13/2035 then SOFR + 1.88%, 05/13/2036 (Callable 05/13/2035) | 12000000 | 12335289 |
| Humana, Inc. | Humana, Inc. | Humana, Inc. |
| &nbsp;&nbsp; 5.38%, 04/15/2031 (Callable 02/15/2031) | 8150000 | 8237594 |
| &nbsp;&nbsp; 5.95%, 03/15/2034 (Callable 12/15/2033) | 30000000 | 30593434 |
| &nbsp;&nbsp; 5.55%, 05/01/2035 (Callable 02/01/2035) | 8925000 | 8825110 |
| &nbsp;&nbsp; 8.15%, 06/15/2038 | 8983000 | 10511472 |
| Huntington Bancshares, Inc. | Huntington Bancshares, Inc. | Huntington Bancshares, Inc. |
| &nbsp;&nbsp; 6.21% to 08/21/2028 then SOFR + 2.02%, 08/21/2029 (Callable 08/21/2028) | 8327000 | 8638587 |
| &nbsp;&nbsp; 5.27% to 01/15/2030 then SOFR + 1.28%, 01/15/2031 (Callable 01/15/2030) | 13000000 | 13197021 |
| &nbsp;&nbsp; 4.62% to 01/28/2031 then SOFR + 0.99%, 01/28/2032 (Callable 01/28/2031) | 40000000 | 39416216 |
|  ING Groep NV, 5.55% to 03/19/2034 then SOFR + 1.77%, 03/19/2035 (Callable 03/19/2034) | 15125000 | 15362378 |
|  Invitation Homes Operating Partnership LP, 5.45%, 08/15/2030 (Callable 06/15/2030) | 15000000 | 15235918 |
|  Jackson Financial, Inc., 3.13%, 11/23/2031 (Callable 08/23/2031) | 15000000 | 13345043 |
| Jackson National Life Global Funding | Jackson National Life Global Funding | Jackson National Life Global Funding |
| &nbsp;&nbsp; 5.55%, 07/02/2027 <sup>(a)</sup> | 20000000 | 20183186 |
| &nbsp;&nbsp; 4.55%, 09/09/2030 <sup>(a)</sup> | 15000000 | 14694857 |
|  Jane Street Group / JSG Finance, Inc., 6.13%, 11/01/2032 (Callable 11/01/2027) <sup>(a)</sup> | 1500000 | 1483333 |
|  Janus Henderson US Holdings, Inc., 5.45%, 09/10/2034 (Callable 06/10/2034) | 20000000 | 19940426 |
| Jefferies Financial Group, Inc. | Jefferies Financial Group, Inc. | Jefferies Financial Group, Inc. |
| &nbsp;&nbsp; 4.85%, 01/15/2027 | 14625000 | 14637663 |
| &nbsp;&nbsp; 6.45%, 06/08/2027 | 1300000 | 1323924 |
| &nbsp;&nbsp; 5.88%, 07/21/2028 (Callable 06/21/2028) | 26171000 | 26722410 |
| &nbsp;&nbsp; 4.15%, 01/23/2030 | 30200000 | 29115298 |
| &nbsp;&nbsp; 6.20%, 04/14/2034 (Callable 01/14/2034) | 23000000 | 23455674 |
| JPMorgan Chase & Co. | JPMorgan Chase & Co. | JPMorgan Chase & Co. |
| &nbsp;&nbsp; 1.47% to 09/22/2026 then SOFR + 0.77%, 09/22/2027 (Callable 09/22/2026) | 10000000 | 9863154 |
| &nbsp;&nbsp; 4.98% to 07/22/2027 then SOFR + 0.93%, 07/22/2028 (Callable 07/22/2027) | 55000000 | 55369678 |
| &nbsp;&nbsp; 4.51% to 10/22/2027 then SOFR + 0.86%, 10/22/2028 (Callable 10/22/2027) | 25000000 | 24994705 |
| &nbsp;&nbsp; 3.51% to 01/23/2028 then 3 mo. Term SOFR + 1.21%, 01/23/2029 (Callable 01/23/2028) | 51000000 | 50175854 |
| &nbsp;&nbsp; 4.92% to 01/24/2028 then SOFR + 0.80%, 01/24/2029 (Callable 01/24/2028) | 16700000 | 16842231 |
| &nbsp;&nbsp; 2.07% to 06/01/2028 then SOFR + 1.02%, 06/01/2029 (Callable 06/01/2028) | 18000000 | 17126917 |
| &nbsp;&nbsp; 2.52% to 04/22/2030 then SOFR + 2.04%, 04/22/2031 (Callable 04/22/2030) | 30500000 | 28185265 |
| &nbsp;&nbsp; 1.95% to 02/04/2031 then SOFR + 1.07%, 02/04/2032 (Callable 02/04/2031) | 5000000 | 4402487 |
| &nbsp;&nbsp; 2.58% to 04/22/2031 then 3 mo. Term SOFR + 1.25%, 04/22/2032 (Callable 04/22/2031) | 15000000 | 13554906 |
| &nbsp;&nbsp; 5.77% to 04/22/2034 then SOFR + 1.49%, 04/22/2035 (Callable 04/22/2034) | 13500000 | 14061399 |
| &nbsp;&nbsp; 5.29% to 07/22/2034 then SOFR + 1.46%, 07/22/2035 (Callable 07/22/2034) | 7175000 | 7263845 |
| &nbsp;&nbsp; 4.95% to 10/22/2034 then SOFR + 1.34%, 10/22/2035 (Callable 10/22/2034) | 5725000 | 5662205 |
| KBC Group NV | KBC Group NV | KBC Group NV |
| &nbsp;&nbsp; 5.80% to 01/19/2028 then 1 yr. CMT Rate + 2.10%, 01/19/2029 (Callable 01/19/2028) <sup>(a)</sup> | 26451000 | 27031668 |
| &nbsp;&nbsp; 4.93% to 10/16/2029 then 1 yr. CMT Rate + 1.07%, 10/16/2030 (Callable 10/16/2029) <sup>(a)</sup> | 29995000 | 30190128 |
|  Kemper Corp., 3.80%, 02/23/2032 (Callable 11/23/2031) | 6000000 | 5416545 |
|  Keybank National Association, 3.40%, 05/20/2026 | 21575000 | 21542951 |
| Liberty Mutual Group, Inc. | Liberty Mutual Group, Inc. | Liberty Mutual Group, Inc. |
| &nbsp;&nbsp; 6.50%, 03/15/2035 <sup>(a)</sup> | 750000 | 792137 |
| &nbsp;&nbsp; 3.95%, 10/15/2050 (Callable 04/15/2050) <sup>(a)</sup> | 900000 | 653214 |
|  Liberty Mutual Insurance Co., 7.70%, 10/15/2097 <sup>(a)</sup> | 375000 | 410798 |
| Lincoln National Corp. | Lincoln National Corp. | Lincoln National Corp. |
| &nbsp;&nbsp; 2.33%, 08/15/2030 (Callable 05/15/2030) | 33383000 | 29861935 |
| &nbsp;&nbsp; 3.40%, 01/15/2031 (Callable 10/15/2030) | 4100000 | 3817856 |
| &nbsp;&nbsp; 5.35%, 11/15/2035 (Callable 08/15/2035) | 13000000 | 12671154 |
| &nbsp;&nbsp; 6.30%, 10/09/2037 | 2190000 | 2250847 |
|  Lineage OP LP, 5.25%, 07/15/2030 (Callable 06/15/2030) | 14250000 | 14217384 |
| Lloyds Banking Group PLC | Lloyds Banking Group PLC | Lloyds Banking Group PLC |
| &nbsp;&nbsp; 3.75%, 01/11/2027 | 7800000 | 7767700 |
| &nbsp;&nbsp; 4.38%, 03/22/2028 | 15000000 | 14972255 |
| &nbsp;&nbsp; 3.57% to 11/07/2027 then 3 mo. LIBOR USD + 1.21%, 11/07/2028 (Callable 11/07/2027) <sup>(c)</sup> | 39477000 | 38940540 |
| &nbsp;&nbsp; 5.09% to 11/26/2027 then 1 yr. CMT Rate + 0.85%, 11/26/2028 (Callable 11/26/2027) | 25363000 | 25594282 |
| &nbsp;&nbsp; 5.87% to 03/06/2028 then 1 yr. CMT Rate + 1.70%, 03/06/2029 (Callable 03/06/2028) | 11300000 | 11579183 |
| &nbsp;&nbsp; 5.72% to 06/05/2029 then 1 yr. CMT Rate + 1.07%, 06/05/2030 (Callable 06/05/2029) | 10000000 | 10326563 |
| &nbsp;&nbsp; 4.43% to 11/04/2030 then 1 yr. CMT Rate + 0.82%, 11/04/2031 (Callable 11/04/2030) | 14450000 | 14246835 |
| &nbsp;&nbsp; 5.68% to 01/05/2034 then 1 yr. CMT Rate + 1.75%, 01/05/2035 (Callable 01/05/2034) | 30000000 | 30823468 |
| LPL Holdings, Inc. | LPL Holdings, Inc. | LPL Holdings, Inc. |
| &nbsp;&nbsp; 6.75%, 11/17/2028 (Callable 10/17/2028) | 7725000 | 8093475 |
| &nbsp;&nbsp; 4.00%, 03/15/2029 (Callable 05/01/2026) <sup>(a)</sup> | 53382000 | 51838209 |
| &nbsp;&nbsp; 5.20%, 03/15/2030 (Callable 02/15/2030) | 16500000 | 16620911 |
| &nbsp;&nbsp; 5.15%, 06/15/2030 (Callable 05/15/2030) | 5600000 | 5624365 |
| &nbsp;&nbsp; 4.38%, 05/15/2031 (Callable 05/15/2026) <sup>(a)</sup> | 4000000 | 3826225 |
| &nbsp;&nbsp; 6.00%, 05/20/2034 (Callable 02/20/2034) | 35556000 | 36265404 |
| &nbsp;&nbsp; 5.75%, 06/15/2035 (Callable 03/15/2035) | 8500000 | 8466363 |
|  M&T Bank Corp., 7.41% to 10/30/2028 then SOFR + 2.80%, 10/30/2029 (Callable 10/30/2028) | 26406000 | 28218940 |
| Macquarie Airfinance Holdings Ltd. | Macquarie Airfinance Holdings Ltd. | Macquarie Airfinance Holdings Ltd. |
| &nbsp;&nbsp; 5.20%, 03/27/2028 (Callable 02/27/2028) <sup>(a)</sup> | 29220000 | 29325326 |
| &nbsp;&nbsp; 6.40%, 03/26/2029 (Callable 02/26/2029) <sup>(a)</sup> | 20659000 | 21405237 |
| &nbsp;&nbsp; 5.15%, 03/17/2030 (Callable 02/17/2030) <sup>(a)</sup> | 30717000 | 30559889 |
| &nbsp;&nbsp; 6.50%, 03/26/2031 (Callable 01/26/2031) <sup>(a)</sup> | 30605000 | 32047805 |
| Macquarie Bank Ltd. | Macquarie Bank Ltd. | Macquarie Bank Ltd. |
| &nbsp;&nbsp; 3.62%, 06/03/2030 <sup>(a)</sup> | 28805000 | 27334131 |
| &nbsp;&nbsp; 6.80%, 01/18/2033 <sup>(a)</sup> | 10000000 | 10796891 |
| &nbsp;&nbsp; 5.64% to 08/13/2035 then 1 yr. CMT Rate + 1.45%, 08/13/2036 (Callable 08/13/2035) <sup>(a)</sup> | 12000000 | 11934446 |
| Macquarie Group Ltd. | Macquarie Group Ltd. | Macquarie Group Ltd. |
| &nbsp;&nbsp; 3.76% to 11/28/2027 then 3 mo. Term SOFR + 1.63%, 11/28/2028 (Callable 11/28/2027) <sup>(a)</sup> | 6440000 | 6349760 |
| &nbsp;&nbsp; 2.69% to 06/23/2031 then SOFR + 1.44%, 06/23/2032 (Callable 06/23/2031) <sup>(a)</sup> | 16751000 | 15031640 |
| &nbsp;&nbsp; 2.87% to 01/14/2032 then SOFR + 1.53%, 01/14/2033 (Callable 01/14/2032) <sup>(a)</sup> | 19560000 | 17500725 |
| &nbsp;&nbsp; 6.26% to 12/07/2033 then SOFR + 2.30%, 12/07/2034 (Callable 12/07/2033) <sup>(a)</sup> | 9477000 | 10120997 |
|  Manulife Financial Corp., 2.48%, 05/19/2027 (Callable 03/19/2027) | 15225000 | 14911697 |
|  Maple Grove Funding Trust I, 4.16%, 08/15/2051 (Callable 02/15/2051) <sup>(a)</sup> | 15000000 | 10817809 |
|  Marex Group PLC, 6.40%, 11/04/2029 (Callable 10/04/2029) | 15000000 | 15448065 |
|  Marsh & McLennan Cos., Inc., 5.45%, 03/15/2053 (Callable 09/15/2052) | 4000000 | 3776544 |
| Massachusetts Mutual Life Insurance Co. | Massachusetts Mutual Life Insurance Co. | Massachusetts Mutual Life Insurance Co. |
| &nbsp;&nbsp; 5.38%, 12/01/2041 <sup>(a)</sup> | 9000000 | 8245387 |
| &nbsp;&nbsp; 5.08% (3 mo. LIBOR USD + 3.19%), 02/15/2069 (Callable 02/15/2049) <sup>(a)(c)</sup> | 26000000 | 23030810 |
| &nbsp;&nbsp; 3.73%, 10/15/2070 <sup>(a)</sup> | 19253000 | 12066512 |
| &nbsp;&nbsp; 4.90%, 04/01/2077 <sup>(a)</sup> | 13000000 | 10273280 |
|  MassMutual Global Funding II, 4.00%, 01/22/2029 <sup>(a)</sup> | 11000000 | 10883855 |
|  MBIA Insurance Corp., 15.19% (3 mo. Term SOFR + 11.52%), 01/15/2033 (Callable 01/15/2028) <sup>(a)(b)</sup> | 700000 | 1400 |
|  MetLife, Inc., 4.88%, 11/13/2043 | 3375000 | 3022239 |
| Metropolitan Life Global Funding I | Metropolitan Life Global Funding I | Metropolitan Life Global Funding I |
| &nbsp;&nbsp; 2.95%, 04/09/2030 <sup>(a)</sup> | 9025000 | 8476228 |
| &nbsp;&nbsp; 5.15%, 03/28/2033 <sup>(a)</sup> | 12656000 | 12781146 |
| Mitsubishi UFJ Financial Group, Inc. | Mitsubishi UFJ Financial Group, Inc. | Mitsubishi UFJ Financial Group, Inc. |
| &nbsp;&nbsp; 1.54% to 07/20/2026 then 1 yr. CMT Rate + 0.75%, 07/20/2027 (Callable 07/20/2026) | 24400000 | 24178502 |
| &nbsp;&nbsp; 5.20% to 01/16/2030 then 1 yr. CMT Rate + 0.78%, 01/16/2031 (Callable 01/16/2030) | 12625000 | 12830250 |
| &nbsp;&nbsp; 5.48% to 02/22/2030 then 1 yr. CMT Rate + 1.53%, 02/22/2031 (Callable 02/22/2030) | 3000000 | 3079242 |
| &nbsp;&nbsp; 5.16% to 04/24/2030 then 1 yr. CMT Rate + 1.17%, 04/24/2031 (Callable 04/24/2030) | 5500000 | 5578269 |
| Mizuho Financial Group, Inc. | Mizuho Financial Group, Inc. | Mizuho Financial Group, Inc. |
| &nbsp;&nbsp; 1.23% to 05/22/2026 then 1 yr. CMT Rate + 0.67%, 05/22/2027 (Callable 05/22/2026) | 10000000 | 9952842 |
| &nbsp;&nbsp; 3.17%, 09/11/2027 | 22000000 | 21643448 |
| &nbsp;&nbsp; 4.02%, 03/05/2028 | 2650000 | 2635068 |
| &nbsp;&nbsp; 5.78% to 07/06/2028 then 1 yr. CMT Rate + 1.65%, 07/06/2029 (Callable 07/06/2028) | 14719000 | 15124873 |
| &nbsp;&nbsp; 1.98% to 09/08/2030 then 3 mo. Term SOFR + 1.53%, 09/08/2031 (Callable 09/08/2030) | 7250000 | 6434496 |
| Molina Healthcare, Inc. | Molina Healthcare, Inc. | Molina Healthcare, Inc. |
| &nbsp;&nbsp; 6.50%, 02/15/2031 (Callable 12/15/2027) <sup>(a)</sup> | 13950000 | 13714319 |
| &nbsp;&nbsp; 6.25%, 01/15/2033 (Callable 01/15/2028) <sup>(a)</sup> | 5000000 | 4847953 |
| Morgan Stanley | Morgan Stanley | Morgan Stanley |
| &nbsp;&nbsp; 3.59%, 07/22/2028 (Callable 07/22/2027) <sup>(d)</sup> | 22350000 | 22087273 |
| &nbsp;&nbsp; 6.30% to 10/18/2027 then SOFR + 2.24%, 10/18/2028 (Callable 10/18/2027) | 25000000 | 25654260 |
| &nbsp;&nbsp; 3.77% to 01/24/2028 then 3 mo. Term SOFR + 1.40%, 01/24/2029 (Callable 01/24/2028) | 8586000 | 8470975 |
| &nbsp;&nbsp; 5.12% to 02/01/2028 then SOFR + 1.73%, 02/01/2029 (Callable 02/01/2028) | 10000000 | 10109364 |
| &nbsp;&nbsp; 4.99% (SOFR + 1.38%), 04/12/2029 (Callable 04/12/2028) | 15000000 | 15137518 |
| &nbsp;&nbsp; 5.16% to 04/20/2028 then SOFR + 1.59%, 04/20/2029 (Callable 04/20/2028) | 75237000 | 76103595 |
| &nbsp;&nbsp; 4.24% (SOFR + 0.80%), 01/09/2030 (Callable 01/09/2029) | 8000000 | 7919268 |
| &nbsp;&nbsp; 4.36% to 10/22/2030 then SOFR + 1.07%, 10/22/2031 (Callable 10/22/2030) | 15000000 | 14699840 |
| &nbsp;&nbsp; 4.49% to 01/16/2031 then SOFR + 0.95%, 01/16/2032 (Callable 01/16/2031) | 18300000 | 17992346 |
| &nbsp;&nbsp; 4.71% to 03/12/2031 then SOFR + 1.20%, 03/12/2032 (Callable 03/12/2031) | 27000000 | 26818207 |
| &nbsp;&nbsp; 2.24% to 07/21/2031 then SOFR + 1.18%, 07/21/2032 (Callable 07/21/2031) | 9705000 | 8496517 |
| &nbsp;&nbsp; 6.34% to 10/18/2032 then SOFR + 2.56%, 10/18/2033 (Callable 10/18/2032) | 5000000 | 5349869 |
| &nbsp;&nbsp; 5.42% to 07/21/2033 then SOFR + 1.88%, 07/21/2034 (Callable 07/21/2033) | 8600000 | 8726070 |
|  Morgan Stanley Bank NA, 5.50% to 05/26/2027 then SOFR + 0.87%, 05/26/2028 (Callable 05/26/2027) | 17000000 | 17193339 |
| Mutual of Omaha Cos. Global Funding | Mutual of Omaha Cos. Global Funding | Mutual of Omaha Cos. Global Funding |
| &nbsp;&nbsp; 4.75%, 10/15/2029 <sup>(a)</sup> | 12675000 | 12706514 |
| &nbsp;&nbsp; 4.55%, 01/13/2031 <sup>(a)</sup> | 78450000 | 77483986 |
| National Australia Bank Ltd. | National Australia Bank Ltd. | National Australia Bank Ltd. |
| &nbsp;&nbsp; 2.33%, 08/21/2030 <sup>(a)</sup> | 60200000 | 54308174 |
| &nbsp;&nbsp; 2.99%, 05/21/2031 <sup>(a)</sup> | 49495000 | 45009143 |
| &nbsp;&nbsp; 6.43%, 01/12/2033 <sup>(a)</sup> | 12025000 | 12838367 |
| &nbsp;&nbsp; 3.93% to 08/02/2029 then 5 yr. CMT Rate + 1.88%, 08/02/2034 (Callable 08/02/2029) <sup>(a)</sup> | 5000000 | 4848152 |
| &nbsp;&nbsp; 5.90% to 01/14/2035 then 1 yr. CMT Rate + 1.30%, 01/14/2036 (Callable 01/14/2035) <sup>(a)</sup> | 6000000 | 6161662 |
| &nbsp;&nbsp; 3.35% to 01/12/2032 then 5 yr. CMT Rate + 1.70%, 01/12/2037 (Callable 01/12/2032) <sup>(a)</sup> | 14000000 | 12661567 |
| National Bank of Canada | National Bank of Canada | National Bank of Canada |
| &nbsp;&nbsp; 4.95% to 02/01/2027 then SOFR + 0.80%, 02/01/2028 (Callable 02/01/2027) | 15000000 | 15059263 |
| &nbsp;&nbsp; 5.60%, 12/18/2028 | 20000000 | 20602680 |
| &nbsp;&nbsp; 4.50%, 10/10/2029 | 10000000 | 10005639 |
| Nationwide Building Society | Nationwide Building Society | Nationwide Building Society |
| &nbsp;&nbsp; 4.00%, 09/14/2026 <sup>(a)</sup> | 63394000 | 63222226 |
| &nbsp;&nbsp; 6.56% to 10/18/2026 then SOFR + 1.91%, 10/18/2027 (Callable 10/18/2026) <sup>(a)</sup> | 8000000 | 8090062 |
| &nbsp;&nbsp; 4.30% to 03/08/2028 then 3 mo. LIBOR USD + 1.45%, 03/08/2029 (Callable 03/08/2028) <sup>(a)(c)</sup> | 26250000 | 26068658 |
| &nbsp;&nbsp; 4.65% to 07/14/2028 then SOFR + 1.06%, 07/14/2029 (Callable 07/14/2028) <sup>(a)</sup> | 25530000 | 25553036 |
| &nbsp;&nbsp; 3.96% to 07/18/2029 then 3 mo. LIBOR USD + 1.86%, 07/18/2030 (Callable 07/18/2029) <sup>(a)(c)</sup> | 24825000 | 24266172 |
| &nbsp;&nbsp; 5.54% to 07/14/2035 then SOFR + 1.65%, 07/14/2036 (Callable 07/14/2035) <sup>(a)</sup> | 19525000 | 19580172 |
|  Nationwide Financial Services, Inc., 3.90%, 11/30/2049 (Callable 05/30/2049) <sup>(a)</sup> | 17500000 | 12961046 |
| Nationwide Mutual Insurance Co. | Nationwide Mutual Insurance Co. | Nationwide Mutual Insurance Co. |
| &nbsp;&nbsp; 8.25%, 12/01/2031 <sup>(a)</sup> | 7000000 | 8006505 |
| &nbsp;&nbsp; 7.88%, 04/01/2033 <sup>(a)</sup> | 5600000 | 6248550 |
| &nbsp;&nbsp; 9.38%, 08/15/2039 <sup>(a)</sup> | 23409000 | 29972351 |
| NatWest Group PLC | NatWest Group PLC | NatWest Group PLC |
| &nbsp;&nbsp; 1.64% to 06/14/2026 then 1 yr. CMT Rate + 0.90%, 06/14/2027 (Callable 06/14/2026) | 11725000 | 11653747 |
| &nbsp;&nbsp; 4.89% to 05/18/2028 then 3 mo. LIBOR USD + 1.75%, 05/18/2029 (Callable 05/18/2028) <sup>(c)</sup> | 5150000 | 5185991 |
| &nbsp;&nbsp; 5.81% to 09/13/2028 then 1 yr. CMT Rate + 1.95%, 09/13/2029 (Callable 09/13/2028) | 32500000 | 33439366 |
| &nbsp;&nbsp; 4.45% to 05/08/2029 then 3 mo. LIBOR USD + 1.87%, 05/08/2030 (Callable 05/08/2029) <sup>(c)</sup> | 11000000 | 10933786 |
| &nbsp;&nbsp; 4.96% to 08/15/2029 then 1 yr. CMT Rate + 1.22%, 08/15/2030 (Callable 08/15/2029) | 22500000 | 22699947 |
| &nbsp;&nbsp; 5.78% to 03/01/2034 then 1 yr. CMT Rate + 1.50%, 03/01/2035 (Callable 03/01/2034) | 8700000 | 8993485 |
| NatWest Markets PLC | NatWest Markets PLC | NatWest Markets PLC |
| &nbsp;&nbsp; 5.42%, 05/17/2027 <sup>(a)</sup> | 25000000 | 25314476 |
| &nbsp;&nbsp; 4.89%, 03/27/2031 <sup>(a)</sup> | 35375000 | 35448214 |
|  New York Life Global Funding, 5.00%, 06/06/2029 <sup>(a)</sup> | 11700000 | 11891884 |
| New York Life Insurance Co. | New York Life Insurance Co. | New York Life Insurance Co. |
| &nbsp;&nbsp; 6.75%, 11/15/2039 <sup>(a)</sup> | 25105000 | 27995757 |
| &nbsp;&nbsp; 4.45%, 05/15/2069 (Callable 11/15/2068) <sup>(a)</sup> | 14500000 | 10959142 |
|  Nippon Life Insurance Co., 5.05%, 04/02/2033 (Callable 02/02/2033) <sup>(a)</sup> | 11725000 | 11739376 |
| NLG Global Funding | NLG Global Funding | NLG Global Funding |
| &nbsp;&nbsp; 5.40%, 01/23/2030 <sup>(a)</sup> | 9800000 | 10021009 |
| &nbsp;&nbsp; 4.35%, 09/15/2030 <sup>(a)</sup> | 18825000 | 18489456 |
|  NNN REIT, Inc., 5.50%, 06/15/2034 (Callable 03/15/2034) | 5700000 | 5786654 |
| Nomura Holdings, Inc. | Nomura Holdings, Inc. | Nomura Holdings, Inc. |
| &nbsp;&nbsp; 5.59%, 07/02/2027 | 15000000 | 15183254 |
| &nbsp;&nbsp; 2.17%, 07/14/2028 | 30000000 | 28423766 |
| &nbsp;&nbsp; 2.71%, 01/22/2029 | 9600000 | 9116074 |
| Old Republic International Corp. | Old Republic International Corp. | Old Republic International Corp. |
| &nbsp;&nbsp; 5.75%, 03/28/2034 (Callable 12/28/2033) | 10000000 | 10204036 |
| &nbsp;&nbsp; 3.85%, 06/11/2051 (Callable 12/11/2050) | 12550000 | 8804234 |
|  Peachtree Corners Funding Trust II, 6.01%, 05/15/2035 (Callable 02/15/2035) <sup>(a)</sup> | 10475000 | 10716419 |
|  Penn Mutual Life Insurance Co., 3.80%, 04/29/2061 <sup>(a)</sup> | 9700000 | 6412494 |
|  Phillips Edison Grocery Center Operating Partnership I LP, 4.95%, 01/15/2035 (Callable 10/15/2034) | 10000000 | 9685650 |
|  Pine Street Trust III, 6.22%, 05/15/2054 (Callable 11/15/2053) <sup>(a)</sup> | 10000000 | 9985091 |
|  Pinnacle Financial Partners, Inc., 6.17% to 11/01/2029 then SOFR + 2.35%, 11/01/2030 (Callable 11/01/2029) | 15000000 | 15293428 |
| Pricoa Global Funding I | Pricoa Global Funding I | Pricoa Global Funding I |
| &nbsp;&nbsp; 5.10%, 05/30/2028 <sup>(a)</sup> | 4700000 | 4775613 |
| &nbsp;&nbsp; 4.65%, 08/27/2031 <sup>(a)</sup> | 6650000 | 6611830 |
|  Principal Financial Group, Inc., 4.11%, 02/15/2028 (Callable 11/15/2027) <sup>(a)</sup> | 9000000 | 8917429 |
| Principal Life Global Funding II | Principal Life Global Funding II | Principal Life Global Funding II |
| &nbsp;&nbsp; 5.10%, 01/25/2029 <sup>(a)</sup> | 10000000 | 10152615 |
| &nbsp;&nbsp; 4.45%, 01/13/2031 <sup>(a)</sup> | 65000000 | 64110569 |
|  Prologis LP, 5.25%, 06/15/2053 (Callable 12/15/2052) | 6600000 | 6150194 |
| Protective Life Corp. | Protective Life Corp. | Protective Life Corp. |
| &nbsp;&nbsp; 4.30%, 09/30/2028 (Callable 06/30/2028) <sup>(a)</sup> | 4105000 | 4078728 |
| &nbsp;&nbsp; 5.35%, 12/15/2035 (Callable 09/15/2035) <sup>(a)</sup> | 28300000 | 27810126 |
|  Protective Life Global Funding, 5.22%, 06/12/2029 <sup>(a)</sup> | 15850000 | 16115174 |
|  Raymond James Financial, Inc., 4.95%, 07/15/2046 | 15000000 | 13333146 |
|  Realty Income Corp., 5.38%, 09/01/2054 (Callable 03/01/2054) | 7000000 | 6653973 |
|  Regions Banks, 6.45%, 06/26/2037 | 3864000 | 4065160 |
|  Rexford Industrial Realty LP, 2.13%, 12/01/2030 (Callable 09/01/2030) | 13000000 | 11506924 |
|  Rocket Cos., Inc., 6.13%, 08/01/2030 (Callable 08/01/2027) <sup>(a)</sup> | 5000000 | 5046135 |
|  Rocket Mortgage LLC / Rocket Mortgage Co.-Issuer, Inc., 2.88%, 10/15/2026 (Callable 05/01/2026) <sup>(a)</sup> | 10000000 | 9891825 |
| Sammons Financial Group Global Funding | Sammons Financial Group Global Funding | Sammons Financial Group Global Funding |
| &nbsp;&nbsp; 5.05%, 01/10/2028 <sup>(a)</sup> | 16500000 | 16644092 |
| &nbsp;&nbsp; 5.10%, 12/10/2029 <sup>(a)</sup> | 11650000 | 11763062 |
| &nbsp;&nbsp; 4.80%, 12/12/2030 <sup>(a)</sup> | 40000000 | 39643724 |
|  Sammons Financial Group, Inc., 3.35%, 04/16/2031 (Callable 01/16/2031) <sup>(a)</sup> | 25000000 | 22951767 |
| Santander Holdings USA, Inc. | Santander Holdings USA, Inc. | Santander Holdings USA, Inc. |
| &nbsp;&nbsp; 5.35% to 09/06/2029 then SOFR + 1.94%, 09/06/2030 (Callable 09/06/2029) | 4500000 | 4548120 |
| &nbsp;&nbsp; 6.34% to 05/31/2034 then SOFR + 2.14%, 05/31/2035 (Callable 05/31/2034) | 15000000 | 15688393 |
| Santander UK Group Holdings PLC | Santander UK Group Holdings PLC | Santander UK Group Holdings PLC |
| &nbsp;&nbsp; 1.67% to 06/14/2026 then SOFR + 0.99%, 06/14/2027 (Callable 06/14/2026) | 20000000 | 19877073 |
| &nbsp;&nbsp; 6.53% to 01/10/2028 then SOFR + 2.60%, 01/10/2029 (Callable 01/10/2028) | 10014000 | 10332518 |
| &nbsp;&nbsp; 4.32% to 09/22/2028 then SOFR + 1.07%, 09/22/2029 (Callable 09/22/2028) | 14960000 | 14819679 |
| &nbsp;&nbsp; 5.69% to 04/15/2030 then SOFR + 1.52%, 04/15/2031 (Callable 04/15/2030) | 3550000 | 3651123 |
| &nbsp;&nbsp; 5.14% to 09/22/2035 then SOFR + 1.58%, 09/22/2036 (Callable 09/22/2035) | 13925000 | 13446870 |
| SMBC Aviation Capital Finance DAC | SMBC Aviation Capital Finance DAC | SMBC Aviation Capital Finance DAC |
| &nbsp;&nbsp; 2.30%, 06/15/2028 (Callable 04/15/2028) <sup>(a)</sup> | 8435000 | 8025806 |
| &nbsp;&nbsp; 5.30%, 04/03/2029 (Callable 03/03/2029) <sup>(a)</sup> | 10000000 | 10152170 |
| &nbsp;&nbsp; 5.70%, 07/25/2033 (Callable 04/25/2033) <sup>(a)</sup> | 35000000 | 35758621 |
| &nbsp;&nbsp; 5.55%, 04/03/2034 (Callable 01/03/2034) <sup>(a)</sup> | 57037000 | 57248544 |
| Societe Generale SA | Societe Generale SA | Societe Generale SA |
| &nbsp;&nbsp; 4.25%, 08/19/2026 <sup>(a)</sup> | 10572000 | 10555353 |
| &nbsp;&nbsp; 5.25%, 02/19/2027 <sup>(a)</sup> | 18000000 | 18111809 |
| &nbsp;&nbsp; 6.45% to 01/10/2028 then 1 yr. CMT Rate + 2.55%, 01/10/2029 (Callable 01/10/2028) <sup>(a)</sup> | 14275000 | 14693373 |
| &nbsp;&nbsp; 5.50% to 04/13/2028 then 1 yr. CMT Rate + 1.20%, 04/13/2029 (Callable 04/13/2028) <sup>(a)</sup> | 13975000 | 14183773 |
| &nbsp;&nbsp; 5.63% to 01/19/2029 then 1 yr. CMT Rate + 1.75%, 01/19/2030 (Callable 01/19/2029) <sup>(a)</sup> | 7475000 | 7642288 |
| &nbsp;&nbsp; 4.45% to 04/12/2029 then SOFR + 1.10%, 04/12/2030 (Callable 04/12/2029) <sup>(a)</sup> | 25000000 | 24749440 |
| &nbsp;&nbsp; 5.51% to 05/22/2030 then SOFR + 1.65%, 05/22/2031 (Callable 05/22/2030) <sup>(a)</sup> | 13575000 | 13858249 |
| &nbsp;&nbsp; 2.89% to 06/09/2031 then 1 yr. CMT Rate + 1.30%, 06/09/2032 (Callable 06/09/2031) <sup>(a)</sup> | 18760000 | 16826370 |
| &nbsp;&nbsp; 6.07% to 01/19/2034 then 1 yr. CMT Rate + 2.10%, 01/19/2035 (Callable 01/19/2034) <sup>(a)</sup> | 4000000 | 4130560 |
| &nbsp;&nbsp; 3.63%, 03/01/2041 <sup>(a)</sup> | 9200000 | 6607314 |
| &nbsp;&nbsp; 4.03% to 01/21/2042 then 1 yr. CMT Rate + 1.90%, 01/21/2043 (Callable 01/21/2042) <sup>(a)</sup> | 3600000 | 2676574 |
| &nbsp;&nbsp; 7.13% to 01/19/2054 then 1 yr. CMT Rate + 2.95%, 01/19/2055 (Callable 01/19/2054) <sup>(a)</sup> | 13000000 | 13217406 |
| Standard Chartered PLC | Standard Chartered PLC | Standard Chartered PLC |
| &nbsp;&nbsp; 2.61% to 01/12/2027 then 1 yr. CMT Rate + 1.18%, 01/12/2028 (Callable 01/12/2027) <sup>(a)</sup> | 18000000 | 17732733 |
| &nbsp;&nbsp; 7.77% to 11/16/2027 then 1 yr. CMT Rate + 3.45%, 11/16/2028 (Callable 11/16/2027) <sup>(a)</sup> | 15000000 | 15721515 |
| &nbsp;&nbsp; 6.30% to 01/09/2028 then 1 yr. CMT Rate + 2.45%, 01/09/2029 (Callable 01/09/2028) <sup>(a)</sup> | 4000000 | 4108604 |
| &nbsp;&nbsp; 5.55% to 01/21/2028 then 1 yr. CMT Rate + 1.05%, 01/21/2029 (Callable 01/21/2028) <sup>(a)</sup> | 15000000 | 15221350 |
| &nbsp;&nbsp; 4.30% to 01/13/2029 then 1 yr. CMT Rate + 0.77%, 01/13/2030 (Callable 01/13/2029) <sup>(a)</sup> | 30750000 | 30425353 |
| &nbsp;&nbsp; 7.02% to 02/08/2029 then 1 yr. CMT Rate + 2.20%, 02/08/2030 (Callable 02/08/2029) <sup>(a)</sup> | 3000000 | 3185077 |
| &nbsp;&nbsp; 5.01% to 10/15/2029 then 1 yr. CMT Rate + 1.15%, 10/15/2030 (Callable 10/15/2029) <sup>(a)</sup> | 30000000 | 30250971 |
| &nbsp;&nbsp; 4.53% to 06/05/2031 then 1 yr. CMT Rate + 0.95%, 06/05/2032 (Callable 06/05/2031) <sup>(a)</sup> | 15000000 | 14646002 |
| &nbsp;&nbsp; 2.68% to 06/29/2031 then 1 yr. CMT Rate + 1.20%, 06/29/2032 (Callable 06/29/2031) <sup>(a)</sup> | 38925000 | 34617295 |
| &nbsp;&nbsp; 5.91% to 05/14/2034 then 1 yr. CMT Rate + 1.45%, 05/14/2035 (Callable 05/14/2034) <sup>(a)</sup> | 32750000 | 33517061 |
| &nbsp;&nbsp; 6.23% to 01/21/2035 then 1 yr. CMT Rate + 1.43%, 01/21/2036 (Callable 01/21/2035) <sup>(a)</sup> | 20000000 | 21049569 |
| &nbsp;&nbsp; 5.40% to 08/12/2035 then 1 yr. CMT Rate + 1.20%, 08/12/2036 (Callable 08/12/2035) <sup>(a)</sup> | 5000000 | 4928695 |
|  Stifel Financial Corp., 4.00%, 05/15/2030 (Callable 02/15/2030) | 6325000 | 6142108 |
| Sumitomo Mitsui Financial Group, Inc. | Sumitomo Mitsui Financial Group, Inc. | Sumitomo Mitsui Financial Group, Inc. |
| &nbsp;&nbsp; 5.52%, 01/13/2028 | 30000000 | 30602315 |
| &nbsp;&nbsp; 5.80%, 07/13/2028 | 10000000 | 10302815 |
| &nbsp;&nbsp; 5.85%, 07/13/2030 | 23375000 | 24274072 |
| &nbsp;&nbsp; 1.71%, 01/12/2031 | 4008000 | 3500883 |
| Svenska Handelsbanken AB | Svenska Handelsbanken AB | Svenska Handelsbanken AB |
| &nbsp;&nbsp; 1.42% to 06/11/2026 then 1 yr. CMT Rate + 0.63%, 06/11/2027 (Callable 06/11/2026) <sup>(a)</sup> | 10000000 | 9944366 |
| &nbsp;&nbsp; 5.50%, 06/15/2028 <sup>(a)</sup> | 22195000 | 22669968 |
| Swedbank AB | Swedbank AB | Swedbank AB |
| &nbsp;&nbsp; 5.41%, 03/14/2029 <sup>(a)</sup> | 19000000 | 19494254 |
| &nbsp;&nbsp; 4.90%, 03/30/2031 <sup>(a)</sup> | 19000000 | 19075038 |
|  Symetra Life Insurance Co., 6.55%, 10/01/2055 (Callable 04/01/2055) <sup>(a)</sup> | 37107000 | 37179989 |
|  Synchrony Bank, 5.63%, 08/23/2027 (Callable 07/23/2027) | 19618000 | 19834215 |
| Synchrony Financial | Synchrony Financial | Synchrony Financial |
| &nbsp;&nbsp; 3.95%, 12/01/2027 (Callable 09/01/2027) | 43000000 | 42468150 |
| &nbsp;&nbsp; 5.15%, 03/19/2029 (Callable 12/19/2028) | 35000000 | 35084869 |
| &nbsp;&nbsp; 5.02% (SOFR + 1.40%), 07/29/2029 (Callable 07/29/2028) | 7550000 | 7542589 |
| &nbsp;&nbsp; 5.45% to 03/06/2030 then SOFR + 1.68%, 03/06/2031 (Callable 03/06/2030) | 14525000 | 14512973 |
| &nbsp;&nbsp; 2.88%, 10/28/2031 (Callable 07/28/2031) | 26173000 | 22833647 |
| &nbsp;&nbsp; 4.95% to 02/25/2031 then SOFR + 1.53%, 02/25/2032 (Callable 02/25/2031) | 3000000 | 2911507 |
| &nbsp;&nbsp; 7.25%, 02/02/2033 (Callable 11/02/2032) | 22000000 | 22470390 |
| &nbsp;&nbsp; 6.00% to 07/29/2035 then SOFR + 2.07%, 07/29/2036 (Callable 07/29/2035) | 7869000 | 7761376 |
| Takeoff Merger Sub, Inc. | Takeoff Merger Sub, Inc. | Takeoff Merger Sub, Inc. |
| &nbsp;&nbsp; 4.85%, 03/24/2031 (Callable 02/24/2031) <sup>(a)</sup> | 15000000 | 14812421 |
| &nbsp;&nbsp; 5.50%, 03/24/2036 (Callable 12/24/2035) <sup>(a)</sup> | 12000000 | 11821306 |
|  Trinity Acquisition PLC, 6.13%, 08/15/2043 | 23630000 | 23298887 |
| Truist Financial Corp. | Truist Financial Corp. | Truist Financial Corp. |
| &nbsp;&nbsp; 4.87% to 01/26/2028 then SOFR + 1.44%, 01/26/2029 (Callable 01/26/2028) | 10000000 | 10065799 |
| &nbsp;&nbsp; 7.16% to 10/30/2028 then SOFR + 2.45%, 10/30/2029 (Callable 10/30/2028) | 8000000 | 8502669 |
|  Trustage Financial Group, Inc., 4.63%, 04/15/2032 (Callable 01/15/2032) <sup>(a)</sup> | 13062000 | 12485739 |
|  UBS AG, 4.63% to 02/16/2031 then SOFR + 1.11%, 02/16/2032 (Callable 02/16/2031) | 33350000 | 33235233 |
| UBS Group AG | UBS Group AG | UBS Group AG |
| &nbsp;&nbsp; 1.49% to 08/10/2026 then 1 yr. CMT Rate + 0.85%, 08/10/2027 (Callable 08/10/2026) <sup>(a)</sup> | 10000000 | 9892217 |
| &nbsp;&nbsp; 4.28%, 01/09/2028 (Callable 01/09/2027) <sup>(a)</sup> | 24750000 | 24660407 |
| &nbsp;&nbsp; 3.87% to 01/12/2028 then 3 mo. LIBOR USD + 1.41%, 01/12/2029 (Callable 01/12/2028) <sup>(a)(c)</sup> | 43850000 | 43344988 |
| &nbsp;&nbsp; 6.25% to 09/22/2028 then 1 yr. CMT Rate + 1.80%, 09/22/2029 (Callable 09/22/2028) <sup>(a)</sup> | 5000000 | 5196380 |
| &nbsp;&nbsp; 4.21% to 04/10/2029 then SOFR + 0.84%, 04/10/2030 (Callable 04/10/2029) <sup>(a)</sup> | 25000000 | 24682990 |
| &nbsp;&nbsp; 3.13% to 08/13/2029 then 3 mo. LIBOR USD + 1.47%, 08/13/2030 (Callable 08/13/2029) <sup>(a)(c)</sup> | 4996000 | 4751845 |
| &nbsp;&nbsp; 4.19% to 04/01/2030 then SOFR + 3.73%, 04/01/2031 (Callable 04/01/2030) <sup>(a)</sup> | 20000000 | 19568264 |
| &nbsp;&nbsp; 2.10% to 02/11/2031 then 1 yr. CMT Rate + 1.00%, 02/11/2032 (Callable 02/11/2031) <sup>(a)</sup> | 21550000 | 18987074 |
| &nbsp;&nbsp; 3.09% to 05/14/2031 then SOFR + 1.73%, 05/14/2032 (Callable 05/14/2031) <sup>(a)</sup> | 12500000 | 11463451 |
| &nbsp;&nbsp; 4.99% to 08/05/2032 then 1 yr. CMT Rate + 2.40%, 08/05/2033 (Callable 08/05/2032) <sup>(a)</sup> | 3000000 | 2985556 |
| &nbsp;&nbsp; 4.84% to 11/06/2032 then SOFR + 1.29%, 11/06/2033 (Callable 11/06/2032) <sup>(a)</sup> | 21000000 | 20655408 |
|  UnitedHealth Group, Inc., 4.63%, 07/15/2035 | 12175000 | 11780450 |
|  US Bancorp, 4.65% to 02/01/2028 then SOFR + 1.23%, 02/01/2029 (Callable 02/01/2028) | 3684000 | 3700852 |
| Voya Financial, Inc. | Voya Financial, Inc. | Voya Financial, Inc. |
| &nbsp;&nbsp; 5.00%, 09/20/2034 (Callable 06/20/2034) | 8500000 | 8273642 |
| &nbsp;&nbsp; 5.05%, 03/02/2036 (Callable 12/02/2035) | 20000000 | 19319179 |
|  Voya Global Funding, 4.60%, 11/24/2030 <sup>(a)</sup> | 10000000 | 9848963 |
| Wells Fargo & Co. | Wells Fargo & Co. | Wells Fargo & Co. |
| &nbsp;&nbsp; 5.71% to 04/22/2027 then SOFR + 1.07%, 04/22/2028 (Callable 04/22/2027) | 10000000 | 10128994 |
| &nbsp;&nbsp; 3.58% to 05/22/2027 then 3 mo. Term SOFR + 1.57%, 05/22/2028 (Callable 05/22/2027) | 22095000 | 21886203 |
| &nbsp;&nbsp; 4.81% to 07/25/2027 then SOFR + 1.98%, 07/25/2028 (Callable 07/25/2027) | 5500000 | 5522829 |
| &nbsp;&nbsp; 4.97% (SOFR + 1.37%), 04/23/2029 (Callable 04/23/2028) | 20000000 | 20173416 |
| &nbsp;&nbsp; 5.57% to 07/25/2028 then SOFR + 1.74%, 07/25/2029 (Callable 07/25/2028) | 22955000 | 23482335 |
| &nbsp;&nbsp; 6.30% to 10/23/2028 then SOFR + 1.79%, 10/23/2029 (Callable 10/23/2028) | 12800000 | 13331113 |
| &nbsp;&nbsp; 4.18% (SOFR + 0.74%), 01/23/2030 (Callable 01/23/2029) | 15000000 | 14867097 |
| &nbsp;&nbsp; 3.35% to 03/02/2032 then SOFR + 1.50%, 03/02/2033 (Callable 03/02/2032) | 5000000 | 4590929 |
| &nbsp;&nbsp; 5.56% to 07/25/2033 then SOFR + 1.99%, 07/25/2034 (Callable 07/25/2033) | 28000000 | 28696225 |
| &nbsp;&nbsp; 5.50% to 01/23/2034 then SOFR + 1.78%, 01/23/2035 (Callable 01/23/2034) | 7000000 | 7125640 |
| &nbsp;&nbsp; 3.07% to 04/30/2040 then SOFR + 2.53%, 04/30/2041 (Callable 04/30/2040) | 35000000 | 26276360 |
|  Western & Southern Financial Group, Inc., 5.75%, 07/15/2033 <sup>(a)</sup> | 45913000 | 47569061 |
| Western-Southern Global Funding | Western-Southern Global Funding | Western-Southern Global Funding |
| &nbsp;&nbsp; 4.25%, 01/29/2029 <sup>(a)</sup> | 23500000 | 23287599 |
| &nbsp;&nbsp; 4.70%, 12/10/2032 <sup>(a)</sup> | 48018000 | 46763294 |
| Westpac Banking Corp. | Westpac Banking Corp. | Westpac Banking Corp. |
| &nbsp;&nbsp; 4.32% to 11/23/2026 then 5 yr. Mid Swap Rate USD + 2.24%, 11/23/2031 (Callable 11/23/2026) | 10000000 | 9975827 |
| &nbsp;&nbsp; 5.41% to 08/10/2032 then 1 yr. CMT Rate + 2.68%, 08/10/2033 (Callable 08/10/2032) | 3000000 | 3039049 |
| &nbsp;&nbsp; 6.82%, 11/17/2033 | 6000000 | 6549294 |
| &nbsp;&nbsp; 4.11% to 07/24/2029 then 5 yr. CMT Rate + 2.00%, 07/24/2034 (Callable 07/24/2029) | 10000000 | 9750386 |
| &nbsp;&nbsp; 2.67% to 11/15/2030 then 5 yr. CMT Rate + 1.75%, 11/15/2035 (Callable 11/15/2030) | 40000000 | 35929565 |
| &nbsp;&nbsp; 5.62% to 11/20/2034 then 1 yr. CMT Rate + 1.20%, 11/20/2035 (Callable 11/20/2034) | 32775000 | 33161300 |
| Willis North America, Inc. | Willis North America, Inc. | Willis North America, Inc. |
| &nbsp;&nbsp; 2.95%, 09/15/2029 (Callable 06/15/2029) | 10600000 | 10037523 |
| &nbsp;&nbsp; 5.35%, 05/15/2033 (Callable 02/15/2033) | 6000000 | 6062785 |
| &nbsp;&nbsp; 5.05%, 09/15/2048 (Callable 03/15/2048) | 15000000 | 13020607 |
| &nbsp;&nbsp; 5.90%, 03/05/2054 (Callable 09/05/2053) | 5000000 | 4853281 |
|  WP Carey, Inc., 5.38%, 06/30/2034 (Callable 03/30/2034) | 5550000 | 5550065 |
|  |  | 9487892075 |
| **Industrials - 24.6%** | **Industrials - 24.6%** | **Industrials - 24.6%** |
|  1011778 BC ULC / New Red Finance, Inc., 6.13%, 06/15/2029 (Callable 06/15/2026) <sup>(a)</sup> | 5000000 | 5080825 |
|  180 Medical, Inc., 3.88%, 10/15/2029 (Callable 04/11/2026) <sup>(a)</sup> | 500000 | 485746 |
|  AAR Escrow Issuer LLC, 6.75%, 03/15/2029 (Callable 04/11/2026) <sup>(a)</sup> | 250000 | 254450 |
|  AbbVie, Inc., 4.30%, 05/14/2036 (Callable 11/14/2035) | 3825000 | 3613546 |
|  Acadia Healthcare Co., Inc., 7.38%, 03/15/2033 (Callable 03/15/2028) <sup>(a)</sup> | 1000000 | 1023824 |
|  Acushnet Co., 5.63%, 12/01/2033 (Callable 12/01/2028) <sup>(a)</sup> | 1000000 | 992262 |
|  ADT Security Corp., 4.13%, 08/01/2029 (Callable 08/01/2028) <sup>(a)</sup> | 2250000 | 2149536 |
|  Advance Auto Parts, Inc., 3.90%, 04/15/2030 (Callable 01/15/2030) | 5000000 | 4591827 |
| Advanced Drainage Systems, Inc. | Advanced Drainage Systems, Inc. | Advanced Drainage Systems, Inc. |
| &nbsp;&nbsp; 6.38%, 06/15/2030 (Callable 04/16/2026) <sup>(a)</sup> | 1500000 | 1513032 |
| &nbsp;&nbsp; 5.38%, 03/01/2034 (Callable 03/01/2029) <sup>(a)</sup> | 500000 | 486560 |
| Adventist Health System/West | Adventist Health System/West | Adventist Health System/West |
| &nbsp;&nbsp; 2.95%, 03/01/2029 (Callable 12/01/2028) | 7250000 | 6897422 |
| &nbsp;&nbsp; 3.63%, 03/01/2049 (Callable 09/01/2048) | 8900000 | 5949734 |
|  AECOM, 6.00%, 08/01/2033 (Callable 08/01/2028) <sup>(a)</sup> | 25675000 | 25646791 |
| Aker BP ASA | Aker BP ASA | Aker BP ASA |
| &nbsp;&nbsp; 5.60%, 06/13/2028 (Callable 05/13/2028) <sup>(a)</sup> | 4000000 | 4080868 |
| &nbsp;&nbsp; 3.75%, 01/15/2030 (Callable 10/15/2029) <sup>(a)</sup> | 7425000 | 7134610 |
| &nbsp;&nbsp; 4.00%, 01/15/2031 (Callable 10/15/2030) <sup>(a)</sup> | 10440000 | 10014957 |
| &nbsp;&nbsp; 3.10%, 07/15/2031 (Callable 04/15/2031) <sup>(a)</sup> | 27958000 | 25523369 |
| &nbsp;&nbsp; 5.13%, 10/01/2034 (Callable 07/01/2034) <sup>(a)</sup> | 42125000 | 41224927 |
| &nbsp;&nbsp; 5.25%, 10/30/2035 (Callable 07/30/2035) <sup>(a)</sup> | 18500000 | 17990453 |
|  Albertsons Cos., Inc., 5.63%, 03/31/2032 (Callable 03/31/2028) <sup>(a)</sup> | 20000000 | 19690322 |
| Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons LP / Albertsons LLC | Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons LP / Albertsons LLC | Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons LP / Albertsons LLC |
| &nbsp;&nbsp; 3.50%, 03/15/2029 (Callable 05/01/2026) <sup>(a)</sup> | 1500000 | 1430910 |
| &nbsp;&nbsp; 5.50%, 03/31/2031 (Callable 11/15/2027) <sup>(a)</sup> | 3000000 | 2966016 |
| &nbsp;&nbsp; 6.25%, 03/15/2033 (Callable 03/15/2028) <sup>(a)</sup> | 1000000 | 1006705 |
| Alcon Finance Corp. | Alcon Finance Corp. | Alcon Finance Corp. |
| &nbsp;&nbsp; 3.00%, 09/23/2029 (Callable 06/23/2029) <sup>(a)</sup> | 6110000 | 5805345 |
| &nbsp;&nbsp; 2.60%, 05/27/2030 (Callable 02/27/2030) <sup>(a)</sup> | 6475000 | 5988896 |
|  Alimentation Couche-Tard, Inc., 2.95%, 01/25/2030 (Callable 10/25/2029) <sup>(a)</sup> | 6500000 | 6131771 |
|  Allegion PLC, 3.50%, 10/01/2029 (Callable 07/01/2029) | 12275000 | 11822559 |
|  Allison Transmission, Inc., 5.88%, 12/01/2033 (Callable 12/01/2028) <sup>(a)</sup> | 3000000 | 2981608 |
| Alpek SAB de CV | Alpek SAB de CV | Alpek SAB de CV |
| &nbsp;&nbsp; 4.25%, 09/18/2029 (Callable 06/18/2029) <sup>(a)</sup> | 6000000 | 5546995 |
| &nbsp;&nbsp; 3.25%, 02/25/2031 (Callable 11/25/2030) <sup>(a)</sup> | 10000000 | 8389981 |
| Ambipar Lux Sarl | Ambipar Lux Sarl | Ambipar Lux Sarl |
| &nbsp;&nbsp; 9.88%, 02/06/2031 (Callable 02/06/2027) <sup>(a)</sup> | 500000 | 92500 |
| &nbsp;&nbsp; 10.88%, 02/05/2033 (Callable 02/05/2029) <sup>(a)</sup> | 1000000 | 150000 |
|  Amcor Flexibles North America, Inc., 4.25%, 03/08/2029 (Callable 02/08/2029) | 14025000 | 13896148 |
|  Amcor Group Finance PLC, 5.45%, 05/23/2029 (Callable 04/23/2029) | 12500000 | 12807634 |
|  America Movil SAB de CV, 2.88%, 05/07/2030 (Callable 02/07/2030) | 28000000 | 26083762 |
|  American Tower Corp., 4.70%, 12/15/2032 (Callable 10/15/2032) | 18775000 | 18448570 |
| Amgen, Inc. | Amgen, Inc. | Amgen, Inc. |
| &nbsp;&nbsp; 3.15%, 02/21/2040 (Callable 08/21/2039) | 5000000 | 3888854 |
| &nbsp;&nbsp; 4.40%, 05/01/2045 (Callable 11/01/2044) | 8000000 | 6747696 |
| &nbsp;&nbsp; 5.65%, 03/02/2053 (Callable 09/02/2052) | 21700000 | 21017365 |
| Amrize Finance US LLC | Amrize Finance US LLC | Amrize Finance US LLC |
| &nbsp;&nbsp; 3.50%, 09/22/2026 (Callable 06/22/2026) | 12565000 | 12452521 |
| &nbsp;&nbsp; 4.95%, 04/07/2030 (Callable 03/07/2030) | 10000000 | 10109352 |
| &nbsp;&nbsp; 7.13%, 07/15/2036 | 1500000 | 1707920 |
|  Amsted Industries, Inc., 6.38%, 03/15/2033 (Callable 03/15/2028) <sup>(a)</sup> | 1000000 | 1004950 |
| Anglo American Capital PLC | Anglo American Capital PLC | Anglo American Capital PLC |
| &nbsp;&nbsp; 4.75%, 04/10/2027 <sup>(a)</sup> | 12033000 | 12045709 |
| &nbsp;&nbsp; 4.50%, 03/15/2028 (Callable 12/15/2027) <sup>(a)</sup> | 11000000 | 11000267 |
| &nbsp;&nbsp; 5.63%, 04/01/2030 (Callable 01/01/2030) <sup>(a)</sup> | 3000000 | 3093527 |
| &nbsp;&nbsp; 2.63%, 09/10/2030 (Callable 06/10/2030) <sup>(a)</sup> | 16025000 | 14620214 |
| &nbsp;&nbsp; 5.50%, 05/02/2033 (Callable 02/02/2033) <sup>(a)</sup> | 12450000 | 12596217 |
| &nbsp;&nbsp; 5.75%, 04/05/2034 (Callable 01/05/2034) <sup>(a)</sup> | 15000000 | 15439145 |
| &nbsp;&nbsp; 3.95%, 09/10/2050 (Callable 03/10/2050) <sup>(a)</sup> | 10000000 | 7292137 |
| &nbsp;&nbsp; 6.00%, 04/05/2054 (Callable 10/05/2053) <sup>(a)</sup> | 5000000 | 4869573 |
|  Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., 4.90%, 02/01/2046 (Callable 08/01/2045) | 56166000 | 50615227 |
|  Anheuser-Busch InBev Worldwide, Inc., 5.45%, 01/23/2039 (Callable 07/23/2038) | 9975000 | 10133804 |
| Antero Midstream Partners LP / Antero Midstream Finance Corp. | Antero Midstream Partners LP / Antero Midstream Finance Corp. | Antero Midstream Partners LP / Antero Midstream Finance Corp. |
| &nbsp;&nbsp; 6.63%, 02/01/2032 (Callable 02/01/2027) <sup>(a)</sup> | 3000000 | 3066117 |
| &nbsp;&nbsp; 5.75%, 07/01/2034 (Callable 01/01/2029) <sup>(a)</sup> | 13500000 | 13303328 |
| Antofagasta PLC | Antofagasta PLC | Antofagasta PLC |
| &nbsp;&nbsp; 2.38%, 10/14/2030 (Callable 07/14/2030) <sup>(a)</sup> | 6000000 | 5379000 |
| &nbsp;&nbsp; 6.25%, 05/02/2034 (Callable 02/02/2034) <sup>(a)</sup> | 22187000 | 23167710 |
| &nbsp;&nbsp; 5.63%, 09/09/2035 (Callable 06/09/2035) <sup>(a)</sup> | 16375000 | 16177652 |
|  AP Moller - Maersk AS, 4.50%, 06/20/2029 (Callable 03/20/2029) <sup>(a)</sup> | 20575000 | 20553518 |
|  AptarGroup, Inc., 3.60%, 03/15/2032 (Callable 12/15/2031) | 14650000 | 13616397 |
|  Aramark Services, Inc., 5.00%, 02/01/2028 (Callable 05/01/2026) <sup>(a)</sup> | 1000000 | 994098 |
| ArcelorMittal SA | ArcelorMittal SA | ArcelorMittal SA |
| &nbsp;&nbsp; 4.25%, 07/16/2029 | 15000000 | 14948361 |
| &nbsp;&nbsp; 6.80%, 11/29/2032 (Callable 08/29/2032) | 28467000 | 31419565 |
| &nbsp;&nbsp; 6.00%, 06/17/2034 (Callable 03/17/2034) | 4500000 | 4732905 |
| &nbsp;&nbsp; 7.00%, 10/15/2039 <sup>(e)</sup> | 11096000 | 12065188 |
| &nbsp;&nbsp; 6.75%, 03/01/2041 <sup>(e)</sup> | 6000000 | 6379681 |
| &nbsp;&nbsp; 6.35%, 06/17/2054 (Callable 12/17/2053) | 25900000 | 26347206 |
|  Arcos Dorados BV, 6.38%, 01/29/2032 (Callable 11/29/2031) <sup>(a)</sup> | 12000000 | 12330000 |
| Arcosa, Inc. | Arcosa, Inc. | Arcosa, Inc. |
| &nbsp;&nbsp; 4.38%, 04/15/2029 (Callable 04/16/2026) <sup>(a)</sup> | 3000000 | 2894221 |
| &nbsp;&nbsp; 6.88%, 08/15/2032 (Callable 08/15/2027) <sup>(a)</sup> | 1000000 | 1024643 |
| Ashtead Capital, Inc. | Ashtead Capital, Inc. | Ashtead Capital, Inc. |
| &nbsp;&nbsp; 4.00%, 05/01/2028 (Callable 04/11/2026) <sup>(a)</sup> | 9000000 | 8877293 |
| &nbsp;&nbsp; 4.25%, 11/01/2029 (Callable 04/11/2026) <sup>(a)</sup> | 4100000 | 4015475 |
| &nbsp;&nbsp; 2.45%, 08/12/2031 (Callable 05/12/2031) <sup>(a)</sup> | 23840000 | 20953163 |
| &nbsp;&nbsp; 5.50%, 08/11/2032 (Callable 05/11/2032) <sup>(a)</sup> | 17450000 | 17694467 |
| &nbsp;&nbsp; 5.55%, 05/30/2033 (Callable 02/28/2033) <sup>(a)</sup> | 5000000 | 5048773 |
| &nbsp;&nbsp; 5.95%, 10/15/2033 (Callable 07/15/2033) <sup>(a)</sup> | 9000000 | 9261648 |
| &nbsp;&nbsp; 5.80%, 04/15/2034 (Callable 01/15/2034) <sup>(a)</sup> | 6700000 | 6830590 |
|  AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust, 6.09%, 12/15/2044 <sup>(a)</sup> | 38790886 | 38401623 |
| AT&T, Inc. | AT&T, Inc. | AT&T, Inc. |
| &nbsp;&nbsp; 4.30%, 02/15/2030 (Callable 11/15/2029) | 10980000 | 10910350 |
| &nbsp;&nbsp; 2.55%, 12/01/2033 (Callable 09/01/2033) | 14329000 | 12125735 |
| &nbsp;&nbsp; 4.65%, 06/01/2044 (Callable 12/01/2043) | 9700000 | 8220622 |
| &nbsp;&nbsp; 5.70%, 11/01/2054 (Callable 05/01/2054) | 10000000 | 9363292 |
| &nbsp;&nbsp; 3.55%, 09/15/2055 (Callable 03/15/2055) | 40029000 | 26033350 |
| &nbsp;&nbsp; 6.00%, 04/30/2056 (Callable 10/30/2055) | 15600000 | 15263184 |
| &nbsp;&nbsp; 6.05%, 08/15/2056 (Callable 02/15/2056) | 13750000 | 13540745 |
| &nbsp;&nbsp; 3.80%, 12/01/2057 (Callable 06/01/2057) | 34315000 | 23171915 |
| &nbsp;&nbsp; 3.65%, 09/15/2059 (Callable 03/15/2059) | 31734000 | 20562984 |
|  Augusta SpinCo Corp., 4.40%, 03/23/2029 (Callable 02/23/2029) | 13500000 | 13463050 |
|  AutoNation, Inc., 4.45%, 01/15/2029 (Callable 12/15/2028) | 19550000 | 19387468 |
|  Avery Dennison Corp., 2.65%, 04/30/2030 (Callable 02/01/2030) | 10175000 | 9405458 |
| Ball Corp. | Ball Corp. | Ball Corp. |
| &nbsp;&nbsp; 6.00%, 06/15/2029 (Callable 05/15/2026) | 5000000 | 5071875 |
| &nbsp;&nbsp; 2.88%, 08/15/2030 (Callable 05/15/2030) | 5000000 | 4550885 |
| &nbsp;&nbsp; 3.13%, 09/15/2031 (Callable 06/15/2031) | 11000000 | 9906425 |
| Baxter International, Inc. | Baxter International, Inc. | Baxter International, Inc. |
| &nbsp;&nbsp; 2.27%, 12/01/2028 (Callable 10/01/2028) | 10229000 | 9531807 |
| &nbsp;&nbsp; 4.45%, 02/15/2029 (Callable 01/15/2029) | 12943000 | 12780455 |
| &nbsp;&nbsp; 5.65%, 12/15/2035 (Callable 09/15/2035) | 32325000 | 31569366 |
| Bayer US Finance II LLC | Bayer US Finance II LLC | Bayer US Finance II LLC |
| &nbsp;&nbsp; 4.63%, 06/25/2038 (Callable 12/25/2037) <sup>(a)</sup> | 12000000 | 10714070 |
| &nbsp;&nbsp; 4.40%, 07/15/2044 (Callable 01/15/2044) <sup>(a)</sup> | 5125000 | 4046546 |
|  Bell Telephone Co. of Canada or Bell Canada, 5.10%, 05/11/2033 (Callable 02/11/2033) | 7000000 | 7008147 |
| Berry Global, Inc. | Berry Global, Inc. | Berry Global, Inc. |
| &nbsp;&nbsp; 4.88%, 07/15/2026 (Callable 04/15/2026) <sup>(a)</sup> | 13027000 | 13028375 |
| &nbsp;&nbsp; 5.80%, 06/15/2031 (Callable 04/15/2031) | 25775000 | 26680094 |
| &nbsp;&nbsp; 5.65%, 01/15/2034 (Callable 10/15/2033) | 15225000 | 15570986 |
|  Bimbo Bakeries USA, Inc., 4.00%, 05/17/2051 (Callable 11/17/2050) <sup>(a)</sup> | 5000000 | 3782133 |
|  BMW US Capital LLC, 4.40%, 03/19/2029 <sup>(a)</sup> | 11175000 | 11154186 |
| Boardwalk Pipelines LP | Boardwalk Pipelines LP | Boardwalk Pipelines LP |
| &nbsp;&nbsp; 4.80%, 05/03/2029 (Callable 02/03/2029) | 28916000 | 29017916 |
| &nbsp;&nbsp; 3.60%, 09/01/2032 (Callable 06/01/2032) | 15000000 | 13820339 |
| &nbsp;&nbsp; 5.38%, 02/15/2036 (Callable 11/15/2035) | 30000000 | 29517254 |
|  Boeing Co., 5.15%, 05/01/2030 (Callable 02/01/2030) | 26000000 | 26435240 |
|  Bon Secours Mercy Health, Inc., 3.46%, 06/01/2030 (Callable 12/01/2029) | 16330000 | 15802395 |
| Booz Allen Hamilton, Inc. | Booz Allen Hamilton, Inc. | Booz Allen Hamilton, Inc. |
| &nbsp;&nbsp; 3.88%, 09/01/2028 (Callable 05/01/2026) <sup>(a)</sup> | 1000000 | 973973 |
| &nbsp;&nbsp; 4.00%, 07/01/2029 (Callable 04/11/2026) <sup>(a)</sup> | 15280000 | 14784585 |
|  Boral Finance Pty Ltd., 3.75%, 05/01/2028 (Callable 02/01/2028) <sup>(a)</sup> | 1440000 | 1404637 |
|  BorgWarner, Inc., 4.95%, 08/15/2029 (Callable 07/15/2029) | 4800000 | 4855204 |
|  BP Capital Markets America, Inc., 4.81%, 02/13/2033 (Callable 11/13/2032) | 4575000 | 4589805 |
| Braskem Netherlands Finance BV | Braskem Netherlands Finance BV | Braskem Netherlands Finance BV |
| &nbsp;&nbsp; 8.50%, 01/12/2031 (Callable 11/12/2030) <sup>(a)</sup> | 10000000 | 4743600 |
| &nbsp;&nbsp; 8.00%, 10/15/2034 (Callable 07/15/2034) <sup>(a)</sup> | 2000000 | 930000 |
|  Bristol-Myers Squibb Co., 3.70%, 03/15/2052 (Callable 09/15/2051) | 6425000 | 4632367 |
|  British Telecommunications PLC, 9.63%, 12/15/2030 <sup>(e)</sup> | 66379000 | 79283178 |
| Broadcom, Inc. | Broadcom, Inc. | Broadcom, Inc. |
| &nbsp;&nbsp; 4.00%, 04/15/2029 (Callable 02/15/2029) <sup>(a)</sup> | 4000000 | 3960330 |
| &nbsp;&nbsp; 5.00%, 04/15/2030 (Callable 01/15/2030) | 9000000 | 9163338 |
| &nbsp;&nbsp; 4.15%, 11/15/2030 (Callable 08/15/2030) | 16000000 | 15750273 |
| &nbsp;&nbsp; 2.45%, 02/15/2031 (Callable 11/15/2030) | 7250000 | 6584375 |
| &nbsp;&nbsp; 5.15%, 11/15/2031 (Callable 09/15/2031) | 14250000 | 14618050 |
| &nbsp;&nbsp; 4.15%, 04/15/2032 (Callable 01/15/2032) <sup>(a)</sup> | 12000000 | 11610022 |
| &nbsp;&nbsp; 3.47%, 04/15/2034 (Callable 01/15/2034) | 10000000 | 9004382 |
| &nbsp;&nbsp; 3.14%, 11/15/2035 (Callable 08/15/2035) <sup>(a)</sup> | 13250000 | 11257013 |
| &nbsp;&nbsp; 3.50%, 02/15/2041 (Callable 08/15/2040) | 16000000 | 12764954 |
|  Builders FirstSource, Inc., 6.75%, 05/15/2035 (Callable 05/15/2030) <sup>(a)</sup> | 1000000 | 999042 |
| Bunge Ltd. Finance Corp. | Bunge Ltd. Finance Corp. | Bunge Ltd. Finance Corp. |
| &nbsp;&nbsp; 3.25%, 08/15/2026 (Callable 05/15/2026) | 6613000 | 6582172 |
| &nbsp;&nbsp; 4.90%, 04/21/2027 (Callable 03/21/2027) | 7725000 | 7765359 |
| &nbsp;&nbsp; 3.75%, 09/25/2027 (Callable 06/25/2027) | 23800000 | 23602293 |
| &nbsp;&nbsp; 3.20%, 04/21/2031 (Callable 01/01/2031) | 55139000 | 51427929 |
| &nbsp;&nbsp; 5.25%, 04/21/2032 (Callable 01/01/2032) | 22000000 | 22329787 |
|  Burlington Northern Santa Fe LLC, 4.15%, 04/01/2045 (Callable 10/01/2044) | 3100000 | 2548202 |
|  Burlington Resources LLC, 5.95%, 10/15/2036 | 845000 | 902623 |
|  CACI International, Inc., 6.38%, 06/15/2033 (Callable 06/15/2028) <sup>(a)</sup> | 1000000 | 1017926 |
| Canadian Pacific Railway Co. | Canadian Pacific Railway Co. | Canadian Pacific Railway Co. |
| &nbsp;&nbsp; 4.70%, 05/01/2048 (Callable 11/01/2047) | 12000000 | 10411902 |
| &nbsp;&nbsp; 3.50%, 05/01/2050 (Callable 11/01/2049) | 13000000 | 9182864 |
|  Canpack SA / Canpack US LLC, 3.88%, 11/15/2029 (Callable 04/11/2026) <sup>(a)</sup> | 15000000 | 14036791 |
| Carlisle Cos., Inc. | Carlisle Cos., Inc. | Carlisle Cos., Inc. |
| &nbsp;&nbsp; 3.75%, 12/01/2027 (Callable 09/01/2027) | 4600000 | 4543734 |
| &nbsp;&nbsp; 2.75%, 03/01/2030 (Callable 12/01/2029) | 21832000 | 20403123 |
| Carnival Corp. | Carnival Corp. | Carnival Corp. |
| &nbsp;&nbsp; 4.00%, 08/01/2028 (Callable 05/01/2028) <sup>(a)</sup> | 22000000 | 21482511 |
| &nbsp;&nbsp; 5.13%, 05/01/2029 (Callable 02/01/2029) <sup>(a)</sup> | 20000000 | 19855632 |
|  Carpenter Technology Corp., 5.63%, 03/01/2034 (Callable 03/01/2029) <sup>(a)</sup> | 1000000 | 990789 |
| Carrier Global Corp. | Carrier Global Corp. | Carrier Global Corp. |
| &nbsp;&nbsp; 2.49%, 02/15/2027 (Callable 12/15/2026) | 12845000 | 12639592 |
| &nbsp;&nbsp; 2.70%, 02/15/2031 (Callable 11/15/2030) | 14700000 | 13477332 |
| CBRE Services, Inc. | CBRE Services, Inc. | CBRE Services, Inc. |
| &nbsp;&nbsp; 4.90%, 01/15/2033 (Callable 11/15/2032) | 10725000 | 10576144 |
| &nbsp;&nbsp; 5.95%, 08/15/2034 (Callable 05/15/2034) | 5000000 | 5205036 |
|  CCL Industries, Inc., 3.05%, 06/01/2030 (Callable 03/01/2030) <sup>(a)</sup> | 19725000 | 18406370 |
| CCO Holdings LLC / CCO Holdings Capital Corp. | CCO Holdings LLC / CCO Holdings Capital Corp. | CCO Holdings LLC / CCO Holdings Capital Corp. |
| &nbsp;&nbsp; 4.75%, 03/01/2030 (Callable 05/01/2026) <sup>(a)</sup> | 20000000 | 18977483 |
| &nbsp;&nbsp; 4.50%, 08/15/2030 (Callable 05/01/2026) <sup>(a)</sup> | 10000000 | 9344786 |
| &nbsp;&nbsp; 7.38%, 03/01/2031 (Callable 04/16/2026) <sup>(a)</sup> | 17799000 | 18118915 |
| &nbsp;&nbsp; 7.00%, 02/01/2033 (Callable 02/01/2029) <sup>(a)</sup> | 500000 | 501377 |
| CDW LLC / CDW Finance Corp. | CDW LLC / CDW Finance Corp. | CDW LLC / CDW Finance Corp. |
| &nbsp;&nbsp; 3.28%, 12/01/2028 (Callable 10/01/2028) | 9829000 | 9442571 |
| &nbsp;&nbsp; 5.10%, 03/01/2030 (Callable 02/01/2030) | 32501000 | 32451067 |
| &nbsp;&nbsp; 3.57%, 12/01/2031 (Callable 09/01/2031) | 15000000 | 13711262 |
| &nbsp;&nbsp; 5.55%, 08/22/2034 (Callable 05/22/2034) | 18100000 | 17787225 |
|  Celanese US Holdings LLC, 7.33%, 07/15/2029 (Callable 05/15/2029) <sup>(e)</sup> | 14876000 | 15528164 |
|  Cellnex Finance Co. SA, 3.88%, 07/07/2041 (Callable 04/07/2041) <sup>(a)</sup> | 28000000 | 22123465 |
|  CF Industries, Inc., 5.38%, 03/15/2044 | 10922000 | 10176020 |
|  Charles River Laboratories International, Inc., 4.00%, 03/15/2031 (Callable 05/01/2026) <sup>(a)</sup> | 3000000 | 2790879 |
|  Charter Communications Operating LLC, 6.38%, 10/23/2035 (Callable 04/23/2035) | 61962000 | 62921394 |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital |
| &nbsp;&nbsp; 6.55%, 06/01/2034 (Callable 03/01/2034) | 10000000 | 10381539 |
| &nbsp;&nbsp; 5.38%, 04/01/2038 (Callable 10/01/2037) | 6000000 | 5377506 |
| &nbsp;&nbsp; 3.70%, 04/01/2051 (Callable 10/01/2050) | 6700000 | 4146729 |
| &nbsp;&nbsp; 3.85%, 04/01/2061 (Callable 10/01/2060) | 12075000 | 7051945 |
| &nbsp;&nbsp; 4.40%, 12/01/2061 (Callable 06/01/2061) | 10000000 | 6422734 |
| Cheniere Energy Partners LP | Cheniere Energy Partners LP | Cheniere Energy Partners LP |
| &nbsp;&nbsp; 3.25%, 01/31/2032 (Callable 01/31/2027) | 3500000 | 3189935 |
| &nbsp;&nbsp; 5.95%, 06/30/2033 (Callable 12/30/2032) | 13000000 | 13628041 |
| &nbsp;&nbsp; 5.75%, 08/15/2034 (Callable 02/15/2034) | 6000000 | 6180129 |
| &nbsp;&nbsp; 5.55%, 10/30/2035 (Callable 04/30/2035) | 5000000 | 5091742 |
| Choice Hotels International, Inc. | Choice Hotels International, Inc. | Choice Hotels International, Inc. |
| &nbsp;&nbsp; 3.70%, 12/01/2029 (Callable 09/01/2029) | 7650000 | 7336211 |
| &nbsp;&nbsp; 5.85%, 08/01/2034 (Callable 05/01/2034) | 7000000 | 7059674 |
|  Cia Cervecerias Unidas SA, 3.35%, 01/19/2032 (Callable 10/19/2031) <sup>(a)</sup> | 20000000 | 17933826 |
|  Cia de Minas Buenaventura SAA, 6.80%, 02/04/2032 (Callable 02/04/2028) <sup>(a)</sup> | 7875000 | 7985880 |
| Cigna Group | Cigna Group | Cigna Group |
| &nbsp;&nbsp; 2.40%, 03/15/2030 (Callable 12/15/2029) | 8559000 | 7906668 |
| &nbsp;&nbsp; 4.88%, 09/15/2032 (Callable 07/15/2032) | 16450000 | 16426147 |
| &nbsp;&nbsp; 4.80%, 08/15/2038 (Callable 02/15/2038) | 7600000 | 7145484 |
|  CIMIC Finance USA Pty Ltd., 7.00%, 03/25/2034 (Callable 12/25/2033) <sup>(a)</sup> | 10000000 | 10644321 |
| Clean Harbors, Inc. | Clean Harbors, Inc. | Clean Harbors, Inc. |
| &nbsp;&nbsp; 5.13%, 07/15/2029 (Callable 05/01/2026) <sup>(a)</sup> | 100000 | 98772 |
| &nbsp;&nbsp; 6.38%, 02/01/2031 (Callable 05/01/2026) <sup>(a)</sup> | 1000000 | 1015576 |
| &nbsp;&nbsp; 5.75%, 10/15/2033 (Callable 10/15/2028) <sup>(a)</sup> | 2000000 | 1995101 |
|  CNH Industrial Capital LLC, 4.75%, 03/21/2028 (Callable 02/21/2028) | 10000000 | 10041875 |
|  CNH Industrial NV, 3.85%, 11/15/2027 (Callable 08/15/2027) | 26114000 | 25847659 |
|  Colonial Enterprises, Inc., 5.63%, 11/15/2035 (Callable 08/15/2035) <sup>(a)</sup> | 8350000 | 8327997 |
|  Columbia Pipeline Group, Inc., 5.80%, 06/01/2045 (Callable 12/01/2044) | 4733000 | 4615109 |
| Columbia Pipelines Operating Co. LLC | Columbia Pipelines Operating Co. LLC | Columbia Pipelines Operating Co. LLC |
| &nbsp;&nbsp; 6.50%, 08/15/2043 (Callable 02/15/2043) <sup>(a)</sup> | 5000000 | 5220572 |
| &nbsp;&nbsp; 6.54%, 11/15/2053 (Callable 05/15/2053) <sup>(a)</sup> | 3400000 | 3566721 |
| Comcast Corp. | Comcast Corp. | Comcast Corp. |
| &nbsp;&nbsp; 4.25%, 01/15/2033 | 6500000 | 6281390 |
| &nbsp;&nbsp; 4.40%, 08/15/2035 (Callable 02/15/2035) | 13575000 | 12802550 |
| &nbsp;&nbsp; 3.20%, 07/15/2036 (Callable 01/15/2036) | 15000000 | 12575664 |
| &nbsp;&nbsp; 5.35%, 05/15/2053 (Callable 11/15/2052) | 8000000 | 7073279 |
| &nbsp;&nbsp; 2.94%, 11/01/2056 (Callable 05/01/2056) | 2622000 | 1452496 |
| &nbsp;&nbsp; 2.99%, 11/01/2063 (Callable 05/01/2063) | 10984000 | 5815964 |
| Commercial Metals Co. | Commercial Metals Co. | Commercial Metals Co. |
| &nbsp;&nbsp; 5.75%, 11/15/2033 (Callable 11/15/2028) <sup>(a)</sup> | 9000000 | 8905378 |
| &nbsp;&nbsp; 6.00%, 12/15/2035 (Callable 12/15/2030) <sup>(a)</sup> | 1000000 | 985845 |
|  CommonSpirit Health, 2.78%, 10/01/2030 (Callable 04/01/2030) | 20400000 | 18754001 |
|  Conagra Brands, Inc., 5.30%, 11/01/2038 (Callable 05/01/2038) | 6625000 | 6161068 |
| Concentrix Corp. | Concentrix Corp. | Concentrix Corp. |
| &nbsp;&nbsp; 6.60%, 08/02/2028 (Callable 07/02/2028) | 69277000 | 68853689 |
| &nbsp;&nbsp; 6.50%, 03/01/2029 (Callable 02/01/2029) | 28600000 | 27817722 |
|  Constellation Software, Inc., 5.16%, 02/16/2029 (Callable 01/16/2029) <sup>(a)</sup> | 25500000 | 25595642 |
|  Corning, Inc., 4.38%, 11/15/2057 (Callable 05/15/2057) | 10000000 | 7874863 |
| Cox Communications, Inc. | Cox Communications, Inc. | Cox Communications, Inc. |
| &nbsp;&nbsp; 5.45%, 09/01/2034 (Callable 06/01/2034) <sup>(a)</sup> | 10000000 | 9597379 |
| &nbsp;&nbsp; 4.80%, 02/01/2035 (Callable 08/01/2034) <sup>(a)</sup> | 13047000 | 11868346 |
| &nbsp;&nbsp; 4.70%, 12/15/2042 <sup>(a)</sup> | 1670000 | 1295085 |
| &nbsp;&nbsp; 3.60%, 06/15/2051 (Callable 12/15/2050) <sup>(a)</sup> | 22900000 | 13881819 |
| Crown Castle, Inc. | Crown Castle, Inc. | Crown Castle, Inc. |
| &nbsp;&nbsp; 4.30%, 02/15/2029 (Callable 11/15/2028) | 7603000 | 7512477 |
| &nbsp;&nbsp; 5.60%, 06/01/2029 (Callable 05/01/2029) | 21800000 | 22316205 |
| &nbsp;&nbsp; 5.10%, 05/01/2033 (Callable 02/01/2033) | 5000000 | 4929302 |
|  CSN Resources SA, 8.88%, 12/05/2030 (Callable 12/05/2026) <sup>(a)</sup> | 15000000 | 10639725 |
| CSX Corp. | CSX Corp. | CSX Corp. |
| &nbsp;&nbsp; 6.22%, 04/30/2040 | 475000 | 512249 |
| &nbsp;&nbsp; 4.65%, 03/01/2068 (Callable 09/01/2067) | 9000000 | 7289428 |
| CVS Health Corp. | CVS Health Corp. | CVS Health Corp. |
| &nbsp;&nbsp; 3.25%, 08/15/2029 (Callable 05/15/2029) | 11800000 | 11307435 |
| &nbsp;&nbsp; 5.30%, 06/01/2033 (Callable 03/01/2033) | 4225000 | 4258430 |
| &nbsp;&nbsp; 4.78%, 03/25/2038 (Callable 09/25/2037) | 45075000 | 41538319 |
| &nbsp;&nbsp; 5.05%, 03/25/2048 (Callable 09/25/2047) | 32600000 | 27970882 |
| &nbsp;&nbsp; 5.88%, 06/01/2053 (Callable 12/01/2052) | 6000000 | 5681273 |
| &nbsp;&nbsp; 6.05%, 06/01/2054 (Callable 12/01/2053) | 11000000 | 10671326 |
|  CVS Pass-Through Trust, 7.51%, 01/10/2032 <sup>(a)</sup> | 15372803 | 16232610 |
|  Daimler Truck Finance North America LLC, 4.15%, 01/12/2029 (Callable 12/12/2028) <sup>(a)</sup> | 15000000 | 14789910 |
|  Darling Ingredients, Inc., 6.00%, 06/15/2030 (Callable 04/11/2026) <sup>(a)</sup> | 1500000 | 1510482 |
| DCP Midstream Operating LP | DCP Midstream Operating LP | DCP Midstream Operating LP |
| &nbsp;&nbsp; 5.63%, 07/15/2027 (Callable 04/15/2027) | 17000000 | 17220888 |
| &nbsp;&nbsp; 5.13%, 05/15/2029 (Callable 02/15/2029) | 18264000 | 18584545 |
| &nbsp;&nbsp; 3.25%, 02/15/2032 (Callable 08/15/2031) | 10000000 | 9089638 |
| Dell International LLC / EMC Corp. | Dell International LLC / EMC Corp. | Dell International LLC / EMC Corp. |
| &nbsp;&nbsp; 4.90%, 10/01/2026 (Callable 08/01/2026) | 8395000 | 8406664 |
| &nbsp;&nbsp; 5.30%, 10/01/2029 (Callable 07/01/2029) | 5300000 | 5408845 |
| &nbsp;&nbsp; 3.45%, 12/15/2051 (Callable 06/15/2051) | 7227000 | 4891057 |
|  DENTSPLY SIRONA, Inc., 3.25%, 06/01/2030 (Callable 03/01/2030) | 53520000 | 49292014 |
| Diamondback Energy, Inc. | Diamondback Energy, Inc. | Diamondback Energy, Inc. |
| &nbsp;&nbsp; 5.40%, 04/18/2034 (Callable 01/18/2034) | 7210000 | 7319570 |
| &nbsp;&nbsp; 5.55%, 04/01/2035 (Callable 01/01/2035) | 6982000 | 7125279 |
|  Dignity Health, 5.27%, 11/01/2064 | 7625000 | 6766297 |
|  Discovery Global Holdings, Inc., 4.28%, 03/15/2032 (Callable 12/15/2031) | 30599000 | 27080115 |
|  DT Midstream, Inc., 4.13%, 06/15/2029 (Callable 05/01/2026) <sup>(a)</sup> | 16211000 | 15869927 |
|  DuPont de Nemours, Inc., 5.32%, 11/15/2038 (Callable 05/15/2038) | 10492000 | 10336697 |
| DXC Technology Co. | DXC Technology Co. | DXC Technology Co. |
| &nbsp;&nbsp; 1.80%, 09/15/2026 (Callable 08/15/2026) | 11988000 | 11839578 |
| &nbsp;&nbsp; 2.38%, 09/15/2028 (Callable 07/15/2028) | 60000000 | 56342298 |
| Eagle Materials, Inc. | Eagle Materials, Inc. | Eagle Materials, Inc. |
| &nbsp;&nbsp; 2.50%, 07/01/2031 (Callable 04/01/2031) | 15000000 | 13396822 |
| &nbsp;&nbsp; 5.00%, 03/15/2036 (Callable 12/15/2035) | 7250000 | 6941918 |
|  Eastern Energy Gas Holdings LLC, 5.65%, 10/15/2054 (Callable 04/15/2054) | 5500000 | 5180291 |
|  Eaton Corp., 4.00%, 11/02/2032 | 3660000 | 3547336 |
|  Edwards Lifesciences Corp., 4.30%, 06/15/2028 (Callable 03/15/2028) | 12111000 | 12097965 |
| Element Fleet Management Corp. | Element Fleet Management Corp. | Element Fleet Management Corp. |
| &nbsp;&nbsp; 6.27%, 06/26/2026 (Callable 05/26/2026) <sup>(a)</sup> | 15600000 | 15640635 |
| &nbsp;&nbsp; 6.32%, 12/04/2028 (Callable 11/04/2028) <sup>(a)</sup> | 50400000 | 52514568 |
| &nbsp;&nbsp; 5.04%, 03/25/2030 (Callable 02/25/2030) <sup>(a)</sup> | 9275000 | 9360361 |
| &nbsp;&nbsp; 4.64%, 11/24/2030 (Callable 10/24/2030) <sup>(a)</sup> | 16850000 | 16612432 |
|  Embraer Netherlands Finance BV, 5.98%, 02/11/2035 (Callable 11/11/2034) | 8000000 | 8258000 |
| Enbridge Energy Partners LP | Enbridge Energy Partners LP | Enbridge Energy Partners LP |
| &nbsp;&nbsp; 7.50%, 04/15/2038 | 4500000 | 5213366 |
| &nbsp;&nbsp; 7.38%, 10/15/2045 (Callable 04/15/2045) | 23298000 | 26658926 |
| Energy Transfer LP | Energy Transfer LP | Energy Transfer LP |
| &nbsp;&nbsp; 4.20%, 04/15/2027 (Callable 01/15/2027) | 8650000 | 8631332 |
| &nbsp;&nbsp; 5.50%, 06/01/2027 (Callable 03/01/2027) | 4653000 | 4696119 |
| &nbsp;&nbsp; 4.00%, 10/01/2027 (Callable 07/01/2027) | 15000000 | 14899928 |
| &nbsp;&nbsp; 4.95%, 05/15/2028 (Callable 02/15/2028) | 1620000 | 1633816 |
| &nbsp;&nbsp; 4.95%, 06/15/2028 (Callable 03/15/2028) | 4693000 | 4740392 |
| &nbsp;&nbsp; 6.00%, 02/01/2029 (Callable 05/01/2026) <sup>(a)</sup> | 8900000 | 8969401 |
| &nbsp;&nbsp; 5.25%, 04/15/2029 (Callable 01/15/2029) | 18925000 | 19275114 |
| &nbsp;&nbsp; 4.15%, 09/15/2029 (Callable 06/15/2029) | 16585000 | 16364097 |
| &nbsp;&nbsp; 7.38%, 02/01/2031 (Callable 04/16/2026) <sup>(a)</sup> | 12297000 | 12754613 |
| &nbsp;&nbsp; 5.70%, 04/01/2035 (Callable 01/01/2035) | 10000000 | 10270307 |
| &nbsp;&nbsp; 5.35%, 01/15/2036 (Callable 10/15/2035) | 19350000 | 19215613 |
| &nbsp;&nbsp; 6.63%, 10/15/2036 | 3575000 | 3863317 |
| &nbsp;&nbsp; 6.50%, 02/01/2042 (Callable 08/01/2041) | 18727000 | 19518938 |
| &nbsp;&nbsp; 6.10%, 02/15/2042 | 1000000 | 989743 |
| &nbsp;&nbsp; 5.95%, 10/01/2043 (Callable 04/01/2043) | 2702000 | 2626870 |
| &nbsp;&nbsp; 5.15%, 03/15/2045 (Callable 09/15/2044) | 5000000 | 4352072 |
| &nbsp;&nbsp; 5.40%, 10/01/2047 (Callable 04/01/2047) | 7550000 | 6708944 |
| &nbsp;&nbsp; 6.00%, 06/15/2048 (Callable 12/15/2047) | 5000000 | 4799504 |
| &nbsp;&nbsp; 6.20%, 04/01/2055 (Callable 10/01/2054) | 5000000 | 4854280 |
| Eni SpA | Eni SpA | Eni SpA |
| &nbsp;&nbsp; 4.25%, 05/09/2029 (Callable 02/09/2029) <sup>(a)</sup> | 18250000 | 18147812 |
| &nbsp;&nbsp; 5.50%, 05/15/2034 (Callable 02/15/2034) <sup>(a)</sup> | 6100000 | 6248493 |
| &nbsp;&nbsp; 5.75%, 05/19/2035 (Callable 02/19/2035) <sup>(a)</sup> | 7000000 | 7260635 |
| &nbsp;&nbsp; 5.95%, 05/15/2054 (Callable 11/15/2053) <sup>(a)</sup> | 6000000 | 5969733 |
|  Enpro, Inc., 6.13%, 06/01/2033 (Callable 06/01/2028) <sup>(a)</sup> | 1000000 | 1011466 |
|  Enterprise Products Operating LLC, 3.95%, 01/31/2060 (Callable 07/31/2059) | 14475000 | 10454404 |
| EQT Corp. | EQT Corp. | EQT Corp. |
| &nbsp;&nbsp; 7.00%, 02/01/2030 (Callable 11/01/2029) <sup>(e)</sup> | 28813000 | 30826330 |
| &nbsp;&nbsp; 7.50%, 06/01/2030 (Callable 12/01/2029) | 8606000 | 9371750 |
| &nbsp;&nbsp; 4.75%, 01/15/2031 (Callable 07/15/2030) | 17900000 | 17805748 |
| &nbsp;&nbsp; 3.63%, 05/15/2031 (Callable 05/15/2030) <sup>(a)</sup> | 100000 | 93253 |
|  Equifax, Inc., 5.10%, 06/01/2028 (Callable 05/01/2028) | 15000000 | 15191090 |
|  Equinix, Inc., 3.20%, 11/18/2029 (Callable 08/18/2029) | 15000000 | 14281389 |
|  EquipmentShare.com, Inc., 8.63%, 05/15/2032 (Callable 05/15/2027) <sup>(a)</sup> | 500000 | 521879 |
|  Excelerate Energy LP, 8.00%, 05/15/2030 (Callable 05/15/2027) <sup>(a)</sup> | 7500000 | 7849545 |
|  Fair Isaac Corp., 6.00%, 05/15/2033 (Callable 05/15/2028) <sup>(a)</sup> | 100000 | 98122 |
| FedEx Corp. | FedEx Corp. | FedEx Corp. |
| &nbsp;&nbsp; 3.90%, 02/01/2035 | 7000000 | 6402842 |
| &nbsp;&nbsp; 4.95%, 10/17/2048 (Callable 04/17/2048) | 13500000 | 11708340 |
|  Fedex Freight Holding Co., Inc., 4.30%, 03/15/2029 (Callable 02/15/2029) <sup>(a)</sup> | 4000000 | 3952035 |
|  Ferguson Enterprises, Inc., 5.00%, 10/03/2034 (Callable 07/03/2034) | 8000000 | 7905496 |
|  Ferguson Finance PLC, 4.50%, 10/24/2028 (Callable 07/24/2028) <sup>(a)</sup> | 37052000 | 36891220 |
|  Fibercop SpA, 7.20%, 07/18/2036 (Callable 04/18/2036) <sup>(a)</sup> | 2378000 | 2360807 |
|  Fidelity National Information Services, Inc., 4.55%, 03/10/2029 (Callable 02/10/2029) | 37150000 | 36974831 |
| Fiserv, Inc. | Fiserv, Inc. | Fiserv, Inc. |
| &nbsp;&nbsp; 3.50%, 07/01/2029 (Callable 04/01/2029) | 20804000 | 19926148 |
| &nbsp;&nbsp; 5.35%, 03/15/2031 (Callable 01/15/2031) | 9570000 | 9664004 |
| &nbsp;&nbsp; 5.63%, 08/21/2033 (Callable 05/21/2033) | 35000000 | 35328026 |
| &nbsp;&nbsp; 5.45%, 03/15/2034 (Callable 12/15/2033) | 2000000 | 1990061 |
| &nbsp;&nbsp; 5.15%, 08/12/2034 (Callable 05/12/2034) | 26800000 | 26030765 |
| &nbsp;&nbsp; 4.40%, 07/01/2049 (Callable 01/01/2049) | 12500000 | 9451405 |
|  Flex Intermediate Holdco LLC, 3.36%, 06/30/2031 (Callable 12/30/2030) <sup>(a)</sup> | 34000000 | 30958127 |
| Flex Ltd. | Flex Ltd. | Flex Ltd. |
| &nbsp;&nbsp; 6.00%, 01/15/2028 (Callable 12/15/2027) | 10000000 | 10204313 |
| &nbsp;&nbsp; 4.88%, 05/12/2030 (Callable 02/12/2030) | 17550000 | 17526805 |
| &nbsp;&nbsp; 5.25%, 01/15/2032 (Callable 11/15/2031) | 57389000 | 57616258 |
|  Flowers Foods, Inc., 2.40%, 03/15/2031 (Callable 12/15/2030) | 16810000 | 14217734 |
| Flowserve Corp. | Flowserve Corp. | Flowserve Corp. |
| &nbsp;&nbsp; 3.50%, 10/01/2030 (Callable 07/01/2030) | 7075000 | 6655373 |
| &nbsp;&nbsp; 2.80%, 01/15/2032 (Callable 10/15/2031) | 5000000 | 4413553 |
| Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC |
| &nbsp;&nbsp; 2.70%, 08/10/2026 (Callable 07/10/2026) | 15000000 | 14889241 |
| &nbsp;&nbsp; 5.80%, 03/05/2027 (Callable 02/05/2027) | 9000000 | 9049635 |
| &nbsp;&nbsp; 5.92%, 03/20/2028 (Callable 02/20/2028) | 15600000 | 15797719 |
| &nbsp;&nbsp; 5.80%, 03/08/2029 (Callable 02/08/2029) | 18000000 | 18203019 |
| &nbsp;&nbsp; 4.97%, 04/06/2029 (Callable 03/06/2029) | 11575000 | 11432193 |
| &nbsp;&nbsp; 5.73%, 09/05/2030 (Callable 08/05/2030) | 19000000 | 18980827 |
| Fortescue Treasury Pty Ltd. | Fortescue Treasury Pty Ltd. | Fortescue Treasury Pty Ltd. |
| &nbsp;&nbsp; 4.38%, 04/01/2031 (Callable 01/01/2031) <sup>(a)</sup> | 560000 | 529113 |
| &nbsp;&nbsp; 6.13%, 04/15/2032 (Callable 01/15/2032) <sup>(a)</sup> | 10000000 | 10218276 |
| Fortune Brands Innovations, Inc. | Fortune Brands Innovations, Inc. | Fortune Brands Innovations, Inc. |
| &nbsp;&nbsp; 3.25%, 09/15/2029 (Callable 06/15/2029) | 14000000 | 13347052 |
| &nbsp;&nbsp; 5.88%, 06/01/2033 (Callable 03/01/2033) | 16000000 | 16570157 |
| Foundry JV Holdco LLC | Foundry JV Holdco LLC | Foundry JV Holdco LLC |
| &nbsp;&nbsp; 6.15%, 01/25/2032 (Callable 11/25/2031) <sup>(a)</sup> | 10000000 | 10439865 |
| &nbsp;&nbsp; 5.88%, 01/25/2034 (Callable 10/25/2033) <sup>(a)</sup> | 3000000 | 3037493 |
| &nbsp;&nbsp; 6.25%, 01/25/2035 (Callable 10/25/2034) <sup>(a)</sup> | 18774000 | 19663593 |
| Freeport-McMoRan, Inc. | Freeport-McMoRan, Inc. | Freeport-McMoRan, Inc. |
| &nbsp;&nbsp; 5.00%, 09/01/2027 (Callable 05/01/2026) | 12000000 | 12001236 |
| &nbsp;&nbsp; 4.13%, 03/01/2028 (Callable 05/01/2026) | 11550000 | 11455035 |
| &nbsp;&nbsp; 4.38%, 08/01/2028 (Callable 05/01/2026) | 6545000 | 6496750 |
| &nbsp;&nbsp; 5.25%, 09/01/2029 (Callable 05/01/2026) | 14415000 | 14535453 |
| &nbsp;&nbsp; 4.25%, 03/01/2030 (Callable 05/01/2026) | 29799000 | 29189393 |
| &nbsp;&nbsp; 4.63%, 08/01/2030 (Callable 05/01/2026) | 3000000 | 2980279 |
| Fresenius Medical Care US Finance III, Inc. | Fresenius Medical Care US Finance III, Inc. | Fresenius Medical Care US Finance III, Inc. |
| &nbsp;&nbsp; 3.75%, 06/15/2029 (Callable 03/15/2029) <sup>(a)</sup> | 43130000 | 41854902 |
| &nbsp;&nbsp; 2.38%, 02/16/2031 (Callable 11/16/2030) <sup>(a)</sup> | 46700000 | 41395970 |
| &nbsp;&nbsp; 3.00%, 12/01/2031 (Callable 09/01/2031) <sup>(a)</sup> | 13625000 | 12111158 |
| Gartner, Inc. | Gartner, Inc. | Gartner, Inc. |
| &nbsp;&nbsp; 3.63%, 06/15/2029 (Callable 05/01/2026) <sup>(a)</sup> | 41807000 | 39330313 |
| &nbsp;&nbsp; 4.95%, 03/20/2031 (Callable 02/20/2031) | 12000000 | 11706131 |
| General Motors Co. | General Motors Co. | General Motors Co. |
| &nbsp;&nbsp; 5.35%, 04/15/2028 (Callable 03/15/2028) | 18700000 | 18966378 |
| &nbsp;&nbsp; 5.63%, 04/15/2030 (Callable 03/15/2030) | 7825000 | 8045305 |
| General Motors Financial Co., Inc. | General Motors Financial Co., Inc. | General Motors Financial Co., Inc. |
| &nbsp;&nbsp; 5.40%, 04/06/2026 | 10000000 | 10000933 |
| &nbsp;&nbsp; 2.35%, 02/26/2027 (Callable 01/26/2027) | 10900000 | 10691180 |
| &nbsp;&nbsp; 5.05%, 04/04/2028 | 12500000 | 12608517 |
| &nbsp;&nbsp; 5.80%, 06/23/2028 (Callable 05/23/2028) | 10000000 | 10244013 |
| &nbsp;&nbsp; 5.80%, 01/07/2029 (Callable 12/07/2028) | 15000000 | 15437862 |
| &nbsp;&nbsp; 5.55%, 07/15/2029 (Callable 06/15/2029) | 14000000 | 14322728 |
| &nbsp;&nbsp; 4.90%, 10/06/2029 (Callable 09/06/2029) | 8000000 | 8039857 |
| &nbsp;&nbsp; 5.45%, 07/15/2030 (Callable 06/15/2030) | 10875000 | 11131549 |
|  Genesee & Wyoming, Inc., 6.25%, 04/15/2032 (Callable 04/15/2027) <sup>(a)</sup> | 4000000 | 4047800 |
| Genpact Luxembourg SARL/Genpact USA, Inc. | Genpact Luxembourg SARL/Genpact USA, Inc. | Genpact Luxembourg SARL/Genpact USA, Inc. |
| &nbsp;&nbsp; 1.75%, 04/10/2026 | 29775000 | 29740165 |
| &nbsp;&nbsp; 6.00%, 06/04/2029 (Callable 05/04/2029) | 36925000 | 37993798 |
|  Genpact UK Finco PLC / Genpact USA, Inc., 4.95%, 11/18/2030 (Callable 10/18/2030) | 7500000 | 7344707 |
|  Genuine Parts Co., 4.95%, 08/15/2029 (Callable 07/15/2029) | 9150000 | 9118102 |
|  GFL Environmental Holdings US, Inc., 5.50%, 02/01/2034 (Callable 02/01/2029) <sup>(a)</sup> | 5000000 | 4903980 |
| GFL Environmental, Inc. | GFL Environmental, Inc. | GFL Environmental, Inc. |
| &nbsp;&nbsp; 3.50%, 09/01/2028 (Callable 03/01/2028) <sup>(a)</sup> | 22000000 | 21390805 |
| &nbsp;&nbsp; 6.75%, 01/15/2031 (Callable 01/15/2027) <sup>(a)</sup> | 3000000 | 3104482 |
|  Glencore Finance (Canada) Ltd., 6.00%, 11/15/2041 <sup>(a)</sup> | 9400000 | 9531662 |
|  Glencore Finance Canada Ltd., 5.55%, 10/25/2042 <sup>(a)(e)</sup> | 3543000 | 3379677 |
| Glencore Funding LLC | Glencore Funding LLC | Glencore Funding LLC |
| &nbsp;&nbsp; 4.00%, 03/27/2027 (Callable 12/27/2026) <sup>(a)</sup> | 17000000 | 16925190 |
| &nbsp;&nbsp; 4.88%, 03/12/2029 (Callable 12/12/2028) <sup>(a)</sup> | 18000000 | 18117965 |
| &nbsp;&nbsp; 5.37%, 04/04/2029 (Callable 03/04/2029) <sup>(a)</sup> | 5000000 | 5103977 |
| &nbsp;&nbsp; 2.50%, 09/01/2030 (Callable 06/01/2030) <sup>(a)</sup> | 5615000 | 5105957 |
| &nbsp;&nbsp; 5.70%, 05/08/2033 (Callable 02/08/2033) <sup>(a)</sup> | 12500000 | 12883351 |
| &nbsp;&nbsp; 6.50%, 10/06/2033 (Callable 07/06/2033) <sup>(a)</sup> | 10000000 | 10820843 |
| &nbsp;&nbsp; 5.67%, 04/01/2035 (Callable 01/01/2035) <sup>(a)</sup> | 22321000 | 22803016 |
| &nbsp;&nbsp; 3.88%, 04/27/2051 (Callable 10/27/2050) <sup>(a)</sup> | 7500000 | 5420890 |
| &nbsp;&nbsp; 3.38%, 09/23/2051 (Callable 03/23/2051) <sup>(a)</sup> | 4000000 | 2624307 |
| &nbsp;&nbsp; 5.89%, 04/04/2054 (Callable 10/04/2053) <sup>(a)</sup> | 6775000 | 6619760 |
| Global Payments, Inc. | Global Payments, Inc. | Global Payments, Inc. |
| &nbsp;&nbsp; 4.80%, 04/01/2026 | 10035000 | 10035000 |
| &nbsp;&nbsp; 3.20%, 08/15/2029 (Callable 05/15/2029) | 10000000 | 9431581 |
| &nbsp;&nbsp; 2.90%, 05/15/2030 (Callable 02/15/2030) | 5000000 | 4570200 |
| &nbsp;&nbsp; 4.88%, 11/15/2030 (Callable 10/15/2030) | 25000000 | 24551020 |
| &nbsp;&nbsp; 5.40%, 03/15/2033 (Callable 01/15/2033) | 30000000 | 29279165 |
|  Goat Holdco LLC, 6.75%, 02/01/2032 (Callable 02/01/2028) <sup>(a)</sup> | 1000000 | 1006129 |
|  Grand Canyon University, 5.13%, 10/01/2028 (Callable 08/01/2028) | 15854000 | 15630305 |
| Graphic Packaging International LLC | Graphic Packaging International LLC | Graphic Packaging International LLC |
| &nbsp;&nbsp; 3.50%, 03/15/2028 (Callable 09/15/2027) <sup>(a)</sup> | 5000000 | 4804227 |
| &nbsp;&nbsp; 3.50%, 03/01/2029 (Callable 09/01/2028) <sup>(a)</sup> | 5000000 | 4680944 |
| Gruma SAB de CV | Gruma SAB de CV | Gruma SAB de CV |
| &nbsp;&nbsp; 5.39%, 12/09/2034 (Callable 10/09/2034) <sup>(a)</sup> | 10000000 | 9937006 |
| &nbsp;&nbsp; 5.76%, 12/09/2054 (Callable 06/09/2054) <sup>(a)</sup> | 6150000 | 5937948 |
| Grupo Bimbo SAB de CV | Grupo Bimbo SAB de CV | Grupo Bimbo SAB de CV |
| &nbsp;&nbsp; 4.88%, 06/27/2044 <sup>(a)</sup> | 9575000 | 8606769 |
| &nbsp;&nbsp; 4.70%, 11/10/2047 (Callable 05/10/2047) <sup>(a)</sup> | 25671000 | 21834886 |
| &nbsp;&nbsp; 4.00%, 09/06/2049 <sup>(a)</sup> | 19500000 | 14866236 |
|  Gulfstream Natural Gas System LLC, 5.60%, 07/23/2035 (Callable 04/23/2035) <sup>(a)</sup> | 5000000 | 5063011 |
|  Harbour Energy PLC, 6.33%, 04/01/2035 (Callable 01/01/2035) <sup>(a)</sup> | 10000000 | 10247863 |
|  HB Fuller Co., 4.00%, 02/15/2027 (Callable 11/15/2026) | 6725000 | 6629505 |
| HCA, Inc. | HCA, Inc. | HCA, Inc. |
| &nbsp;&nbsp; 5.38%, 09/01/2026 (Callable 05/01/2026) | 1000000 | 1000777 |
| &nbsp;&nbsp; 4.50%, 02/15/2027 (Callable 08/15/2026) | 16500000 | 16500017 |
| &nbsp;&nbsp; 5.20%, 06/01/2028 (Callable 05/01/2028) | 10000000 | 10150450 |
| &nbsp;&nbsp; 5.88%, 02/01/2029 (Callable 08/01/2028) | 8500000 | 8748069 |
| &nbsp;&nbsp; 3.50%, 09/01/2030 (Callable 03/01/2030) | 5000000 | 4748206 |
| &nbsp;&nbsp; 5.50%, 03/01/2032 (Callable 01/01/2032) | 8000000 | 8201241 |
| &nbsp;&nbsp; 5.45%, 09/15/2034 (Callable 06/15/2034) | 9000000 | 9084233 |
| &nbsp;&nbsp; 5.75%, 03/01/2035 (Callable 12/01/2034) | 6250000 | 6425957 |
| &nbsp;&nbsp; 4.38%, 03/15/2042 (Callable 09/15/2041) | 3900000 | 3271854 |
| &nbsp;&nbsp; 4.63%, 03/15/2052 (Callable 09/15/2051) | 12475000 | 9958705 |
| &nbsp;&nbsp; 6.00%, 04/01/2054 (Callable 10/01/2053) | 11000000 | 10617239 |
| &nbsp;&nbsp; 6.20%, 03/01/2055 (Callable 09/01/2054) | 4000000 | 3962176 |
|  Helmerich & Payne, Inc., 4.85%, 12/01/2029 (Callable 11/01/2029) | 11500000 | 11499096 |
| Herc Holdings, Inc. | Herc Holdings, Inc. | Herc Holdings, Inc. |
| &nbsp;&nbsp; 6.63%, 06/15/2029 (Callable 06/15/2026) <sup>(a)</sup> | 15000000 | 15246405 |
| &nbsp;&nbsp; 7.00%, 06/15/2030 (Callable 06/15/2027) <sup>(a)</sup> | 4000000 | 4101476 |
| &nbsp;&nbsp; 5.75%, 03/15/2031 (Callable 03/15/2028) <sup>(a)</sup> | 2000000 | 1969734 |
| Hess Midstream Operations LP | Hess Midstream Operations LP | Hess Midstream Operations LP |
| &nbsp;&nbsp; 5.88%, 03/01/2028 (Callable 04/11/2026) <sup>(a)</sup> | 10625000 | 10693170 |
| &nbsp;&nbsp; 6.50%, 06/01/2029 (Callable 06/01/2026) <sup>(a)</sup> | 24406000 | 24931343 |
| Hewlett Packard Enterprise Co. | Hewlett Packard Enterprise Co. | Hewlett Packard Enterprise Co. |
| &nbsp;&nbsp; 4.15%, 09/15/2028 (Callable 08/15/2028) | 19700000 | 19542333 |
| &nbsp;&nbsp; 4.85%, 10/15/2031 (Callable 08/15/2031) | 10000000 | 9932572 |
| &nbsp;&nbsp; 5.60%, 10/15/2054 (Callable 04/15/2054) | 32000000 | 28565268 |
|  Hexcel Corp., 4.20%, 02/15/2027 (Callable 11/15/2026) <sup>(e)</sup> | 19000000 | 18936994 |
| HF Sinclair Corp. | HF Sinclair Corp. | HF Sinclair Corp. |
| &nbsp;&nbsp; 5.00%, 02/01/2028 (Callable 04/11/2026) | 22900000 | 22898181 |
| &nbsp;&nbsp; 4.50%, 10/01/2030 (Callable 07/01/2030) | 14157000 | 13847539 |
| &nbsp;&nbsp; 5.75%, 01/15/2031 (Callable 12/15/2030) | 14925000 | 15249549 |
| &nbsp;&nbsp; 5.50%, 09/01/2032 (Callable 07/01/2032) | 10200000 | 10223239 |
| Hilton Domestic Operating Co., Inc. | Hilton Domestic Operating Co., Inc. | Hilton Domestic Operating Co., Inc. |
| &nbsp;&nbsp; 5.88%, 03/15/2033 (Callable 03/15/2028) <sup>(a)</sup> | 3000000 | 3018315 |
| &nbsp;&nbsp; 5.75%, 09/15/2033 (Callable 07/01/2028) <sup>(a)</sup> | 4000000 | 3981940 |
|  Hologic, Inc., 3.25%, 02/15/2029 (Callable 04/07/2026) <sup>(a)</sup> | 21238000 | 21201099 |
| HP, Inc. | HP, Inc. | HP, Inc. |
| &nbsp;&nbsp; 3.00%, 06/17/2027 (Callable 04/17/2027) | 25000000 | 24560806 |
| &nbsp;&nbsp; 4.00%, 04/15/2029 (Callable 02/15/2029) | 7000000 | 6877878 |
|  Hubbell, Inc., 3.50%, 02/15/2028 (Callable 11/15/2027) | 12000000 | 11818725 |
|  Huntington Ingalls Industries, Inc., 2.04%, 08/16/2028 (Callable 06/16/2028) | 12000000 | 11364136 |
| Huntsman International LLC | Huntsman International LLC | Huntsman International LLC |
| &nbsp;&nbsp; 2.95%, 06/15/2031 (Callable 03/15/2031) | 4900000 | 4064264 |
| &nbsp;&nbsp; 5.70%, 10/15/2034 (Callable 07/15/2034) | 10000000 | 9199147 |
| Hyatt Hotels Corp. | Hyatt Hotels Corp. | Hyatt Hotels Corp. |
| &nbsp;&nbsp; 5.75%, 03/30/2032 (Callable 01/30/2032) | 20016000 | 20564619 |
| &nbsp;&nbsp; 5.40%, 12/15/2035 (Callable 09/15/2035) | 22725000 | 22258438 |
| Hyundai Capital America | Hyundai Capital America | Hyundai Capital America |
| &nbsp;&nbsp; 1.65%, 09/17/2026 (Callable 08/17/2026) <sup>(a)</sup> | 10000000 | 9871280 |
| &nbsp;&nbsp; 5.28%, 06/24/2027 <sup>(a)</sup> | 17350000 | 17496606 |
| &nbsp;&nbsp; 4.88%, 11/01/2027 <sup>(a)</sup> | 21825000 | 21915493 |
| &nbsp;&nbsp; 4.90%, 06/23/2028 <sup>(a)</sup> | 19650000 | 19734337 |
| &nbsp;&nbsp; 5.68%, 06/26/2028 (Callable 05/26/2028) <sup>(a)</sup> | 15000000 | 15295416 |
| &nbsp;&nbsp; 6.10%, 09/21/2028 (Callable 08/21/2028) <sup>(a)</sup> | 10000000 | 10327267 |
| &nbsp;&nbsp; 4.25%, 01/08/2029 <sup>(a)</sup> | 19600000 | 19385198 |
| &nbsp;&nbsp; 5.30%, 01/08/2029 (Callable 12/08/2028) <sup>(a)</sup> | 10000000 | 10136862 |
| &nbsp;&nbsp; 5.15%, 03/27/2030 (Callable 02/27/2030) <sup>(a)</sup> | 15000000 | 15160100 |
| &nbsp;&nbsp; 4.50%, 09/18/2030 (Callable 08/18/2030) <sup>(a)</sup> | 5925000 | 5826172 |
|  Icon Investments Six DAC, 5.85%, 05/08/2029 (Callable 04/08/2029) | 4550000 | 4639250 |
|  Illumina, Inc., 4.75%, 12/12/2030 (Callable 11/12/2030) | 12975000 | 12908115 |
|  Ingersoll Rand, Inc., 5.70%, 08/14/2033 (Callable 05/14/2033) | 9700000 | 10077171 |
|  Ingredion, Inc., 2.90%, 06/01/2030 (Callable 03/01/2030) | 28000000 | 26232139 |
|  Insulet Corp., 6.50%, 04/01/2033 (Callable 04/01/2028) <sup>(a)</sup> | 500000 | 510351 |
| Intel Corp. | Intel Corp. | Intel Corp. |
| &nbsp;&nbsp; 5.20%, 02/10/2033 (Callable 11/10/2032) | 3275000 | 3300649 |
| &nbsp;&nbsp; 4.90%, 08/05/2052 (Callable 02/05/2052) | 2600000 | 2123938 |
| &nbsp;&nbsp; 5.70%, 02/10/2053 (Callable 08/10/2052) | 5575000 | 5133267 |
|  International Business Machines Corp., 4.15%, 05/15/2039 | 13000000 | 11275937 |
| International Flavors & Fragrances, Inc. | International Flavors & Fragrances, Inc. | International Flavors & Fragrances, Inc. |
| &nbsp;&nbsp; 1.83%, 10/15/2027 (Callable 08/15/2027) <sup>(a)</sup> | 4165000 | 3994851 |
| &nbsp;&nbsp; 5.00%, 09/26/2048 (Callable 03/26/2048) | 6090000 | 5269094 |
| IQVIA, Inc. | IQVIA, Inc. | IQVIA, Inc. |
| &nbsp;&nbsp; 5.00%, 05/15/2027 (Callable 04/11/2026) <sup>(a)</sup> | 2500000 | 2490549 |
| &nbsp;&nbsp; 5.70%, 05/15/2028 (Callable 04/15/2028) | 15749000 | 16053901 |
| &nbsp;&nbsp; 6.25%, 02/01/2029 (Callable 01/01/2029) | 23041000 | 23947341 |
| &nbsp;&nbsp; 6.50%, 05/15/2030 (Callable 05/15/2026) <sup>(a)</sup> | 2000000 | 2041838 |
| &nbsp;&nbsp; 6.25%, 06/01/2032 (Callable 06/01/2028) <sup>(a)</sup> | 8000000 | 8123928 |
| Iron Mountain, Inc. | Iron Mountain, Inc. | Iron Mountain, Inc. |
| &nbsp;&nbsp; 5.25%, 03/15/2028 (Callable 04/11/2026) <sup>(a)</sup> | 20303000 | 20188280 |
| &nbsp;&nbsp; 5.00%, 07/15/2028 (Callable 04/11/2026) <sup>(a)</sup> | 4000000 | 3957383 |
| &nbsp;&nbsp; 7.00%, 02/15/2029 (Callable 04/11/2026) <sup>(a)</sup> | 10000000 | 10192110 |
| &nbsp;&nbsp; 5.25%, 07/15/2030 (Callable 04/11/2026) <sup>(a)</sup> | 2000000 | 1949827 |
| &nbsp;&nbsp; 4.50%, 02/15/2031 (Callable 05/01/2026) <sup>(a)</sup> | 10000000 | 9390429 |
| &nbsp;&nbsp; 6.25%, 01/15/2033 (Callable 12/06/2027) <sup>(a)</sup> | 1000000 | 996802 |
| JAB Holdings BV | JAB Holdings BV | JAB Holdings BV |
| &nbsp;&nbsp; 3.75%, 05/28/2051 (Callable 11/28/2050) <sup>(a)</sup> | 14393000 | 9773302 |
| &nbsp;&nbsp; 4.50%, 04/08/2052 (Callable 10/08/2051) <sup>(a)</sup> | 7207000 | 5477020 |
| Jabil, Inc. | Jabil, Inc. | Jabil, Inc. |
| &nbsp;&nbsp; 4.20%, 02/01/2029 (Callable 01/01/2029) | 8000000 | 7902951 |
| &nbsp;&nbsp; 5.45%, 02/01/2029 (Callable 01/01/2029) | 10000000 | 10198322 |
| &nbsp;&nbsp; 4.75%, 02/01/2033 (Callable 12/01/2032) | 12000000 | 11684439 |
|  Jacobs Engineering Group, Inc., 6.35%, 08/18/2028 (Callable 07/18/2028) | 14000000 | 14528606 |
| Jacobs Solutions, Inc. | Jacobs Solutions, Inc. | Jacobs Solutions, Inc. |
| &nbsp;&nbsp; 4.75%, 03/03/2031 (Callable 02/03/2031) | 18000000 | 17748046 |
| &nbsp;&nbsp; 5.38%, 03/03/2036 (Callable 12/03/2035) | 11950000 | 11654218 |
|  Jazz Securities DAC, 4.38%, 01/15/2029 (Callable 04/16/2026) <sup>(a)</sup> | 5000000 | 4876399 |
| JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings |
| &nbsp;&nbsp; 3.75%, 12/01/2031 (Callable 12/01/2026) | 24344000 | 22734131 |
| &nbsp;&nbsp; 3.63%, 01/15/2032 (Callable 01/15/2027) | 7000000 | 6484031 |
| &nbsp;&nbsp; 5.75%, 04/01/2033 (Callable 01/01/2033) | 3000000 | 3096721 |
| &nbsp;&nbsp; 6.75%, 03/15/2034 (Callable 12/15/2033) | 24000000 | 26396376 |
| &nbsp;&nbsp; 5.95%, 04/20/2035 (Callable 01/20/2035) | 8000000 | 8304511 |
| &nbsp;&nbsp; 5.63%, 03/10/2037 (Callable 12/10/2036) <sup>(a)</sup> | 22250000 | 22319642 |
| &nbsp;&nbsp; 4.38%, 02/02/2052 (Callable 08/02/2051) | 7825000 | 5956792 |
| &nbsp;&nbsp; 6.50%, 12/01/2052 (Callable 06/01/2052) | 15286000 | 15474293 |
| &nbsp;&nbsp; 6.25%, 03/01/2056 (Callable 09/01/2055) | 15000000 | 14704511 |
| &nbsp;&nbsp; 6.38%, 04/15/2066 (Callable 10/15/2065) | 5000000 | 4906310 |
|  Jones Lang LaSalle, Inc., 6.88%, 12/01/2028 (Callable 11/01/2028) | 27000000 | 28505978 |
|  KB Home, 7.25%, 07/15/2030 (Callable 04/11/2026) | 5000000 | 5093035 |
|  KeHE Distributors LLC / KeHE Finance Corp. / NextWave Distribution, Inc., 9.00%, 02/15/2029 (Callable 05/01/2026) <sup>(a)</sup> | 3250000 | 3383412 |
|  Kennametal, Inc., 4.63%, 06/15/2028 (Callable 03/15/2028) | 7900000 | 7932973 |
|  Keurig Dr Pepper, Inc., 3.95%, 04/15/2029 (Callable 02/15/2029) | 8416000 | 8244545 |
| Keysight Technologies, Inc. | Keysight Technologies, Inc. | Keysight Technologies, Inc. |
| &nbsp;&nbsp; 4.60%, 04/06/2027 (Callable 01/06/2027) | 50189000 | 50245512 |
| &nbsp;&nbsp; 5.35%, 07/30/2030 (Callable 06/30/2030) | 13625000 | 13996871 |
| &nbsp;&nbsp; 4.95%, 10/15/2034 (Callable 07/15/2034) | 5000000 | 4947690 |
|  Kimberly-Clark de Mexico SAB de CV, 2.43%, 07/01/2031 (Callable 04/01/2031) <sup>(a)</sup> | 6000000 | 5465880 |
| Kinder Morgan Energy Partners LP | Kinder Morgan Energy Partners LP | Kinder Morgan Energy Partners LP |
| &nbsp;&nbsp; 7.30%, 08/15/2033 | 1675000 | 1890883 |
| &nbsp;&nbsp; 6.50%, 02/01/2037 | 6785000 | 7348142 |
| &nbsp;&nbsp; 6.95%, 01/15/2038 | 26159000 | 29203136 |
| &nbsp;&nbsp; 7.50%, 11/15/2040 | 27248000 | 31584648 |
| Kinder Morgan, Inc. | Kinder Morgan, Inc. | Kinder Morgan, Inc. |
| &nbsp;&nbsp; 5.15%, 06/01/2030 (Callable 05/01/2030) | 12900000 | 13198474 |
| &nbsp;&nbsp; 8.05%, 10/15/2030 | 15384000 | 17186031 |
| &nbsp;&nbsp; 7.80%, 08/01/2031 | 16174000 | 18450854 |
| &nbsp;&nbsp; 5.85%, 06/01/2035 (Callable 03/01/2035) | 5000000 | 5239782 |
|  Kinetik Holdings LP, 6.63%, 12/15/2028 (Callable 05/01/2026) <sup>(a)</sup> | 21000000 | 21355383 |
|  Kinross Gold Corp., 6.88%, 09/01/2041 (Callable 03/01/2041) | 5500000 | 5817339 |
|  Kioxia Holdings Corp., 6.25%, 07/24/2030 (Callable 07/24/2027) <sup>(a)</sup> | 89706000 | 91152863 |
| Kraft Heinz Foods Co. | Kraft Heinz Foods Co. | Kraft Heinz Foods Co. |
| &nbsp;&nbsp; 6.75%, 03/15/2032 <sup>(e)</sup> | 10000000 | 10775502 |
| &nbsp;&nbsp; 5.00%, 07/15/2035 (Callable 01/15/2035) | 5311000 | 5159017 |
| &nbsp;&nbsp; 5.00%, 06/04/2042 | 5000000 | 4396817 |
|  Kroger Co., 5.50%, 09/15/2054 (Callable 03/15/2054) | 8200000 | 7615163 |
| Kyndryl Holdings, Inc. | Kyndryl Holdings, Inc. | Kyndryl Holdings, Inc. |
| &nbsp;&nbsp; 2.05%, 10/15/2026 (Callable 09/15/2026) | 18100000 | 17806242 |
| &nbsp;&nbsp; 2.70%, 10/15/2028 (Callable 08/15/2028) | 22166000 | 20502811 |
| &nbsp;&nbsp; 3.15%, 10/15/2031 (Callable 07/15/2031) | 7575000 | 6314893 |
| &nbsp;&nbsp; 6.35%, 02/20/2034 (Callable 11/20/2033) | 6000000 | 5566448 |
| Lear Corp. | Lear Corp. | Lear Corp. |
| &nbsp;&nbsp; 3.80%, 09/15/2027 (Callable 06/15/2027) | 3167000 | 3135354 |
| &nbsp;&nbsp; 3.50%, 05/30/2030 (Callable 02/28/2030) | 15000000 | 14275446 |
|  Leidos Holdings, Inc., 5.95%, 12/01/2040 (Callable 06/04/2040) | 2000000 | 1985679 |
| Leidos, Inc. | Leidos, Inc. | Leidos, Inc. |
| &nbsp;&nbsp; 4.38%, 05/15/2030 (Callable 02/15/2030) | 46222000 | 45474825 |
| &nbsp;&nbsp; 2.30%, 02/15/2031 (Callable 11/15/2030) | 31439000 | 27978042 |
| &nbsp;&nbsp; 5.40%, 03/15/2032 (Callable 01/15/2032) | 9125000 | 9301571 |
| &nbsp;&nbsp; 5.75%, 03/15/2033 (Callable 12/15/2032) | 26839000 | 27822259 |
|  Lennar Corp., 5.20%, 07/30/2030 (Callable 06/30/2030) | 7750000 | 7842560 |
| LG Energy Solution Ltd. | LG Energy Solution Ltd. | LG Energy Solution Ltd. |
| &nbsp;&nbsp; 5.50%, 07/02/2034 <sup>(a)</sup> | 12000000 | 11866099 |
| &nbsp;&nbsp; 5.88%, 04/02/2035 <sup>(a)</sup> | 12500000 | 12486026 |
| &nbsp;&nbsp; 5.88%, 04/02/2036 <sup>(a)</sup> | 15000000 | 14872920 |
| LKQ Corp. | LKQ Corp. | LKQ Corp. |
| &nbsp;&nbsp; 5.75%, 06/15/2028 (Callable 05/15/2028) | 8000000 | 8142057 |
| &nbsp;&nbsp; 6.25%, 06/15/2033 (Callable 03/15/2033) | 30275000 | 31189442 |
|  Lockheed Martin Corp., 5.20%, 02/15/2055 (Callable 08/15/2054) | 2725000 | 2534170 |
|  Louisiana-Pacific Corp., 3.63%, 03/15/2029 (Callable 05/01/2026) <sup>(a)</sup> | 25000000 | 23973594 |
|  Lowe's Cos., Inc., 5.85%, 04/01/2063 (Callable 10/01/2062) | 10000000 | 9572186 |
| LYB International Finance III LLC | LYB International Finance III LLC | LYB International Finance III LLC |
| &nbsp;&nbsp; 5.50%, 03/01/2034 (Callable 12/01/2033) | 10600000 | 10536396 |
| &nbsp;&nbsp; 6.15%, 05/15/2035 (Callable 02/15/2035) | 10000000 | 10292159 |
|  Magna International, Inc., 2.45%, 06/15/2030 (Callable 03/15/2030) | 10000000 | 9173463 |
|  Maple Parent Holdings Corp., 6.63%, 03/26/2056 (Callable 09/26/2055) <sup>(a)</sup> | 4000000 | 3960907 |
| Marathon Petroleum Corp. | Marathon Petroleum Corp. | Marathon Petroleum Corp. |
| &nbsp;&nbsp; 5.13%, 12/15/2026 (Callable 09/15/2026) | 3000000 | 3009899 |
| &nbsp;&nbsp; 5.15%, 03/01/2030 (Callable 02/01/2030) | 15375000 | 15682285 |
| &nbsp;&nbsp; 4.75%, 09/15/2044 (Callable 03/15/2044) | 3985000 | 3388067 |
| Marriott International, Inc. | Marriott International, Inc. | Marriott International, Inc. |
| &nbsp;&nbsp; 4.90%, 04/15/2029 (Callable 03/15/2029) | 5000000 | 5057091 |
| &nbsp;&nbsp; 4.80%, 03/15/2030 (Callable 02/15/2030) | 10000000 | 10084855 |
| &nbsp;&nbsp; 5.35%, 03/15/2035 (Callable 12/15/2034) | 10000000 | 10065102 |
| Martin Marietta Materials, Inc. | Martin Marietta Materials, Inc. | Martin Marietta Materials, Inc. |
| &nbsp;&nbsp; 2.50%, 03/15/2030 (Callable 12/15/2029) | 5000000 | 4624810 |
| &nbsp;&nbsp; 6.25%, 05/01/2037 | 450000 | 475037 |
|  Masco Corp., 6.50%, 08/15/2032 | 15834000 | 17067241 |
| MasTec, Inc. | MasTec, Inc. | MasTec, Inc. |
| &nbsp;&nbsp; 4.50%, 08/15/2028 (Callable 05/01/2026) <sup>(a)</sup> | 30931000 | 30595301 |
| &nbsp;&nbsp; 5.90%, 06/15/2029 (Callable 05/15/2029) | 35878000 | 37072230 |
|  Medline Borrower LP, 3.88%, 04/01/2029 (Callable 05/01/2026) <sup>(a)</sup> | 89087000 | 86179361 |
|  Mercedes-Benz Finance North America LLC, 4.25%, 03/10/2029 <sup>(a)</sup> | 17100000 | 16976529 |
|  Meritage Homes Corp., 5.65%, 03/15/2035 (Callable 12/15/2034) | 4800000 | 4794766 |
|  Methanex US Operations, Inc., 6.25%, 03/15/2032 (Callable 09/15/2031) <sup>(a)</sup> | 3000000 | 3069198 |
|  Micron Technology, Inc., 6.05%, 11/01/2035 (Callable 08/01/2035) | 13600000 | 14674978 |
|  Midwest Connector Capital Co. LLC, 4.63%, 04/01/2029 (Callable 01/01/2029) <sup>(a)</sup> | 33714000 | 33540226 |
| Minera Mexico SAB de CV | Minera Mexico SAB de CV | Minera Mexico SAB de CV |
| &nbsp;&nbsp; 5.63%, 02/12/2032 (Callable 12/12/2031) <sup>(a)</sup> | 15000000 | 15153000 |
| &nbsp;&nbsp; 4.50%, 01/26/2050 (Callable 07/26/2049) <sup>(a)</sup> | 8000000 | 6400000 |
| Mineral Resources Ltd. | Mineral Resources Ltd. | Mineral Resources Ltd. |
| &nbsp;&nbsp; 8.00%, 11/01/2027 (Callable 05/01/2026) <sup>(a)</sup> | 8000000 | 8102153 |
| &nbsp;&nbsp; 9.25%, 10/01/2028 (Callable 05/01/2026) <sup>(a)</sup> | 24646000 | 25536275 |
|  Minerva Luxembourg SA, 8.88%, 09/13/2033 (Callable 09/13/2028) <sup>(a)</sup> | 6000000 | 6412020 |
|  Mohawk Industries, Inc., 3.63%, 05/15/2030 (Callable 02/15/2030) | 5000000 | 4792956 |
|  Moog, Inc., 5.50%, 10/15/2034 (Callable 04/15/2029) <sup>(a)</sup> | 250000 | 250785 |
|  Mosaic Co., 5.45%, 11/15/2033 (Callable 05/15/2033) | 11101000 | 11219014 |
| MPLX LP | MPLX LP | MPLX LP |
| &nbsp;&nbsp; 4.25%, 12/01/2027 (Callable 09/01/2027) | 6519000 | 6499902 |
| &nbsp;&nbsp; 5.00%, 03/01/2033 (Callable 12/01/2032) | 4425000 | 4400151 |
| &nbsp;&nbsp; 5.50%, 06/01/2034 (Callable 03/01/2034) | 16800000 | 16972894 |
| &nbsp;&nbsp; 5.50%, 02/15/2049 (Callable 08/15/2048) | 8825000 | 7976295 |
| &nbsp;&nbsp; 5.95%, 04/01/2055 (Callable 10/01/2054) | 8000000 | 7617689 |
| &nbsp;&nbsp; 4.90%, 04/15/2058 (Callable 10/15/2057) | 5000000 | 4046942 |
| MSCI, Inc. | MSCI, Inc. | MSCI, Inc. |
| &nbsp;&nbsp; 4.00%, 11/15/2029 (Callable 05/01/2026) <sup>(a)</sup> | 17403000 | 16903691 |
| &nbsp;&nbsp; 3.63%, 09/01/2030 (Callable 05/01/2026) <sup>(a)</sup> | 8875000 | 8388633 |
| &nbsp;&nbsp; 3.88%, 02/15/2031 (Callable 05/01/2026) <sup>(a)</sup> | 26900000 | 25428429 |
| &nbsp;&nbsp; 3.63%, 11/01/2031 (Callable 11/01/2026) <sup>(a)</sup> | 10000000 | 9250841 |
|  Mueller Water Products, Inc., 4.00%, 06/15/2029 (Callable 05/01/2026) <sup>(a)</sup> | 500000 | 481698 |
| Mylan, Inc. | Mylan, Inc. | Mylan, Inc. |
| &nbsp;&nbsp; 4.55%, 04/15/2028 (Callable 01/15/2028) | 5000000 | 4974275 |
| &nbsp;&nbsp; 5.40%, 11/29/2043 (Callable 05/29/2043) | 10000000 | 8458827 |
|  National Fuel Gas Co., 5.50%, 03/15/2030 (Callable 02/15/2030) | 10600000 | 10843329 |
| Newell Brands, Inc. | Newell Brands, Inc. | Newell Brands, Inc. |
| &nbsp;&nbsp; 6.38%, 09/15/2027 (Callable 06/15/2027) | 5000000 | 5024445 |
| &nbsp;&nbsp; 6.38%, 05/15/2030 (Callable 02/15/2030) | 500000 | 479957 |
|  NGPL PipeCo LLC, 4.88%, 08/15/2027 (Callable 02/15/2027) <sup>(a)</sup> | 42204000 | 42290071 |
| Nissan Motor Acceptance Co. LLC | Nissan Motor Acceptance Co. LLC | Nissan Motor Acceptance Co. LLC |
| &nbsp;&nbsp; 2.45%, 09/15/2028 (Callable 07/15/2028) <sup>(a)</sup> | 10000000 | 9139247 |
| &nbsp;&nbsp; 7.05%, 09/15/2028 (Callable 08/15/2028) <sup>(a)</sup> | 5000000 | 5077949 |
| &nbsp;&nbsp; 5.55%, 09/13/2029 (Callable 08/13/2029) <sup>(a)</sup> | 58055000 | 55961490 |
|  Nissan Motor Co. Ltd., 4.35%, 09/17/2027 (Callable 07/17/2027) <sup>(a)</sup> | 10000000 | 9723130 |
|  Nordson Corp., 4.50%, 12/15/2029 (Callable 11/15/2029) | 12900000 | 12870856 |
|  Norfolk Southern Corp., 3.05%, 05/15/2050 (Callable 11/15/2049) | 18000000 | 11549588 |
|  North Mississippi Health Services, Inc., 3.18%, 10/01/2051 (Callable 04/01/2051) | 11800000 | 7459707 |
|  NOVA Chemicals Corp., 7.00%, 12/01/2031 (Callable 12/01/2027) <sup>(a)</sup> | 1000000 | 1058478 |
|  Nova Southeastern University, Inc., 4.81%, 04/01/2053 | 4800000 | 4129065 |
| Novelis Corp. | Novelis Corp. | Novelis Corp. |
| &nbsp;&nbsp; 6.88%, 01/30/2030 (Callable 01/30/2027) <sup>(a)</sup> | 3000000 | 3026013 |
| &nbsp;&nbsp; 6.38%, 08/15/2033 (Callable 08/15/2028) <sup>(a)</sup> | 7000000 | 6866249 |
| Nutrien Ltd. | Nutrien Ltd. | Nutrien Ltd. |
| &nbsp;&nbsp; 4.00%, 12/15/2026 (Callable 09/15/2026) | 10000000 | 9976725 |
| &nbsp;&nbsp; 4.13%, 03/15/2035 (Callable 09/15/2034) | 6550000 | 6003312 |
| nVent Finance Sarl | nVent Finance Sarl | nVent Finance Sarl |
| &nbsp;&nbsp; 4.55%, 04/15/2028 (Callable 01/15/2028) | 32435000 | 32359195 |
| &nbsp;&nbsp; 5.65%, 05/15/2033 (Callable 02/15/2033) | 28950000 | 29683513 |
| NXP BV / NXP Funding LLC / NXP USA, Inc. | NXP BV / NXP Funding LLC / NXP USA, Inc. | NXP BV / NXP Funding LLC / NXP USA, Inc. |
| &nbsp;&nbsp; 4.30%, 06/18/2029 (Callable 03/18/2029) | 15533000 | 15396572 |
| &nbsp;&nbsp; 2.65%, 02/15/2032 (Callable 11/15/2031) | 15000000 | 13230731 |
| Occidental Petroleum Corp. | Occidental Petroleum Corp. | Occidental Petroleum Corp. |
| &nbsp;&nbsp; 8.88%, 07/15/2030 (Callable 01/15/2030) | 19873000 | 22620979 |
| &nbsp;&nbsp; 7.50%, 05/01/2031 | 20063000 | 22330480 |
| &nbsp;&nbsp; 7.88%, 09/15/2031 | 12790000 | 14520282 |
| &nbsp;&nbsp; 5.55%, 10/01/2034 (Callable 07/01/2034) | 12775000 | 12991677 |
| &nbsp;&nbsp; 6.45%, 09/15/2036 | 7125000 | 7613055 |
|  Ochsner LSU Health System of North Louisiana, 2.51%, 05/15/2031 (Callable 11/15/2030) | 36300000 | 31004450 |
|  Olin Corp., 6.63%, 04/01/2033 (Callable 04/01/2028) <sup>(a)</sup> | 10000000 | 9782259 |
| ONEOK, Inc. | ONEOK, Inc. | ONEOK, Inc. |
| &nbsp;&nbsp; 4.75%, 10/15/2031 (Callable 08/15/2031) | 10000000 | 9893771 |
| &nbsp;&nbsp; 5.65%, 09/01/2034 (Callable 06/01/2034) | 6250000 | 6357713 |
| &nbsp;&nbsp; 4.20%, 03/15/2045 (Callable 09/15/2044) | 8770000 | 6694117 |
| Oracle Corp. | Oracle Corp. | Oracle Corp. |
| &nbsp;&nbsp; 2.80%, 04/01/2027 (Callable 02/01/2027) | 46000000 | 45210524 |
| &nbsp;&nbsp; 6.25%, 11/09/2032 (Callable 08/09/2032) | 7000000 | 7182799 |
| &nbsp;&nbsp; 4.30%, 07/08/2034 (Callable 01/08/2034) | 14782000 | 13108034 |
| &nbsp;&nbsp; 3.90%, 05/15/2035 (Callable 11/15/2034) | 13143000 | 11127203 |
| &nbsp;&nbsp; 3.85%, 07/15/2036 (Callable 01/15/2036) | 7500000 | 6214497 |
| &nbsp;&nbsp; 6.55%, 02/04/2046 (Callable 08/04/2045) | 15000000 | 13994341 |
| &nbsp;&nbsp; 3.95%, 03/25/2051 (Callable 09/25/2050) | 5000000 | 3168278 |
| &nbsp;&nbsp; 6.90%, 11/09/2052 (Callable 05/09/2052) | 29065000 | 27441098 |
| Orange SA | Orange SA | Orange SA |
| &nbsp;&nbsp; 9.00%, 03/01/2031 <sup>(e)</sup> | 33426000 | 39507244 |
| &nbsp;&nbsp; 5.00%, 01/13/2036 (Callable 10/13/2035) <sup>(a)</sup> | 15000000 | 14733415 |
|  Organon & Co. / Organon Foreign Debt Co.-Issuer BV, 6.75%, 05/15/2034 (Callable 05/15/2029) <sup>(a)</sup> | 5000000 | 4454124 |
|  Oshkosh Corp., 3.10%, 03/01/2030 (Callable 12/01/2029) | 3500000 | 3286038 |
| Owens Corning | Owens Corning | Owens Corning |
| &nbsp;&nbsp; 3.40%, 08/15/2026 (Callable 05/15/2026) | 5000000 | 4980413 |
| &nbsp;&nbsp; 7.00%, 12/01/2036 <sup>(e)</sup> | 13205000 | 14716615 |
|  Paychex, Inc., 5.35%, 04/15/2032 (Callable 02/15/2032) | 10000000 | 10050428 |
|  PBF Holding Co. LLC / PBF Finance Corp., 9.88%, 03/15/2030 (Callable 03/15/2027) <sup>(a)</sup> | 12000000 | 12863508 |
| Penske Truck Leasing Co. Lp / PTL Finance Corp. | Penske Truck Leasing Co. Lp / PTL Finance Corp. | Penske Truck Leasing Co. Lp / PTL Finance Corp. |
| &nbsp;&nbsp; 5.55%, 05/01/2028 (Callable 04/01/2028) <sup>(a)</sup> | 15000000 | 15248886 |
| &nbsp;&nbsp; 6.05%, 08/01/2028 (Callable 07/01/2028) <sup>(a)</sup> | 30000000 | 30871664 |
| &nbsp;&nbsp; 5.35%, 03/30/2029 (Callable 02/28/2029) <sup>(a)</sup> | 7500000 | 7628087 |
| &nbsp;&nbsp; 5.25%, 07/01/2029 (Callable 06/01/2029) <sup>(a)</sup> | 12800000 | 12985867 |
| &nbsp;&nbsp; 6.20%, 06/15/2030 (Callable 04/15/2030) <sup>(a)</sup> | 6000000 | 6316251 |
| &nbsp;&nbsp; 4.55%, 01/15/2031 (Callable 12/15/2030) <sup>(a)</sup> | 23600000 | 23342179 |
|  Performance Food Group, Inc., 6.13%, 09/15/2032 (Callable 09/15/2027) <sup>(a)</sup> | 500000 | 500923 |
| Perrigo Finance Unlimited Co. | Perrigo Finance Unlimited Co. | Perrigo Finance Unlimited Co. |
| &nbsp;&nbsp; 5.15%, 06/15/2030 (Callable 03/15/2030) <sup>(e)</sup> | 25250000 | 22794239 |
| &nbsp;&nbsp; 6.13%, 09/30/2032 (Callable 09/30/2027) | 5000000 | 4562154 |
|  Pfizer Investment Enterprises Pte Ltd., 5.30%, 05/19/2053 (Callable 11/19/2052) | 11825000 | 10989801 |
| Phillips 66 | Phillips 66 | Phillips 66 |
| &nbsp;&nbsp; 2.15%, 12/15/2030 (Callable 09/15/2030) | 6000000 | 5379020 |
| &nbsp;&nbsp; 5.88%, 05/01/2042 | 5000000 | 5008597 |
| Phillips 66 Co. | Phillips 66 Co. | Phillips 66 Co. |
| &nbsp;&nbsp; 3.15%, 12/15/2029 (Callable 09/15/2029) | 12550000 | 11971346 |
| &nbsp;&nbsp; 4.95%, 03/15/2035 (Callable 12/15/2034) | 13000000 | 12800193 |
| &nbsp;&nbsp; 4.68%, 02/15/2045 (Callable 08/15/2044) | 2000000 | 1684403 |
| Phinia, Inc. | Phinia, Inc. | Phinia, Inc. |
| &nbsp;&nbsp; 6.75%, 04/15/2029 (Callable 05/01/2026) <sup>(a)</sup> | 100000 | 101805 |
| &nbsp;&nbsp; 6.63%, 10/15/2032 (Callable 10/15/2027) <sup>(a)</sup> | 1000000 | 1016391 |
| Pilgrim's Pride Corp. | Pilgrim's Pride Corp. | Pilgrim's Pride Corp. |
| &nbsp;&nbsp; 6.25%, 07/01/2033 (Callable 04/01/2033) | 16935000 | 17733993 |
| &nbsp;&nbsp; 6.88%, 05/15/2034 (Callable 02/15/2034) | 31502000 | 34008394 |
|  Plains All American Pipeline LP / PAA Finance Corp., 3.55%, 12/15/2029 (Callable 09/15/2029) | 10000000 | 9676915 |
| Polaris, Inc. | Polaris, Inc. | Polaris, Inc. |
| &nbsp;&nbsp; 6.95%, 03/15/2029 (Callable 02/15/2029) | 15000000 | 15709422 |
| &nbsp;&nbsp; 5.60%, 03/01/2031 (Callable 02/01/2031) | 15000000 | 14865643 |
|  POSCO, 5.75%, 01/17/2028 <sup>(a)</sup> | 5000000 | 5099822 |
|  POSCO Holdings, Inc., 5.13%, 05/07/2030 <sup>(a)</sup> | 21000000 | 21181557 |
|  Post Holdings, Inc., 6.50%, 03/15/2036 (Callable 03/15/2031) <sup>(a)</sup> | 500000 | 489660 |
|  Premier Health Partners, 2.91%, 11/15/2026 (Callable 05/15/2026) | 10000000 | 9895020 |
|  Puma International Financing SA, 7.75%, 04/25/2029 (Callable 05/01/2026) <sup>(a)</sup> | 2000000 | 2040753 |
| Quanta Services, Inc. | Quanta Services, Inc. | Quanta Services, Inc. |
| &nbsp;&nbsp; 2.90%, 10/01/2030 (Callable 07/01/2030) | 10000000 | 9275499 |
| &nbsp;&nbsp; 5.25%, 08/09/2034 (Callable 05/09/2034) | 15000000 | 15089839 |
|  Quikrete Holdings, Inc., 6.38%, 03/01/2032 (Callable 03/01/2028) <sup>(a)</sup> | 500000 | 507001 |
|  QXO Building Products, Inc., 6.75%, 04/30/2032 (Callable 04/30/2028) <sup>(a)</sup> | 3000000 | 3059973 |
| Raizen Fuels Finance SA | Raizen Fuels Finance SA | Raizen Fuels Finance SA |
| &nbsp;&nbsp; 5.70%, 01/17/2035 (Callable 10/17/2034) <sup>(a)</sup> | 12525000 | 6857437 |
| &nbsp;&nbsp; 6.70%, 02/25/2037 (Callable 11/25/2036) <sup>(a)</sup> | 5675000 | 3064500 |
|  Rand Parent LLC, 8.50%, 02/15/2030 (Callable 04/11/2026) <sup>(a)</sup> | 6500000 | 6672412 |
|  Reckitt Benckiser Treasury Services PLC, 3.00%, 06/26/2027 (Callable 03/26/2027) <sup>(a)</sup> | 56870000 | 56008079 |
| Regal Rexnord Corp. | Regal Rexnord Corp. | Regal Rexnord Corp. |
| &nbsp;&nbsp; 6.05%, 04/15/2028 (Callable 03/15/2028) | 38340000 | 39323441 |
| &nbsp;&nbsp; 6.30%, 02/15/2030 (Callable 12/15/2029) | 26000000 | 27242071 |
| &nbsp;&nbsp; 6.40%, 04/15/2033 (Callable 01/15/2033) | 15332000 | 16205765 |
|  Reliance Industries Ltd., 2.88%, 01/12/2032 <sup>(a)</sup> | 20400000 | 18346257 |
| Repsol E&P Capital Markets US LLC | Repsol E&P Capital Markets US LLC | Repsol E&P Capital Markets US LLC |
| &nbsp;&nbsp; 5.20%, 09/16/2030 (Callable 08/16/2030) <sup>(a)</sup> | 16725000 | 16866464 |
| &nbsp;&nbsp; 5.98%, 09/16/2035 (Callable 06/16/2035) <sup>(a)</sup> | 10000000 | 10179284 |
|  Republic Services, Inc., 5.00%, 04/01/2034 (Callable 01/01/2034) | 5000000 | 5050933 |
| Revvity, Inc. | Revvity, Inc. | Revvity, Inc. |
| &nbsp;&nbsp; 1.90%, 09/15/2028 (Callable 07/15/2028) | 6280000 | 5900728 |
| &nbsp;&nbsp; 3.30%, 09/15/2029 (Callable 06/15/2029) | 36579000 | 35011266 |
| &nbsp;&nbsp; 3.63%, 03/15/2051 (Callable 09/15/2050) | 11775000 | 8257198 |
|  Rogers Communications, Inc., 3.80%, 03/15/2032 (Callable 12/15/2031) | 13000000 | 12135337 |
|  Royal Caribbean Cruises Ltd., 5.63%, 09/30/2031 (Callable 09/30/2027) <sup>(a)</sup> | 18000000 | 18177436 |
|  Royalty Pharma PLC, 5.20%, 09/25/2035 (Callable 06/25/2035) | 29600000 | 29213190 |
| RTX Corp. | RTX Corp. | RTX Corp. |
| &nbsp;&nbsp; 4.80%, 12/15/2043 (Callable 06/15/2043) | 7925000 | 7133008 |
| &nbsp;&nbsp; 3.13%, 07/01/2050 (Callable 01/01/2050) | 6000000 | 3945430 |
|  RXO, Inc., 6.38%, 05/15/2031 (Callable 05/15/2028) <sup>(a)</sup> | 7000000 | 6716555 |
|  Ryder System, Inc., 5.25%, 06/01/2028 (Callable 05/01/2028) | 16550000 | 16814192 |
| Sabine Pass Liquefaction LLC | Sabine Pass Liquefaction LLC | Sabine Pass Liquefaction LLC |
| &nbsp;&nbsp; 5.00%, 03/15/2027 (Callable 09/15/2026) | 20300000 | 20337995 |
| &nbsp;&nbsp; 4.50%, 05/15/2030 (Callable 11/15/2029) | 21897000 | 21738020 |
|  Salesforce, Inc., 4.65%, 03/15/2029 (Callable 02/15/2029) | 68675000 | 68817220 |
|  Samarco Mineracao SA, 9.00% (includes 5.00% PIK) 06/30/2031 (Callable 04/16/2026) <sup>(a)</sup> | 13497623 | 13280404 |
| Santos Finance Ltd. | Santos Finance Ltd. | Santos Finance Ltd. |
| &nbsp;&nbsp; 3.65%, 04/29/2031 (Callable 01/29/2031) <sup>(a)</sup> | 21000000 | 19650448 |
| &nbsp;&nbsp; 6.88%, 09/19/2033 (Callable 06/19/2033) <sup>(a)</sup> | 9100000 | 9907479 |
| &nbsp;&nbsp; 5.75%, 11/13/2035 (Callable 08/13/2035) <sup>(a)</sup> | 18425000 | 18467715 |
|  SBA Communications Corp., 3.13%, 02/01/2029 (Callable 05/01/2026) | 15821000 | 14991518 |
|  Schlumberger Holdings Corp., 3.90%, 05/17/2028 (Callable 02/17/2028) <sup>(a)</sup> | 11096000 | 11010732 |
|  Seagate Data Storage Technology Pte Ltd., 5.88%, 07/15/2030 (Callable 06/01/2027) <sup>(a)</sup> | 25000000 | 25411000 |
|  Sealed Air Corp., 5.00%, 04/15/2029 (Callable 04/15/2026) <sup>(a)</sup> | 5000000 | 5037500 |
|  Sealed Air Corp./Sealed Air Corp. US, 6.13%, 02/01/2028 (Callable 04/02/2026) <sup>(a)</sup> | 1000000 | 1012531 |
|  Silgan Holdings, Inc., 4.13%, 02/01/2028 (Callable 04/16/2026) | 4000000 | 3911837 |
|  SK hynix, Inc., 5.50%, 01/16/2029 <sup>(a)</sup> | 29860000 | 30684084 |
|  SK Telecom Co. Ltd., 6.63%, 07/20/2027 <sup>(a)</sup> | 960000 | 985677 |
| Smith & Nephew PLC | Smith & Nephew PLC | Smith & Nephew PLC |
| &nbsp;&nbsp; 2.03%, 10/14/2030 (Callable 07/14/2030) | 18000000 | 16019560 |
| &nbsp;&nbsp; 5.40%, 03/20/2034 (Callable 12/20/2033) | 15000000 | 15214530 |
| Smithfield Foods, Inc. | Smithfield Foods, Inc. | Smithfield Foods, Inc. |
| &nbsp;&nbsp; 5.20%, 04/01/2029 (Callable 01/01/2029) <sup>(a)</sup> | 16566000 | 16717273 |
| &nbsp;&nbsp; 2.63%, 09/13/2031 (Callable 06/13/2031) <sup>(a)</sup> | 18500000 | 16237197 |
|  SNF Group SACA, 5.63%, 03/31/2031 (Callable 02/28/2031) <sup>(a)</sup> | 27325000 | 27647435 |
|  Solstice Advanced Materials, Inc., 5.63%, 09/30/2033 (Callable 09/30/2028) <sup>(a)</sup> | 2000000 | 1972084 |
| Solventum Corp. | Solventum Corp. | Solventum Corp. |
| &nbsp;&nbsp; 5.60%, 03/23/2034 (Callable 12/23/2033) | 35647000 | 36442304 |
| &nbsp;&nbsp; 5.90%, 04/30/2054 (Callable 10/30/2053) | 8966000 | 8759633 |
| South Bow USA Infrastructure Holdings LLC | South Bow USA Infrastructure Holdings LLC | South Bow USA Infrastructure Holdings LLC |
| &nbsp;&nbsp; 5.03%, 10/01/2029 (Callable 09/01/2029) | 16500000 | 16606309 |
| &nbsp;&nbsp; 5.58%, 10/01/2034 (Callable 07/01/2034) | 24530000 | 24362216 |
|  Southern Copper Corp., 7.50%, 07/27/2035 | 19786000 | 22623688 |
|  Southern Natural Gas Co. LLC, 5.45%, 08/01/2035 (Callable 05/01/2035) <sup>(a)</sup> | 10000000 | 10174234 |
| Standard Building Solutions, Inc. | Standard Building Solutions, Inc. | Standard Building Solutions, Inc. |
| &nbsp;&nbsp; 6.50%, 08/15/2032 (Callable 08/15/2027) <sup>(a)</sup> | 1000000 | 1000517 |
| &nbsp;&nbsp; 6.25%, 08/01/2033 (Callable 08/01/2028) <sup>(a)</sup> | 3125000 | 3089861 |
| Standard Industries, Inc. | Standard Industries, Inc. | Standard Industries, Inc. |
| &nbsp;&nbsp; 4.75%, 01/15/2028 (Callable 05/01/2026) <sup>(a)</sup> | 24408000 | 24126859 |
| &nbsp;&nbsp; 4.38%, 07/15/2030 (Callable 05/01/2026) <sup>(a)</sup> | 7000000 | 6597954 |
| &nbsp;&nbsp; 3.38%, 01/15/2031 (Callable 05/01/2026) <sup>(a)</sup> | 5000000 | 4481832 |
| Stanley Black & Decker, Inc. | Stanley Black & Decker, Inc. | Stanley Black & Decker, Inc. |
| &nbsp;&nbsp; 6.00%, 03/06/2028 (Callable 02/06/2028) | 3000000 | 3091898 |
| &nbsp;&nbsp; 4.85%, 11/15/2048 (Callable 05/15/2048) | 4175000 | 3496524 |
|  Stellantis Finance US, Inc., 5.63%, 01/12/2028 (Callable 12/12/2027) <sup>(a)</sup> | 3650000 | 3687091 |
|  STERIS Irish FinCo UnLtd Co., 3.75%, 03/15/2051 (Callable 09/15/2050) | 7500000 | 5396904 |
|  Stonepeak Nile Parent LLC, 7.25%, 03/15/2032 (Callable 03/15/2028) <sup>(a)</sup> | 1000000 | 1040097 |
| Sunoco LP | Sunoco LP | Sunoco LP |
| &nbsp;&nbsp; 5.63%, 03/15/2031 (Callable 09/15/2027) <sup>(a)</sup> | 14000000 | 13935786 |
| &nbsp;&nbsp; 5.38%, 07/15/2031 (Callable 03/15/2028) <sup>(a)</sup> | 1000000 | 991966 |
| &nbsp;&nbsp; 7.25%, 05/01/2032 (Callable 05/01/2027) <sup>(a)</sup> | 5000000 | 5173345 |
| &nbsp;&nbsp; 5.88%, 03/15/2034 (Callable 09/15/2028) <sup>(a)</sup> | 5000000 | 4944769 |
| &nbsp;&nbsp; 5.63%, 07/15/2034 (Callable 03/15/2029) <sup>(a)</sup> | 1000000 | 984706 |
|  Sunoco LP / Sunoco Finance Corp., 7.00%, 09/15/2028 (Callable 04/11/2026) <sup>(a)</sup> | 10000000 | 10202910 |
| Syensqo Finance America LLC | Syensqo Finance America LLC | Syensqo Finance America LLC |
| &nbsp;&nbsp; 5.65%, 06/04/2029 (Callable 05/04/2029) <sup>(a)</sup> | 5020000 | 5137723 |
| &nbsp;&nbsp; 5.85%, 06/04/2034 (Callable 03/04/2034) <sup>(a)</sup> | 49082000 | 50091755 |
|  Synopsys, Inc., 5.70%, 04/01/2055 (Callable 10/01/2054) | 10000000 | 9560827 |
| Sysco Corp. | Sysco Corp. | Sysco Corp. |
| &nbsp;&nbsp; 5.95%, 04/01/2030 (Callable 01/01/2030) | 22570000 | 23441402 |
| &nbsp;&nbsp; 6.00%, 01/17/2034 (Callable 10/17/2033) | 9000000 | 9396093 |
| &nbsp;&nbsp; 4.95%, 03/25/2036 (Callable 12/25/2035) | 13675000 | 13036597 |
|  Takeda Pharmaceutical Co. Ltd., 2.05%, 03/31/2030 (Callable 12/31/2029) | 11825000 | 10744278 |
|  Targa Resources Corp., 5.50%, 02/15/2035 (Callable 11/15/2034) | 15000000 | 15133407 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp. | Targa Resources Partners LP / Targa Resources Partners Finance Corp. | Targa Resources Partners LP / Targa Resources Partners Finance Corp. |
| &nbsp;&nbsp; 5.00%, 01/15/2028 (Callable 05/01/2026) | 28000000 | 27983627 |
| &nbsp;&nbsp; 4.88%, 02/01/2031 (Callable 04/11/2026) | 10500000 | 10483409 |
| &nbsp;&nbsp; 4.00%, 01/15/2032 (Callable 07/15/2026) | 14000000 | 13267872 |
|  TC PipeLines LP, 3.90%, 05/25/2027 (Callable 02/25/2027) | 23285000 | 23113692 |
| TD SYNNEX Corp. | TD SYNNEX Corp. | TD SYNNEX Corp. |
| &nbsp;&nbsp; 1.75%, 08/09/2026 (Callable 07/09/2026) | 10000000 | 9899852 |
| &nbsp;&nbsp; 2.38%, 08/09/2028 (Callable 06/09/2028) | 25000000 | 23734572 |
| &nbsp;&nbsp; 6.10%, 04/12/2034 (Callable 01/12/2034) | 10000000 | 10314409 |
| &nbsp;&nbsp; 5.30%, 10/10/2035 (Callable 07/10/2035) | 30000000 | 29064721 |
|  Telecom Italia Capital SA, 7.20%, 07/18/2036 | 797000 | 860694 |
| Telefonica Emisiones SA | Telefonica Emisiones SA | Telefonica Emisiones SA |
| &nbsp;&nbsp; 4.10%, 03/08/2027 | 3768000 | 3752325 |
| &nbsp;&nbsp; 7.05%, 06/20/2036 | 4925000 | 5432109 |
| &nbsp;&nbsp; 5.21%, 03/08/2047 | 34108000 | 29617293 |
| &nbsp;&nbsp; 4.90%, 03/06/2048 | 9475000 | 7837421 |
| &nbsp;&nbsp; 5.52%, 03/01/2049 (Callable 09/01/2048) | 2000000 | 1802613 |
|  Telefonica Europe BV, 8.25%, 09/15/2030 | 13750000 | 15586527 |
|  Terex Corp., 6.25%, 10/15/2032 (Callable 10/15/2027) <sup>(a)</sup> | 250000 | 251630 |
| Teva Pharmaceutical Finance Netherlands III BV | Teva Pharmaceutical Finance Netherlands III BV | Teva Pharmaceutical Finance Netherlands III BV |
| &nbsp;&nbsp; 3.15%, 10/01/2026 | 20803000 | 20596193 |
| &nbsp;&nbsp; 4.75%, 05/09/2027 (Callable 02/09/2027) | 5449000 | 5436464 |
| &nbsp;&nbsp; 7.88%, 09/15/2029 (Callable 06/15/2029) | 5000000 | 5354195 |
| &nbsp;&nbsp; 6.00%, 12/01/2032 (Callable 09/01/2032) | 5000000 | 5131700 |
|  Textron, Inc., 3.00%, 06/01/2030 (Callable 03/01/2030) | 15000000 | 14120348 |
| Time Warner Cable LLC | Time Warner Cable LLC | Time Warner Cable LLC |
| &nbsp;&nbsp; 7.30%, 07/01/2038 | 19829000 | 20748575 |
| &nbsp;&nbsp; 6.75%, 06/15/2039 | 8041000 | 7978850 |
|  Timken Co., 4.50%, 12/15/2028 (Callable 09/15/2028) | 12522000 | 12491855 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. | T-Mobile USA, Inc. |
| &nbsp;&nbsp; 3.38%, 04/15/2029 (Callable 04/11/2026) | 5000000 | 4845615 |
| &nbsp;&nbsp; 3.88%, 04/15/2030 (Callable 01/15/2030) | 53473000 | 52075801 |
| &nbsp;&nbsp; 3.50%, 04/15/2031 (Callable 04/15/2026) | 60000000 | 56746717 |
| &nbsp;&nbsp; 5.13%, 05/15/2032 (Callable 03/15/2032) | 9000000 | 9129244 |
| &nbsp;&nbsp; 4.95%, 11/15/2035 (Callable 08/15/2035) | 15000000 | 14726324 |
| &nbsp;&nbsp; 4.38%, 04/15/2040 (Callable 10/15/2039) | 10000000 | 8790117 |
| &nbsp;&nbsp; 3.60%, 11/15/2060 (Callable 05/15/2060) | 15000000 | 9735547 |
| Toll Road Investors Partnership II LP | Toll Road Investors Partnership II LP | Toll Road Investors Partnership II LP |
| &nbsp;&nbsp; 0.00%, 02/15/2027 <sup>(a)(f)</sup> | 32855000 | 31230480 |
| &nbsp;&nbsp; 0.00%, 02/15/2028 <sup>(a)(f)</sup> | 6000000 | 5255206 |
| &nbsp;&nbsp; 0.00%, 02/15/2029 <sup>(a)(f)</sup> | 940000 | 785695 |
| &nbsp;&nbsp; 0.00%, 02/15/2030 <sup>(a)(f)</sup> | 2938000 | 2341485 |
| &nbsp;&nbsp; 0.00%, 02/15/2030 <sup>(a)(f)</sup> | 2100000 | 1610523 |
| &nbsp;&nbsp; 0.00%, 02/15/2031 <sup>(a)(f)</sup> | 5396000 | 4032667 |
| &nbsp;&nbsp; 0.00%, 02/15/2036 <sup>(a)(f)</sup> | 12500000 | 6647094 |
| TopBuild Corp. | TopBuild Corp. | TopBuild Corp. |
| &nbsp;&nbsp; 3.63%, 03/15/2029 (Callable 05/01/2026) <sup>(a)</sup> | 2500000 | 2380713 |
| &nbsp;&nbsp; 4.13%, 02/15/2032 (Callable 10/15/2026) <sup>(a)</sup> | 1000000 | 921581 |
| &nbsp;&nbsp; 5.63%, 01/31/2034 (Callable 09/30/2028) <sup>(a)</sup> | 7000000 | 6851402 |
|  Trane Technologies Financing Ltd., 4.65%, 11/01/2044 (Callable 05/01/2044) | 1300000 | 1156812 |
|  Trane Technologies Holdco, Inc., 5.75%, 06/15/2043 | 4126000 | 4180394 |
|  TransCanada PipeLines Ltd., 2.50%, 10/12/2031 (Callable 07/12/2031) | 17500000 | 15531969 |
|  Transcontinental Gas Pipe Line Co. LLC, 4.45%, 08/01/2042 (Callable 02/01/2042) | 2600000 | 2227301 |
| TransDigm, Inc. | TransDigm, Inc. | TransDigm, Inc. |
| &nbsp;&nbsp; 6.75%, 08/15/2028 (Callable 04/11/2026) <sup>(a)</sup> | 5500000 | 5566770 |
| &nbsp;&nbsp; 6.38%, 03/01/2029 (Callable 04/11/2026) <sup>(a)</sup> | 3000000 | 3055989 |
| &nbsp;&nbsp; 6.88%, 12/15/2030 (Callable 08/18/2026) <sup>(a)</sup> | 15000000 | 15369720 |
| &nbsp;&nbsp; 6.63%, 03/01/2032 (Callable 03/01/2027) <sup>(a)</sup> | 1000000 | 1019870 |
| &nbsp;&nbsp; 6.00%, 01/15/2033 (Callable 09/15/2027) <sup>(a)</sup> | 11000000 | 10993825 |
| &nbsp;&nbsp; 6.25%, 01/31/2034 (Callable 08/31/2028) <sup>(a)</sup> | 500000 | 505515 |
|  Trimble, Inc., 6.10%, 03/15/2033 (Callable 12/15/2032) | 7000000 | 7324110 |
|  Trinity Industries, Inc., 7.75%, 07/15/2028 (Callable 04/11/2026) <sup>(a)</sup> | 5000000 | 5125170 |
| Triton Container International Ltd. | Triton Container International Ltd. | Triton Container International Ltd. |
| &nbsp;&nbsp; 2.05%, 04/15/2026 (Callable 04/01/2026) <sup>(a)</sup> | 7425000 | 7417059 |
| &nbsp;&nbsp; 3.15%, 06/15/2031 (Callable 03/15/2031) <sup>(a)</sup> | 33975000 | 30720271 |
|  Triton Container International Ltd. / TAL International Container Corp., 3.25%, 03/15/2032 (Callable 12/15/2031) | 15563000 | 14046854 |
|  TTX Co., 4.65%, 06/15/2044 <sup>(a)</sup> | 7710000 | 6684836 |
|  Tyco Electronics Group SA, 7.13%, 10/01/2037 | 500000 | 577396 |
|  Tyson Foods, Inc., 5.10%, 09/28/2048 (Callable 03/28/2048) | 4650000 | 4184338 |
| United Rentals North America, Inc. | United Rentals North America, Inc. | United Rentals North America, Inc. |
| &nbsp;&nbsp; 3.88%, 11/15/2027 (Callable 04/11/2026) | 5000000 | 4927260 |
| &nbsp;&nbsp; 4.88%, 01/15/2028 (Callable 04/11/2026) | 5000000 | 4978291 |
| &nbsp;&nbsp; 6.00%, 12/15/2029 (Callable 05/01/2026) <sup>(a)</sup> | 33700000 | 34262824 |
| &nbsp;&nbsp; 4.00%, 07/15/2030 (Callable 04/11/2026) | 10000000 | 9498705 |
| &nbsp;&nbsp; 3.88%, 02/15/2031 (Callable 04/11/2026) | 3000000 | 2820208 |
| &nbsp;&nbsp; 3.75%, 01/15/2032 (Callable 07/15/2026) | 1000000 | 916483 |
| &nbsp;&nbsp; 6.13%, 03/15/2034 (Callable 03/15/2029) <sup>(a)</sup> | 21700000 | 21973138 |
| Universal Health Services, Inc. | Universal Health Services, Inc. | Universal Health Services, Inc. |
| &nbsp;&nbsp; 1.65%, 09/01/2026 (Callable 08/01/2026) | 16000000 | 15808814 |
| &nbsp;&nbsp; 2.65%, 10/15/2030 (Callable 07/15/2030) | 24322000 | 21896387 |
| &nbsp;&nbsp; 5.05%, 10/15/2034 (Callable 07/15/2034) | 30000000 | 28642398 |
|  US Foods, Inc., 5.75%, 04/15/2033 (Callable 10/15/2027) <sup>(a)</sup> | 5250000 | 5226658 |
| Utah Acquisition Sub, Inc. | Utah Acquisition Sub, Inc. | Utah Acquisition Sub, Inc. |
| &nbsp;&nbsp; 3.95%, 06/15/2026 (Callable 05/01/2026) | 6243000 | 6231106 |
| &nbsp;&nbsp; 5.25%, 06/15/2046 (Callable 12/15/2045) | 4000000 | 3213448 |
|  Vale Canada Ltd., 7.20%, 09/15/2032 | 1600000 | 1736000 |
| Vale Overseas Ltd. | Vale Overseas Ltd. | Vale Overseas Ltd. |
| &nbsp;&nbsp; 3.75%, 07/08/2030 (Callable 04/08/2030) | 25339000 | 24115532 |
| &nbsp;&nbsp; 6.13%, 06/12/2033 (Callable 03/12/2033) | 32000000 | 33376640 |
| &nbsp;&nbsp; 6.88%, 11/21/2036 | 29519000 | 32653357 |
| &nbsp;&nbsp; 6.40%, 06/28/2054 (Callable 12/28/2053) | 15000000 | 15190500 |
|  Valero Energy Corp., 6.63%, 06/15/2037 | 5000000 | 5472546 |
|  Valero Energy Partners LP, 4.50%, 03/15/2028 (Callable 12/15/2027) | 20000000 | 20004131 |
|  Vallourec SACA, 7.50%, 04/15/2032 (Callable 04/15/2027) <sup>(a)</sup> | 13084000 | 13712202 |
| Var Energi ASA | Var Energi ASA | Var Energi ASA |
| &nbsp;&nbsp; 7.50%, 01/15/2028 (Callable 12/15/2027) <sup>(a)</sup> | 29950000 | 31329900 |
| &nbsp;&nbsp; 5.88%, 05/22/2030 (Callable 04/22/2030) <sup>(a)</sup> | 35400000 | 36520318 |
| &nbsp;&nbsp; 8.00%, 11/15/2032 (Callable 08/15/2032) <sup>(a)</sup> | 22989000 | 26146940 |
|  Venture Global Calcasieu Pass LLC, 6.25%, 01/15/2030 (Callable 10/15/2029) <sup>(a)</sup> | 28750000 | 29406132 |
| Venture Global Plaquemines LNG LLC | Venture Global Plaquemines LNG LLC | Venture Global Plaquemines LNG LLC |
| &nbsp;&nbsp; 6.50%, 01/15/2034 (Callable 07/15/2033) <sup>(a)</sup> | 5000000 | 5212221 |
| &nbsp;&nbsp; 7.75%, 05/01/2035 (Callable 12/01/2034) <sup>(a)</sup> | 5000000 | 5603890 |
| &nbsp;&nbsp; 6.75%, 01/15/2036 (Callable 07/15/2035) <sup>(a)</sup> | 7000000 | 7414064 |
| Verizon Communications, Inc. | Verizon Communications, Inc. | Verizon Communications, Inc. |
| &nbsp;&nbsp; 2.36%, 03/15/2032 (Callable 12/15/2031) | 2500000 | 2182132 |
| &nbsp;&nbsp; 4.50%, 08/10/2033 | 15710000 | 15237658 |
| &nbsp;&nbsp; 4.40%, 11/01/2034 (Callable 05/01/2034) | 790000 | 752054 |
| &nbsp;&nbsp; 4.27%, 01/15/2036 | 10793000 | 9980826 |
| &nbsp;&nbsp; 5.25%, 03/16/2037 | 18225000 | 18006350 |
| &nbsp;&nbsp; 4.81%, 03/15/2039 | 38575000 | 35957463 |
| &nbsp;&nbsp; 5.75%, 11/30/2045 (Callable 05/30/2045) | 19000000 | 18502212 |
| &nbsp;&nbsp; 4.86%, 08/21/2046 | 2500000 | 2178113 |
| &nbsp;&nbsp; 3.70%, 03/22/2061 (Callable 09/22/2060) | 5950000 | 3964646 |
| Viatris, Inc. | Viatris, Inc. | Viatris, Inc. |
| &nbsp;&nbsp; 3.85%, 06/22/2040 (Callable 12/22/2039) | 10000000 | 7589680 |
| &nbsp;&nbsp; 4.00%, 06/22/2050 (Callable 12/22/2049) | 22000000 | 14418961 |
|  VICI Properties LP, 4.75%, 02/15/2028 (Callable 01/15/2028) | 24344000 | 24365999 |
|  VICI Properties LP / VICI Note Co., Inc., 4.50%, 01/15/2028 (Callable 10/15/2027) <sup>(a)</sup> | 9700000 | 9642682 |
| Videotron Ltd. | Videotron Ltd. | Videotron Ltd. |
| &nbsp;&nbsp; 3.63%, 06/15/2029 (Callable 05/01/2026) <sup>(a)</sup> | 22139000 | 21427676 |
| &nbsp;&nbsp; 5.70%, 01/15/2035 (Callable 10/15/2034) <sup>(a)</sup> | 40800000 | 41183752 |
|  Viper Energy Partners LLC, 5.70%, 08/01/2035 (Callable 05/01/2035) | 15775000 | 15898203 |
|  VMware LLC, 1.80%, 08/15/2028 (Callable 06/15/2028) | 15000000 | 14124106 |
| Vodafone Group PLC | Vodafone Group PLC | Vodafone Group PLC |
| &nbsp;&nbsp; 7.88%, 02/15/2030 | 1581000 | 1768275 |
| &nbsp;&nbsp; 6.15%, 02/27/2037 | 4934000 | 5282364 |
| Volkswagen Group of America Finance LLC | Volkswagen Group of America Finance LLC | Volkswagen Group of America Finance LLC |
| &nbsp;&nbsp; 5.05%, 03/27/2028 (Callable 02/27/2028) <sup>(a)</sup> | 15175000 | 15270198 |
| &nbsp;&nbsp; 4.55%, 09/11/2028 (Callable 08/11/2028) <sup>(a)</sup> | 10800000 | 10768750 |
| &nbsp;&nbsp; 6.20%, 11/16/2028 (Callable 10/16/2028) <sup>(a)</sup> | 19000000 | 19643979 |
| Vontier Corp. | Vontier Corp. | Vontier Corp. |
| &nbsp;&nbsp; 2.40%, 04/01/2028 (Callable 02/01/2028) | 26883000 | 25767393 |
| &nbsp;&nbsp; 2.95%, 04/01/2031 (Callable 01/01/2031) | 32741000 | 29771924 |
| Vulcan Materials Co. | Vulcan Materials Co. | Vulcan Materials Co. |
| &nbsp;&nbsp; 3.50%, 06/01/2030 (Callable 03/01/2030) | 11050000 | 10592293 |
| &nbsp;&nbsp; 4.70%, 03/01/2048 (Callable 09/01/2047) | 500000 | 426387 |
|  Waste Management, Inc., 3.88%, 01/15/2029 (Callable 12/15/2028) | 1000000 | 990426 |
|  Weir Group, Inc., 5.35%, 05/06/2030 (Callable 04/06/2030) <sup>(a)</sup> | 54200000 | 54918327 |
| WESCO Distribution, Inc. | WESCO Distribution, Inc. | WESCO Distribution, Inc. |
| &nbsp;&nbsp; 5.25%, 04/15/2031 (Callable 04/15/2028) <sup>(a)</sup> | 10000000 | 9940309 |
| &nbsp;&nbsp; 6.38%, 03/15/2033 (Callable 03/15/2028) <sup>(a)</sup> | 20300000 | 20680869 |
| Western Midstream Operating LP | Western Midstream Operating LP | Western Midstream Operating LP |
| &nbsp;&nbsp; 4.05%, 02/01/2030 (Callable 11/01/2029) <sup>(e)</sup> | 4000000 | 3884298 |
| &nbsp;&nbsp; 7.25%, 04/01/2030 (Callable 04/01/2027) <sup>(a)</sup> | 29267000 | 30818649 |
| &nbsp;&nbsp; 6.15%, 04/01/2033 (Callable 01/01/2033) | 2500000 | 2609199 |
| &nbsp;&nbsp; 5.45%, 11/15/2034 (Callable 08/15/2034) | 30350000 | 30053196 |
| &nbsp;&nbsp; 5.25%, 02/01/2050 (Callable 08/01/2049) <sup>(e)</sup> | 10000000 | 8434187 |
| Westinghouse Air Brake Technologies Corp. | Westinghouse Air Brake Technologies Corp. | Westinghouse Air Brake Technologies Corp. |
| &nbsp;&nbsp; 3.45%, 11/15/2026 (Callable 08/15/2026) | 36775000 | 36564682 |
| &nbsp;&nbsp; 4.70%, 09/15/2028 (Callable 06/15/2028) <sup>(e)</sup> | 10205000 | 10234928 |
|  WestRock MWV LLC, 8.20%, 01/15/2030 | 5012000 | 5617889 |
|  Whirlpool Corp., 6.13%, 06/15/2030 (Callable 03/15/2030) | 17775000 | 17355091 |
| Whistler Pipeline LLC | Whistler Pipeline LLC | Whistler Pipeline LLC |
| &nbsp;&nbsp; 5.40%, 09/30/2029 (Callable 08/30/2029) <sup>(a)</sup> | 2350000 | 2407205 |
| &nbsp;&nbsp; 5.70%, 09/30/2031 (Callable 07/30/2031) <sup>(a)</sup> | 46465000 | 47727923 |
| &nbsp;&nbsp; 5.95%, 09/30/2034 (Callable 06/30/2034) <sup>(a)</sup> | 29499000 | 30224744 |
| Williams Cos., Inc. | Williams Cos., Inc. | Williams Cos., Inc. |
| &nbsp;&nbsp; 7.50%, 01/15/2031 | 120000 | 134122 |
| &nbsp;&nbsp; 7.75%, 06/15/2031 | 3500000 | 3963446 |
| &nbsp;&nbsp; 8.75%, 03/15/2032 <sup>(e)</sup> | 11275000 | 13390419 |
| &nbsp;&nbsp; 6.30%, 04/15/2040 | 1590000 | 1682709 |
| &nbsp;&nbsp; 5.75%, 06/24/2044 (Callable 12/24/2043) | 2500000 | 2430051 |
|  Wipro IT Services LLC, 1.50%, 06/23/2026 (Callable 05/23/2026) <sup>(a)</sup> | 17800000 | 17681354 |
| Woodside Finance Ltd. | Woodside Finance Ltd. | Woodside Finance Ltd. |
| &nbsp;&nbsp; 4.50%, 03/04/2029 (Callable 12/04/2028) <sup>(a)</sup> | 25500000 | 25395110 |
| &nbsp;&nbsp; 5.40%, 05/19/2030 (Callable 04/19/2030) | 4500000 | 4595175 |
| &nbsp;&nbsp; 5.10%, 09/12/2034 (Callable 06/12/2034) | 17075000 | 16806319 |
|  Wrangler Holdco Corp., 6.63%, 04/01/2032 (Callable 04/01/2027) <sup>(a)</sup> | 10000000 | 10296812 |
| WSP Global, Inc. | WSP Global, Inc. | WSP Global, Inc. |
| &nbsp;&nbsp; 5.04%, 09/18/2031 (Callable 08/18/2031) <sup>(a)</sup> | 32000000 | 31722736 |
| &nbsp;&nbsp; 5.71%, 09/18/2036 (Callable 06/18/2036) <sup>(a)</sup> | 38000000 | 37658139 |
| XPO, Inc. | XPO, Inc. | XPO, Inc. |
| &nbsp;&nbsp; 6.25%, 06/01/2028 (Callable 04/11/2026) <sup>(a)</sup> | 1000000 | 1012368 |
| &nbsp;&nbsp; 7.13%, 06/01/2031 (Callable 06/01/2026) <sup>(a)</sup> | 500000 | 515042 |
| &nbsp;&nbsp; 7.13%, 02/01/2032 (Callable 02/01/2027) <sup>(a)</sup> | 250000 | 257854 |
|  Yara International ASA, 3.80%, 06/06/2026 (Callable 05/01/2026) <sup>(a)</sup> | 20250000 | 20204900 |
|  ZF North America Capital, Inc., 6.75%, 04/23/2030 (Callable 03/23/2030) <sup>(a)</sup> | 17225000 | 16663160 |
| Zimmer Biomet Holdings, Inc. | Zimmer Biomet Holdings, Inc. | Zimmer Biomet Holdings, Inc. |
| &nbsp;&nbsp; 3.55%, 03/20/2030 (Callable 12/20/2029) | 1000000 | 961488 |
| &nbsp;&nbsp; 5.20%, 09/15/2034 (Callable 06/15/2034) | 20000000 | 19998346 |
| &nbsp;&nbsp; 5.75%, 11/30/2039 | 11375000 | 11501239 |
|  |  | 10984817580 |
| **Utilities - 1.2%** | **Utilities - 1.2%** | **Utilities - 1.2%** |
|  American Transmission Systems, Inc., 2.65%, 01/15/2032 (Callable 10/15/2031) <sup>(a)</sup> | 4850000 | 4345478 |
|  Appalachian Power Co., 6.70%, 08/15/2037 | 1400000 | 1528036 |
|  Arizona Public Service Co., 5.10%, 03/15/2036 (Callable 12/15/2035) | 14775000 | 14526410 |
|  Berkshire Hathaway Energy Co., 2.85%, 05/15/2051 (Callable 11/15/2050) | 10000000 | 6020777 |
|  Consolidated Edison Co. of New York, Inc., 4.63%, 12/01/2054 (Callable 06/01/2054) | 7600000 | 6261372 |
| Constellation Energy Generation LLC | Constellation Energy Generation LLC | Constellation Energy Generation LLC |
| &nbsp;&nbsp; 5.80%, 03/01/2033 (Callable 12/01/2032) | 10000000 | 10473371 |
| &nbsp;&nbsp; 5.60%, 06/15/2042 (Callable 12/15/2041) | 6100000 | 5977839 |
|  Consumers Energy Co., 3.50%, 08/01/2051 (Callable 02/01/2051) | 9425000 | 6675657 |
|  Dominion Resources, Inc., 5.95%, 06/15/2035 | 1880000 | 1953446 |
|  DTE Electric Co., 2.63%, 03/01/2031 (Callable 12/01/2030) | 15200000 | 13953855 |
| DTE Energy Co. | DTE Energy Co. | DTE Energy Co. |
| &nbsp;&nbsp; 4.88%, 06/01/2028 (Callable 05/01/2028) | 11900000 | 12006810 |
| &nbsp;&nbsp; 5.10%, 03/01/2029 (Callable 02/01/2029) | 8318000 | 8458139 |
| Duke Energy Corp. | Duke Energy Corp. | Duke Energy Corp. |
| &nbsp;&nbsp; 3.50%, 06/15/2051 (Callable 12/15/2050) | 11000000 | 7368810 |
| &nbsp;&nbsp; 6.10%, 09/15/2053 (Callable 03/15/2053) | 8400000 | 8423883 |
| &nbsp;&nbsp; 5.80%, 06/15/2054 (Callable 12/15/2053) | 10000000 | 9574562 |
|  Duke Energy Indiana LLC, 4.95%, 03/15/2036 (Callable 12/15/2035) | 5000000 | 4922268 |
|  Duquesne Light Holdings, Inc., 2.53%, 10/01/2030 (Callable 07/01/2030) <sup>(a)</sup> | 8775000 | 7986335 |
| ENEL Finance International NV | ENEL Finance International NV | ENEL Finance International NV |
| &nbsp;&nbsp; 3.50%, 04/06/2028 <sup>(a)</sup> | 7000000 | 6864913 |
| &nbsp;&nbsp; 7.50%, 10/14/2032 (Callable 07/14/2032) <sup>(a)</sup> | 20000000 | 22519556 |
| &nbsp;&nbsp; 5.00%, 09/30/2035 (Callable 06/30/2035) <sup>(a)</sup> | 13000000 | 12607059 |
| &nbsp;&nbsp; 6.00%, 10/07/2039 <sup>(a)</sup> | 4286000 | 4347266 |
| &nbsp;&nbsp; 4.75%, 05/25/2047 <sup>(a)</sup> | 54084000 | 44691569 |
|  Engie Energia Chile SA, 3.40%, 01/28/2030 (Callable 10/28/2029) <sup>(a)</sup> | 3000000 | 2789984 |
|  Entergy Mississippi LLC, 5.05%, 04/15/2036 (Callable 01/15/2036) | 6325000 | 6232443 |
|  Essential Utilities, Inc., 5.25%, 08/15/2035 (Callable 05/15/2035) | 7000000 | 6990490 |
|  Evergy Missouri West, Inc., 5.65%, 06/01/2034 (Callable 03/01/2034) <sup>(a)</sup> | 9100000 | 9290904 |
| Exelon Corp. | Exelon Corp. | Exelon Corp. |
| &nbsp;&nbsp; 7.60%, 04/01/2032 | 1650000 | 1870257 |
| &nbsp;&nbsp; 5.10%, 06/15/2045 (Callable 12/15/2044) | 5875000 | 5286278 |
| &nbsp;&nbsp; 4.10%, 03/15/2052 (Callable 09/15/2051) | 5000000 | 3774078 |
|  Fells Point Funding Trust, 3.05%, 01/31/2027 (Callable 12/31/2026) <sup>(a)</sup> | 10300000 | 10183937 |
| FirstEnergy Corp. | FirstEnergy Corp. | FirstEnergy Corp. |
| &nbsp;&nbsp; 2.25%, 09/01/2030 (Callable 06/01/2030) | 4300000 | 3874390 |
| &nbsp;&nbsp; 3.40%, 03/01/2050 (Callable 09/01/2049) | 11325000 | 7534495 |
|  FirstEnergy Transmission LLC, 2.87%, 09/15/2028 (Callable 07/15/2028) <sup>(a)</sup> | 15000000 | 14414349 |
|  Fortis, Inc., 3.06%, 10/04/2026 (Callable 07/04/2026) | 8762000 | 8700643 |
|  Indianapolis Power & Light Co., 5.70%, 04/01/2054 (Callable 10/01/2053) <sup>(a)</sup> | 11000000 | 10676563 |
|  Infraestructura Energetica Nova SAPI de CV, 3.75%, 01/14/2028 <sup>(a)</sup> | 5000000 | 4925478 |
|  ITC Holdings Corp., 5.65%, 05/09/2034 (Callable 02/09/2034) <sup>(a)</sup> | 14000000 | 14391990 |
|  KeySpan Corp., 8.00%, 11/15/2030 | 8375000 | 9373545 |
|  Liberty Utilities Finance GP 1, 2.05%, 09/15/2030 (Callable 06/15/2030) <sup>(a)</sup> | 10600000 | 9512016 |
|  National Grid PLC, 5.60%, 06/12/2028 (Callable 05/12/2028) | 5000000 | 5119011 |
|  Niagara Mohawk Power Corp., 5.66%, 01/17/2054 (Callable 07/17/2053) <sup>(a)</sup> | 8005000 | 7517168 |
| NiSource, Inc. | NiSource, Inc. | NiSource, Inc. |
| &nbsp;&nbsp; 5.20%, 07/01/2029 (Callable 06/01/2029) | 15000000 | 15296695 |
| &nbsp;&nbsp; 3.60%, 05/01/2030 (Callable 02/01/2030) | 20800000 | 20043820 |
| &nbsp;&nbsp; 3.95%, 03/30/2048 (Callable 09/30/2047) | 11775000 | 8832196 |
| &nbsp;&nbsp; 5.85%, 04/01/2055 (Callable 10/01/2054) | 8000000 | 7777066 |
|  NorthWestern Corp., 5.07%, 03/21/2030 (Callable 02/21/2030) <sup>(a)</sup> | 5300000 | 5384600 |
|  Oglethorpe Power Corp., 6.20%, 12/01/2053 (Callable 06/01/2053) | 5000000 | 5089310 |
|  Ohio Power Co., 5.00%, 06/01/2033 (Callable 03/01/2033) | 8150000 | 8107014 |
|  Oklahoma Gas and Electric Co., 5.60%, 04/01/2053 (Callable 10/01/2052) | 3700000 | 3547882 |
|  Oncor Electric Delivery Co. LLC, 2.75%, 05/15/2030 (Callable 02/15/2030) | 9500000 | 8888564 |
|  Piedmont Natural Gas Co., Inc., 5.40%, 06/15/2033 (Callable 03/15/2033) | 14050000 | 14403502 |
|  PPL Capital Funding, Inc., 5.25%, 09/01/2034 (Callable 06/01/2034) | 6400000 | 6445329 |
| RWE Finance US LLC | RWE Finance US LLC | RWE Finance US LLC |
| &nbsp;&nbsp; 5.13%, 09/18/2035 (Callable 06/18/2035) <sup>(a)</sup> | 25000000 | 24305117 |
| &nbsp;&nbsp; 6.25%, 04/16/2054 (Callable 10/16/2053) <sup>(a)</sup> | 13000000 | 13066905 |
|  Southwestern Electric Power Co., 5.20%, 04/01/2036 (Callable 01/01/2036) | 12000000 | 11800201 |
|  Vistra Operations Co. LLC, 5.35%, 01/31/2036 (Callable 10/31/2035) <sup>(a)</sup> | 9000000 | 8803741 |
|  |  | 525737372 |
| **TOTAL CORPORATE BONDS** (Cost $21,504,013,118) | **TOTAL CORPORATE BONDS** (Cost $21,504,013,118) | 20998447027 |
| **U.S. TREASURY SECURITIES - 23.8%** | **Par**  | **Value**  |
| United States Treasury Note/Bond | United States Treasury Note/Bond | United States Treasury Note/Bond |
| &nbsp;&nbsp; 3.63%, 08/15/2028 | 534275000 | 532000159 |
| &nbsp;&nbsp; 3.50%, 10/15/2028 | 115100000 | 114205277 |
| &nbsp;&nbsp; 3.50%, 03/15/2029 | 648125000 | 642403275 |
| &nbsp;&nbsp; 4.63%, 04/30/2029 | 554650000 | 567216289 |
| &nbsp;&nbsp; 2.75%, 05/31/2029 | 76900000 | 74406757 |
| &nbsp;&nbsp; 4.38%, 11/30/2030 | 23725000 | 24154089 |
| &nbsp;&nbsp; 1.88%, 02/15/2032 | 403750000 | 358028466 |
| &nbsp;&nbsp; 2.88%, 05/15/2032 | 302300000 | 282721353 |
| &nbsp;&nbsp; 4.00%, 06/30/2032 | 483250000 | 481041398 |
| &nbsp;&nbsp; 3.50%, 02/15/2033 | 120000000 | 115462500 |
| &nbsp;&nbsp; 3.38%, 05/15/2033 | 818500000 | 779717170 |
| &nbsp;&nbsp; 3.88%, 08/15/2033 | 60000000 | 58940625 |
| &nbsp;&nbsp; 4.13%, 02/15/2036 | 13675000 | 13461328 |
| &nbsp;&nbsp; 1.13%, 08/15/2040 | 1032900000 | 643908249 |
| &nbsp;&nbsp; 1.38%, 11/15/2040 | 549100000 | 353697614 |
| &nbsp;&nbsp; 2.25%, 05/15/2041 | 330000000 | 240448827 |
| &nbsp;&nbsp; 1.75%, 08/15/2041 | 516650000 | 345408781 |
| &nbsp;&nbsp; 2.00%, 11/15/2041 | 275550000 | 190560047 |
| &nbsp;&nbsp; 2.38%, 02/15/2042 | 538700000 | 392556583 |
| &nbsp;&nbsp; 3.38%, 08/15/2042 | 707625000 | 591060368 |
| &nbsp;&nbsp; 3.88%, 02/15/2043 | 237925000 | 211409375 |
| &nbsp;&nbsp; 2.88%, 05/15/2043 | 673225000 | 517042058 |
| &nbsp;&nbsp; 3.88%, 05/15/2043 | 595175000 | 527497091 |
| &nbsp;&nbsp; 4.63%, 05/15/2044 | 384750000 | 373132354 |
| &nbsp;&nbsp; 2.50%, 02/15/2045 | 499875000 | 350556869 |
| &nbsp;&nbsp; 4.63%, 11/15/2045 | 262350000 | 253044773 |
| &nbsp;&nbsp; 2.88%, 05/15/2049 | 591700000 | 420661719 |
| &nbsp;&nbsp; 2.25%, 08/15/2049 | 96125000 | 59788999 |
| &nbsp;&nbsp; 2.38%, 05/15/2051 | 446525000 | 279339762 |
| &nbsp;&nbsp; 2.88%, 05/15/2052 | 478750000 | 332020603 |
| &nbsp;&nbsp; 4.75%, 11/15/2053 | 58000000 | 56393672 |
| &nbsp;&nbsp; 4.25%, 02/15/2054 | 512600000 | 459177469 |
| **TOTAL U.S. TREASURY SECURITIES** (Cost $11,263,591,383) | **TOTAL U.S. TREASURY SECURITIES** (Cost $11,263,591,383) | 10641463899 |
| **AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES - 14.3%** | **Par**  | **Value**  |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp; Pool A89870, 4.50%, 11/01/2039 | 148440 | 147089 |
| &nbsp;&nbsp; Pool A93505, 4.50%, 08/01/2040 | 528367 | 523556 |
| &nbsp;&nbsp; Pool A96413, 4.00%, 01/01/2041 | 3442181 | 3328682 |
| &nbsp;&nbsp; Pool C00689, 6.50%, 12/01/2028 | 1633 | 1690 |
| &nbsp;&nbsp; Pool C00785, 6.50%, 06/01/2029 | 765 | 792 |
| &nbsp;&nbsp; Pool C03490, 4.50%, 08/01/2040 | 694121 | 687801 |
| &nbsp;&nbsp; Pool C09004, 3.50%, 07/01/2042 | 5472086 | 5170387 |
| &nbsp;&nbsp; Pool C91466, 3.00%, 07/01/2032 | 2244930 | 2181135 |
| &nbsp;&nbsp; Pool C91568, 3.00%, 10/01/2032 | 1726851 | 1676607 |
| &nbsp;&nbsp; Pool C91581, 3.00%, 11/01/2032 | 2713336 | 2628520 |
| &nbsp;&nbsp; Pool C91594, 3.00%, 01/01/2033 | 1330403 | 1288900 |
| &nbsp;&nbsp; Pool C91826, 3.00%, 05/01/2035 | 4082738 | 3882281 |
| &nbsp;&nbsp; Pool C91852, 3.00%, 10/01/2035 | 3533999 | 3371046 |
| &nbsp;&nbsp; Pool G04222, 5.50%, 04/01/2038 | 17505 | 18081 |
| &nbsp;&nbsp; Pool G04834, 5.00%, 03/01/2036 | 1244331 | 1257307 |
| &nbsp;&nbsp; Pool G06068, 4.00%, 10/01/2040 | 5688762 | 5501175 |
| &nbsp;&nbsp; Pool G07304, 3.50%, 12/01/2042 | 5197683 | 4914339 |
| &nbsp;&nbsp; Pool G07601, 3.00%, 07/01/2043 | 13135565 | 12034218 |
| &nbsp;&nbsp; Pool G07801, 4.00%, 10/01/2044 | 4740094 | 4585804 |
| &nbsp;&nbsp; Pool G07849, 3.50%, 05/01/2044 | 13108113 | 12359424 |
| &nbsp;&nbsp; Pool G07921, 3.50%, 04/01/2043 | 19280448 | 18217119 |
| &nbsp;&nbsp; Pool G07995, 5.50%, 01/01/2039 | 4161964 | 4258041 |
| &nbsp;&nbsp; Pool G08192, 5.50%, 04/01/2037 | 30548 | 31563 |
| &nbsp;&nbsp; Pool G08269, 5.50%, 05/01/2038 | 28705 | 29547 |
| &nbsp;&nbsp; Pool G08372, 4.50%, 11/01/2039 | 488360 | 483915 |
| &nbsp;&nbsp; Pool G08500, 3.50%, 07/01/2042 | 7926900 | 7492320 |
| &nbsp;&nbsp; Pool G08518, 3.00%, 02/01/2043 | 1874597 | 1718853 |
| &nbsp;&nbsp; Pool G08528, 3.00%, 04/01/2043 | 3962088 | 3631667 |
| &nbsp;&nbsp; Pool G08534, 3.00%, 06/01/2043 | 3288729 | 3013432 |
| &nbsp;&nbsp; Pool G08540, 3.00%, 08/01/2043 | 7566866 | 6931083 |
| &nbsp;&nbsp; Pool G08606, 4.00%, 09/01/2044 | 2469118 | 2381498 |
| &nbsp;&nbsp; Pool G08628, 4.00%, 02/01/2045 | 2955537 | 2849584 |
| &nbsp;&nbsp; Pool G08681, 3.50%, 12/01/2045 | 2443652 | 2295524 |
| &nbsp;&nbsp; Pool G08682, 4.00%, 12/01/2045 | 1804384 | 1736992 |
| &nbsp;&nbsp; Pool G08694, 4.00%, 02/01/2046 | 2176842 | 2077616 |
| &nbsp;&nbsp; Pool G08707, 4.00%, 05/01/2046 | 183341 | 176304 |
| &nbsp;&nbsp; Pool G16501, 3.00%, 04/01/2033 | 3956645 | 3847960 |
| &nbsp;&nbsp; Pool G30615, 3.00%, 12/01/2032 | 2943001 | 2850047 |
| &nbsp;&nbsp; Pool G30974, 3.50%, 01/01/2034 | 4362222 | 4277342 |
| &nbsp;&nbsp; Pool G60137, 3.50%, 02/01/2043 | 6464222 | 6128443 |
| &nbsp;&nbsp; Pool G60393, 3.50%, 01/01/2046 | 13578311 | 12765938 |
| &nbsp;&nbsp; Pool G60440, 3.50%, 03/01/2046 | 1955562 | 1843074 |
| &nbsp;&nbsp; Pool G60722, 3.00%, 10/01/2046 | 22221043 | 20095142 |
| &nbsp;&nbsp; Pool G60774, 3.00%, 10/01/2045 | 9943558 | 9112968 |
| &nbsp;&nbsp; Pool G60785, 4.00%, 08/01/2046 | 3380366 | 3257607 |
| &nbsp;&nbsp; Pool G60864, 3.00%, 02/01/2047 | 13538796 | 12310457 |
| &nbsp;&nbsp; Pool G60988, 3.00%, 05/01/2047 | 24821689 | 22446974 |
| &nbsp;&nbsp; Pool G60994, 3.50%, 01/01/2045 | 7417016 | 6998017 |
| &nbsp;&nbsp; Pool G61195, 3.50%, 08/01/2044 | 9522232 | 8984321 |
| &nbsp;&nbsp; Pool G61225, 4.50%, 12/01/2043 | 2814096 | 2788482 |
| &nbsp;&nbsp; Pool G61297, 3.50%, 08/01/2047 | 6490405 | 6102128 |
| &nbsp;&nbsp; Pool G61581, 4.00%, 08/01/2048 | 6571814 | 6301900 |
| &nbsp;&nbsp; Pool G61849, 4.50%, 11/01/2046 | 20165636 | 19982114 |
| &nbsp;&nbsp; Pool G67701, 3.00%, 10/01/2046 | 86725060 | 78589993 |
| &nbsp;&nbsp; Pool G67702, 4.00%, 01/01/2047 | 12802944 | 12327385 |
| &nbsp;&nbsp; Pool G67710, 3.50%, 03/01/2048 | 30992113 | 28939010 |
| &nbsp;&nbsp; Pool G67712, 4.00%, 06/01/2048 | 21053986 | 20282662 |
| &nbsp;&nbsp; Pool Q08998, 3.50%, 06/01/2042 | 1482436 | 1403004 |
| &nbsp;&nbsp; Pool Q10378, 3.00%, 08/01/2042 | 5143079 | 4718249 |
| &nbsp;&nbsp; Pool Q11218, 3.50%, 09/01/2042 | 3370370 | 3183507 |
| &nbsp;&nbsp; Pool Q13205, 3.00%, 11/01/2042 | 17248057 | 15823299 |
| &nbsp;&nbsp; Pool Q14875, 3.00%, 01/01/2043 | 9677532 | 8878104 |
| &nbsp;&nbsp; Pool Q16455, 3.00%, 03/01/2043 | 6081936 | 5578560 |
| &nbsp;&nbsp; Pool Q17640, 3.00%, 04/01/2043 | 4379575 | 4016393 |
| &nbsp;&nbsp; Pool Q50031, 3.50%, 08/01/2047 | 17682026 | 16364893 |
| &nbsp;&nbsp; Pool QB1368, 2.50%, 07/01/2050 | 22445802 | 19291706 |
| &nbsp;&nbsp; Pool QC5811, 2.00%, 08/01/2051 | 11664076 | 9605639 |
| &nbsp;&nbsp; Pool RA4524, 1.50%, 02/01/2051 | 16735011 | 12964236 |
| &nbsp;&nbsp; Pool RA5077, 2.50%, 05/01/2051 | 19775304 | 17023537 |
| &nbsp;&nbsp; Pool RB0771, 2.50%, 02/01/2042 | 13345937 | 11992219 |
| &nbsp;&nbsp; Pool RB0788, 2.50%, 03/01/2042 | 17171250 | 15440712 |
| &nbsp;&nbsp; Pool RB5089, 1.50%, 12/01/2040 | 68837476 | 58708688 |
| &nbsp;&nbsp; Pool RB5090, 2.00%, 12/01/2040 | 54561022 | 48142920 |
| &nbsp;&nbsp; Pool RB5100, 2.00%, 02/01/2041 | 17217364 | 15134492 |
| &nbsp;&nbsp; Pool RB5110, 1.50%, 05/01/2041 | 32232845 | 27332413 |
| &nbsp;&nbsp; Pool RB5111, 2.00%, 05/01/2041 | 14558632 | 12733092 |
| &nbsp;&nbsp; Pool RB5138, 2.00%, 12/01/2041 | 83827585 | 72853131 |
| &nbsp;&nbsp; Pool RD5042, 1.50%, 12/01/2030 | 6560061 | 6232400 |
| &nbsp;&nbsp; Pool RD5044, 1.50%, 11/01/2030 | 9983519 | 9492868 |
| &nbsp;&nbsp; Pool RD5049, 1.50%, 02/01/2031 | 23620108 | 22397206 |
| &nbsp;&nbsp; Pool RD5075, 1.50%, 12/01/2031 | 4471443 | 4202590 |
| &nbsp;&nbsp; Pool SB0084, 3.00%, 02/01/2032 | 3340135 | 3281482 |
| &nbsp;&nbsp; Pool SB0463, 2.50%, 01/01/2036 | 19420698 | 18360240 |
| &nbsp;&nbsp; Pool SB8088, 1.50%, 02/01/2036 | 36259930 | 32719366 |
| &nbsp;&nbsp; Pool SC0157, 2.50%, 07/01/2041 | 30149513 | 27185922 |
| &nbsp;&nbsp; Pool SC0158, 2.50%, 04/01/2041 | 13355478 | 12064684 |
| &nbsp;&nbsp; Pool SC0208, 2.00%, 11/01/2041 | 29498586 | 25683445 |
| &nbsp;&nbsp; Pool SD0047, 3.50%, 07/01/2045 | 6144415 | 5793001 |
| &nbsp;&nbsp; Pool SD0295, 3.00%, 02/01/2049 | 23584592 | 21429876 |
| &nbsp;&nbsp; Pool SD2181, 5.50%, 01/01/2053 | 10770584 | 10919259 |
| &nbsp;&nbsp; Pool SD2446, 5.50%, 03/01/2053 | 39766311 | 40497573 |
| &nbsp;&nbsp; Pool SD2903, 2.00%, 03/01/2051 | 159244970 | 129727824 |
| &nbsp;&nbsp; Pool SD3008, 4.50%, 05/01/2048 | 11055696 | 10941437 |
| &nbsp;&nbsp; Pool SD3387, 6.00%, 07/01/2053 | 50875237 | 52840284 |
| &nbsp;&nbsp; Pool SD4112, 6.00%, 10/01/2053 | 22781638 | 23613867 |
| &nbsp;&nbsp; Pool SD4957, 2.00%, 03/01/2051 | 46399251 | 37808605 |
| &nbsp;&nbsp; Pool SD5044, 6.00%, 03/01/2054 | 39717468 | 41085615 |
| &nbsp;&nbsp; Pool SD5594, 5.50%, 07/01/2053 | 22870184 | 23049605 |
| &nbsp;&nbsp; Pool SD7516, 4.00%, 05/01/2050 | 38247694 | 36544483 |
| &nbsp;&nbsp; Pool SD7534, 2.50%, 02/01/2051 | 78778500 | 67852469 |
| &nbsp;&nbsp; Pool SD7541, 2.00%, 05/01/2051 | 58396091 | 48137399 |
| &nbsp;&nbsp; Pool SD7548, 2.50%, 11/01/2051 | 79096916 | 68042852 |
| &nbsp;&nbsp; Pool SD7553, 3.00%, 03/01/2052 | 65846003 | 58820967 |
| &nbsp;&nbsp; Pool SD7555, 3.00%, 08/01/2052 | 21012798 | 18780126 |
| &nbsp;&nbsp; Pool SD8316, 5.50%, 04/01/2053 | 44366168 | 44734561 |
| &nbsp;&nbsp; Pool SD8324, 5.50%, 05/01/2053 | 101733260 | 102578005 |
| &nbsp;&nbsp; Pool SD8331, 5.50%, 06/01/2053 | 19103980 | 19258233 |
| &nbsp;&nbsp; Pool SE5001, 2.00%, 06/01/2052 | 55534496 | 45768671 |
| &nbsp;&nbsp; Pool U69907, 3.50%, 03/01/2043 | 15091887 | 14272820 |
| &nbsp;&nbsp; Pool V81992, 4.00%, 10/01/2045 | 4010316 | 3856830 |
| &nbsp;&nbsp; Pool Z40130, 3.00%, 01/01/2046 | 32950470 | 30336782 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| &nbsp;&nbsp; Pool 251967, 6.50%, 09/01/2028 | 1169 | 1209 |
| &nbsp;&nbsp; Pool 252255, 6.50%, 02/01/2029 | 2739 | 2831 |
| &nbsp;&nbsp; Pool 257203, 5.00%, 05/01/2028 | 3175 | 3189 |
| &nbsp;&nbsp; Pool 310209, 3.50%, 08/01/2043 | 45900146 | 43358719 |
| &nbsp;&nbsp; Pool 310210, 4.00%, 05/01/2044 | 49256438 | 47844617 |
| &nbsp;&nbsp; Pool 310213, 3.00%, 03/01/2047 | 56135040 | 49591988 |
| &nbsp;&nbsp; Pool 357426, 5.00%, 09/01/2033 | 2475900 | 2502193 |
| &nbsp;&nbsp; Pool 545407, 5.50%, 01/01/2032 | 1650 | 1690 |
| &nbsp;&nbsp; Pool 725025, 4.50%, 10/01/2033 | 4539807 | 4496958 |
| &nbsp;&nbsp; Pool 725424, 5.50%, 04/01/2034 | 169855 | 173149 |
| &nbsp;&nbsp; Pool 725773, 5.50%, 09/01/2034 | 7949 | 8112 |
| &nbsp;&nbsp; Pool 735228, 5.50%, 02/01/2035 | 6860 | 7009 |
| &nbsp;&nbsp; Pool 735382, 5.00%, 04/01/2035 | 290333 | 292382 |
| &nbsp;&nbsp; Pool 735676, 5.00%, 07/01/2035 | 871622 | 878280 |
| &nbsp;&nbsp; Pool 745275, 5.00%, 02/01/2036 | 546549 | 551676 |
| &nbsp;&nbsp; Pool 745355, 5.00%, 03/01/2036 | 251691 | 254876 |
| &nbsp;&nbsp; Pool 745418, 5.50%, 04/01/2036 | 814266 | 840272 |
| &nbsp;&nbsp; Pool 889579, 6.00%, 05/01/2038 | 1491668 | 1564743 |
| &nbsp;&nbsp; Pool 890355, 3.50%, 09/01/2041 | 7533288 | 7145831 |
| &nbsp;&nbsp; Pool AB0110, 5.00%, 02/01/2035 | 4076848 | 4121358 |
| &nbsp;&nbsp; Pool AB0125, 5.00%, 02/01/2035 | 2734402 | 2763919 |
| &nbsp;&nbsp; Pool AB0731, 4.00%, 06/01/2039 | 2592915 | 2541236 |
| &nbsp;&nbsp; Pool AB5188, 3.50%, 05/01/2042 | 5267006 | 4972116 |
| &nbsp;&nbsp; Pool AB6492, 3.00%, 10/01/2042 | 17668118 | 16188960 |
| &nbsp;&nbsp; Pool AB6496, 3.00%, 10/01/2042 | 7089673 | 6496115 |
| &nbsp;&nbsp; Pool AB9374, 3.50%, 05/01/2043 | 6444626 | 6065114 |
| &nbsp;&nbsp; Pool AB9673, 3.50%, 06/01/2043 | 3420420 | 3232808 |
| &nbsp;&nbsp; Pool AC6794, 4.50%, 01/01/2040 | 2168057 | 2145647 |
| &nbsp;&nbsp; Pool AD6438, 5.00%, 06/01/2040 | 3021843 | 3054019 |
| &nbsp;&nbsp; Pool AD8522, 4.00%, 08/01/2040 | 229851 | 222281 |
| &nbsp;&nbsp; Pool AE0217, 4.50%, 08/01/2040 | 1069998 | 1058937 |
| &nbsp;&nbsp; Pool AE0218, 4.50%, 08/01/2040 | 2915151 | 2885015 |
| &nbsp;&nbsp; Pool AE0828, 3.50%, 02/01/2041 | 536693 | 509312 |
| &nbsp;&nbsp; Pool AE0949, 4.00%, 02/01/2041 | 91624 | 87852 |
| &nbsp;&nbsp; Pool AE5463, 4.00%, 10/01/2040 | 405167 | 391488 |
| &nbsp;&nbsp; Pool AH1107, 4.00%, 12/01/2040 | 1357674 | 1311273 |
| &nbsp;&nbsp; Pool AH3394, 4.00%, 01/01/2041 | 932289 | 896656 |
| &nbsp;&nbsp; Pool AH7007, 4.00%, 03/01/2041 | 1787115 | 1714394 |
| &nbsp;&nbsp; Pool AI7784, 4.50%, 07/01/2041 | 1362838 | 1348744 |
| &nbsp;&nbsp; Pool AJ1407, 4.00%, 09/01/2041 | 629481 | 607961 |
| &nbsp;&nbsp; Pool AJ7680, 3.50%, 12/01/2041 | 695267 | 658499 |
| &nbsp;&nbsp; Pool AJ7689, 4.00%, 12/01/2041 | 3175399 | 3066841 |
| &nbsp;&nbsp; Pool AK2400, 4.00%, 02/01/2042 | 6250738 | 6035728 |
| &nbsp;&nbsp; Pool AL5075, 4.50%, 01/01/2040 | 811440 | 804347 |
| &nbsp;&nbsp; Pool AL5097, 4.50%, 09/01/2043 | 4038726 | 3977060 |
| &nbsp;&nbsp; Pool AL6441, 4.00%, 02/01/2045 | 6922859 | 6668166 |
| &nbsp;&nbsp; Pool AL6715, 4.00%, 02/01/2045 | 866170 | 834350 |
| &nbsp;&nbsp; Pool AL7521, 5.00%, 06/01/2039 | 3597631 | 3623356 |
| &nbsp;&nbsp; Pool AL7822, 4.00%, 07/01/2043 | 8531973 | 8238090 |
| &nbsp;&nbsp; Pool AL7941, 4.00%, 12/01/2045 | 6963237 | 6778876 |
| &nbsp;&nbsp; Pool AL8385, 4.00%, 04/01/2046 | 12812025 | 12347976 |
| &nbsp;&nbsp; Pool AL9267, 3.00%, 10/01/2046 | 9975243 | 9009795 |
| &nbsp;&nbsp; Pool AL9555, 4.00%, 02/01/2045 | 1820263 | 1758045 |
| &nbsp;&nbsp; Pool AL9764, 4.50%, 02/01/2046 | 7852457 | 7771270 |
| &nbsp;&nbsp; Pool AO2970, 3.00%, 05/01/2042 | 911409 | 835109 |
| &nbsp;&nbsp; Pool AO4137, 3.50%, 06/01/2042 | 1645778 | 1554651 |
| &nbsp;&nbsp; Pool AO8044, 3.50%, 07/01/2042 | 35716593 | 33772288 |
| &nbsp;&nbsp; Pool AP0489, 3.50%, 08/01/2042 | 2938017 | 2778073 |
| &nbsp;&nbsp; Pool AR9197, 3.00%, 03/01/2043 | 1964476 | 1799063 |
| &nbsp;&nbsp; Pool AS0303, 3.00%, 08/01/2043 | 2527578 | 2311985 |
| &nbsp;&nbsp; Pool AS4257, 4.00%, 01/01/2045 | 3147677 | 3031531 |
| &nbsp;&nbsp; Pool AS4582, 4.00%, 03/01/2045 | 2843400 | 2738203 |
| &nbsp;&nbsp; Pool AS6312, 4.00%, 12/01/2045 | 11959171 | 11483319 |
| &nbsp;&nbsp; Pool AS9392, 3.50%, 04/01/2047 | 18070214 | 16859405 |
| &nbsp;&nbsp; Pool AT0682, 3.00%, 04/01/2043 | 742254 | 679408 |
| &nbsp;&nbsp; Pool AT2720, 3.00%, 05/01/2043 | 2700146 | 2473631 |
| &nbsp;&nbsp; Pool AT2725, 3.00%, 05/01/2043 | 7405848 | 6779927 |
| &nbsp;&nbsp; Pool AT5900, 3.00%, 06/01/2043 | 8022102 | 7342858 |
| &nbsp;&nbsp; Pool AU1629, 3.00%, 07/01/2043 | 6496218 | 5945166 |
| &nbsp;&nbsp; Pool AW8165, 4.00%, 01/01/2042 | 6229890 | 6016946 |
| &nbsp;&nbsp; Pool AX5316, 4.50%, 01/01/2042 | 3025024 | 2993745 |
| &nbsp;&nbsp; Pool AZ9565, 3.50%, 12/01/2045 | 3311034 | 3109052 |
| &nbsp;&nbsp; Pool BF0212, 4.50%, 02/01/2041 | 13471663 | 13409686 |
| &nbsp;&nbsp; Pool BF0231, 3.00%, 04/01/2042 | 17986660 | 17150429 |
| &nbsp;&nbsp; Pool BF0246, 4.50%, 06/01/2051 | 36657579 | 36029402 |
| &nbsp;&nbsp; Pool BF0534, 3.00%, 09/01/2050 | 6392268 | 5746031 |
| &nbsp;&nbsp; Pool BM1047, 4.00%, 02/01/2045 | 3293502 | 3180045 |
| &nbsp;&nbsp; Pool BM1155, 4.00%, 03/01/2047 | 8988392 | 8635238 |
| &nbsp;&nbsp; Pool BM1428, 3.50%, 09/01/2043 | 10099035 | 9502097 |
| &nbsp;&nbsp; Pool BM1753, 4.00%, 05/01/2037 | 12774227 | 12534478 |
| &nbsp;&nbsp; Pool BM2005, 4.00%, 12/01/2047 | 13690728 | 13112055 |
| &nbsp;&nbsp; Pool BM3108, 4.50%, 08/01/2046 | 7081735 | 6986608 |
| &nbsp;&nbsp; Pool BM3926, 3.50%, 08/01/2037 | 7477048 | 7226722 |
| &nbsp;&nbsp; Pool BM3972, 2.50%, 04/01/2038 | 16008562 | 14916898 |
| &nbsp;&nbsp; Pool BM5136, 4.00%, 06/01/2046 | 31366589 | 30091078 |
| &nbsp;&nbsp; Pool BM5387, 4.00%, 08/01/2034 | 30503643 | 30102738 |
| &nbsp;&nbsp; Pool BM5538, 5.00%, 11/01/2048 | 8549516 | 8598479 |
| &nbsp;&nbsp; Pool BM5803, 4.50%, 04/01/2039 | 4486488 | 4487737 |
| &nbsp;&nbsp; Pool BM5919, 3.50%, 08/01/2043 | 3039028 | 2855797 |
| &nbsp;&nbsp; Pool BM7089, 3.00%, 02/01/2052 | 70248594 | 62058901 |
| &nbsp;&nbsp; Pool BP6586, 2.00%, 08/01/2035 | 13933659 | 12851072 |
| &nbsp;&nbsp; Pool BT6857, 2.00%, 08/01/2051 | 8786192 | 7232097 |
| &nbsp;&nbsp; Pool BV1743, 6.00%, 06/01/2055 | 18443757 | 19033174 |
| &nbsp;&nbsp; Pool CA5146, 3.00%, 02/01/2050 | 49016751 | 44007470 |
| &nbsp;&nbsp; Pool CA8230, 2.50%, 12/01/2050 | 53077304 | 45556763 |
| &nbsp;&nbsp; Pool CA8868, 3.00%, 02/01/2051 | 34054580 | 30616573 |
| &nbsp;&nbsp; Pool CB4140, 5.00%, 07/01/2052 | 71872947 | 71344120 |
| &nbsp;&nbsp; Pool CB4632, 5.50%, 09/01/2052 | 47588895 | 48114934 |
| &nbsp;&nbsp; Pool CB6541, 6.00%, 06/01/2053 | 59558115 | 61563369 |
| &nbsp;&nbsp; Pool CB7443, 6.00%, 11/01/2053 | 32967527 | 33848202 |
| &nbsp;&nbsp; Pool FA0109, 3.50%, 10/01/2051 | 81297452 | 75677783 |
| &nbsp;&nbsp; Pool FA0795, 3.00%, 02/01/2050 | 13320083 | 12087772 |
| &nbsp;&nbsp; Pool FA0999, 3.00%, 01/01/2049 | 33136219 | 30009026 |
| &nbsp;&nbsp; Pool FA1022, 2.50%, 02/01/2052 | 81791485 | 70386024 |
| &nbsp;&nbsp; Pool FA1249, 3.00%, 02/01/2050 | 20835117 | 18798257 |
| &nbsp;&nbsp; Pool FA1277, 3.00%, 12/01/2047 | 21913787 | 19845680 |
| &nbsp;&nbsp; Pool FA1599, 5.50%, 05/01/2055 | 89105189 | 90526231 |
| &nbsp;&nbsp; Pool FA1990, 6.00%, 04/01/2055 | 52536280 | 54484413 |
| &nbsp;&nbsp; Pool FA3375, 6.00%, 04/01/2055 | 37332785 | 38604742 |
| &nbsp;&nbsp; Pool FA4822, 4.00%, 06/01/2052 | 37946985 | 36213704 |
| &nbsp;&nbsp; Pool FM1255, 3.00%, 01/01/2048 | 10181044 | 9196219 |
| &nbsp;&nbsp; Pool FM1402, 3.50%, 05/01/2048 | 25324928 | 23640042 |
| &nbsp;&nbsp; Pool FM1540, 4.00%, 09/01/2049 | 1640096 | 1567666 |
| &nbsp;&nbsp; Pool FM3031, 4.00%, 10/01/2036 | 2589969 | 2557683 |
| &nbsp;&nbsp; Pool FM3117, 3.00%, 05/01/2050 | 68724353 | 61833987 |
| &nbsp;&nbsp; Pool FM3612, 2.50%, 06/01/2050 | 9955928 | 8533963 |
| &nbsp;&nbsp; Pool FM5017, 2.50%, 12/01/2050 | 16697825 | 14239523 |
| &nbsp;&nbsp; Pool FM5397, 3.00%, 12/01/2050 | 32248567 | 28884112 |
| &nbsp;&nbsp; Pool FM7064, 2.50%, 01/01/2051 | 33210300 | 28497916 |
| &nbsp;&nbsp; Pool FM7615, 2.00%, 06/01/2036 | 25251149 | 23271569 |
| &nbsp;&nbsp; Pool FM7731, 2.50%, 09/01/2050 | 44744127 | 38464937 |
| &nbsp;&nbsp; Pool FM8215, 2.50%, 03/01/2051 | 37194691 | 31913657 |
| &nbsp;&nbsp; Pool FM8348, 2.50%, 08/01/2051 | 27287040 | 23497120 |
| &nbsp;&nbsp; Pool FM8804, 2.50%, 09/01/2051 | 73254406 | 62854241 |
| &nbsp;&nbsp; Pool FM8869, 2.00%, 09/01/2036 | 13184926 | 12154477 |
| &nbsp;&nbsp; Pool FM9283, 2.50%, 11/01/2051 | 27480011 | 23563062 |
| &nbsp;&nbsp; Pool FM9284, 2.50%, 11/01/2051 | 38137698 | 32754783 |
| &nbsp;&nbsp; Pool FM9294, 3.00%, 10/01/2051 | 26735429 | 23889341 |
| &nbsp;&nbsp; Pool FM9770, 2.00%, 12/01/2051 | 15286838 | 12640417 |
| &nbsp;&nbsp; Pool FM9771, 2.00%, 11/01/2051 | 18063440 | 14866206 |
| &nbsp;&nbsp; Pool FM9781, 2.50%, 12/01/2051 | 50822812 | 43588465 |
| &nbsp;&nbsp; Pool FM9873, 2.50%, 12/01/2051 | 98261136 | 84293621 |
| &nbsp;&nbsp; Pool FM9876, 2.50%, 12/01/2051 | 65077242 | 56033165 |
| &nbsp;&nbsp; Pool FS0176, 2.50%, 01/01/2052 | 88761889 | 75658945 |
| &nbsp;&nbsp; Pool FS0316, 1.50%, 11/01/2041 | 20735793 | 17459909 |
| &nbsp;&nbsp; Pool FS1789, 3.50%, 07/01/2047 | 23326164 | 22011515 |
| &nbsp;&nbsp; Pool FS2128, 3.50%, 11/01/2049 | 36218276 | 34007094 |
| &nbsp;&nbsp; Pool FS2648, 3.00%, 10/01/2049 | 15488131 | 14192599 |
| &nbsp;&nbsp; Pool FS3136, 3.50%, 08/01/2048 | 24149835 | 22761220 |
| &nbsp;&nbsp; Pool FS3220, 5.50%, 11/01/2052 | 14322907 | 14473924 |
| &nbsp;&nbsp; Pool FS4207, 3.00%, 11/01/2048 | 15360365 | 14036341 |
| &nbsp;&nbsp; Pool FS4654, 2.00%, 07/01/2051 | 95248412 | 77573611 |
| &nbsp;&nbsp; Pool FS5120, 6.00%, 07/01/2053 | 33814108 | 35170358 |
| &nbsp;&nbsp; Pool FS5208, 3.50%, 06/01/2041 | 55022396 | 52212338 |
| &nbsp;&nbsp; Pool FS5788, 6.50%, 09/01/2053 | 31655396 | 33295803 |
| &nbsp;&nbsp; Pool FS5832, 6.00%, 10/01/2053 | 26119018 | 26759097 |
| &nbsp;&nbsp; Pool FS6281, 3.50%, 10/01/2045 | 16919070 | 15955004 |
| &nbsp;&nbsp; Pool FS7499, 2.00%, 07/01/2051 | 68463868 | 55719362 |
| &nbsp;&nbsp; Pool FS7887, 4.00%, 07/01/2052 | 30670660 | 29080107 |
| &nbsp;&nbsp; Pool FS7969, 1.50%, 10/01/2036 | 31855813 | 28844565 |
| &nbsp;&nbsp; Pool FS8397, 1.50%, 08/01/2037 | 68293057 | 61835664 |
| &nbsp;&nbsp; Pool FS8579, 2.00%, 08/01/2042 | 89423686 | 78009472 |
| &nbsp;&nbsp; Pool FS8752, 6.00%, 08/01/2054 | 39704333 | 41203216 |
| &nbsp;&nbsp; Pool FS8771, 6.00%, 07/01/2054 | 31421048 | 32130674 |
| &nbsp;&nbsp; Pool FS9122, 6.00%, 09/01/2054 | 10467420 | 10677732 |
| &nbsp;&nbsp; Pool FS9401, 6.00%, 10/01/2054 | 66929250 | 69192701 |
| &nbsp;&nbsp; Pool FS9404, 6.00%, 10/01/2054 | 88074162 | 91220908 |
| &nbsp;&nbsp; Pool MA0461, 4.50%, 07/01/2030 | 563885 | 564315 |
| &nbsp;&nbsp; Pool MA0561, 4.00%, 11/01/2040 | 4521779 | 4367247 |
| &nbsp;&nbsp; Pool MA0949, 3.50%, 01/01/2032 | 7724026 | 7576707 |
| &nbsp;&nbsp; Pool MA1164, 3.50%, 09/01/2042 | 4920466 | 4640393 |
| &nbsp;&nbsp; Pool MA1237, 3.00%, 11/01/2032 | 1737172 | 1675061 |
| &nbsp;&nbsp; Pool MA1401, 3.00%, 04/01/2033 | 3083462 | 2963694 |
| &nbsp;&nbsp; Pool MA1432, 3.00%, 05/01/2033 | 3112844 | 2994290 |
| &nbsp;&nbsp; Pool MA1764, 4.00%, 01/01/2034 | 2878983 | 2843599 |
| &nbsp;&nbsp; Pool MA2019, 4.00%, 09/01/2034 | 4085609 | 4028113 |
| &nbsp;&nbsp; Pool MA2588, 4.00%, 04/01/2036 | 1811757 | 1781277 |
| &nbsp;&nbsp; Pool MA3183, 4.00%, 11/01/2047 | 2692009 | 2578204 |
| &nbsp;&nbsp; Pool MA3547, 3.00%, 12/01/2033 | 5312210 | 5143938 |
| &nbsp;&nbsp; Pool MA4047, 2.00%, 06/01/2050 | 65788750 | 53635428 |
| &nbsp;&nbsp; Pool MA4154, 1.50%, 10/01/2035 | 26471781 | 23969649 |
| &nbsp;&nbsp; Pool MA4157, 1.50%, 10/01/2050 | 8677649 | 6732029 |
| &nbsp;&nbsp; Pool MA4182, 2.00%, 11/01/2050 | 104494434 | 85104341 |
| &nbsp;&nbsp; Pool MA4202, 1.50%, 12/01/2040 | 19795976 | 16883717 |
| &nbsp;&nbsp; Pool MA4208, 2.00%, 12/01/2050 | 35394320 | 28819108 |
| &nbsp;&nbsp; Pool MA4282, 2.50%, 03/01/2051 | 20961554 | 17812890 |
| &nbsp;&nbsp; Pool MA4284, 1.50%, 03/01/2031 | 7396693 | 6992947 |
| &nbsp;&nbsp; Pool MA4308, 1.50%, 04/01/2031 | 10952636 | 10376584 |
| &nbsp;&nbsp; Pool MA4424, 1.50%, 09/01/2031 | 14225725 | 13417492 |
| &nbsp;&nbsp; Pool MA4448, 1.50%, 10/01/2031 | 22594360 | 21271921 |
| &nbsp;&nbsp; Pool MA4476, 1.50%, 11/01/2031 | 4496571 | 4233516 |
| &nbsp;&nbsp; Pool MA4501, 2.00%, 12/01/2041 | 56738757 | 49313412 |
| &nbsp;&nbsp; Pool MA4520, 2.00%, 01/01/2042 | 90694019 | 78740592 |
| &nbsp;&nbsp; Pool MA4569, 1.50%, 03/01/2042 | 7370366 | 6173116 |
| &nbsp;&nbsp; Pool MA4570, 2.00%, 03/01/2042 | 44836853 | 38858474 |
| &nbsp;&nbsp; Pool MA4842, 5.50%, 12/01/2052 | 87449759 | 88318362 |
| &nbsp;&nbsp; Pool MA4941, 5.50%, 03/01/2053 | 7538877 | 7603778 |
| &nbsp;&nbsp; Pool MA5039, 5.50%, 06/01/2053 | 14451775 | 14571775 |
| Freddie Mac Seasoned Credit Risk Transfer Trust | Freddie Mac Seasoned Credit Risk Transfer Trust | Freddie Mac Seasoned Credit Risk Transfer Trust |
| &nbsp;&nbsp; Series 2019-4, Class MA, 3.00%, 02/25/2059 (Callable 10/25/2045) | 22415769 | 21112980 |
| &nbsp;&nbsp; Series 2020-3, Class MT, 2.00%, 05/25/2060 (Callable 07/25/2047) | 22124756 | 17841089 |
| Ginnie Mae I Pool | Ginnie Mae I Pool | Ginnie Mae I Pool |
| &nbsp;&nbsp; Pool 779395, 3.50%, 06/15/2042 | 14740486 | 13882909 |
| &nbsp;&nbsp; Pool 783629, 3.00%, 08/15/2042 | 75093024 | 68637264 |
| Ginnie Mae II Pool | Ginnie Mae II Pool | Ginnie Mae II Pool |
| &nbsp;&nbsp; Pool 4922, 4.00%, 01/20/2041 | 2445087 | 2353306 |
| &nbsp;&nbsp; Pool 734341, 4.50%, 04/20/2041 | 4786340 | 4684642 |
| &nbsp;&nbsp; Pool 784106, 3.50%, 01/20/2046 | 10961180 | 10317840 |
| &nbsp;&nbsp; Pool 784717, 3.50%, 02/20/2048 | 16537799 | 15024094 |
| &nbsp;&nbsp; Pool 785558, 2.50%, 07/20/2051 | 35796648 | 30986372 |
| &nbsp;&nbsp; Pool 785563, 2.50%, 07/20/2051 | 32469989 | 27764098 |
| &nbsp;&nbsp; Pool 785575, 2.50%, 08/20/2051 | 69505216 | 59170922 |
| &nbsp;&nbsp; Pool 786472, 4.50%, 11/20/2048 | 7337339 | 7197330 |
| &nbsp;&nbsp; Pool 786660, 5.50%, 04/20/2053 | 10536456 | 10710507 |
| &nbsp;&nbsp; Pool 786812, 5.50%, 07/20/2053 | 9435196 | 9637115 |
| &nbsp;&nbsp; Pool 786910, 5.50%, 07/20/2053 | 18329553 | 18605496 |
| &nbsp;&nbsp; Pool 787304, 6.00%, 03/20/2054 | 41910680 | 43403556 |
| &nbsp;&nbsp; Pool 787313, 2.50%, 09/20/2051 | 46147884 | 39472878 |
| &nbsp;&nbsp; Pool 787486, 5.50%, 05/20/2054 | 20653596 | 21038907 |
| &nbsp;&nbsp; Pool MA0154, 3.50%, 06/20/2042 | 52287767 | 49559715 |
| &nbsp;&nbsp; Pool MA0318, 3.50%, 08/20/2042 | 32523775 | 30826798 |
| &nbsp;&nbsp; Pool MA0462, 3.50%, 10/20/2042 | 38274298 | 36277163 |
| &nbsp;&nbsp; Pool MA1376, 4.00%, 10/20/2043 | 18438332 | 17724654 |
| &nbsp;&nbsp; Pool MA3663, 3.50%, 05/20/2046 | 18571618 | 17393453 |
| &nbsp;&nbsp; Pool MA3711, 3.00%, 06/20/2031 | 4638296 | 4519048 |
| &nbsp;&nbsp; Pool MA4721, 4.50%, 09/20/2047 | 16428908 | 16243849 |
| &nbsp;&nbsp; Pool MA5765, 5.00%, 02/20/2049 | 51977379 | 52397695 |
| &nbsp;&nbsp; Pool MA8571, 6.00%, 01/20/2053 | 10990770 | 11259992 |
| Government National Mortgage Association (GNMA) | Government National Mortgage Association (GNMA) | Government National Mortgage Association (GNMA) |
| &nbsp;&nbsp; Pool 2687, 6.00%, 12/20/2028 | 2029 | 2064 |
| &nbsp;&nbsp; Pool 2701, 6.50%, 01/20/2029 | 1048 | 1088 |
| &nbsp;&nbsp; Pool 3474, 6.00%, 11/20/2033 | 3157 | 3264 |
| &nbsp;&nbsp; Pool 4747, 5.00%, 07/20/2040 | 157800 | 160801 |
| &nbsp;&nbsp; Pool 5139, 4.00%, 08/20/2041 | 1447309 | 1391776 |
| &nbsp;&nbsp; Pool 5202, 3.50%, 10/20/2041 | 2858217 | 2709116 |
| &nbsp;&nbsp; Pool 5259, 4.00%, 12/20/2041 | 2018214 | 1940561 |
| &nbsp;&nbsp; Pool 5305, 4.00%, 02/20/2042 | 3752621 | 3608231 |
| &nbsp;&nbsp; Pool MA0155, 4.00%, 06/20/2042 | 3293856 | 3167103 |
| &nbsp;&nbsp; Pool MA0392, 3.50%, 09/20/2042 | 2170994 | 2057716 |
| &nbsp;&nbsp; Pool MA2753, 3.00%, 04/20/2045 | 3099510 | 2815901 |
| &nbsp;&nbsp; Pool MA2754, 3.50%, 04/20/2045 | 4295437 | 4046620 |
| &nbsp;&nbsp; Pool MA2827, 4.00%, 05/20/2045 | 4200864 | 4030959 |
| &nbsp;&nbsp; Pool MA2892, 3.50%, 06/20/2045 | 4312245 | 4060226 |
| &nbsp;&nbsp; Pool MA3173, 3.50%, 10/20/2045 | 14266466 | 13428940 |
| &nbsp;&nbsp; Pool MA3378, 4.50%, 01/20/2046 | 4066046 | 4018374 |
| &nbsp;&nbsp; Pool MA3598, 4.00%, 04/20/2046 | 5029819 | 4817489 |
| &nbsp;&nbsp; Pool MA3664, 4.00%, 05/20/2046 | 1878792 | 1799373 |
| &nbsp;&nbsp; Pool MA3873, 3.00%, 08/20/2046 | 8996753 | 8155930 |
| &nbsp;&nbsp; Pool MA4512, 4.50%, 06/20/2047 | 4916243 | 4854796 |
| &nbsp;&nbsp; Pool MA4588, 4.50%, 07/20/2047 | 3245191 | 3202627 |
| **TOTAL AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES** (Cost $6,623,310,459) | **TOTAL AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES** (Cost $6,623,310,459) | 6384774437 |
| **NON-AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES - 5.5%** | **Par**  | **Value**  |
|  A&D Mortgage LLC, Series 2023-NQM3, Class A1, 6.73%, 07/25/2068 (Callable 07/25/2026) <sup>(a)(e)</sup> | 50169455 | 50340001 |
|  Angel Oak Mortgage Trust 2024-2, Series 2024-3, Class A1, 4.80%, 11/26/2068 (Callable 03/25/2027) <sup>(a)(e)</sup> | 40423530 | 40183188 |
| Arroyo Mortgage Trust | Arroyo Mortgage Trust | Arroyo Mortgage Trust |
| &nbsp;&nbsp; Series 2019-3, Class A1, 2.96%, 10/25/2048 (Callable 04/25/2026) <sup>(a)(g)</sup> | 5118238 | 4904155 |
| &nbsp;&nbsp; Series 2022-1, Class A1B, 4.27%, 12/25/2056 (Callable 04/25/2026) <sup>(a)(e)</sup> | 11500000 | 10921978 |
|  Banc of America Alternative Loan Trust, Series 2004-6, Class 4A1, 5.00%, 05/25/2048 | 209018 | 182086 |
|  Banc of America Funding Corp., Series 2007-C, Class 1A3, 4.55%, 05/20/2036 (Callable 04/20/2026) <sup>(g)</sup> | 591728 | 520164 |
|  Bayview Financial Acquisition Trust, Series 2007-B, Class 1A2, 7.33%, 08/28/2047 (Callable 04/28/2026) <sup>(e)</sup> | 39593 | 34827 |
|  Bear Stearns Adjustable Rate Mortgage Trust, Series 2005-9, Class A1, 6.42% (1 yr. CMT Rate + 2.30%), 10/25/2035 (Callable 04/25/2026) | 146670 | 141959 |
| BRAVO Residential Funding Trust | BRAVO Residential Funding Trust | BRAVO Residential Funding Trust |
| &nbsp;&nbsp; Series 2020-RPL2, Class A1, 2.00%, 05/25/2059 (Callable 12/25/2046) <sup>(a)(g)</sup> | 27896487 | 26211628 |
| &nbsp;&nbsp; Series 2024-RPL1, Class A1, 3.25%, 10/25/2063 (Callable 12/25/2056) <sup>(a)(g)</sup> | 110396728 | 102310356 |
| &nbsp;&nbsp; Series 2025-NQM7, Class A1, 5.46%, 07/25/2065 (Callable 07/25/2028) <sup>(a)(g)</sup> | 69326213 | 69547364 |
| &nbsp;&nbsp; Series 2026-NQM2, Class A1, 4.62%, 11/25/2065 (Callable 01/25/2029) <sup>(a)(g)</sup> | 59293041 | 58615938 |
| Chase Mortgage Finance Corp. | Chase Mortgage Finance Corp. | Chase Mortgage Finance Corp. |
| &nbsp;&nbsp; Series 2005-A2, Class 1A5, 4.66%, 01/25/2036 (Callable 04/25/2026) <sup>(g)</sup> | 246720 | 229592 |
| &nbsp;&nbsp; Series 2007-A1, Class 2A3, 5.88%, 02/25/2037 (Callable 04/25/2026) <sup>(g)</sup> | 240317 | 228885 |
| &nbsp;&nbsp; Series 2023-RPL1, Class A1, 3.50%, 06/25/2062 (Callable 12/25/2046) <sup>(a)(g)</sup> | 43988963 | 40469384 |
| &nbsp;&nbsp; Series 2023-RPL2, Class A1, 3.25%, 03/25/2063 (Callable 10/25/2051) <sup>(a)(g)</sup> | 71900486 | 64508181 |
| &nbsp;&nbsp; Series 2024-RPL4, Class A1A, 3.38%, 12/25/2064 (Callable 10/25/2050) <sup>(a)(g)</sup> | 92859220 | 82973845 |
| &nbsp;&nbsp; Series 2025-RPL1, Class A1A, 3.38%, 04/25/2065 (Callable 04/25/2045) <sup>(a)(g)</sup> | 21505057 | 19293537 |
|  CIM Trust, Series 2022-R1, Class A1, 3.00%, 01/25/2061 (Callable 02/25/2027) <sup>(a)(g)</sup> | 14492442 | 13451909 |
|  Citicorp Mortgage Securities, Inc., Series 2006-3, Class 1A4, 6.00%, 06/25/2036 (Callable 04/25/2026) | 1870215 | 1708877 |
| Citigroup Mortgage Loan Trust, Inc. | Citigroup Mortgage Loan Trust, Inc. | Citigroup Mortgage Loan Trust, Inc. |
| &nbsp;&nbsp; Series 2005-9, Class 2A2, 5.50%, 11/25/2035 (Callable 04/25/2026) | 17787 | 12466 |
| &nbsp;&nbsp; Series 2006-AR1, Class 1A1, 5.90% (1 yr. CMT Rate + 2.40%), 10/25/2035 (Callable 04/25/2026) | 1994691 | 1939702 |
| &nbsp;&nbsp; Series 2018-RP2, Class A1, 3.21%, 02/25/2058 (Callable 08/25/2047) <sup>(a)(g)</sup> | 3931300 | 3888550 |
|  COLT 2023-2 Mortgage Loan Trust, Series 2024-1, Class A1, 5.84%, 02/25/2069 (Callable 01/25/2027) <sup>(a)(e)</sup> | 19428266 | 19474033 |
| Countrywide Alternative Loan Trust | Countrywide Alternative Loan Trust | Countrywide Alternative Loan Trust |
| &nbsp;&nbsp; Series 2004-18CB, Class 1A1, 6.00%, 09/25/2034 (Callable 04/25/2026) | 335921 | 341661 |
| &nbsp;&nbsp; Series 2005-11CB, Class 2A6, 5.50%, 05/25/2035 | 2376322 | 1875287 |
| &nbsp;&nbsp; Series 2005-29CB, Class A1, 5.50%, 07/25/2035 (Callable 04/25/2026) | 943947 | 519291 |
| &nbsp;&nbsp; Series 2005-3CB, Class 2A1, 5.00%, 04/25/2026 (Callable 04/25/2026) | 30426 | 27911 |
| &nbsp;&nbsp; Series 2005-49CB, Class A5, 5.50%, 11/25/2035 (Callable 04/25/2026) | 1066031 | 650032 |
| &nbsp;&nbsp; Series 2005-6CB, Class 1A4, 5.50%, 04/25/2035 (Callable 04/25/2026) | 5355950 | 4515607 |
| &nbsp;&nbsp; Series 2005-85CB, Class 2A2, 5.50%, 02/25/2036 (Callable 04/25/2026) | 1348117 | 1054657 |
| &nbsp;&nbsp; Series 2006-28CB, Class A17, 6.00%, 10/25/2036 (Callable 04/25/2026) | 329140 | 145718 |
|  Countrywide Asset-Backed Certificates, Series 2005-10, Class AF6, 4.11%, 02/25/2036 (Callable 04/25/2026) <sup>(g)</sup> | 871 | 865 |
|  Countrywide Home Loan Mortgage Pass Through Trust, Series 2005-6, Class 2A1, 5.50%, 04/25/2035 (Callable 04/25/2026) | 118199 | 103515 |
|  Credit Suisse Management LLC, Series 2005-7, Class 3A1, 5.00%, 10/25/2030 | 11493 | 10894 |
|  Deutsche ALT-A Securities, Inc., Series 2005-2, Class 1A7, 4.90%, 04/25/2035 (Callable 04/25/2026) <sup>(g)</sup> | 3001876 | 2892184 |
| First Horizon Alternative Mortgage Securities | First Horizon Alternative Mortgage Securities | First Horizon Alternative Mortgage Securities |
| &nbsp;&nbsp; Series 2004-AA1, Class A1, 5.69%, 06/25/2034 (Callable 04/25/2026) <sup>(g)</sup> | 1185042 | 1191085 |
| &nbsp;&nbsp; Series 2005-AA2, Class 2A1, 4.95%, 04/25/2035 (Callable 04/25/2026) <sup>(g)</sup> | 476538 | 472600 |
| FirstKey Homes Trust | FirstKey Homes Trust | FirstKey Homes Trust |
| &nbsp;&nbsp; Series 2021-SFR1, Class A, 1.54%, 08/17/2038 <sup>(a)</sup> | 77092247 | 76243160 |
| &nbsp;&nbsp; Series 2021-SFR2, Class A, 1.38%, 09/17/2038 <sup>(a)</sup> | 33447434 | 32972698 |
| &nbsp;&nbsp; Series 2022-SFR1, Class A, 4.15%, 05/19/2039 <sup>(a)</sup> | 55616290 | 55377329 |
| &nbsp;&nbsp; Series 2022-SFR2, Class A, 4.25%, 07/17/2039 <sup>(a)</sup> | 33083695 | 32925102 |
| &nbsp;&nbsp; Series 2022-SFR3, Class A, 4.25%, 07/17/2038 <sup>(a)</sup> | 68082690 | 67905893 |
|  GS Mortgage-Backed Securities Trust, Series 2018-RPL1, Class A1A, 3.75%, 10/25/2057 (Callable 04/25/2041) <sup>(a)</sup> | 12799757 | 12557012 |
| GSR Mortgage Loan Trust | GSR Mortgage Loan Trust | GSR Mortgage Loan Trust |
| &nbsp;&nbsp; Series 2004-15F, Class 5A1, 5.50%, 11/25/2034 | 17550 | 14622 |
| &nbsp;&nbsp; Series 2005-3F, Class 2A4, 6.00%, 03/25/2035 (Callable 10/25/2032) | 887160 | 719434 |
|  Home Partners of America Trust, Series 2021-2, Class A, 1.90%, 12/17/2026 <sup>(a)</sup> | 58008589 | 56921612 |
| JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | JP Morgan Mortgage Trust |
| &nbsp;&nbsp; Series 2005-A8, Class 2A3, 5.19%, 11/25/2035 (Callable 04/25/2026) <sup>(g)</sup> | 1782862 | 1440952 |
| &nbsp;&nbsp; Series 2006-A2, Class 2A1, 5.18%, 04/25/2036 (Callable 04/25/2026) <sup>(g)</sup> | 377922 | 324592 |
| &nbsp;&nbsp; Series 2006-A2, Class 3A3, 5.75%, 04/25/2036 (Callable 04/25/2026) <sup>(g)</sup> | 414762 | 374210 |
| &nbsp;&nbsp; Series 2007-A4, Class 2A3, 4.74%, 06/25/2037 (Callable 04/25/2026) <sup>(g)</sup> | 1505093 | 1169873 |
| &nbsp;&nbsp; Series 2025-NQM5, Class A1, 4.88%, 05/25/2066 (Callable 12/25/2028) <sup>(a)(g)</sup> | 64420152 | 63917443 |
| &nbsp;&nbsp; Series 2026-NQM1, Class A1, 4.75%, 06/25/2066 (Callable 01/25/2029) <sup>(a)(g)</sup> | 29263051 | 28951309 |
| MASTR Alternative Loans Trust | MASTR Alternative Loans Trust | MASTR Alternative Loans Trust |
| &nbsp;&nbsp; Series 2004-2, Class 2A1, 6.00%, 02/25/2034 (Callable 04/25/2026) | 626272 | 624439 |
| &nbsp;&nbsp; Series 2004-8, Class 2A1, 6.00%, 09/25/2034 (Callable 04/25/2026) | 427021 | 428298 |
| &nbsp;&nbsp; Series 2005-6, Class 1A5, 5.50%, 12/25/2035 (Callable 04/25/2026) | 1080407 | 677264 |
|  Merrill Lynch Mortgage Investors, Inc., Series 2005-A5, Class A3, 4.80%, 06/25/2035 (Callable 04/25/2026) <sup>(g)</sup> | 388408 | 382625 |
| Mill City Mortgage Trust | Mill City Mortgage Trust | Mill City Mortgage Trust |
| &nbsp;&nbsp; Series 2018-3, Class A1, 3.50%, 08/25/2058 (Callable 04/25/2036) <sup>(a)(g)</sup> | 2062165 | 2040734 |
| &nbsp;&nbsp; Series 2019-1, Class A1, 3.25%, 10/25/2069 (Callable 01/25/2037) <sup>(a)(g)</sup> | 7792287 | 7639389 |
| New Residential Mortgage Loan Trust | New Residential Mortgage Loan Trust | New Residential Mortgage Loan Trust |
| &nbsp;&nbsp; Series 2016-1A, Class A1, 3.75%, 03/25/2056 (Callable 03/25/2032) <sup>(a)(g)</sup> | 3352061 | 3230293 |
| &nbsp;&nbsp; Series 2017-1A, Class A1, 4.00%, 02/25/2057 (Callable 08/25/2031) <sup>(a)(g)</sup> | 6510866 | 6330030 |
| &nbsp;&nbsp; Series 2017-3A, Class A1, 4.00%, 04/25/2057 (Callable 07/25/2033) <sup>(a)(g)</sup> | 5641891 | 5450902 |
| &nbsp;&nbsp; Series 2017-6A, Class A1, 4.00%, 08/27/2057 (Callable 07/25/2035) <sup>(a)(g)</sup> | 7113803 | 6904386 |
| &nbsp;&nbsp; Series 2018-1A, Class A1A, 4.00%, 12/25/2057 (Callable 01/25/2034) <sup>(a)(g)</sup> | 3766250 | 3672939 |
| &nbsp;&nbsp; Series 2019-RPL2, Class A1, 3.25%, 02/25/2059 (Callable 09/25/2041) <sup>(a)(g)</sup> | 7487346 | 7285311 |
| Onslow Bay Mortgage Loan Trust | Onslow Bay Mortgage Loan Trust | Onslow Bay Mortgage Loan Trust |
| &nbsp;&nbsp; Series 2022-NQM3, Class A1, 3.42%, 01/25/2062 (Callable 04/25/2026) <sup>(a)(g)</sup> | 27718935 | 26946775 |
| &nbsp;&nbsp; Series 2022-NQM5, Class A1, 4.31%, 05/25/2062 (Callable 04/25/2026) <sup>(a)(e)</sup> | 48992406 | 49189214 |
| &nbsp;&nbsp; Series 2023-NQM9, Class A1, 7.16%, 10/25/2063 (Callable 10/25/2026) <sup>(a)(e)</sup> | 12277652 | 12368058 |
| &nbsp;&nbsp; Series 2024-HYB1, Class A1, 3.62%, 03/25/2053 (Callable 06/25/2042) <sup>(a)(g)</sup> | 18591037 | 18607471 |
| &nbsp;&nbsp; Series 2025-NQM13, Class A1, 5.44%, 05/25/2065 (Callable 07/25/2028) <sup>(a)(g)</sup> | 92987089 | 93276753 |
| &nbsp;&nbsp; Series 2026-NQM1, Class A1, 4.85%, 11/25/2065 (Callable 12/25/2028) <sup>(a)(g)</sup> | 128652582 | 127733321 |
| &nbsp;&nbsp; Series 2026-NQM3, Class A1, 4.65%, 01/25/2066 (Callable 02/25/2029) <sup>(a)(g)</sup> | 5362894 | 5310230 |
| Progress Residential Trust | Progress Residential Trust | Progress Residential Trust |
| &nbsp;&nbsp; Series 2024-SFR1, Class A, 3.35%, 02/17/2041 <sup>(a)</sup> | 72526450 | 69853937 |
| &nbsp;&nbsp; Series 2024-SFR2, Class A, 3.30%, 04/17/2041 <sup>(a)</sup> | 20414659 | 19575572 |
| RALI Trust | RALI Trust | RALI Trust |
| &nbsp;&nbsp; Series 2004-QS13, Class CB, 5.00%, 01/25/2032 | 2415 | 2403 |
| &nbsp;&nbsp; Series 2005-QA7, Class A22, 5.31%, 07/25/2035 (Callable 04/25/2026) <sup>(g)</sup> | 528438 | 484566 |
| &nbsp;&nbsp; Series 2005-QS11, Class A2, 4.29% (1 mo. Term SOFR + 0.61%), 07/25/2035 (Callable 04/25/2026) | 1617539 | 1251495 |
| Renaissance NIM Trust | Renaissance NIM Trust | Renaissance NIM Trust |
| &nbsp;&nbsp; Series 2006-2, Class AF3, 5.80%, 08/25/2036 (Callable 02/25/2028) <sup>(e)</sup> | 14782419 | 4902069 |
| &nbsp;&nbsp; Series 2006-3, Class AF2, 5.58%, 11/25/2036 (Callable 03/25/2029) <sup>(e)</sup> | 9847275 | 2947510 |
| &nbsp;&nbsp; Series 2007-1, Class AF3, 5.61%, 04/25/2037 (Callable 05/25/2030) <sup>(e)</sup> | 278136 | 66950 |
| &nbsp;&nbsp; Series 2007-2, Class AF2, Pool 2007-2, 5.68%, 06/25/2037 (Callable 04/25/2033) <sup>(e)</sup> | 1435659 | 330565 |
| Rithm Capital Corp. | Rithm Capital Corp. | Rithm Capital Corp. |
| &nbsp;&nbsp; Series 2022-NQM2, Class A1, 3.85%, 03/27/2062 (Callable 04/25/2026) <sup>(a)(g)</sup> | 24104385 | 22744411 |
| &nbsp;&nbsp; Series 2023-1, Class A, 3.50%, 01/25/2063 (Callable 04/25/2042) <sup>(a)(g)</sup> | 43878668 | 41668579 |
| &nbsp;&nbsp; Series 2024-NQM2, Class A1, 5.12%, 09/25/2064 (Callable 08/25/2030) <sup>(a)(g)</sup> | 64829823 | 64607560 |
|  Starwood Mortgage Residential Trust, Series 2020-3, Class A1, 1.49%, 04/25/2065 (Callable 04/25/2026) <sup>(a)(g)</sup> | 962159 | 945302 |
| Towd Point Mortgage Trust | Towd Point Mortgage Trust | Towd Point Mortgage Trust |
| &nbsp;&nbsp; Series 2017-6, Class A1, 2.75%, 10/25/2057 (Callable 12/25/2030) <sup>(a)(g)</sup> | 2789246 | 2754748 |
| &nbsp;&nbsp; Series 2018-4, Class A1, 3.00%, 06/25/2058 (Callable 07/25/2039) <sup>(a)(g)</sup> | 15210634 | 14390422 |
| &nbsp;&nbsp; Series 2018-6, Class A1A, 3.75%, 03/25/2058 (Callable 03/25/2032) <sup>(a)(g)</sup> | 625864 | 623179 |
| &nbsp;&nbsp; Series 2019-1, Class A1, 3.75%, 03/25/2058 (Callable 09/25/2031) <sup>(a)(g)</sup> | 3613656 | 3503021 |
| &nbsp;&nbsp; Series 2019-4, Class A1, 2.90%, 10/25/2059 (Callable 03/25/2033) <sup>(a)(g)</sup> | 24236959 | 23295397 |
| &nbsp;&nbsp; Series 2020-2, Class A1A, 1.64%, 04/25/2060 (Callable 05/25/2031) <sup>(a)(g)</sup> | 17594559 | 16055183 |
| &nbsp;&nbsp; Series 2020-4, Class A1, 1.75%, 10/25/2060 (Callable 08/25/2031) <sup>(a)</sup> | 44238524 | 40318690 |
| &nbsp;&nbsp; Series 2022-2, Class A1, 3.75%, 07/01/2062 (Callable 07/25/2032) <sup>(a)(g)</sup> | 77403088 | 72811065 |
| &nbsp;&nbsp; Series 2022-3, Class A1, 3.75%, 08/01/2062 (Callable 12/25/2031) <sup>(a)(g)</sup> | 74857948 | 70643633 |
| &nbsp;&nbsp; Series 2024-1, Class A1, 4.90%, 03/25/2064 (Callable 04/25/2031) <sup>(a)(g)</sup> | 63295377 | 64319313 |
| &nbsp;&nbsp; Series 2024-2, Class A1A, 4.86%, 12/25/2064 (Callable 06/25/2030) <sup>(a)(g)</sup> | 94375150 | 95838352 |
| &nbsp;&nbsp; Series 2024-5, Class A1A, 4.61%, 10/25/2064 (Callable 10/25/2033) <sup>(a)(g)</sup> | 95583639 | 94753523 |
| Verus Securitization Trust | Verus Securitization Trust | Verus Securitization Trust |
| &nbsp;&nbsp; Series 2025-11, Class A1, 4.91%, 11/25/2070 (Callable 11/25/2028) <sup>(a)(g)</sup> | 119675244 | 119106739 |
| &nbsp;&nbsp; Series 2025-12, Class A1, 4.96%, 12/25/2070 (Callable 12/25/2028) <sup>(a)(g)</sup> | 83869982 | 83507605 |
| &nbsp;&nbsp; Series 2025-9, Class A1, 4.94%, 10/27/2070 (Callable 10/25/2028) <sup>(a)(g)</sup> | 28820525 | 28679363 |
| &nbsp;&nbsp; Series 2026-3, Class A1, 4.93%, 03/25/2071 (Callable 03/25/2029) <sup>(a)(g)</sup> | 38575000 | 38294929 |
| WaMu Mortgage Pass Through Certificates | WaMu Mortgage Pass Through Certificates | WaMu Mortgage Pass Through Certificates |
| &nbsp;&nbsp; Series 2004-CB3, Class 1A, 6.00%, 10/25/2034 (Callable 04/25/2026) | 323318 | 329256 |
| &nbsp;&nbsp; Series 2004-CB3, Class 2A, 6.50%, 10/25/2034 (Callable 04/25/2026) | 817569 | 842919 |
| &nbsp;&nbsp; Series 2006-AR10, Class 1A1, 4.44%, 09/25/2036 (Callable 04/25/2026) <sup>(g)</sup> | 372609 | 329345 |
| &nbsp;&nbsp; Series 2007-HY3, Class 4A1, 4.95%, 03/25/2037 (Callable 04/25/2026) <sup>(g)</sup> | 3994472 | 3710863 |
|  Washington Mutual Alternative Mortgage Pass-Through Certificates, Series 2005-6, Class 2A4, 5.50%, 08/25/2035 (Callable 04/25/2026) | 1960770 | 1752908 |
| Wells Fargo Mortgage Backed Securities Trust | Wells Fargo Mortgage Backed Securities Trust | Wells Fargo Mortgage Backed Securities Trust |
| &nbsp;&nbsp; Series 2006-AR14, Class 2A3, 6.50%, 10/25/2036 (Callable 04/25/2026) <sup>(g)</sup> | 463033 | 428015 |
| &nbsp;&nbsp; Series 2007-7, Class A49, 6.00%, 06/25/2037 (Callable 04/25/2026) | 716498 | 669198 |
| **TOTAL NON-AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES** (Cost $2,474,185,441) | **TOTAL NON-AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES** (Cost $2,474,185,441) | 2442146170 |
| **NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES - 4.6%** | **Par**  | **Value**  |
| BANK-2017 | BANK-2017 | BANK-2017 |
| &nbsp;&nbsp; Series 2017-BNK4, Class A4, 3.63%, 05/15/2050 (Callable 04/15/2027) | 30037000 | 29683050 |
| &nbsp;&nbsp; Series 2017-BNK8, Class A4, 3.49%, 11/15/2050 (Callable 11/15/2027) | 70921751 | 69210118 |
| &nbsp;&nbsp; Series 2017-BNK9, Class A4, 3.54%, 11/15/2054 (Callable 12/15/2029) | 32423816 | 31910068 |
|  BANK-2018, Series 2018-BN10, Class A5, 3.69%, 02/15/2061 (Callable 02/15/2028) | 6400000 | 6314129 |
|  BANK-2021, Series 2021-BN33, Class A5, 2.56%, 05/15/2064 (Callable 05/15/2031) | 7919000 | 7127864 |
|  BANK-2022, Series 2022-BNK44, Class A5, 5.74%, 11/15/2055 (Callable 11/15/2032) <sup>(g)</sup> | 32650000 | 33972554 |
| BANK5 Trust | BANK5 Trust | BANK5 Trust |
| &nbsp;&nbsp; Series 2023-5YR3, Class A2, 6.26%, 09/15/2056 (Callable 09/15/2028) | 44131243 | 45417677 |
| &nbsp;&nbsp; Series 2023-5YR4, Class A3, 6.50%, 12/15/2056 (Callable 12/15/2028) | 14693791 | 15259741 |
| &nbsp;&nbsp; Series 2024-5YR10, Class A2, 4.83%, 10/15/2057 (Callable 10/15/2029) | 69800000 | 70078802 |
| &nbsp;&nbsp; Series 2024-5YR11, Class A3, 5.89%, 11/15/2057 (Callable 11/15/2029) | 12645000 | 13127111 |
| &nbsp;&nbsp; Series 2024-5YR7, Class A3, 5.77%, 06/15/2057 (Callable 06/15/2029) | 97725000 | 100772681 |
| &nbsp;&nbsp; Series 2025-5YR17, Class A3, 5.23%, 11/15/2058 (Callable 10/15/2030) | 4150000 | 4232363 |
| &nbsp;&nbsp; Series 2026-5YR21, Class A2, 5.04%, 04/15/2059 (Callable 04/15/2031) | 34950000 | 35325021 |
| BBCMS Trust | BBCMS Trust | BBCMS Trust |
| &nbsp;&nbsp; Series 2017-C1, Class A4, 3.67%, 02/15/2050 (Callable 02/15/2027) | 7837000 | 7768130 |
| &nbsp;&nbsp; Series 2024-5C29, Class A2, 4.74%, 09/15/2057 (Callable 09/15/2029) | 49677635 | 49849873 |
| Benchmark Mortgage Trust | Benchmark Mortgage Trust | Benchmark Mortgage Trust |
| &nbsp;&nbsp; Series 2018-B1, Class A5, 3.67%, 01/15/2051 (Callable 01/15/2028) <sup>(g)</sup> | 18620000 | 18375102 |
| &nbsp;&nbsp; Series 2018-B3, Class A5, 4.03%, 04/10/2051 (Callable 04/10/2028) | 21150000 | 20864126 |
| &nbsp;&nbsp; Series 2020-B21, Class A5, 1.98%, 12/17/2053 (Callable 12/15/2030) | 47030000 | 41634375 |
| &nbsp;&nbsp; Series 2021-B24, Class A5, 2.58%, 03/15/2054 (Callable 03/15/2031) | 19075000 | 17099561 |
| &nbsp;&nbsp; Series 2023-V3, Class A2, 5.90%, 07/15/2056 (Callable 07/15/2028) | 22950000 | 23491643 |
| &nbsp;&nbsp; Series 2023-V3, Class A3, 6.36%, 07/15/2056 (Callable 07/15/2028) <sup>(g)</sup> | 10025000 | 10368987 |
| &nbsp;&nbsp; Series 2024-V10, Class A2, 4.80%, 09/15/2057 (Callable 10/15/2029) | 48225000 | 48404903 |
| &nbsp;&nbsp; Series 2024-V11, Class A2, 5.42%, 11/15/2057 (Callable 11/15/2029) | 79487429 | 81354192 |
| &nbsp;&nbsp; Series 2025-V17, Class A2, 4.36%, 09/15/2058 (Callable 09/15/2030) | 5000000 | 4923519 |
| &nbsp;&nbsp; Series 2026-V20, Class A2, 4.70%, 02/15/2059 (Callable 02/15/2031) | 52000000 | 51924246 |
| &nbsp;&nbsp; Series 2026-V21, Class A3, 5.13%, 03/15/2031 (Callable 03/15/2031) | 98900000 | 100218673 |
| BMO Mortgage Trust | BMO Mortgage Trust | BMO Mortgage Trust |
| &nbsp;&nbsp; Series 2022-C1, Class A5, 3.37%, 02/15/2055 <sup>(g)</sup> | 34100000 | 31483060 |
| &nbsp;&nbsp; Series 2024-5C6, Class A3, 5.32%, 09/15/2057 (Callable 09/15/2029) | 5000000 | 5088417 |
| &nbsp;&nbsp; Series 2024-5C7, Class A3, 5.57%, 11/15/2057 (Callable 11/15/2029) <sup>(g)</sup> | 5800000 | 5956316 |
| &nbsp;&nbsp; Series 2025-5C10, Class A3, 5.58%, 05/15/2058 (Callable 05/15/2030) | 3639000 | 3744450 |
| &nbsp;&nbsp; Series 2025-5C12, Class A3, 5.18%, 10/15/2058 (Callable 10/15/2030) | 71718000 | 72812940 |
| &nbsp;&nbsp; Series 2025-5C9, Class A3, 5.78%, 04/15/2058 (Callable 05/15/2032) <sup>(g)</sup> | 84425000 | 87346266 |
| Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust |
| &nbsp;&nbsp; Series 2016-C2, Class A4, 2.83%, 08/10/2049 (Callable 08/10/2026) | 33387000 | 33199505 |
| &nbsp;&nbsp; Series 2017-P8, Class A4, 3.47%, 09/15/2050 (Callable 09/15/2027) | 35645000 | 34921196 |
| &nbsp;&nbsp; Series 2019-GC43, Class A4, 3.04%, 11/10/2052 (Callable 11/10/2029) | 7350000 | 6915273 |
| Citigroup/Deutsche Bank Commercial Mortgage Trust | Citigroup/Deutsche Bank Commercial Mortgage Trust | Citigroup/Deutsche Bank Commercial Mortgage Trust |
| &nbsp;&nbsp; Series 2017-CD4, Class A4, 3.51%, 05/10/2050 (Callable 05/10/2027) <sup>(g)</sup> | 15959780 | 15801809 |
| &nbsp;&nbsp; Series 2019-CD8, Class A4, 2.91%, 08/15/2057 (Callable 08/15/2029) | 14332000 | 13441969 |
| Computershare Corporate Trust | Computershare Corporate Trust | Computershare Corporate Trust |
| &nbsp;&nbsp; Series 2016-BNK1, Class A3, 2.65%, 08/15/2049 (Callable 08/15/2026) | 16807000 | 16710267 |
| &nbsp;&nbsp; Series 2017-C40, Class A4, 3.58%, 10/15/2050 (Callable 10/15/2027) | 48894000 | 48201734 |
| &nbsp;&nbsp; Series 2017-C42, Class A4, 3.59%, 12/15/2050 (Callable 12/15/2027) | 53620521 | 52702666 |
| &nbsp;&nbsp; Series 2018-C46, Class A4, 4.15%, 08/15/2051 (Callable 08/15/2028) | 23500000 | 23283614 |
| &nbsp;&nbsp; Series 2018-C47, Class A4, 4.44%, 09/15/2061 (Callable 10/15/2028) | 10850000 | 10829181 |
| &nbsp;&nbsp; Series 2025-5C5, Class A2, 5.11%, 07/15/2058 (Callable 07/15/2030) | 56475000 | 57250684 |
| CSAIL Commercial Mortgage Trust | CSAIL Commercial Mortgage Trust | CSAIL Commercial Mortgage Trust |
| &nbsp;&nbsp; Series 2017-C8, Class A4, 3.39%, 06/15/2050 (Callable 06/15/2027) | 4900000 | 4836043 |
| &nbsp;&nbsp; Series 2018-C14, Class A4, 4.42%, 11/15/2051 (Callable 11/15/2028) <sup>(g)</sup> | 39100000 | 38966305 |
| &nbsp;&nbsp; Series 2019-C16, Class A3, 3.33%, 06/15/2052 (Callable 06/15/2029) | 33264000 | 31998960 |
| &nbsp;&nbsp; Series 2019-C17, Class A5, 3.02%, 09/15/2052 (Callable 09/15/2029) | 5000000 | 4730327 |
| &nbsp;&nbsp; Series 2020-C19, Class A2, 2.32%, 03/15/2053 (Callable 03/15/2030) | 21750000 | 20115318 |
| &nbsp;&nbsp; Series 2020-C19, Class A3, 2.56%, 03/15/2053 (Callable 03/15/2030) | 6000000 | 5448503 |
| GS Mortgage Securities Corp. II | GS Mortgage Securities Corp. II | GS Mortgage Securities Corp. II |
| &nbsp;&nbsp; Series 2017-GS5, Class A4, 3.67%, 03/10/2050 (Callable 03/10/2027) | 14402969 | 14257054 |
| &nbsp;&nbsp; Series 2017-GS8, Class A4, 3.47%, 11/10/2050 (Callable 11/10/2027) | 25225000 | 24825464 |
| &nbsp;&nbsp; Series 2019-GC42, Class A3, 2.75%, 09/10/2052 (Callable 09/10/2029) | 5400000 | 5103944 |
| &nbsp;&nbsp; Series 2019-GC42, Class A4, 3.00%, 09/10/2052 (Callable 09/10/2029) | 24620000 | 23235738 |
| &nbsp;&nbsp; Series 2019-GSA1, Class A3, 2.79%, 11/10/2052 (Callable 11/10/2029) | 2700000 | 2572637 |
| &nbsp;&nbsp; Series 2020-GC45, Class A4, 2.66%, 02/13/2053 (Callable 01/13/2030) | 3950000 | 3703926 |
| JP Morgan Chase Commercial Mortgage Securities | JP Morgan Chase Commercial Mortgage Securities | JP Morgan Chase Commercial Mortgage Securities |
| &nbsp;&nbsp; Series 2016-JP2, Class A4, 2.82%, 08/15/2049 (Callable 07/15/2026) | 12309629 | 12269981 |
| &nbsp;&nbsp; Series 2017-JP5, Class A5, 3.72%, 03/15/2050 (Callable 04/15/2027) | 20950000 | 20827715 |
| &nbsp;&nbsp; Series 2017-JP7, Class A5, 3.45%, 09/15/2050 (Callable 04/15/2028) | 42766184 | 42258682 |
| JPMBB Commercial Mortgage Securities Trust | JPMBB Commercial Mortgage Securities Trust | JPMBB Commercial Mortgage Securities Trust |
| &nbsp;&nbsp; Series 2014-C25, Class A5, 3.67%, 11/15/2047 (Callable 12/15/2027) | 2516298 | 2487965 |
| &nbsp;&nbsp; Series 2015-C32, Class A5, 3.60%, 11/15/2048 (Callable 04/15/2026) | 8918046 | 8695006 |
| JPMDB Commercial Mortgage Securities Trust | JPMDB Commercial Mortgage Securities Trust | JPMDB Commercial Mortgage Securities Trust |
| &nbsp;&nbsp; Series 2016-C4, Class A3, 3.14%, 12/15/2049 (Callable 04/15/2027) | 44268000 | 43784115 |
| &nbsp;&nbsp; Series 2017-C5, Class A5, 3.69%, 03/15/2050 (Callable 08/15/2027) | 22721000 | 22419583 |
| &nbsp;&nbsp; Series 2018-C8, Class A4, 4.21%, 06/15/2051 (Callable 06/15/2028) | 4070000 | 4039513 |
| Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust |
| &nbsp;&nbsp; Series 2016-C30, Class A5, 2.86%, 09/15/2049 (Callable 10/15/2026) | 9062000 | 8973525 |
| &nbsp;&nbsp; Series 2016-C32, Class A4, 3.72%, 12/15/2049 (Callable 01/15/2027) | 14175000 | 14093045 |
| &nbsp;&nbsp; Series 2017-C34, Class A4, 3.54%, 11/15/2052 (Callable 10/15/2027) | 30055000 | 29667411 |
| &nbsp;&nbsp; Series 2025-5C1, Class A2, 4.91%, 03/15/2058 (Callable 03/15/2030) | 77125000 | 77686169 |
| &nbsp;&nbsp; Series 2025-5C2, Class A2, 4.63%, 11/15/2058 (Callable 11/15/2030) | 79412000 | 78915238 |
|  Morgan Stanley Capital I, Inc., Series 2017-H1, Class A5, 3.53%, 06/15/2050 (Callable 06/15/2027) | 17228100 | 17036086 |
| UBS Commercial Mortgage Trust | UBS Commercial Mortgage Trust | UBS Commercial Mortgage Trust |
| &nbsp;&nbsp; Series 2017-C3, Class A4, 3.43%, 08/15/2050 (Callable 08/15/2027) | 9240000 | 9075381 |
| &nbsp;&nbsp; Series 2018-C11, Class A5, 4.24%, 06/15/2051 (Callable 07/15/2028) <sup>(g)</sup> | 14950000 | 14830627 |
| &nbsp;&nbsp; Series 2019-C16, Class A4, 3.60%, 04/15/2052 (Callable 04/15/2029) | 2275000 | 2198888 |
|  Wells Fargo Commercial Mortgage Trust 2024-1CHI, Series 2024-5C2, Class A2, 5.44%, 11/15/2057 (Callable 11/15/2029) | 20575000 | 21026965 |
| **TOTAL NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $2,084,748,575) | **TOTAL NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $2,084,748,575) | 2068477970 |
| **ASSET-BACKED SECURITIES - 2.0%** | **Par**  | **Value**  |
|  Ford Credit Auto Owner Trust, Series 2023-2, Class A, 5.28%, 02/15/2036 (Callable 08/15/2028) <sup>(a)</sup> | 89010000 | 90996080 |
|  Ford Credit Auto Receivables Six LLC, Series 2025-1, Class A, 4.86%, 08/15/2037 (Callable 02/15/2030) <sup>(a)(e)</sup> | 40125000 | 40826550 |
| Ford Credit Floorplan LLC | Ford Credit Floorplan LLC | Ford Credit Floorplan LLC |
| &nbsp;&nbsp; Series 2024-3, Class A1, 4.30%, 09/15/2029 <sup>(a)</sup> | 31762000 | 31798345 |
| &nbsp;&nbsp; Series 2025-1, Class A1, 4.63%, 04/15/2030 | 71800000 | 72266039 |
|  General Motors Co., Series 2024-2A, Class A, 5.06%, 03/15/2031 <sup>(a)</sup> | 17050000 | 17372114 |
|  GM Financial Revolving Receivables Trust, Series 2023-1, Class A, 5.12%, 04/11/2035 (Callable 05/11/2028) <sup>(a)</sup> | 85750000 | 87239383 |
|  Huntington Bank Auto Credit-Linked Notes Series 2024-1, Series 2024-1, Class B1, 6.15%, 05/20/2032 (Callable 11/20/2027) <sup>(a)</sup> | 12453435 | 12629975 |
| IPFS Corp. | IPFS Corp. | IPFS Corp. |
| &nbsp;&nbsp; Series 2024-B, Class A, 4.95%, 02/15/2029 <sup>(a)</sup> | 35035000 | 35245669 |
| &nbsp;&nbsp; Series 2024-D, Class A, 5.34%, 04/15/2029 <sup>(a)</sup> | 26000000 | 26286421 |
| &nbsp;&nbsp; Series 2025-B, Class A, 4.85%, 02/15/2030 <sup>(a)</sup> | 25575000 | 25802321 |
|  MMAF Equipment Finance LLC, Series 2024-A, Class A3, 4.95%, 07/14/2031 (Callable 10/13/2030) <sup>(a)</sup> | 21775000 | 21981294 |
| Navient Student Loan Trust | Navient Student Loan Trust | Navient Student Loan Trust |
| &nbsp;&nbsp; Series 2021-EA, Class A, 0.97%, 12/16/2069 (Callable 09/15/2030) <sup>(a)</sup> | 6248545 | 5591594 |
| &nbsp;&nbsp; Series 2021-GA, Class A, 1.58%, 04/15/2070 (Callable 09/15/2030) <sup>(a)</sup> | 6101565 | 5509138 |
| &nbsp;&nbsp; Series 2022-A, Class A, 2.23%, 07/15/2070 (Callable 11/15/2030) <sup>(a)</sup> | 55283777 | 50197625 |
| &nbsp;&nbsp; Series 2023-A, Class A, 5.51%, 10/15/2071 (Callable 09/15/2033) <sup>(a)</sup> | 32828748 | 33198541 |
| &nbsp;&nbsp; Series 2025-A, Class A, 5.02%, 07/15/2055 (Callable 01/15/2034) <sup>(a)</sup> | 2380765 | 2384935 |
| &nbsp;&nbsp; Series 2025-C, Class A, 4.80%, 10/15/2055 (Callable 11/15/2034) <sup>(a)</sup> | 32295427 | 32123981 |
| &nbsp;&nbsp; Series 2026-A, Class A, 4.50%, 01/18/2056 (Callable 04/15/2035) <sup>(a)</sup> | 69725000 | 68939213 |
|  Nelnet Student Loan Trust, Series 2021-A, Class APT1, 1.36%, 04/20/2062 (Callable 01/20/2029) <sup>(a)</sup> | 11895720 | 11340853 |
|  SBA Depositor LLC, 1.84%, 04/15/2027 (Callable 05/01/2026) <sup>(a)</sup> | 21750000 | 21226854 |
|  SMB Private Education Loan Trust, Series 2024-D, Class A1A, 5.38%, 07/15/2053 <sup>(a)</sup> | 59585250 | 60420522 |
|  Synchrony Bank, Series 2025-A2, Class A, 4.49%, 05/15/2031 | 12525000 | 12600955 |
| Towd Point Mortgage Trust | Towd Point Mortgage Trust | Towd Point Mortgage Trust |
| &nbsp;&nbsp; Series 2020-MH1, Class A1, 2.25%, 02/25/2060 (Callable 04/25/2026) <sup>(a)(g)</sup> | 3941696 | 3881065 |
| &nbsp;&nbsp; Series 2020-MH1, Class A1A, 2.18%, 02/25/2060 (Callable 04/25/2026) <sup>(a)(g)</sup> | 5427249 | 5342251 |
| Verizon Master Trust | Verizon Master Trust | Verizon Master Trust |
| &nbsp;&nbsp; Series 2024-2, Class A, 4.83%, 12/22/2031 (Callable 12/20/2028) <sup>(a)</sup> | 35887000 | 36399782 |
| &nbsp;&nbsp; Series 2024-5, Class A, 5.00%, 06/21/2032 (Callable 06/20/2029) <sup>(a)</sup> | 5150000 | 5251403 |
| &nbsp;&nbsp; Series 2024-6, Class A1A, 4.17%, 08/20/2030 (Callable 08/20/2027) | 74475000 | 74464931 |
| **TOTAL ASSET-BACKED SECURITIES** (Cost $886,087,043) | **TOTAL ASSET-BACKED SECURITIES** (Cost $886,087,043) | 891317834 |
| **AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES - 0.6%** | **Par**  | **Value**  |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp; Series K077, Class A2, 3.85%, 05/25/2028 (Callable 05/25/2028) <sup>(g)</sup> | 27749000 | 27573923 |
| &nbsp;&nbsp; Series K080, Class A2, 3.93%, 07/25/2028 (Callable 07/25/2028) <sup>(g)</sup> | 9720000 | 9669375 |
| &nbsp;&nbsp; Series K122, Class A2, 1.52%, 11/25/2030 (Callable 11/25/2030) | 23000000 | 20415152 |
| &nbsp;&nbsp; Series K151, Class A3, 3.51%, 04/25/2030 (Callable 04/25/2030) | 78938000 | 76903626 |
| &nbsp;&nbsp; Series K152, Class A2, 3.08%, 01/25/2031 (Callable 01/25/2031) | 19965000 | 18984736 |
| &nbsp;&nbsp; Series K153, Class A3, 3.12%, 10/25/2031 (Callable 10/25/2031) <sup>(g)</sup> | 17905000 | 16816047 |
| &nbsp;&nbsp; Series K752, Class A2, 4.28%, 07/25/2030 (Callable 07/25/2030) | 31575000 | 31601233 |
|  Federal National Mortgage Association, Series 2022-M10, Class A2, 1.93%, 01/25/2032 <sup>(g)</sup> | 93173793 | 82122328 |
| **TOTAL AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $290,258,436) | **TOTAL AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $290,258,436) | 284086420 |
| **MUNICIPAL BONDS - 0.6%** | **Par**  | **Value**  |
|  Black Belt Energy Gas District, 6.00%, 02/01/2029 (Callable 11/01/2028) | 9120000 | 9413652 |
| Brazos Higher Education Authority, Inc. | Brazos Higher Education Authority, Inc. | Brazos Higher Education Authority, Inc. |
| &nbsp;&nbsp; 2.08%, 04/01/2026 | 1000000 | 1000000 |
| &nbsp;&nbsp; 2.18%, 04/01/2027 | 1300000 | 1274619 |
| &nbsp;&nbsp; 2.31%, 04/01/2028 | 1000000 | 961876 |
| &nbsp;&nbsp; 2.41%, 04/01/2029 | 2360000 | 2231350 |
| &nbsp;&nbsp; 2.51%, 04/01/2030 | 1175000 | 1093238 |
| &nbsp;&nbsp; 2.76%, 04/01/2040 (Callable 04/01/2030) | 100000 | 90540 |
|  California Community Choice Financing Authority, 6.13%, 04/01/2030 | 4000000 | 4154728 |
|  California Enterprise Development Authority, 7.00%, 08/15/2026 (Callable 07/15/2026) <sup>(a)</sup> | 5000000 | 5003398 |
|  County of Hamilton OH, 3.76%, 06/01/2042 | 25725000 | 21511582 |
|  District of Columbia, 7.63%, 10/01/2035 | 10335000 | 11041805 |
|  Illinois Housing Development Authority, 5.75%, 10/01/2053 (Callable 10/01/2032) | 4555000 | 4712675 |
|  Illinois International Port District, 5.00%, 01/01/2035 (Callable 04/22/2026) <sup>(a)</sup> | 2680000 | 2486908 |
| Iowa Finance Authority | Iowa Finance Authority | Iowa Finance Authority |
| &nbsp;&nbsp; 7.00%, 11/01/2027 <sup>(a)</sup> | 4550000 | 4589196 |
| &nbsp;&nbsp; 6.25%, 07/01/2054 (Callable 07/01/2033) | 10040000 | 10567172 |
|  Iowa Student Loan Liquidity Corp., 2.99%, 12/01/2039 (Callable 12/01/2029) | 255000 | 252808 |
|  Maricopa County Industrial Development Authority, 7.38%, 10/01/2029 (Callable 09/01/2029) <sup>(a)</sup> | 19600000 | 20663033 |
|  Maryland Economic Development Corp., 4.00%, 04/01/2034 (Callable 01/01/2034) | 39065000 | 28904299 |
| Massachusetts Educational Financing Authority | Massachusetts Educational Financing Authority | Massachusetts Educational Financing Authority |
| &nbsp;&nbsp; 2.46%, 07/01/2030 | 8375000 | 7728615 |
| &nbsp;&nbsp; 2.56%, 07/01/2031 | 5000000 | 4529401 |
| &nbsp;&nbsp; 3.78%, 07/01/2035 (Callable 07/01/2029) | 3655000 | 3423835 |
|  Massachusetts Housing Finance Agency, 6.00%, 12/01/2054 (Callable 06/01/2033) | 22185000 | 23152628 |
| Minnesota Housing Finance Agency | Minnesota Housing Finance Agency | Minnesota Housing Finance Agency |
| &nbsp;&nbsp; 2.68%, 10/01/2046 (Callable 05/02/2026) | 8035974 | 6940721 |
| &nbsp;&nbsp; 2.65%, 11/01/2046 (Callable 05/02/2026) | 8608367 | 7257695 |
| &nbsp;&nbsp; 6.25%, 07/01/2053 (Callable 01/01/2033) | 2410000 | 2516167 |
| New Hampshire Business Finance Authority | New Hampshire Business Finance Authority | New Hampshire Business Finance Authority |
| &nbsp;&nbsp; 3.25%, 04/01/2028 (Callable 01/01/2028) | 33000000 | 15497378 |
| &nbsp;&nbsp; 3.30%, 04/01/2032 (Callable 01/01/2032) | 21000000 | 15335496 |
| &nbsp;&nbsp; 2.87%, 07/01/2035 (Callable 01/01/2035) | 16880000 | 12120156 |
|  North Dakota Housing Finance Agency, 6.25%, 01/01/2054 (Callable 07/01/2032) | 6400000 | 6686785 |
|  Ohio Housing Finance Agency, 6.50%, 03/01/2054 (Callable 09/01/2033) | 7175000 | 7579190 |
|  Public Finance Authority, 5.63%, 03/01/2032 | 8770000 | 8594373 |
| Rhode Island Student Loan Authority | Rhode Island Student Loan Authority | Rhode Island Student Loan Authority |
| &nbsp;&nbsp; 2.73%, 12/01/2026 | 1490000 | 1476764 |
| &nbsp;&nbsp; 2.88%, 12/01/2027 | 1800000 | 1762585 |
| &nbsp;&nbsp; 5.00%, 12/01/2028 <sup>(h)</sup> | 1265000 | 1320369 |
| &nbsp;&nbsp; 5.00%, 12/01/2029 <sup>(h)</sup> | 1295000 | 1365126 |
|  Western Michigan University Homer Stryker MD School of Medicine, 4.75%, 11/15/2028 | 11270000 | 11510904 |
| **TOTAL MUNICIPAL BONDS** (Cost $313,186,883) | **TOTAL MUNICIPAL BONDS** (Cost $313,186,883) | 268751067 |
| **OTHER GOVERNMENT RELATED SECURITIES - 0.2%** | **Par**  | **Value**  |
| Electricite de France SA | Electricite de France SA | Electricite de France SA |
| &nbsp;&nbsp; 5.65%, 04/22/2029 (Callable 03/22/2029) <sup>(a)</sup> | 24450000 | 25240370 |
| &nbsp;&nbsp; 6.25%, 05/23/2033 (Callable 02/23/2033) <sup>(a)</sup> | 7000000 | 7491468 |
| &nbsp;&nbsp; 5.95%, 04/22/2034 (Callable 01/22/2034) <sup>(a)</sup> | 10900000 | 11387912 |
| &nbsp;&nbsp; 4.75%, 10/13/2035 (Callable 04/13/2035) <sup>(a)</sup> | 10000000 | 9734233 |
|  NBN Co. Ltd., 2.63%, 05/05/2031 (Callable 02/05/2031) <sup>(a)</sup> | 5000000 | 4559720 |
| Petroleos Mexicanos | Petroleos Mexicanos | Petroleos Mexicanos |
| &nbsp;&nbsp; 5.95%, 01/28/2031 (Callable 10/28/2030) | 1005000 | 960853 |
| &nbsp;&nbsp; 6.70%, 02/16/2032 (Callable 11/16/2031) | 31343000 | 30674776 |
| **TOTAL OTHER GOVERNMENT RELATED SECURITIES** (Cost $87,617,596) | **TOTAL OTHER GOVERNMENT RELATED SECURITIES** (Cost $87,617,596) | 90049332 |
| **SHORT-TERM INVESTMENTS** | **SHORT-TERM INVESTMENTS** | **SHORT-TERM INVESTMENTS** |
| **MONEY MARKET FUNDS - 2.0%** | **Shares**  | **Value**  |
| First American Government Obligations Fund - Class U, 3.60% <sup>(i)</sup> | 882836752 | 882836752 |
| **TOTAL MONEY MARKET FUNDS** (Cost $882,836,752) | **TOTAL MONEY MARKET FUNDS** (Cost $882,836,752) | 882836752 |
| **TOTAL INVESTMENTS - 100.6% (**Cost $46,409,835,686**)** | **TOTAL INVESTMENTS - 100.6% (**Cost $46,409,835,686**)** | 44952350908 |
| Liabilities in Excess of Other Assets - (0.6)% | Liabilities in Excess of Other Assets - (0.6)% | (261281477) |
| **TOTAL NET ASSETS - 100.0%** |  | $44691069431 |
| Par amount is in USD unless otherwise indicated. | Par amount is in USD unless otherwise indicated. |  |
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. |  |

---

---

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

---

(a) Security is exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may only be resold in transactions exempt from registration to qualified institutional
 investors. As of March 31, 2026, the value of these securities total $11,892,857,543 or 26.6% of the Fund's net assets.

(b) Issuer is currently in default.

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

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

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

(f) Zero coupon bonds make no periodic interest payments.

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

(h) Security subject to the Alternative Minimum Tax ("AMT"). As of March 31, 2026, the total value of securities subject to the AMT was $2,685,495 or 0.0% of net assets.

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

------

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

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **<u>Level 1</u>** | **<u>Level 2</u>** | **<u>Level 3</u>** | **<u>Total</u>** |
| <u>Investments:</u> |  |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds | $– | $20998447027 | $– | $20998447027 |
|  &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Securities | – | 10641463899 | – | 10641463899 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Agency Residential Mortgage-Backed Securities | – | 6384774437 | – | 6384774437 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Non-Agency Residential Mortgage-Backed Securities | – | 2442146170 | – | 2442146170 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Non-Agency Commercial Mortgage-Backed Securities | – | 2068477970 | – | 2068477970 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Asset-Backed Securities | – | 891317834 | – | 891317834 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Agency Commercial Mortgage-Backed Securities | – | 284086420 | – | 284086420 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Municipal Bonds | – | 268751067 | – | 268751067 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Other Government Related Securities | – | 90049332 | – | 90049332 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 882836752 | – | – | 882836752 |
| Total Investments | $882836752 | $44069514156 | $– | $44952350908 |
| Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 4147653614

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

- **a. Name of Series:** Baird Core Plus Bond Fund

- **b. EDGAR series identifier (if any):** S000000754

- **c. LEI of Series:** 549300S4MBFCLLUH2X28

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $44905083679.10

**Total Liabilities:** $96043611.59

**Net Assets:** $44809040067.51

**Delayed Delivery Securities:** $84194675.58

**Cash Not Reported:** $10889472.56

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 284057.669535000000 | **1-Year:** 1896838.984750000000 | **5-Year:** 5223449.368118000000 | **10-Year:** 9137066.203498000000 | **30-Year:** 7492424.015771000000

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

- **3-Month:** 90885.027343000000 | **1-Year:** 171517.372855000000 | **5-Year:** 156632.738447000000 | **10-Year:** 64375.703599000000 | **30-Year:** 11975.149955000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000002165 | 0.21%                | 1.49%                | -1.84%               |
| Class ID C000002166 | 0.18%                | 1.49%                | -1.86%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-603607.10              | $-71756890.23                              |
| Month 2  | $1971787.07              | $529589743.41                              |
| Month 3  | $-2345082.89             | $-996980310.43                             |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                           | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BANQUE FED CRED MUTUEL         | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675DCM2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   15000000 | PA      | $15197720.40  | 0.03%             | 2028-02-16      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL         | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675DCU4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   32475000 | PA      | $32025781.12  | 0.07%             | 2031-01-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $14864998.05  | 0.03%             | 2035-09-10      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJSG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1874597 | PA      | $1718853.06   | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1804384 | PA      | $1736992.43   | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140ME5D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18443757 | PA      | $19033173.71  | 0.04%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QGEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   53077304 | PA      | $45556763.39  | 0.10%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W03D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13320083 | PA      | $12087771.64  | 0.03%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W0DP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   81297452 | PA      | $75677782.84  | 0.17%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X4RY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25324928 | PA      | $23640042.48  | 0.05%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X6LM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2589969 | PA      | $2557683.08   | 0.01%             | 2036-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XKU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15360365 | PA      | $14036341.17  | 0.03%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XRD44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10467420 | PA      | $10677732.11  | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31410KJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1491668 | PA      | $1564742.67   | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31416VDQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4076848 | PA      | $4121357.80   | 0.01%             | 2035-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14889240.75  | 0.03%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC          | Foundry JV Holdco LLC                                                           | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   18774000 | PA      | $19663592.85  | 0.04%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                      | Orange SA                                                                       | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   33426000 | PA      | $39507243.99  | 0.09%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179MQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   38274298 | PA      | $36277163.20  | 0.08%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179R7K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5029819 | PA      | $4817488.91   | 0.01%             | 2046-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179RF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4312245 | PA      | $4060225.54   | 0.01%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179TG66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16428908 | PA      | $16243849.30  | 0.04%             | 2047-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179XQY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10990770 | PA      | $11259991.75  | 0.03%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36202FX76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2858217 | PA      | $2709115.72   | 0.01%             | 2041-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622AADW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16537799 | PA      | $15024094.22  | 0.03%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2005-3F                                                 | CUSIP: 36242DF40<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     887160 | PA      | $719434.43    | 0.00%             | 2035-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2019-GC42                                          | CUSIP: 36257UAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24620000 | PA      | $23235738.04  | 0.05%             | 2052-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8982531.10   | 0.02%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV          | Grupo Bimbo SAB de CV                                                           | CUSIP: 40052VAE4<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |   25671000 | PA      | $21834885.95  | 0.05%             | 2047-11-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GULFSTREAM NATURAL GAS         | Gulfstream Natural Gas System LLC                                               | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5063010.70   | 0.01%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8748068.93   | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10150450.10  | 0.02%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust | FirstKey Homes 2021-SFR2 Trust                                                  | CUSIP: 33767TAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   33447434 | PA      | $32972698.19  | 0.07%             | 2038-09-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                       | Flex Ltd                                                                        | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   10000000 | PA      | $10204313.10  | 0.02%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    4425000 | PA      | $4400150.53   | 0.01%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC                       | MSCI Inc                                                                        | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9250840.90   | 0.02%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP        | Marathon Petroleum Corp                                                         | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    3985000 | PA      | $3388067.20   | 0.01%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL         | Marriott International Inc/MD                                                   | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10084855.40  | 0.02%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30                     | CUSIP: 61766NBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9062000 | PA      | $8973524.98   | 0.02%             | 2049-09-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                      | Mosaic Co/The                                                                   | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   11101000 | PA      | $11219013.62  | 0.03%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL         | Mutual of Omaha Cos Global Funding                                              | CUSIP: 62829D2E9<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |   12675000 | PA      | $12706514.23  | 0.03%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                | NGPL PipeCo LLC                                                                 | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   42204000 | PA      | $42290070.84  | 0.09%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC              | Newell Brands Inc                                                               | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5024445.00   | 0.01%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER           | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    8005000 | PA      | $7517168.42   | 0.02%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC            | Nomura Holdings Inc                                                             | CUSIP: 65535HBB4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    9600000 | PA      | $9116074.08   | 0.02%             | 2029-01-22      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2024-HYB1 Trust                                                             | CUSIP: 67448MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18591037 | PA      | $18607471.08  | 0.04%             | 2053-03-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7182799.19   | 0.02%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                      | Orange SA                                                                       | CUSIP: 685218AF6<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   15000000 | PA      | $14733414.75  | 0.03%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS          | QXO Building Products Inc                                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3059973.00   | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP             | Regal Rexnord Corp                                                              | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   26000000 | PA      | $27242070.70  | 0.06%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD        | Reliance Industries Ltd                                                         | CUSIP: 759470BB2<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |   20400000 | PA      | $18346256.52  | 0.04%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SYENSQO FINANCE AMERICA        | Syensqo Finance America LLC                                                     | CUSIP: 834423AF2<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |   49082000 | PA      | $50091754.66  | 0.11%             | 2034-06-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential  | Starwood Mortgage Residential Trust 2020-3                                      | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     962159 | PA      | $945302.04    | 0.00%             | 2065-04-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   30000000 | PA      | $30602315.40  | 0.07%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $35084869.05  | 0.08%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   22000000 | PA      | $22470390.14  | 0.05%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    7869000 | PA      | $7761375.92   | 0.02%             | 2036-07-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAZ6<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2911507.44   | 0.01%             | 2032-02-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    4996000 | PA      | $4751844.83   | 0.01%             | 2030-08-13      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   21550000 | PA      | $18987074.02  | 0.04%             | 2032-02-11      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2019-C16                                          | CUSIP: 90276YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2275000 | PA      | $2198888.28   | 0.00%             | 2052-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  446525000 | PA      | $279339761.86 | 0.62%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  707625000 | PA      | $591060367.98 | 1.32%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  595175000 | PA      | $527497091.29 | 1.18%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  127825000 | PA      | $123680673.19 | 0.28%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  483250000 | PA      | $481041397.69 | 1.07%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC         | UnitedHealth Group Inc                                                          | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   12175000 | PA      | $11780449.77  | 0.03%             | 2035-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                   | Vontier Corp                                                                    | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   32741000 | PA      | $29771924.32  | 0.07%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC             | Voya Financial Inc                                                              | CUSIP: 929089AH3<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8273642.45   | 0.02%             | 2034-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   22654000 | PA      | $21838456.23  | 0.05%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   10200000 | PA      | $10315265.30  | 0.02%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC             | Harbour Energy PLC                                                              | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $10247862.80  | 0.02%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC              | Herc Holdings Inc                                                               | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4101476.00   | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION       | Hess Midstream Operations LP                                                    | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24406000 | PA      | $24931342.81  | 0.06%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION       | Hess Midstream Operations LP                                                    | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10625000 | PA      | $10693170.00  | 0.02%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC         | Equitable Holdings Inc                                                          | CUSIP: 054561AN5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    1284000 | PA      | $1275698.79   | 0.00%             | 2029-02-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   13250000 | PA      | $11257012.65  | 0.03%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $12764954.24  | 0.03%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   23800000 | PA      | $23602293.16  | 0.05%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2548201.86   | 0.01%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                | Cigna Group/The                                                                 | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    8559000 | PA      | $7906668.11   | 0.02%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12075000 | PA      | $7051944.66   | 0.02%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust 2024-RPL4                                     | CUSIP: 16160NAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   92859220 | PA      | $82973845.39  | 0.19%             | 2064-12-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2005-A2                                     | CUSIP: 16162WPZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     246720 | PA      | $229592.38    | 0.00%             | 2036-01-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   25694000 | PA      | $25570138.48  | 0.06%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                    | Exelon Corp                                                                     | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    5875000 | PA      | $5286278.12   | 0.01%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                | Fair Isaac Corp                                                                 | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98122.14     | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJSS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3962088 | PA      | $3631666.70   | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7XJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2713336 | PA      | $2628520.33   | 0.01%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   19700000 | PA      | $19542333.41  | 0.04%             | 2028-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN       | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3981940.16   | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP              | Hyatt Hotels Corp                                                               | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   20016000 | PA      | $20564618.94  | 0.05%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC              | Iron Mountain Inc                                                               | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   20303000 | PA      | $20188279.93  | 0.05%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   30500000 | PA      | $28185265.03  | 0.06%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                | JAB Holdings BV                                                                 | CUSIP: 46653KAB4<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |   14393000 | PA      | $9773301.67   | 0.02%             | 2051-05-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION               | LG Energy Solution Ltd                                                          | CUSIP: 50205MAE9<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   12000000 | PA      | $11866098.72  | 0.03%             | 2034-07-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION               | LG Energy Solution Ltd                                                          | CUSIP: 50205MAN9<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   15000000 | PA      | $14872920.30  | 0.03%             | 2036-04-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                     | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   31439000 | PA      | $27978041.77  | 0.06%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                     | Leidos Inc                                                                      | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   26839000 | PA      | $27822259.11  | 0.06%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $10326563.40  | 0.02%             | 2030-06-05      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD            | Macquarie Group Ltd                                                             | CUSIP: 55608JAK4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    6440000 | PA      | $6349760.21   | 0.01%             | 2028-11-28      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138A2GR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1357674 | PA      | $1311273.44   | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138ASR53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     629481 | PA      | $607960.71    | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD       | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   20659000 | PA      | $21405237.17  | 0.05%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust  | MASTR Alternative Loan Trust 2004-8                                             | CUSIP: 576434UQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     427021 | PA      | $428298.01    | 0.00%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EMT92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     811440 | PA      | $804347.36    | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EQVQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8531973 | PA      | $8238090.31   | 0.02%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138LY5E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   35716593 | PA      | $33772288.11  | 0.08%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WKNJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18070214 | PA      | $16859404.72  | 0.04%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402QYZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6860 | PA      | $7008.53      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXGW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13471663 | PA      | $13409685.80  | 0.03%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J8MW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16008562 | PA      | $14916897.65  | 0.03%             | 2038-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   65788750 | PA      | $53635428.03  | 0.12%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   35394320 | PA      | $28819107.89  | 0.06%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418DYE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10952636 | PA      | $10376584.10  | 0.02%             | 2031-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31419BBT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      91624 | PA      | $87852.25     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS         | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   13800000 | PA      | $13728332.74  | 0.03%             | 2030-08-26      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA              | National Grid USA                                                               | CUSIP: 49337WAC4<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |    8375000 | PA      | $9373544.55   | 0.02%             | 2030-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   15533000 | PA      | $15396571.64  | 0.03%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                     | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   14000000 | PA      | $12661566.82  | 0.03%             | 2037-01-12      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                     | CUSIP: 632525CF6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    6000000 | PA      | $6161662.20   | 0.01%             | 2036-01-14      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                   | NNN REIT Inc                                                                    | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5786654.36   | 0.01%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2021-G                                | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6101565 | PA      | $5509137.91   | 0.01%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2023-1                                      | CUSIP: 647915AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   43878668 | PA      | $41668578.82  | 0.09%             | 2063-01-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2019-RPL2                                   | CUSIP: 64830HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7487346 | PA      | $7285311.31   | 0.02%             | 2059-02-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   12775000 | PA      | $12991676.78  | 0.03%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $8888564.04   | 0.02%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust  | MASTR Alternative Loan Trust 2005-6                                             | CUSIP: 576434V92<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1080407 | PA      | $677264.00    | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP            | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   89087000 | PA      | $86179360.68  | 0.19%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2022-NQM5 Trust                                                             | CUSIP: 67115FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   48992406 | PA      | $49189213.74  | 0.11%             | 2062-05-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP          | Oglethorpe Power Corp                                                           | CUSIP: 677050AU0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5089309.65   | 0.01%             | 2053-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3547881.57   | 0.01%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                      | ONEOK Inc                                                                       | CUSIP: 682680BW2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    8770000 | PA      | $6694116.88   | 0.01%             | 2045-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   71800000 | PA      | $72266039.44  | 0.16%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ABB35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   35796648 | PA      | $30986371.81  | 0.07%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                                              | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   35035000 | PA      | $35245668.96  | 0.08%             | 2029-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                                              | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25575000 | PA      | $25802320.83  | 0.06%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER        | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   11825000 | PA      | $10989801.31  | 0.02%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                     | Phinia Inc                                                                      | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1016391.00   | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP             | Regal Rexnord Corp                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   38340000 | PA      | $39323440.94  | 0.09%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10128994.30  | 0.02%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ADAD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   41910680 | PA      | $43403555.83  | 0.10%             | 2054-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                             | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9431581.40   | 0.02%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                             | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4570199.70   | 0.01%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15252976.50  | 0.03%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA         | Goldman Sachs Bank USA/New York NY                                              | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5006190.10   | 0.01%             | 2027-05-21      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN       | Graphic Packaging International LLC                                             | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4680943.50   | 0.01%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10617239.49  | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP          | Lincoln National Corp                                                           | CUSIP: 534187BZ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $12671153.56  | 0.03%             | 2035-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| LOUISIANA-PACIFIC CORP         | Louisiana-Pacific Corp                                                          | CUSIP: 546347AM7<br>LEI: 549300C7E2UAO5BVRR75 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $23973593.50  | 0.05%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION           | M&T Bank Corp                                                                   | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   26406000 | PA      | $28218940.37  | 0.06%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO        | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AJ7<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8245386.72   | 0.02%             | 2041-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                     | MasTec Inc                                                                      | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   30931000 | PA      | $30595300.91  | 0.07%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB           | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3213447.84   | 0.01%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                             | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   10035000 | PA      | $10035000.00  | 0.02%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  384750000 | PA      | $373132354.48 | 0.83%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   50000000 | PA      | $48109375.00  | 0.11%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED          | Vale Overseas Ltd                                                               | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   25339000 | PA      | $24115531.72  | 0.05%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY PARTNERS         | Valero Energy Partners LP                                                       | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20004131.00  | 0.04%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2182131.60   | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust           | Verizon Master Trust                                                            | CUSIP: 92348KCH4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   35887000 | PA      | $36399782.17  | 0.08%             | 2031-12-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust           | Verizon Master Trust                                                            | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   74475000 | PA      | $74464930.98  | 0.17%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2025-11                                              | CUSIP: 924935AC3<br>LEI: 213800H1O4C5SRNN4B66 | Long             | ABS-MBS          | CORP              | US        |  119675244 | PA      | $119106739.20 | 0.27%             | 2070-11-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CB6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   19000000 | PA      | $19643978.59  | 0.04%             | 2028-11-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   15175000 | PA      | $15270197.63  | 0.03%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust  | CUSIP: 92922FY44<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1960770 | PA      | $1752908.36   | 0.00%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WSP GLOBAL INC                 | WSP Global Inc                                                                  | CUSIP: 92938WAG8<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |   32000000 | PA      | $31722736.00  | 0.07%             | 2031-09-18      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust                   | CUSIP: 933634AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3994472 | PA      | $3710862.69   | 0.01%             | 2037-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2006-AR10 Trust                  | CUSIP: 93363EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     372609 | PA      | $329345.45    | 0.00%             | 2036-09-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   22095000 | PA      | $21886202.69  | 0.05%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $26276359.55  | 0.06%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7125639.92   | 0.02%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20173416.00  | 0.05%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14867097.30  | 0.03%             | 2030-01-23      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| WESTERN & SOUTHERN FIN         | Western & Southern Financial Group Inc                                          | CUSIP: 957576AA9<br>LEI: 54930077BZ6U5AC0NJ12 | Long             | DBT              | CORP              | US        |   45913000 | PA      | $47569060.79  | 0.11%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                            | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $9750386.00   | 0.02%             | 2034-07-24      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP       | Citizens Financial Group Inc                                                    | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   56813000 | PA      | $58507820.99  | 0.13%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO              | DXC Technology Co                                                               | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |   11988000 | PA      | $11839578.01  | 0.03%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA       | Electricite de France SA                                                        | CUSIP: 268317AP9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   10000000 | PA      | $9734233.10   | 0.02%             | 2035-10-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA       | Electricite de France SA                                                        | CUSIP: 268317AY0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   24450000 | PA      | $25240369.72  | 0.06%             | 2029-04-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ENI SPA                        | Eni SpA                                                                         | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    6000000 | PA      | $5969732.82   | 0.01%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EATON CORP                     | Eaton Corp                                                                      | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    3660000 | PA      | $3547335.61   | 0.01%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10270307.50  | 0.02%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4854280.30   | 0.01%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | ENEL Finance International NV                                                   | CUSIP: 29278GAC2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   54084000 | PA      | $44691568.66  | 0.10%             | 2047-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | ENEL Finance International NV                                                   | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    7000000 | PA      | $6864913.23   | 0.02%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC         | EquipmentShare.com Inc                                                          | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     500000 | PA      | $521879.50    | 0.00%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                          | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    3650000 | PA      | $3726843.92   | 0.01%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FMR LLC                        | FMR LLC                                                                         | CUSIP: 30251BAD0<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |    4235000 | PA      | $4253505.38   | 0.01%             | 2033-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9X64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13135565 | PA      | $12034218.35  | 0.03%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJMW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     488360 | PA      | $483914.52    | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7XX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1330403 | PA      | $1288899.61   | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XPKM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   68463868 | PA      | $55719362.25  | 0.12%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XPXR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30670660 | PA      | $29080107.19  | 0.06%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XQKK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   68293057 | PA      | $61835664.06  | 0.14%             | 2037-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QJK1<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   31762000 | PA      | $31798345.26  | 0.07%             | 2029-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO       | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   15286000 | PA      | $15474292.95  | 0.03%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu | JPMDB Commercial Mortgage Securities Trust 2018-C8                              | CUSIP: 46591ABA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4070000 | PA      | $4039512.85   | 0.01%             | 2051-06-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC        | Jefferies Financial Group Inc                                                   | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   30200000 | PA      | $29115298.14  | 0.06%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                   | KBC Group NV                                                                    | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   29995000 | PA      | $30190127.97  | 0.07%             | 2030-10-16      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| KENNAMETAL INC                 | Kennametal Inc                                                                  | CUSIP: 489170AE0<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $7932972.55   | 0.02%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA          | Minerva Luxembourg SA                                                           | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |    6000000 | PA      | $6412020.00   | 0.01%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                     | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14175000 | PA      | $14093044.40  | 0.03%             | 2049-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5349869.10   | 0.01%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7919268.00   | 0.02%             | 2030-01-09      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   19525000 | PA      | $19580172.38  | 0.04%             | 2036-07-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA       | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AC1<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $8006505.29   | 0.02%             | 2031-12-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA       | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AK3<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |   23409000 | PA      | $29972351.05  | 0.07%             | 2039-08-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust      | Nelnet Student Loan Trust 2021-A                                                | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11895720 | PA      | $11340852.82  | 0.03%             | 2062-04-20      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2016-1                                      | CUSIP: 64829FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3352061 | PA      | $3230293.27   | 0.01%             | 2056-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2018-1                                      | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3766250 | PA      | $3672939.00   | 0.01%             | 2057-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                  | AIB Group PLC                                                                   | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   59178000 | PA      | $61935153.32  | 0.14%             | 2029-09-13      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING        | Corebridge Global Funding                                                       | CUSIP: 00138CBD9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12073664.64  | 0.03%             | 2028-01-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AIG SUNAMER GLOB FIN X         | AIG SunAmerica Global Financing X                                               | CUSIP: 00139PAA6<br>LEI: 549300Q3UB1GMKCGGR05 | Long             | DBT              | CORP              | US        |   10549000 | PA      | $11438969.97  | 0.03%             | 2032-03-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC          | AAR Escrow Issuer LLC                                                           | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $254450.50    | 0.00%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC       | Acadia Healthcare Co Inc                                                        | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1023824.43   | 0.00%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                  | Aircastle Ltd                                                                   | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    8025000 | PA      | $7774235.36   | 0.02%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD       | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAM8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    6500000 | PA      | $6131771.17   | 0.01%             | 2030-01-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORP              | NorthWestern Corp                                                               | CUSIP: 66807TAA0<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5384599.82   | 0.01%             | 2030-03-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2026-NQM1 Trust                                                             | CUSIP: 67123HAA1<br>LEI: 25490068H0VHV68K7086 | Long             | ABS-MBS          | CORP              | US        |  128652582 | PA      | $127733320.80 | 0.29%             | 2065-11-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   14782000 | PA      | $13108034.44  | 0.03%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                    | Revvity Inc                                                                     | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    6280000 | PA      | $5900727.94   | 0.01%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                 | Phillips 66 Co                                                                  | CUSIP: 718547AY8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $12800192.73  | 0.03%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| POSCO                          | POSCO                                                                           | CUSIP: 73730EAD5<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    5000000 | PA      | $5099821.60   | 0.01%             | 2028-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2024-SFR1 Trust                                            | CUSIP: 74331QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   72526450 | PA      | $69853937.27  | 0.16%             | 2041-02-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                    | Prologis LP                                                                     | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    6600000 | PA      | $6150194.16   | 0.01%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC          | Republic Services Inc                                                           | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5050932.50   | 0.01%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT       | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $11506923.61  | 0.03%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND ST STUDENT LOAN A | Rhode Island Student Loan Authority                                             | CUSIP: 762315RG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1265000 | PA      | $1320368.67   | 0.00%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SK TELECOM CO LTD              | SK Telecom Co Ltd                                                               | CUSIP: 78440PAC2<br>LEI: 9884003WEA1PHW006037 | Long             | DBT              | CORP              | KR        |     960000 | PA      | $985677.02    | 0.00%             | 2027-07-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                 | Alpek SAB de CV                                                                 | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |   10000000 | PA      | $8389981.20   | 0.02%             | 2031-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF           | American National Global Funding                                                | CUSIP: 02771D2D5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9923215.70   | 0.02%             | 2028-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                 | SNF Group SACA                                                                  | CUSIP: 784944AA8<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |   27325000 | PA      | $27647435.00  | 0.06%             | 2031-03-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP        | Sammons Financial Group Inc                                                     | CUSIP: 79588TAD2<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $22951766.50  | 0.05%             | 2031-04-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA       | Americold Realty Operating Partnership LP                                       | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $33280632.00  | 0.07%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   10000000 | PA      | $10238957.10  | 0.02%             | 2030-03-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   14960000 | PA      | $14819679.39  | 0.03%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC           | Smithfield Foods Inc                                                            | CUSIP: 832248BB3<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   16566000 | PA      | $16717273.42  | 0.04%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9959237.80   | 0.02%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8906437.40   | 0.02%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC           | Smithfield Foods Inc                                                            | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   18500000 | PA      | $16237197.48  | 0.04%             | 2031-09-13      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBB7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    9200000 | PA      | $6607314.05   | 0.01%             | 2041-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   18760000 | PA      | $16826370.41  | 0.04%             | 2032-06-09      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBK7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    3600000 | PA      | $2676574.33   | 0.01%             | 2043-01-21      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    4000000 | PA      | $4130559.96   | 0.01%             | 2035-01-19      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBY7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   13000000 | PA      | $13217406.15  | 0.03%             | 2055-01-19      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   13975000 | PA      | $14183773.36  | 0.03%             | 2029-04-13      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI       | Solstice Advanced Materials Inc                                                 | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1972084.40   | 0.00%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP           | Southern Copper Corp                                                            | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |   19786000 | PA      | $22623688.33  | 0.05%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI       | Standard Building Solutions Inc                                                 | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    3125000 | PA      | $3089860.84   | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254CC2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   38925000 | PA      | $34617294.81  | 0.08%             | 2032-06-29      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 85325C2K7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   30750000 | PA      | $30425353.49  | 0.07%             | 2030-01-13      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I       | Stanley Black & Decker Inc                                                      | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    4175000 | PA      | $3496524.13   | 0.01%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 86765BAK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $989743.15    | 0.00%             | 2042-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                 | TD SYNNEX Corp                                                                  | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $29064720.60  | 0.06%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   60000000 | PA      | $56746717.20  | 0.13%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR17                                                                | CUSIP: 06211GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4150000 | PA      | $4232363.39   | 0.01%             | 2058-11-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   24400000 | PA      | $23341841.30  | 0.05%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    7000000 | PA      | $7140886.41   | 0.02%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL         | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675FBB2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    6000000 | PA      | $6156270.66   | 0.01%             | 2028-07-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2150000 | PA      | $1969326.86   | 0.00%             | 2031-06-24      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   20000000 | PA      | $21611637.60  | 0.05%             | 2034-09-13      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC         | Cox Communications Inc                                                          | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9597379.30   | 0.02%             | 2034-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   12500000 | PA      | $11463450.63  | 0.03%             | 2032-05-14      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 225401BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    5000000 | PA      | $5196379.65   | 0.01%             | 2029-09-22      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    8900000 | PA      | $8969401.40   | 0.02%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC               | Crown Castle Inc                                                                | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4929302.05   | 0.01%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC               | Crown Castle Inc                                                                | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   21800000 | PA      | $22316204.60  | 0.05%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING        | DCP Midstream Operating LP                                                      | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   18264000 | PA      | $18584545.25  | 0.04%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   46714000 | PA      | $43412987.42  | 0.10%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    5500000 | PA      | $4980150.84   | 0.01%             | 2032-05-28      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    8000000 | PA      | $8037682.24   | 0.02%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| DIST OF COLUMBIA REVENUE       | District of Columbia                                                            | CUSIP: 25483VEC4<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |   10335000 | PA      | $11041805.48  | 0.02%             | 2035-10-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4352072.45   | 0.01%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   19350000 | PA      | $19215612.70  | 0.04%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EQT AB                         | EQT AB                                                                          | CUSIP: 29439EAA7<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |   17800000 | PA      | $17839302.04  | 0.04%             | 2035-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                    | Equifax Inc                                                                     | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15191090.40  | 0.03%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FNB CORP                       | FNB Corp/PA                                                                     | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25155257.50  | 0.06%             | 2030-12-11      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   65846003 | PA      | $58820967.23  | 0.13%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVMC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21012798 | PA      | $18780126.21  | 0.04%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19103980 | PA      | $19258233.34  | 0.04%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KLUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19775304 | PA      | $17023536.93  | 0.04%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FG6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27749000 | PA      | $27573923.23  | 0.06%             | 2028-05-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXHY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36657579 | PA      | $36029401.84  | 0.08%             | 2051-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J5H93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8988392 | PA      | $8635237.91   | 0.02%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J5SS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10099035 | PA      | $9502096.56   | 0.02%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J8LG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7477048 | PA      | $7226721.63   | 0.02%             | 2037-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JANV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4486488 | PA      | $4487736.61   | 0.01%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JB2X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   70248594 | PA      | $62058900.91  | 0.14%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QG2A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34054580 | PA      | $30616573.27  | 0.07%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9129244.14   | 0.02%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS       | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28000000 | PA      | $27983627.00  | 0.06%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QSHT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   59558115 | PA      | $61563369.24  | 0.14%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W5LC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   37946985 | PA      | $36213704.09  | 0.08%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL         | Telecom Italia Capital SA                                                       | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     797000 | PA      | $860693.85    | 0.00%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    3768000 | PA      | $3752324.52   | 0.01%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X87K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32248567 | PA      | $28884111.84  | 0.06%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X8SF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16697825 | PA      | $14239522.61  | 0.03%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   34108000 | PA      | $29617292.63  | 0.07%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE        | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    5000000 | PA      | $5131700.00   | 0.01%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XAZ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33210300 | PA      | $28497916.12  | 0.06%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XCYA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   73254406 | PA      | $62854241.15  | 0.14%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOLL ROAD INV PART II          | Toll Road Investors Partnership II LP                                           | CUSIP: 88948ADJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12500000 | PA      | $6647094.13   | 0.01%             | 2036-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                  | TopBuild Corp                                                                   | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6851401.90   | 0.02%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XD6K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   98261136 | PA      | $84293620.84  | 0.19%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XD6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   65077242 | PA      | $56033164.71  | 0.13%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2024-1                                                | CUSIP: 89182NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   63295377 | PA      | $64319312.85  | 0.14%             | 2064-03-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP          | Truist Financial Corp                                                           | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8502669.44   | 0.02%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XFK67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20735793 | PA      | $17459909.37  | 0.04%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XMNE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31655396 | PA      | $33295803.33  | 0.07%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                                | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $916483.20    | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  534275000 | PA      | $532000158.56 | 1.19%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XMPS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26119018 | PA      | $26759096.89  | 0.06%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418ARX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3083462 | PA      | $2963693.71   | 0.01%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418D6N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4496571 | PA      | $4233516.40   | 0.01%             | 2031-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                     | FedEx Corp                                                                      | CUSIP: 31428XDK9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6402842.04   | 0.01%             | 2035-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO       | Fedex Freight Holding Co Inc                                                    | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3952035.28   | 0.01%             | 2029-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust | FirstKey Homes 2021-SFR1 Trust                                                  | CUSIP: 33767WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   77092247 | PA      | $76243160.26  | 0.17%             | 2038-08-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   20804000 | PA      | $19926147.55  | 0.04%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    9570000 | PA      | $9664004.10   | 0.02%             | 2031-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION          | Flowserve Corp                                                                  | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    7075000 | PA      | $6655373.19   | 0.01%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F | Ford Credit Auto Owner Trust/Ford Credit                                        | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   40125000 | PA      | $40826549.51  | 0.09%             | 2037-08-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179MNH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2170994 | PA      | $2057716.01   | 0.00%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179NQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18438332 | PA      | $17724654.28  | 0.04%             | 2043-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179SDQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4638296 | PA      | $4519047.72   | 0.01%             | 2031-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8996753 | PA      | $8155929.83   | 0.02%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36202FV86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1447309 | PA      | $1391776.15   | 0.00%             | 2041-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae I Pool                                                               | CUSIP: 3622A2A69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   75093024 | PA      | $68637264.24  | 0.15%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8039857.44   | 0.02%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24621048.75  | 0.05%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FINANCE SIX         | Goodman US Finance Six LLC                                                      | CUSIP: 38239EAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9960530.90   | 0.02%             | 2034-10-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $10181507.30  | 0.02%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust | Home Partners of America 2021-2 Trust                                           | CUSIP: 43732VAT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   58008589 | PA      | $56921612.04  | 0.13%             | 2026-12-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| HORIZON MUTUAL HOLDINGS        | Horizon Mutual Holdings Inc                                                     | CUSIP: 43990FAA6<br>LEI: 254900R6BWV4LUXBN549 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9361495.40   | 0.02%             | 2034-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                    | Hubbell Inc                                                                     | CUSIP: 443510AJ1<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11818724.52  | 0.03%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                     | Humana Inc                                                                      | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $30593433.90  | 0.07%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                     | Humana Inc                                                                      | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    8150000 | PA      | $8237594.41   | 0.02%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    8327000 | PA      | $8638587.43   | 0.02%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $13197020.98  | 0.03%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L       | Huntsman International LLC                                                      | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4064263.84   | 0.01%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   17350000 | PA      | $17496606.46  | 0.04%             | 2027-06-24      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ADV6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   19650000 | PA      | $19734336.82  | 0.04%             | 2028-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                   | Illumina Inc                                                                    | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   12975000 | PA      | $12908114.78  | 0.03%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC             | Ingersoll Rand Inc                                                              | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    9700000 | PA      | $10077171.31  | 0.02%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES       | International Flavors & Fragrances Inc                                          | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    4165000 | PA      | $3994850.71   | 0.01%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| IOWA ST FIN AUTH SF MTGE REVEN | Iowa Finance Authority                                                          | CUSIP: 46247EAZ8<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |   10040000 | PA      | $10567172.29  | 0.02%             | 2054-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                      | IQVIA Inc                                                                       | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2490548.50   | 0.01%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JABIL INC                      | Jabil Inc                                                                       | CUSIP: 46656PAC8<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7902951.20   | 0.02%             | 2029-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust  | MASTR Alternative Loan Trust 2004-2                                             | CUSIP: 576434MK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     626272 | PA      | $624439.03    | 0.00%             | 2034-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PINE STREET TRUST III          | Pine Street Trust III                                                           | CUSIP: 72284KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9985091.40   | 0.02%             | 2054-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE       | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9676915.50   | 0.02%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| RXO INC                        | RXO Inc                                                                         | CUSIP: 74982TAA1<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6716555.30   | 0.01%             | 2031-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP        | SBA Communications Corp                                                         | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   15821000 | PA      | $14991517.63  | 0.03%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAF9<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    8435000 | PA      | $8025805.58   | 0.02%             | 2028-06-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   10014000 | PA      | $10332518.20  | 0.02%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD             | Santos Finance Ltd                                                              | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |   21000000 | PA      | $19650447.60  | 0.04%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2024-D                                         | CUSIP: 83207QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   59585250 | PA      | $60420522.07  | 0.13%             | 2053-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBW1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    7475000 | PA      | $7642288.26   | 0.02%             | 2030-01-19      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RCL4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   25000000 | PA      | $24749439.75  | 0.06%             | 2030-04-12      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| PINNACLE FINANCL PARTNRS       | Pinnacle Financial Partners Inc                                                 | CUSIP: 87161CAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15293428.35  | 0.03%             | 2030-11-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 902613AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    3000000 | PA      | $2985556.23   | 0.01%             | 2033-08-05      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                                | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4978291.50   | 0.01%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1032900000 | PA      | $643908248.68 | 1.44%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS          | Universal Health Services Inc                                                   | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $15808814.40  | 0.04%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                   | Vontier Corp                                                                    | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   26883000 | PA      | $25767393.41  | 0.06%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2017-C40                                  | CUSIP: 95000YAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   48894000 | PA      | $48201734.30  | 0.11%             | 2050-10-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2018-C46                                  | CUSIP: 95001QAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23500000 | PA      | $23283614.35  | 0.05%             | 2051-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2024-5C2                                  | CUSIP: 95003UAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20575000 | PA      | $21026964.85  | 0.05%             | 2057-11-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| WESTROCK MWV LLC               | WestRock MWV LLC                                                                | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    5012000 | PA      | $5617888.65   | 0.01%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| GLENCORE FINANCE CANADA        | Glencore Finance Canada Ltd                                                     | CUSIP: 98417EAN0<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |    9400000 | PA      | $9531661.76   | 0.02%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   12625000 | PA      | $12830249.93  | 0.03%             | 2031-01-16      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $9952841.90   | 0.02%             | 2027-05-22      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   18300000 | PA      | $17992346.26  | 0.04%             | 2032-01-16      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                      | Mylan Inc                                                                       | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8458826.80   | 0.02%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2004-CB3 Trust                   | CUSIP: 92922FXL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     323318 | PA      | $329256.11    | 0.00%             | 2034-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL        | Western-Southern Global Funding                                                 | CUSIP: 95954A2C6<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |   48018000 | PA      | $46763294.46  | 0.10%             | 2032-12-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL        | Western-Southern Global Funding                                                 | CUSIP: 95954A2D4<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |   23500000 | PA      | $23287598.78  | 0.05%             | 2029-01-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                            | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $9975827.30   | 0.02%             | 2031-11-23      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                            | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    3000000 | PA      | $3039048.87   | 0.01%             | 2033-08-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC       | Willis North America Inc                                                        | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   10600000 | PA      | $10037523.40  | 0.02%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC       | Willis North America Inc                                                        | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6062784.84   | 0.01%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC       | Willis North America Inc                                                        | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4853281.30   | 0.01%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD           | Woodside Finance Ltd                                                            | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    4500000 | PA      | $4595174.51   | 0.01%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS         | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAT9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $961488.02    | 0.00%             | 2030-03-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TRINITY INDUSTRIES INC         | Trinity Industries Inc                                                          | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5125170.00   | 0.01%             | 2028-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S       | Tyco Electronics Group SA                                                       | CUSIP: 902133AG2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     500000 | PA      | $577396.25    | 0.00%             | 2037-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC          | GFL Environmental Inc                                                           | CUSIP: 36168QAM6<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |   22000000 | PA      | $21390804.82  | 0.05%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC          | GFL Environmental Inc                                                           | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $3104482.05   | 0.01%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL HOL          | GFL Environmental Holdings US Inc                                               | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4903979.50   | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   10875000 | PA      | $11131549.08  | 0.02%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                   | US Foods Inc                                                                    | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    5250000 | PA      | $5226658.13   | 0.01%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                                | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2820208.50   | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  499875000 | PA      | $350556868.87 | 0.78%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  478750000 | PA      | $332020603.08 | 0.74%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                    | Exelon Corp                                                                     | CUSIP: 210371AF7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1870256.67   | 0.00%             | 2032-04-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| ENI SPA                        | Eni SpA                                                                         | CUSIP: 26874RAJ7<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   18250000 | PA      | $18147812.23  | 0.04%             | 2029-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L       | Fortescue Treasury Pty Ltd                                                      | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     560000 | PA      | $529112.92    | 0.00%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128CUVG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2943001 | PA      | $2850047.43   | 0.01%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132CWCV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3340135 | PA      | $3281481.66   | 0.01%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132D56Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   36259930 | PA      | $32719366.49  | 0.07%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DMBQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6144415 | PA      | $5793001.09   | 0.01%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DPM62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10770584 | PA      | $10919258.77  | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132FCEB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   32950470 | PA      | $30336781.61  | 0.07%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138A4XY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     932289 | PA      | $896655.54    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WDWT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3147677 | PA      | $3031530.68   | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WECU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2843400 | PA      | $2738202.51   | 0.01%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $18203019.48  | 0.04%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   15600000 | PA      | $15797719.08  | 0.04%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC              | Herc Holdings Inc                                                               | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15246405.00  | 0.03%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MBIA INSURANCE CO              | MBIA Insurance Corp                                                             | CUSIP: 55276GAA3<br>LEI: 5493004M1UUDNTDXS107 | Long             | DBT              | CORP              | US        |     700000 | PA      | $1400.00      | 0.00%             | 2033-01-15      | None          | 15.19%                | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY H | Massachusetts Housing Finance Agency                                            | CUSIP: 57587GP90<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   22185000 | PA      | $23152627.62  | 0.05%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo | Merrill Lynch Mortgage Investors Trust MLMI Series 2005-A5                      | CUSIP: 59020UYN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     388408 | PA      | $382625.17    | 0.00%             | 2035-06-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS         | Methanex US Operations Inc                                                      | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3069198.00   | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS          | Universal Health Services Inc                                                   | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $28642397.70  | 0.06%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE          | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7414064.00   | 0.02%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV         | Minera Mexico SA de CV                                                          | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |   15000000 | PA      | $15153000.00  | 0.03%             | 2032-02-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY HOMEO | Minnesota Housing Finance Agency                                                | CUSIP: 60416QGL2<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |    8035974 | PA      | $6940720.71   | 0.02%             | 2046-10-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust           | Verizon Master Trust Series 2024-5                                              | CUSIP: 92348KDB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5150000 | PA      | $5251402.47   | 0.01%             | 2032-06-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2016-BNK1                                 | CUSIP: 95000GAY0<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |   16807000 | PA      | $16710267.31  | 0.04%             | 2049-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC          | Molina Healthcare Inc                                                           | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   13950000 | PA      | $13714318.94  | 0.03%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA         | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $17193339.30  | 0.04%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10109363.60  | 0.02%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C1                     | CUSIP: 61778GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   77125000 | PA      | $77686169.21  | 0.17%             | 2058-03-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   22955000 | PA      | $23482334.89  | 0.05%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                  | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8434186.90   | 0.02%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C2                     | CUSIP: 61779RAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   79412000 | PA      | $78915238.23  | 0.18%             | 2058-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                    | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7777065.52   | 0.02%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                    | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   11775000 | PA      | $8832195.77   | 0.02%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE        | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   58055000 | PA      | $55961490.26  | 0.12%             | 2029-09-13      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    7125000 | PA      | $7613055.38   | 0.02%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                      | ONEOK Inc                                                                       | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9893771.00   | 0.02%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY          | Reckitt Benckiser Treasury Services PLC                                         | CUSIP: 75625QAE9<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |   56870000 | PA      | $56008079.42  | 0.12%             | 2027-06-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING        | Corebridge Global Funding                                                       | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    5900000 | PA      | $5990189.23   | 0.01%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust             | A&D Mortgage Trust 2023-NQM3                                                    | CUSIP: 00249FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   50169455 | PA      | $50340000.59  | 0.11%             | 2068-07-25      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863AY6<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $7292137.30   | 0.02%             | 2050-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                | Antofagasta PLC                                                                 | CUSIP: 03718NAA4<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    6000000 | PA      | $5379000.00   | 0.01%             | 2030-10-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   40029000 | PA      | $26033349.70  | 0.06%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   31734000 | PA      | $20562983.67  | 0.05%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI       | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3066117.00   | 0.01%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI       | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13500000 | PA      | $13303328.36  | 0.03%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO           | Appalachian Power Co                                                            | CUSIP: 037735CK1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1528036.34   | 0.00%             | 2037-08-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                  | ArcelorMittal SA                                                                | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   11096000 | PA      | $12065188.11  | 0.03%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                     | Arcosa Inc                                                                      | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2894220.60   | 0.01%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   17450000 | PA      | $17694467.00  | 0.04%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   22896000 | PA      | $25022623.07  | 0.06%             | 2034-10-19      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC       | Baxter International Inc                                                        | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   12943000 | PA      | $12780455.08  | 0.03%             | 2029-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate M | Bear Stearns ARM Trust 2005-9                                                   | CUSIP: 07387AEG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     146670 | PA      | $141959.35    | 0.00%             | 2035-10-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II       | Belrose Funding Trust II                                                        | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11600000 | PA      | $11618304.10  | 0.03%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B24 Mortgage Trust                                               | CUSIP: 08163CBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19075000 | PA      | $17099560.57  | 0.04%             | 2054-03-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC        | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $973973.05    | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BORAL FINANCE PTY LTD          | Boral Finance Pty Ltd                                                           | CUSIP: 09952AAC0<br>LEI: 549300X2TYFVNPM0UT91 | Long             | DBT              | CORP              | AU        |    1440000 | PA      | $1404637.27   | 0.00%             | 2028-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA         | BP Capital Markets America Inc                                                  | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    4575000 | PA      | $4589804.79   | 0.01%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS            | Braskem Netherlands Finance BV                                                  | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   10000000 | PA      | $4743600.00   | 0.01%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP         | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $501377.15    | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC              | CBRE Services Inc                                                               | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   10725000 | PA      | $10576144.29  | 0.02%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE            | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13711262.10  | 0.03%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC              | CF Industries Inc                                                               | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |   10922000 | PA      | $10176019.75  | 0.02%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    5425000 | PA      | $5431014.16   | 0.01%             | 2030-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US          | Canpack SA / Canpack US LLC                                                     | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | PL        |   15000000 | PA      | $14036791.50  | 0.03%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10259160.50  | 0.02%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                  | Carnival Corp                                                                   | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   20000000 | PA      | $19855632.00  | 0.04%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   24388000 | PA      | $23151099.17  | 0.05%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8763593.00   | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   61962000 | PA      | $62921393.58  | 0.14%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5377506.30   | 0.01%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10381538.80  | 0.02%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2007-A1                                     | CUSIP: 161630AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     240317 | PA      | $228884.69    | 0.00%             | 2037-02-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS       | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3189934.72   | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2006-AR1                                          | CUSIP: 17307G2Z0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1994691 | PA      | $1939702.06   | 0.00%             | 2035-10-25      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $29895910.50  | 0.07%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2019-GC43                                   | CUSIP: 17328HBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7350000 | PA      | $6915273.23   | 0.02%             | 2052-11-10      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2024-1 Mortgage Loan Trust                                                 | CUSIP: 19688TAA3<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   19428266 | PA      | $19474032.98  | 0.04%             | 2069-02-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                                    | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7073279.12   | 0.02%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO           | Commercial Metals Co                                                            | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8905378.50   | 0.02%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO           | Commercial Metals Co                                                            | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $985845.50    | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTUR       | Cia de Minas Buenaventura SAA                                                   | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |    7875000 | PA      | $7985880.00   | 0.02%             | 2032-02-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7227000 | PA      | $4891056.68   | 0.01%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5408844.72   | 0.01%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   12000000 | PA      | $12080942.76  | 0.03%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                 | Capital One NA                                                                  | CUSIP: 25466AAP6<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   33225000 | PA      | $33364708.80  | 0.07%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $28671204.50  | 0.06%             | 2034-11-02      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                        | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   28813000 | PA      | $30826329.70  | 0.07%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART        | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   27248000 | PA      | $31584648.08  | 0.07%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC            | Elevance Health Inc                                                             | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $4559080.76   | 0.01%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   18727000 | PA      | $19518938.24  | 0.04%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   79096916 | PA      | $68042852.17  | 0.15%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132GUKK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1482436 | PA      | $1403003.97   | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132LVU87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15091887 | PA      | $14272819.84  | 0.03%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCRX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12802944 | PA      | $12327384.73  | 0.03%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335A2F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9943558 | PA      | $9112967.97   | 0.02%             | 2045-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335BCZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24821689 | PA      | $22446973.83  | 0.05%             | 2047-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335BKG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9522232 | PA      | $8984320.60   | 0.02%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BKGK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   78938000 | PA      | $76903625.65  | 0.17%             | 2030-04-25      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BPVN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19965000 | PA      | $18984736.47  | 0.04%             | 2031-01-25      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HAGZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   31575000 | PA      | $31601232.51  | 0.07%             | 2030-07-25      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XG7B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23326164 | PA      | $22011514.70  | 0.05%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XLYE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   55022396 | PA      | $52212337.62  | 0.12%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XP2B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31855813 | PA      | $28844565.30  | 0.06%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                | Antofagasta PLC                                                                 | CUSIP: 03718NAC0<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |   22187000 | PA      | $23167709.77  | 0.05%             | 2034-05-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                  | ArcelorMittal SA                                                                | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    6000000 | PA      | $6379680.96   | 0.01%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00084DAL4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   47025000 | PA      | $47002041.92  | 0.10%             | 2026-04-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   31325000 | PA      | $27959604.26  | 0.06%             | 2037-03-13      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                      | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   16279000 | PA      | $16090989.60  | 0.04%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2022-1                                                    | CUSIP: 042855AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11500000 | PA      | $10921977.80  | 0.02%             | 2056-12-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   10000000 | PA      | $9872408.10   | 0.02%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH            | CommonSpirit Health                                                             | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   20400000 | PA      | $18754000.91  | 0.04%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC             | Conagra Brands Inc                                                              | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    6625000 | PA      | $6161068.41   | 0.01%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                        | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   17900000 | PA      | $17805747.55  | 0.04%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC        | Entergy Mississippi LLC                                                         | CUSIP: 29366WAH9<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    6325000 | PA      | $6232442.86   | 0.01%             | 2036-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAH0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   25000000 | PA      | $25318542.25  | 0.06%             | 2027-06-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK33                                                                 | CUSIP: 06541CBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7919000 | PA      | $7127864.18   | 0.02%             | 2064-05-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                          | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    6950000 | PA      | $6218147.49   | 0.01%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133A7QV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22445802 | PA      | $19291705.94  | 0.04%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2020-B21 Mortgage Trust                                               | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   47030000 | PA      | $41634375.08  | 0.09%             | 2053-12-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC               | Berry Global Inc                                                                | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   15225000 | PA      | $15570986.30  | 0.03%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP         | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20000000 | PA      | $18977483.40  | 0.04%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2019-C17 Commercial Mortgage Trust                                        | CUSIP: 12597BAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4730327.00   | 0.01%             | 2052-09-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KT2C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13345937 | PA      | $11992219.51  | 0.03%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31374CSA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   56135040 | PA      | $49591987.66  | 0.11%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP                       | CSX Corp                                                                        | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     475000 | PA      | $512249.40    | 0.00%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST         | CVS Pass-Through Trust                                                          | CUSIP: 126650BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15372803 | PA      | $16232609.88  | 0.04%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   18250000 | PA      | $17573042.90  | 0.04%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                  | Carnival Corp                                                                   | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   22000000 | PA      | $21482511.16  | 0.05%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00084DAU4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   12250000 | PA      | $12169517.01  | 0.03%             | 2027-06-16      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING        | Corebridge Global Funding                                                       | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6078658.44   | 0.01%             | 2029-06-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   10980000 | PA      | $10910350.46  | 0.02%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   13750000 | PA      | $13540745.35  | 0.03%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                    | Aker BP ASA                                                                     | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   10440000 | PA      | $10014956.59  | 0.02%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY         | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2966016.00   | 0.01%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP             | Alcon Finance Corp                                                              | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    6475000 | PA      | $5988896.30   | 0.01%             | 2030-05-27      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ALLEGION PLC                   | Allegion plc                                                                    | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |   12275000 | PA      | $11822558.72  | 0.03%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF           | American National Global Funding                                                | CUSIP: 02771D2B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11500000 | PA      | $11453133.48  | 0.03%             | 2030-06-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-3                                                    | CUSIP: 04285AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5118238 | PA      | $4904154.48   | 0.01%             | 2048-10-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9261648.27   | 0.02%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   10000000 | PA      | $10293050.90  | 0.02%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   18330000 | PA      | $18959799.74  | 0.04%             | 2035-01-18      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 Mortgage Trust     | BMO 2022-C1 Mortgage Trust                                                      | CUSIP: 05609MCC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   34100000 | PA      | $31483060.29  | 0.07%             | 2055-02-15      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                   | ADT Security Corp/The                                                           | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2149535.52   | 0.00%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                 | Air Lease Corp                                                                  | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10208910.00  | 0.02%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2007-C Trust                                            | CUSIP: 059522AV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     591728 | PA      | $520164.27    | 0.00%             | 2036-05-20      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2022-BNK44                                                                 | CUSIP: 06540KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   32650000 | PA      | $33972553.55  | 0.08%             | 2055-11-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK8                                                                  | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   70921751 | PA      | $69210118.37  | 0.15%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   26700000 | PA      | $26997154.18  | 0.06%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   20000000 | PA      | $19355716.00  | 0.04%             | 2037-02-24      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Bayview Financial Acquisition  | Bayview Financial Mortgage Pass-Through Trust 2007-B                            | CUSIP: 07324FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      39593 | PA      | $34826.48     | 0.00%             | 2047-08-28      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| BEACON FUNDING TRUST           | Beacon Funding Trust                                                            | CUSIP: 073952AB9<br>LEI: 984500A80A2EBF5A7C93 | Long             | DBT              | CORP              | US        |   25675000 | PA      | $25372999.87  | 0.06%             | 2054-08-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                    | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    7000000 | PA      | $7008146.74   | 0.02%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2018-B1 Mortgage Trust                                                | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18620000 | PA      | $18375102.31  | 0.04%             | 2051-01-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2026-V20 Mortgage Trust                                               | CUSIP: 08164KAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   52000000 | PA      | $51924246.40  | 0.12%             | 2059-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V17 Mortgage Trust                                               | CUSIP: 081934AQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4923518.50   | 0.01%             | 2058-09-15      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                  | BGC Group Inc                                                                   | CUSIP: 088929AC8<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15810346.95  | 0.04%             | 2028-05-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   12296000 | PA      | $11583533.73  | 0.03%             | 2029-09-15      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    6825000 | PA      | $6849262.33   | 0.02%             | 2029-05-09      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   20000000 | PA      | $20172638.60  | 0.05%             | 2031-05-09      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   28916000 | PA      | $29017916.18  | 0.06%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $29517254.10  | 0.07%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-5C9 Mortgage Trust                                                     | CUSIP: 096933AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   84425000 | PA      | $87346265.41  | 0.19%             | 2058-04-15      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   26000000 | PA      | $26435240.00  | 0.06%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BRAZOS TX HGR EDU AUTH STUDENT | Brazos Higher Education Authority Inc                                           | CUSIP: 10623ABH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     100000 | PA      | $90540.46     | 0.00%             | 2040-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE            | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9040000 | PA      | $9026111.49   | 0.02%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                | Cigna Group/The                                                                 | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    7600000 | PA      | $7145483.75   | 0.02%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                       | CSX Corp                                                                        | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $7289428.05   | 0.02%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   32600000 | PA      | $27970881.83  | 0.06%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi | CWABS Asset-Backed Certificates Trust 2005-10                                   | CUSIP: 126670AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        871 | PA      | $865.34       | 0.00%             | 2036-02-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2004-18CB                                                | CUSIP: 12667FQG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     335921 | PA      | $341660.88    | 0.00%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-3CB                                                 | CUSIP: 12667FY58<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30426 | PA      | $27910.93     | 0.00%             | 2028-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-49CB                                                | CUSIP: 12668AMK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1066031 | PA      | $650032.36    | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2005-6                                          | CUSIP: 12669GTE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     118199 | PA      | $103514.79    | 0.00%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   16000000 | PA      | $16128000.96  | 0.04%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP           | Cantor Fitzgerald LP                                                            | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25972059.50  | 0.06%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   14550000 | PA      | $14257070.67  | 0.03%             | 2037-01-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP            | Carrier Global Corp                                                             | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   14700000 | PA      | $13477331.62  | 0.03%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    8118000 | PA      | $7974430.73   | 0.02%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6700000 | PA      | $4146729.36   | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA       | Citadel Securities Global Holdings LLC                                          | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8127406.56   | 0.02%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA       | Citadel Securities Global Holdings LLC                                          | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5115358.05   | 0.01%             | 2035-06-18      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2018-RP2                                          | CUSIP: 17326UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3931300 | PA      | $3888550.05   | 0.01%             | 2058-02-25      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC              | Clean Harbors Inc                                                               | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1995101.20   | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING             | CNO Global Funding                                                              | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   11970000 | PA      | $11339066.93  | 0.03%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING             | CNO Global Funding                                                              | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   17650000 | PA      | $17499528.28  | 0.04%             | 2028-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST         | Commonwealth Bank of Australia                                                  | CUSIP: 202712BK0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   35000000 | PA      | $33615207.50  | 0.08%             | 2034-09-12      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE         | Constellation Software Inc/Canada                                               | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |   25500000 | PA      | $25595642.34  | 0.06%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CORNING INC                    | Corning Inc                                                                     | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7874862.80   | 0.02%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12001236.48  | 0.03%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO              | General Motors Co                                                               | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   18700000 | PA      | $18966377.57  | 0.04%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                  | Aircastle Ltd                                                                   | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   15500000 | PA      | $15923690.95  | 0.04%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $4920106.05   | 0.01%             | 2032-12-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   31529000 | PA      | $28355799.42  | 0.06%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $9465926.00   | 0.02%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15160099.95  | 0.03%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INFRAESTRUCTURA ENERGETI       | Infraestructura Energetica Nova SAPI de CV                                      | CUSIP: 456829AA8<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |    5000000 | PA      | $4925478.00   | 0.01%             | 2028-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IOWA ST STUDENT LOAN LIQUIDITY | Iowa Student Loan Liquidity Corp                                                | CUSIP: 462590MH0<br>LEI: 549300FO1LWVSZKGJK70 | Long             | DBT              | MUN               | US        |     255000 | PA      | $252807.77    | 0.00%             | 2039-12-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                      | IQVIA Inc                                                                       | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   15749000 | PA      | $16053900.64  | 0.04%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATIONAL ASSN          | Keybank National Association                                                    | CUSIP: 49327V2A1<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   21575000 | PA      | $21542950.98  | 0.05%             | 2026-05-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES          | Keysight Technologies Inc                                                       | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4947689.70   | 0.01%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XQQ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   89423686 | PA      | $78009472.04  | 0.17%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XQW94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31421048 | PA      | $32130673.84  | 0.07%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    6785000 | PA      | $7348141.97   | 0.02%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC              | Kinder Morgan Inc                                                               | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   12900000 | PA      | $13198473.75  | 0.03%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XQWN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   39704333 | PA      | $41203216.41  | 0.09%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XRNW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   88074162 | PA      | $91220907.66  | 0.20%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   32000000 | PA      | $32268655.36  | 0.07%             | 2029-02-14      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAY3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   44240000 | PA      | $43836767.88  | 0.10%             | 2030-02-02      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC              | Kinder Morgan Inc                                                               | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5239782.10   | 0.01%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP              | Kinross Gold Corp                                                               | CUSIP: 496902AK3<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |    5500000 | PA      | $5817339.50   | 0.01%             | 2041-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP            | Carrier Global Corp                                                             | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   12845000 | PA      | $12639591.75  | 0.03%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC       | Celanese US Holdings LLC                                                        | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   14876000 | PA      | $15528163.84  | 0.03%             | 2029-07-15      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418ABT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7724026 | PA      | $7576706.62   | 0.02%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418ASW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3112844 | PA      | $2994289.67   | 0.01%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI       | Charles River Laboratories International Inc                                    | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2790878.70   | 0.01%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust 2023-RPL1                                     | CUSIP: 16159LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   43988963 | PA      | $40469383.94  | 0.09%             | 2062-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   13000000 | PA      | $13142262.38  | 0.03%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 22535WAT4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   34200000 | PA      | $33729768.47  | 0.08%             | 2032-01-12      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 225401BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   25000000 | PA      | $24682990.25  | 0.06%             | 2030-04-10      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | Credit Suisse First Boston Mortgage Securities Corp                             | CUSIP: 225458G28<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11493 | PA      | $10894.21     | 0.00%             | 2030-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING        | DCP Midstream Operating LP                                                      | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $17220888.48  | 0.04%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC               | DT Midstream Inc                                                                | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16211000 | PA      | $15869927.37  | 0.04%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8395000 | PA      | $8406663.68   | 0.02%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC  | Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-2                 | CUSIP: 251510DP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3001876 | PA      | $2892183.89   | 0.01%             | 2035-04-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   18750000 | PA      | $17627299.88  | 0.04%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    6000000 | PA      | $5918187.96   | 0.01%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    4000000 | PA      | $4286331.84   | 0.01%             | 2034-02-10      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   25000000 | PA      | $26249197.50  | 0.06%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR11                                                                | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12645000 | PA      | $13127110.86  | 0.03%             | 2057-11-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL         | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675DCE0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   15000000 | PA      | $15058802.85  | 0.03%             | 2027-07-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    8003000 | PA      | $8223550.28   | 0.02%             | 2030-03-12      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC        | Bayer US Finance II LLC                                                         | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $10714070.40  | 0.02%             | 2038-06-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418DTP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8677649 | PA      | $6732028.80   | 0.02%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   87449759 | PA      | $88318362.23  | 0.20%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2023-V3 Mortgage Trust                                                | CUSIP: 08163VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10025000 | PA      | $10368986.82  | 0.02%             | 2056-07-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V11 Mortgage Trust                                               | CUSIP: 081921AY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   79487429 | PA      | $81354191.68  | 0.18%             | 2057-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31419A4N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     536693 | PA      | $509312.05    | 0.00%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE       | First Citizens BancShares Inc/NC                                                | CUSIP: 31959XAJ2<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   29500000 | PA      | $28501611.44  | 0.06%             | 2032-03-03      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2005-AA2                    | CUSIP: 32051GHL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     476538 | PA      | $472600.44    | 0.00%             | 2035-04-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION       | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14414349.15  | 0.03%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust | FirstKey Homes 2022-SFR3 Trust                                                  | CUSIP: 33768EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   68082690 | PA      | $67905893.19  | 0.15%             | 2038-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   26800000 | PA      | $26030764.96  | 0.06%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                | Cigna Group/The                                                                 | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   16450000 | PA      | $16426146.84  | 0.04%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS       | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5091741.85   | 0.01%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CIMIC FINANCE USA PTY LT       | CIMIC Finance USA Pty Ltd                                                       | CUSIP: 171873AB8<br>LEI: 213800GNWSV32LXHCZ50 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $10644320.70  | 0.02%             | 2034-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,  | Citicorp Mortgage Securities Trust Series 2006-3                                | CUSIP: 17310BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1870215 | PA      | $1708877.05   | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust 2023-RPL2                                     | CUSIP: 16159RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   71900486 | PA      | $64508181.34  | 0.14%             | 2063-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS       | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $13628040.79  | 0.03%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO           | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4396817.15   | 0.01%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC           | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   18100000 | PA      | $17806241.71  | 0.04%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP               | FirstEnergy Corp                                                                | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $3874390.04   | 0.01%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR III        | Five Corners Funding Trust III                                                  | CUSIP: 33830GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5981720.32   | 0.01%             | 2033-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC           | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   22166000 | PA      | $20502811.43  | 0.05%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION               | LG Energy Solution Ltd                                                          | CUSIP: 50205MAJ8<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   12500000 | PA      | $12486025.63  | 0.03%             | 2035-04-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC       | Liberty Mutual Group Inc                                                        | CUSIP: 53079EAG9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     750000 | PA      | $792137.25    | 0.00%             | 2035-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   18000000 | PA      | $18111808.98  | 0.04%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                 | Solventum Corp                                                                  | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   35647000 | PA      | $36442303.82  | 0.08%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I       | Stanley Black & Decker Inc                                                      | CUSIP: 854502AT8<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3091897.83   | 0.01%             | 2028-03-06      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP          | Stifel Financial Corp                                                           | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    6325000 | PA      | $6142107.94   | 0.01%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT          | Stonepeak Nile Parent LLC                                                       | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1040097.00   | 0.00%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDB3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $10302814.80  | 0.02%             | 2028-07-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                      | Sunoco LP                                                                       | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $13935786.20  | 0.03%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR II         | Five Corners Funding Trust II                                                   | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13973129.25  | 0.03%             | 2030-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR IV         | Five Corners Funding Trust IV                                                   | CUSIP: 33835PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6800000 | PA      | $6707399.98   | 0.01%             | 2053-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust  | Synchrony Card Funding LLC                                                      | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12525000 | PA      | $12600955.36  | 0.03%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION              | Sysco Corp                                                                      | CUSIP: 871829BX4<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   13675000 | PA      | $13036596.71  | 0.03%             | 2036-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                       | Flex Ltd                                                                        | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   17550000 | PA      | $17526805.22  | 0.04%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO       | Flex Intermediate Holdco LLC                                                    | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |   34000000 | PA      | $30958126.76  | 0.07%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS       | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10500000 | PA      | $10483408.53  | 0.02%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                   | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3055988.97   | 0.01%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                   | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     500000 | PA      | $505515.50    | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP          | Truist Financial Corp                                                           | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10065799.00  | 0.02%             | 2029-01-26      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC              | Flowers Foods Inc                                                               | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |   16810000 | PA      | $14217733.93  | 0.03%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION          | Flowserve Corp                                                                  | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4413552.75   | 0.01%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                                | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4927260.50   | 0.01%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae I Pool                                                               | CUSIP: 36176XUU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14740486 | PA      | $13882909.10  | 0.03%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179ME30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   52287767 | PA      | $49559714.57  | 0.11%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179ME48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3293856 | PA      | $3167102.87   | 0.01%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179RD89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4200864 | PA      | $4030958.84   | 0.01%             | 2045-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179RXF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4066046 | PA      | $4018374.22   | 0.01%             | 2046-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179SB97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1878792 | PA      | $1799373.04   | 0.00%             | 2046-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36202D2F7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3157 | PA      | $3263.60      | 0.00%             | 2033-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3620AMZE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4786340 | PA      | $4684642.07   | 0.01%             | 2041-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ACR77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18329553 | PA      | $18605495.69  | 0.04%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2004-15F                                                | CUSIP: 36242DRF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17550 | PA      | $14622.22     | 0.00%             | 2034-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2019-GC42                                          | CUSIP: 36257UAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5400000 | PA      | $5103943.92   | 0.01%             | 2052-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2019-GSA1                                          | CUSIP: 36261PAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2700000 | PA      | $2572636.95   | 0.01%             | 2052-11-10      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $14322727.58  | 0.03%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5103977.10   | 0.01%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                             | CUSIP: 37940XBB7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $29279165.40  | 0.07%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   66366000 | PA      | $67165539.08  | 0.15%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   11563000 | PA      | $11455102.18  | 0.03%             | 2029-10-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $39493457.55  | 0.09%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   11332000 | PA      | $10003591.34  | 0.02%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| GRUMA SAB DE CV                | Gruma SAB de CV                                                                 | CUSIP: 400131AJ7<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |    6150000 | PA      | $5937948.00   | 0.01%             | 2054-12-09      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    4775000 | PA      | $4675107.67   | 0.01%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                    | Hexcel Corp                                                                     | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |   19000000 | PA      | $18936994.29  | 0.04%             | 2027-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15156453.45  | 0.03%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                   | ING Groep NV                                                                    | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   15125000 | PA      | $15362377.65  | 0.03%             | 2035-03-19      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP            | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15235917.90  | 0.03%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| IOWA ST FIN AUTH MF REVENUE    | Iowa Finance Authority                                                          | CUSIP: 46246JNP6<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    4550000 | PA      | $4589195.52   | 0.01%             | 2027-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                      | IQVIA Inc                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   23041000 | PA      | $23947340.78  | 0.05%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                      | IQVIA Inc                                                                       | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8123928.00   | 0.02%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC              | Iron Mountain Inc                                                               | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9390429.00   | 0.02%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC              | Iron Mountain Inc                                                               | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10192110.00  | 0.02%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JABIL INC                      | Jabil Inc                                                                       | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10198322.20  | 0.02%             | 2029-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JABIL INC                      | Jabil Inc                                                                       | CUSIP: 46656PAD6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11684439.12  | 0.03%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC          | Jackson Financial Inc                                                           | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13345042.95  | 0.03%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL       | Jackson National Life Global Funding                                            | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20183185.60  | 0.05%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC           | Jacobs Solutions Inc                                                            | CUSIP: 46982LAB4<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |   11950000 | PA      | $11654218.14  | 0.03%             | 2036-03-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN        | Jane Street Group / JSG Finance Inc                                             | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1483333.05   | 0.00%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES          | Keysight Technologies Inc                                                       | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   13625000 | PA      | $13996870.80  | 0.03%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK DE MEXICO       | Kimberly-Clark de Mexico SAB de CV                                              | CUSIP: 494386AD7<br>LEI: 549300JGHL56QT00KT54 | Long             | DBT              | CORP              | MX        |    6000000 | PA      | $5465880.00   | 0.01%             | 2031-07-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3826225.04   | 0.01%             | 2031-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    7725000 | PA      | $8093474.54   | 0.02%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III            | LYB International Finance III LLC                                               | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   10600000 | PA      | $10536395.55  | 0.02%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III            | LYB International Finance III LLC                                               | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10292158.90  | 0.02%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CIA CERVECERIAS UNIDAS         | Cia Cervecerias Unidas SA                                                       | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |   20000000 | PA      | $17933826.00  | 0.04%             | 2032-01-19      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                | Concentrix Corp                                                                 | CUSIP: 20602DAD3<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   28600000 | PA      | $27817722.22  | 0.06%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC         | Cox Communications Inc                                                          | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   13047000 | PA      | $11868346.41  | 0.03%             | 2035-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                | Danske Bank A/S                                                                 | CUSIP: 23636ABN0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   11000000 | PA      | $11027362.17  | 0.02%             | 2032-03-27      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WMXL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     742254 | PA      | $679407.93    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WQAW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2700146 | PA      | $2473630.60   | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     725000 | PA      | $861354.50    | 0.00%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   67758000 | PA      | $61755934.70  | 0.14%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP        | Digital Realty Trust LP                                                         | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6981158.31   | 0.02%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC          | DuPont de Nemours Inc                                                           | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   10492000 | PA      | $10336696.79  | 0.02%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP               | Duke Energy Corp                                                                | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9574561.70   | 0.02%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WTRW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8022102 | PA      | $7342857.64   | 0.02%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402CPJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4539807 | PA      | $4496957.88   | 0.01%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J5EV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3293502 | PA      | $3180045.03   | 0.01%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J6GP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13690728 | PA      | $13112055.34  | 0.03%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC        | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAG1<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4922267.60   | 0.01%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS INC            | Eagle Materials Inc                                                             | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    7250000 | PA      | $6941918.43   | 0.02%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC/DELAWA       | Kinder Morgan Inc                                                               | CUSIP: 28368EAA4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   15384000 | PA      | $17186030.69  | 0.04%             | 2030-10-15      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                   | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   15600000 | PA      | $15640634.72  | 0.03%             | 2026-06-26      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                | Marex Group PLC                                                                 | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $15448064.55  | 0.03%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST EDUCTNL FING  | Massachusetts Educational Financing Authority                                   | CUSIP: 57563RQK8<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    3655000 | PA      | $3423834.77   | 0.01%             | 2035-07-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO        | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AM0<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   26000000 | PA      | $23030809.88  | 0.05%             | 2069-02-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JASH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3039028 | PA      | $2855796.64   | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140KEJ82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13933659 | PA      | $12851071.72  | 0.03%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                   | CUSIP: 286181AR3<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   16850000 | PA      | $16612432.19  | 0.04%             | 2030-11-24      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS       | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $5213366.46   | 0.01%             | 2038-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FMR LLC                        | FMR LLC                                                                         | CUSIP: 30251BAC2<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |    1820000 | PA      | $1967548.13   | 0.00%             | 2040-12-14      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XLE46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   95248412 | PA      | $77573611.46  | 0.17%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14451775 | PA      | $14571775.49  | 0.03%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418UEL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3021843 | PA      | $3054019.27   | 0.01%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC                       | MSCI Inc                                                                        | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    8875000 | PA      | $8388632.52   | 0.02%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD             | Macquarie Bank Ltd                                                              | CUSIP: 556079AG6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   12000000 | PA      | $11934446.28  | 0.03%             | 2036-08-13      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31419GB94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     405167 | PA      | $391487.87    | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                     | FedEx Corp                                                                      | CUSIP: 31428XDV5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   13500000 | PA      | $11708340.21  | 0.03%             | 2048-10-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC        | Magna International Inc                                                         | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $9173463.10   | 0.02%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL         | Marriott International Inc/MD                                                   | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5057091.20   | 0.01%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE       | First Citizens BancShares Inc/NC                                                | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $12394698.38  | 0.03%             | 2031-03-12      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2980278.69   | 0.01%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL       | Martin Marietta Materials Inc                                                   | CUSIP: 573284AJ5<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     450000 | PA      | $475036.65    | 0.00%             | 2037-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST ECON DEV CORP FED  | Maryland Economic Development Corp                                              | CUSIP: 57422LAA1<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |   39065000 | PA      | $28904298.98  | 0.06%             | 2034-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622A2R38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10961180 | PA      | $10317840.45  | 0.02%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2017-GS8                                           | CUSIP: 36254KAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25225000 | PA      | $24825463.75  | 0.06%             | 2050-11-10      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15437861.55  | 0.03%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC          | Genesee & Wyoming Inc                                                           | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4047800.00   | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC       | Genpact Luxembourg SARL/Genpact USA Inc                                         | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   36925000 | PA      | $37993797.82  | 0.08%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV          | Grupo Bimbo SAB de CV                                                           | CUSIP: 40052VAD6<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |    9575000 | PA      | $8606769.30   | 0.02%             | 2044-06-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV          | Grupo Bimbo SAB de CV                                                           | CUSIP: 40052VAG9<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |   19500000 | PA      | $14866236.45  | 0.03%             | 2049-09-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS       | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11364135.60  | 0.03%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891AED5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   19600000 | PA      | $19385197.72  | 0.04%             | 2029-01-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC       | Icon Investments Six DAC                                                        | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    4550000 | PA      | $4639249.89   | 0.01%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                    | MetLife Inc                                                                     | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    3375000 | PA      | $3022239.16   | 0.01%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I        | Metropolitan Life Global Funding I                                              | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   12656000 | PA      | $12781146.20  | 0.03%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I        | Metropolitan Life Global Funding I                                              | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    9025000 | PA      | $8476227.75   | 0.02%             | 2030-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD          | Mineral Resources Ltd                                                           | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   24646000 | PA      | $25536274.89  | 0.06%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   30000000 | PA      | $30871663.80  | 0.07%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7628087.03   | 0.02%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU       | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   28750000 | PA      | $29406132.50  | 0.07%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC           | Waste Management Inc                                                            | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $990426.17    | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   38501000 | PA      | $39225734.35  | 0.09%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    7575000 | PA      | $7560038.47   | 0.02%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM       | Advanced Drainage Systems Inc                                                   | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1513032.00   | 0.00%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                  | Aircastle Ltd                                                                   | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    5000000 | PA      | $5183787.80   | 0.01%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                    | Aker BP ASA                                                                     | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    3000000 | PA      | $2882670.63   | 0.01%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDC       | Trane Technologies Holdco Inc                                                   | CUSIP: 45687AAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4126000 | PA      | $4180394.13   | 0.01%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2006-A2                                                | CUSIP: 466247J46<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     377922 | PA      | $324591.47    | 0.00%             | 2036-04-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE       | Equitable Financial Life Global Funding                                         | CUSIP: 29449WAQ0<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    4620000 | PA      | $4689767.31   | 0.01%             | 2028-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP           | Excelerate Energy LP                                                            | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7849545.00   | 0.02%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                    | Exelon Corp                                                                     | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3774078.00   | 0.01%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138LUS30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1645778 | PA      | $1554651.28   | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138W7GF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1964476 | PA      | $1799063.24   | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138W9KR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2527578 | PA      | $2311985.38   | 0.01%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402C4H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     169855 | PA      | $173149.41    | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402DJS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7949 | PA      | $8112.13      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J55P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12774227 | PA      | $12534478.18  | 0.03%             | 2037-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JAEL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8549516 | PA      | $8598478.99   | 0.02%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24994705.00  | 0.06%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5725000 | PA      | $5662205.05   | 0.01%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC          | Micron Technology Inc                                                           | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   13600000 | PA      | $14674978.27  | 0.03%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV         | Minera Mexico SA de CV                                                          | CUSIP: 60284MAB8<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |    8000000 | PA      | $6400000.00   | 0.01%             | 2050-01-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY       | Minnesota Housing Finance Agency                                                | CUSIP: 60416T2R8<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |    2410000 | PA      | $2516167.49   | 0.01%             | 2053-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2022-NQM2                                   | CUSIP: 64831MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24104385 | PA      | $22744411.21  | 0.05%             | 2062-03-27      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6214496.55   | 0.01%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OSHKOSH CORP                   | Oshkosh Corp                                                                    | CUSIP: 688225AH4<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3286037.58   | 0.01%             | 2030-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2006-AR14 Trust                          | CUSIP: 94984MAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     463033 | PA      | $428015.34    | 0.00%             | 2036-10-25      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2007-7 Trust                             | CUSIP: 94985JCA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     716498 | PA      | $669198.46    | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-5C5                                  | CUSIP: 95004MAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   56475000 | PA      | $57250684.13  | 0.13%             | 2058-07-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                  | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3884298.44   | 0.01%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE         | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   36775000 | PA      | $36564682.30  | 0.08%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                            | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   40000000 | PA      | $35929564.80  | 0.08%             | 2035-11-15      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   16700000 | PA      | $16842231.40  | 0.04%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| KB HOME                        | KB Home                                                                         | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5093035.00   | 0.01%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                            | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   32775000 | PA      | $33161299.92  | 0.07%             | 2035-11-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                            | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   11275000 | PA      | $13390418.77  | 0.03%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                  | Owens Corning                                                                   | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   13205000 | PA      | $14716614.51  | 0.03%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC             | PBF Holding Co LLC / PBF Finance Corp                                           | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12863508.00  | 0.03%             | 2030-03-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO           | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    5311000 | PA      | $5159017.40   | 0.01%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC           | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5566447.56   | 0.01%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   16500000 | PA      | $16620911.34  | 0.04%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                    | Lennar Corp                                                                     | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    7750000 | PA      | $7842560.27   | 0.02%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   39477000 | PA      | $38940540.34  | 0.09%             | 2028-11-07      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    7800000 | PA      | $7767700.12   | 0.02%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                    | Aker BP ASA                                                                     | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   27958000 | PA      | $25523368.99  | 0.06%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD             | Macquarie Bank Ltd                                                              | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   28805000 | PA      | $27334130.57  | 0.06%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS             | Advance Auto Parts Inc                                                          | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4591826.50   | 0.01%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AECOM                          | AECOM                                                                           | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |   25675000 | PA      | $25646790.88  | 0.06%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM       | Advanced Drainage Systems Inc                                                   | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     500000 | PA      | $486560.40    | 0.00%             | 2034-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM           | Adventist Health System/West                                                    | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    8900000 | PA      | $5949733.84   | 0.01%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                                       | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6747695.60   | 0.02%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP       | Citizens Financial Group Inc                                                    | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $37713655.20  | 0.08%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA       | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   36000000 | PA      | $35921239.20  | 0.08%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   15000000 | PA      | $15615323.70  | 0.03%             | 2029-10-03      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC               | Crown Castle Inc                                                                | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    7603000 | PA      | $7512476.86   | 0.02%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP               | Duke Energy Corp                                                                | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    8400000 | PA      | $8423882.63   | 0.02%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENI SPA                        | Eni SpA                                                                         | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    6100000 | PA      | $6248492.85   | 0.01%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENI SPA                        | Eni SpA                                                                         | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    7000000 | PA      | $7260635.34   | 0.02%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                        | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    8606000 | PA      | $9371750.26   | 0.02%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC              | Kinder Morgan Inc                                                               | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   16174000 | PA      | $18450853.61  | 0.04%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| POSCO HOLDINGS INC             | POSCO Holdings Inc                                                              | CUSIP: 693483AJ8<br>LEI: 988400E5HRVX81AYLM04 | Long             | DBT              | CORP              | KR        |   21000000 | PA      | $21181556.97  | 0.05%             | 2030-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PENN MUTUAL LIFE INS CO        | Penn Mutual Life Insurance Co/The                                               | CUSIP: 707567AE3<br>LEI: BIYXEJSLUQ3IWFUXX074 | Long             | DBT              | CORP              | US        |    9700000 | PA      | $6412493.85   | 0.01%             | 2061-04-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                   | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   50400000 | PA      | $52514568.29  | 0.12%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA       | Embraer Netherlands Finance BV                                                  | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    8000000 | PA      | $8258000.00   | 0.02%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    8650000 | PA      | $8631332.26   | 0.02%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENPRO INC                      | Enpro Inc                                                                       | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1011466.00   | 0.00%             | 2033-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23600000 | PA      | $23342178.73  | 0.05%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS            | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   31343000 | PA      | $30674776.02  | 0.07%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417GXB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3420420 | PA      | $3232808.38   | 0.01%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418A6A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2878983 | PA      | $2843598.92   | 0.01%             | 2034-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD            | Macquarie Group Ltd                                                             | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   19560000 | PA      | $17500724.57  | 0.04%             | 2033-01-14      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD       | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   30605000 | PA      | $32047804.78  | 0.07%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418CRD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2692009 | PA      | $2578203.51   | 0.01%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418EAW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   90694019 | PA      | $78740591.98  | 0.18%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                    | Equinix Inc                                                                     | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14281389.45  | 0.03%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC        | Essential Utilities Inc                                                         | CUSIP: 29670GAK8<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6990490.36   | 0.02%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC       | Evergy Missouri West Inc                                                        | CUSIP: 30037EAB9<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |    9100000 | PA      | $9290903.90   | 0.02%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC       | Constellation Energy Generation LLC                                             | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $5977839.02   | 0.01%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY        | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9685650.20   | 0.02%             | 2035-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP           | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   16935000 | PA      | $17733993.30  | 0.04%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                    | Polaris Inc                                                                     | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14865643.35  | 0.03%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP        | Principal Financial Group Inc                                                   | CUSIP: 74251VAP7<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8917429.14   | 0.02%             | 2028-02-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   10984000 | PA      | $5815963.63   | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L       | Fortescue Treasury Pty Ltd                                                      | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $10218276.40  | 0.02%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJU81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2469118 | PA      | $2381497.67   | 0.01%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7W58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1726851 | PA      | $1676606.58   | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3129366F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     148440 | PA      | $147088.60    | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II       | Principal Life Global Funding II                                                | CUSIP: 74256LFE4<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   65000000 | PA      | $64110569.25  | 0.14%             | 2031-01-13      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PUMA INTERNATIONAL FINAN       | Puma International Financing SA                                                 | CUSIP: 74588YAB6<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |    2000000 | PA      | $2040753.14   | 0.00%             | 2029-04-25      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC          | Quikrete Holdings Inc                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     500000 | PA      | $507001.50    | 0.00%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL        | Raymond James Financial Inc                                                     | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13333145.85  | 0.03%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RTX CORP                       | RTX Corp                                                                        | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $3945430.02   | 0.01%             | 2050-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2005-QA7 Trust                                                      | CUSIP: 76110H7D5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     528438 | PA      | $484565.52    | 0.00%             | 2035-07-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS           | Southern Natural Gas Co LLC                                                     | CUSIP: 84346LAD2<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10174233.70  | 0.02%             | 2035-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER        | Southwestern Electric Power Co                                                  | CUSIP: 845437BV3<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11800200.72  | 0.03%             | 2036-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI       | Standard Building Solutions Inc                                                 | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1000517.00   | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   18000000 | PA      | $17732733.30  | 0.04%             | 2028-01-12      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254CX6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    3000000 | PA      | $3185076.69   | 0.01%             | 2030-02-08      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| TTX CO                         | TTX Co                                                                          | CUSIP: 87305QCG4<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    7710000 | PA      | $6684835.69   | 0.01%             | 2044-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   10000000 | PA      | $9892216.90   | 0.02%             | 2027-08-10      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| US BANCORP                     | US Bancorp                                                                      | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    3684000 | PA      | $3700851.87   | 0.01%             | 2029-02-01      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST         | Commonwealth Bank of Australia                                                  | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   32454000 | PA      | $29365887.01  | 0.07%             | 2031-03-11      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST         | Commonwealth Bank of Australia                                                  | CUSIP: 202712BS3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   12450000 | PA      | $11695333.29  | 0.03%             | 2032-03-14      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132D9GR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   29498586 | PA      | $25683445.24  | 0.06%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132HLM34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5143079 | PA      | $4718249.25   | 0.01%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP        | Marathon Petroleum Corp                                                         | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3009898.77   | 0.01%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14699839.80  | 0.03%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  509100000 | PA      | $327931989.64 | 0.73%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  516650000 | PA      | $345408780.59 | 0.77%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS          | Universal Health Services Inc                                                   | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   24322000 | PA      | $21896386.64  | 0.05%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC          | Whistler Pipeline LLC                                                           | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |   29499000 | PA      | $30224743.54  | 0.07%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                            | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     120000 | PA      | $134122.12    | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                            | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1590000 | PA      | $1682708.67   | 0.00%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC       | Willis North America Inc                                                        | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13020606.90  | 0.03%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WIPRO IT SERVICE               | Wipro IT Services LLC                                                           | CUSIP: 97654MAA4<br>LEI: 549300S6XZZ65F0EJS98 | Long             | DBT              | CORP              | US        |   17800000 | PA      | $17681353.57  | 0.04%             | 2026-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179RBW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3099510 | PA      | $2815900.82   | 0.01%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10244012.80  | 0.02%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $12608516.75  | 0.03%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GENPACT UK/USA INC             | Genpact UK Finco plc / Genpact USA Inc                                          | CUSIP: 37256EAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    7500000 | PA      | $7344706.58   | 0.02%             | 2030-11-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCR72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30992113 | PA      | $28939009.82  | 0.06%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335AYT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22221043 | PA      | $20095141.91  | 0.04%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335CBS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20165636 | PA      | $19982113.84  | 0.04%             | 2046-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31416VD76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2734402 | PA      | $2763918.75   | 0.01%             | 2035-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417DGA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17668118 | PA      | $16188960.12  | 0.04%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ABCL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   69505216 | PA      | $59170922.24  | 0.13%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ADAN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   46147884 | PA      | $39472878.38  | 0.09%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2018-RPL1                                   | CUSIP: 36256BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12799757 | PA      | $12557011.74  | 0.03%             | 2057-10-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2020-GC45                                          | CUSIP: 36258YBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3950000 | PA      | $3703926.06   | 0.01%             | 2053-02-13      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY        | Grand Canyon University                                                         | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15854000 | PA      | $15630304.82  | 0.03%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE INSURANCE        | Guardian Life Insurance Co of America/The                                       | CUSIP: 401378AD6<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |    4510000 | PA      | $2938716.68   | 0.01%             | 2070-01-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP               | HF Sinclair Corp                                                                | CUSIP: 403949AC4<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   14157000 | PA      | $13847539.45  | 0.03%             | 2030-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1000776.56   | 0.00%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VALE CANADA LTD                | Vale Canada Ltd                                                                 | CUSIP: 453258AP0<br>LEI: PRAQ4VOSFIK7OQ8Z2512 | Long             | DBT              | CORP              | CA        |    1600000 | PA      | $1736000.00   | 0.00%             | 2032-09-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   16800000 | PA      | $16972893.84  | 0.04%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAM1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   22000000 | PA      | $21643447.54  | 0.05%             | 2027-09-11      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3168277.85   | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13994340.60  | 0.03%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS            | Petroleos Mexicanos                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1005000 | PA      | $960853.39    | 0.00%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                    | Phillips 66                                                                     | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5379019.92   | 0.01%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                    | Phillips 66 Co                                                                  | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   12550000 | PA      | $11971346.48  | 0.03%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE           | Raizen Fuels Finance SA                                                         | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   12525000 | PA      | $6857437.50   | 0.02%             | 2035-01-17      | None          | 5.70%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP             | Realty Income Corp                                                              | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6653973.13   | 0.01%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP             | Regal Rexnord Corp                                                              | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   15332000 | PA      | $16205765.01  | 0.04%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS         | Repsol E&P Capital Markets US LLC                                               | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   16725000 | PA      | $16866464.23  | 0.04%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND ST STUDENT LOAN A | Rhode Island Student Loan Authority                                             | CUSIP: 762315RQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1490000 | PA      | $1476763.59   | 0.00%             | 2026-12-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                 | TD SYNNEX Corp                                                                  | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9899851.90   | 0.02%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                 | TD SYNNEX Corp                                                                  | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10314408.90  | 0.02%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT       | Triton Container International Ltd / TAL International Container Corp           | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   15563000 | PA      | $14046854.10  | 0.03%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   21000000 | PA      | $20655408.06  | 0.05%             | 2033-11-06      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   96125000 | PA      | $59788999.26  | 0.13%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  290000000 | PA      | $211303514.90 | 0.47%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  275550000 | PA      | $190560046.88 | 0.43%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP             | Valero Energy Corp                                                              | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5472545.60   | 0.01%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SACA                 | Vallourec SACA                                                                  | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |   13084000 | PA      | $13712202.09  | 0.03%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                 | Var Energi ASA                                                                  | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   22989000 | PA      | $26146940.08  | 0.06%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2178112.75   | 0.00%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   18225000 | PA      | $18006350.12  | 0.04%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   15710000 | PA      | $15237658.43  | 0.03%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    5950000 | PA      | $3964645.71   | 0.01%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2026-3                                               | CUSIP: 92490HAE6<br>LEI: 213800WC8BFD1C25XM36 | Long             | ABS-MBS          | CORP              | US        |   38575000 | PA      | $38294928.55  | 0.09%             | 2071-03-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    5000000 | PA      | $4478755.55   | 0.01%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6470247.49   | 0.01%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2023-5YR3                                                                 | CUSIP: 06211EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   44131243 | PA      | $45417677.38  | 0.10%             | 2056-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   15350000 | PA      | $15364854.20  | 0.03%             | 2027-09-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                | CUSIP: 06368MK78<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   40000000 | PA      | $39824678.00  | 0.09%             | 2030-03-19      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| BRAZOS TX HGR EDU AUTH STUDENT | Brazos Higher Education Authority Inc                                           | CUSIP: 10623ABE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1000000 | PA      | $961876.30    | 0.00%             | 2028-04-01      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE            | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9829000 | PA      | $9442570.80   | 0.02%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust   | CD 2019-CD8 Mortgage Trust                                                      | CUSIP: 12515BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14332000 | PA      | $13441968.47  | 0.03%             | 2057-08-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust   | CD 2017-CD4 Mortgage Trust                                                      | CUSIP: 12515DAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15959780 | PA      | $15801808.50  | 0.04%             | 2050-05-10      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4988451.55   | 0.01%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   11725000 | PA      | $11653746.82  | 0.03%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                | 180 Medical Inc                                                                 | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |     500000 | PA      | $485745.80    | 0.00%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    4175000 | PA      | $3771435.73   | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   74850000 | PA      | $62810618.52  | 0.14%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                 | Rocket Cos Inc                                                                  | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5046135.00   | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 85325C2J0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $4928695.25   | 0.01%             | 2036-08-12      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 85325C2N1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $14646001.65  | 0.03%             | 2032-06-05      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC          | Stellantis Finance US Inc                                                       | CUSIP: 85855CAD2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    3650000 | PA      | $3687090.86   | 0.01%             | 2028-01-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8BV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3533999 | PA      | $3371046.30   | 0.01%             | 2035-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31292GXS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1633 | PA      | $1689.74      | 0.00%             | 2028-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION              | Sysco Corp                                                                      | CUSIP: 871829BT3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9396093.15   | 0.02%             | 2034-01-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC         | Takeoff Merger Sub Inc                                                          | CUSIP: 873923AG1<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11821306.08  | 0.03%             | 2036-03-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132J4JU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4362222 | PA      | $4277341.64   | 0.01%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WGAN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11959171 | PA      | $11483319.33  | 0.03%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138X0Y36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6496218 | PA      | $5945166.22   | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402RJV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     871622 | PA      | $878280.24    | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140E2TX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3311034 | PA      | $3109051.85   | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXHH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17986660 | PA      | $17150428.59  | 0.04%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    9475000 | PA      | $7837420.68   | 0.02%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES          | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HBC2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   17500000 | PA      | $15531968.55  | 0.03%             | 2031-10-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $16925190.48  | 0.04%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272BC1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $5420890.43   | 0.01%             | 2051-04-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J7N27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7081735 | PA      | $6986608.33   | 0.02%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J9V65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31366589 | PA      | $30091078.37  | 0.07%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140LVTP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8786192 | PA      | $7232096.90   | 0.02%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W1D42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   81791485 | PA      | $70386023.72  | 0.16%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W1M34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21913787 | PA      | $19845680.35  | 0.04%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X6PB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   68724353 | PA      | $61833986.57  | 0.14%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DPWF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   39766311 | PA      | $40497573.25  | 0.09%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DSQJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   46399251 | PA      | $37808605.51  | 0.08%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DTGB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22870184 | PA      | $23049605.42  | 0.05%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132HMK75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3370370 | PA      | $3183507.21   | 0.01%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCR98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21053986 | PA      | $20282661.68  | 0.05%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335APZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1955562 | PA      | $1843073.95   | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10902729.09  | 0.02%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15295415.70  | 0.03%             | 2028-06-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XCDV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   37194691 | PA      | $31913657.12  | 0.07%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XD2C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15286838 | PA      | $12640417.50  | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2018-C11                                          | CUSIP: 90276XAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14950000 | PA      | $14830627.24  | 0.03%             | 2051-06-15      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                                | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9498705.00   | 0.02%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                  | Videotron Ltd                                                                   | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   40800000 | PA      | $41183751.74  | 0.09%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC       | Vistra Operations Co LLC                                                        | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8803741.50   | 0.02%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC             | Vodafone Group PLC                                                              | CUSIP: 92857TAH0<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    1581000 | PA      | $1768274.86   | 0.00%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC             | Vodafone Group PLC                                                              | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    4934000 | PA      | $5282364.18   | 0.01%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XD2P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   50822812 | PA      | $43588464.51  | 0.10%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XH5J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15488131 | PA      | $14192598.69  | 0.03%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417YTT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4521779 | PA      | $4367247.23   | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418ALT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1737172 | PA      | $1675060.98   | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418C5H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5312210 | PA      | $5143937.94   | 0.01%             | 2033-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418DTL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26471781 | PA      | $23969648.66  | 0.05%             | 2035-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10327267.20  | 0.02%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10136861.70  | 0.02%             | 2029-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST HSG DEV AUTH REVEN | Illinois Housing Development Authority                                          | CUSIP: 45203MNZ0<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |    4555000 | PA      | $4712674.97   | 0.01%             | 2053-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT       | Indianapolis Power & Light Co                                                   | CUSIP: 455434BW9<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10676563.26  | 0.02%             | 2054-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335BLE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2814096 | PA      | $2788482.36   | 0.01%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335BNN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6490405 | PA      | $6102128.07   | 0.01%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION            | Insulet Corp                                                                    | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     500000 | PA      | $510351.00    | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                       | International Business Machines Corp                                            | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $11275936.75  | 0.03%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418ECF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7370366 | PA      | $6173115.96   | 0.01%             | 2042-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418WPG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     229851 | PA      | $222281.26    | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS         | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAH6<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   14000000 | PA      | $14052613.54  | 0.03%             | 2027-08-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP            | Fifth Third Bancorp                                                             | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4000601.88   | 0.01%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                   | Assurant Inc                                                                    | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $4267871.89   | 0.01%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP            | Avery Dennison Corp                                                             | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |   10175000 | PA      | $9405458.03   | 0.02%             | 2030-04-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12327520.32  | 0.03%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP          | Bank of Ireland Group PLC                                                       | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   10202000 | PA      | $10070711.38  | 0.02%             | 2027-09-30      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   20000000 | PA      | $19568263.60  | 0.04%             | 2031-04-01      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US       | Sealed Air Corp/Sealed Air Corp US                                              | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1012530.58   | 0.00%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS       | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   16500000 | PA      | $16606308.51  | 0.04%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS       | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   24530000 | PA      | $24362215.78  | 0.05%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   13575000 | PA      | $13858249.16  | 0.03%             | 2031-05-22      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $15721515.45  | 0.04%             | 2028-11-16      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY       | Standard Industries Inc/NY                                                      | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6597954.30   | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    4008000 | PA      | $3500882.91   | 0.01%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                   | Synopsys Inc                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9560827.30   | 0.02%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   26173000 | PA      | $22833646.60  | 0.05%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $9735547.05   | 0.02%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TOLL ROAD INV PART II          | Toll Road Investors Partnership II LP                                           | CUSIP: 88948ADW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2938000 | PA      | $2341485.26   | 0.01%             | 2030-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                  | TopBuild Corp                                                                   | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $921581.00    | 0.00%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2020-2                                                | CUSIP: 89176UAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17594559 | PA      | $16055182.58  | 0.04%             | 2060-04-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2024-2                                                | CUSIP: 89183AAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   94375150 | PA      | $95838352.18  | 0.21%             | 2064-12-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                    | Trimble Inc                                                                     | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7324110.50   | 0.02%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT             | UBS AG/Stamford CT                                                              | CUSIP: 90261AAH5<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   33350000 | PA      | $33235232.65  | 0.07%             | 2032-02-16      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2006-A2                                                | CUSIP: 466247K36<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     414762 | PA      | $374210.06    | 0.00%             | 2036-04-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   51000000 | PA      | $50175854.28  | 0.11%             | 2029-01-23      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4402486.60   | 0.01%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13554905.85  | 0.03%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9863154.10   | 0.02%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   13500000 | PA      | $14061399.39  | 0.03%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KYUZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17217364 | PA      | $15134492.27  | 0.03%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    6545000 | PA      | $6496750.46   | 0.01%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7175000 | PA      | $7263845.23   | 0.02%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   55000000 | PA      | $55369677.55  | 0.12%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2026-NQM1                                              | CUSIP: 46660DAE5<br>LEI: 529900PEVYDPZXGGUW77 | Long             | ABS-MBS          | CORP              | US        |   29263051 | PA      | $28951308.98  | 0.06%             | 2066-06-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-NQM5                                       | CUSIP: 46664DAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   64420152 | PA      | $63917442.63  | 0.14%             | 2066-05-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC          | Foundry JV Holdco LLC                                                           | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3037493.43   | 0.01%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC          | Foundry JV Holdco LLC                                                           | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10439864.90  | 0.02%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| H.B. FULLER CO                 | HB Fuller Co                                                                    | CUSIP: 359694AB2<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |    6725000 | PA      | $6629505.00   | 0.01%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179UMN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   51977379 | PA      | $52397695.39  | 0.12%             | 2049-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36202DAA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1048 | PA      | $1088.26      | 0.00%             | 2029-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ABB84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   32469989 | PA      | $27764097.57  | 0.06%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC           | Jacobs Solutions Inc                                                            | CUSIP: 46982LAA6<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $17748045.54  | 0.04%             | 2031-03-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JANUS HEND US HLDGS INC        | Janus Henderson US Holdings Inc                                                 | CUSIP: 47103MAB4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19940426.40  | 0.04%             | 2034-09-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                   | KBC Group NV                                                                    | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   26451000 | PA      | $27031668.49  | 0.06%             | 2029-01-19      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE       | KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc           | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3383412.50   | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC                       | MSCI Inc                                                                        | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   17403000 | PA      | $16903691.22  | 0.04%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC                       | MSCI Inc                                                                        | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   26900000 | PA      | $25428428.51  | 0.06%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III         | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAB4<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |   46700000 | PA      | $41395969.51  | 0.09%             | 2031-02-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179MK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   32523775 | PA      | $30826797.86  | 0.07%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                    | Gartner Inc                                                                     | CUSIP: 366651AJ6<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11706130.80  | 0.03%             | 2031-03-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN       | Graphic Packaging International LLC                                             | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4804227.50   | 0.01%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ACCH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7337339 | PA      | $7197330.32   | 0.02%             | 2048-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ACJD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10536456 | PA      | $10710507.42  | 0.02%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT        | Midwest Connector Capital Co LLC                                                | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   33714000 | PA      | $33540226.24  | 0.07%             | 2029-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2017-H1                                          | CUSIP: 61691JAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17228100 | PA      | $17036085.93  | 0.04%             | 2050-06-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   22350000 | PA      | $22087273.29  | 0.05%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8586000 | PA      | $8470974.82   | 0.02%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9705000 | PA      | $8496516.80   | 0.02%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25654260.00  | 0.06%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS         | Mueller Water Products Inc                                                      | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |     500000 | PA      | $481698.35    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL         | Mutual of Omaha Cos Global Funding                                              | CUSIP: 62829D2H2<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |   78450000 | PA      | $77483985.53  | 0.17%             | 2031-01-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA        | National Bank of Canada                                                         | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   20000000 | PA      | $20602679.60  | 0.05%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA        | National Bank of Canada                                                         | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   15000000 | PA      | $15059263.05  | 0.03%             | 2028-02-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC              | National Grid PLC                                                               | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $5119011.35   | 0.01%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    8700000 | PA      | $8993485.10   | 0.02%             | 2035-03-01      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   22500000 | PA      | $22699947.15  | 0.05%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP          | Norfolk Southern Corp                                                           | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $11549587.86  | 0.03%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| NORTH MISSISSIPPI HEALTH       | North Mississippi Health Services Inc                                           | CUSIP: 661169AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11800000 | PA      | $7459707.36   | 0.02%             | 2051-10-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2022-NQM3 Trust                                                             | CUSIP: 67116KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27718935 | PA      | $26946774.62  | 0.06%             | 2062-01-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC       | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9891825.00   | 0.02%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC             | Royalty Pharma PLC                                                              | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   29600000 | PA      | $29213189.86  | 0.07%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                   | SK hynix Inc                                                                    | CUSIP: 78392BAH0<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   29860000 | PA      | $30684084.04  | 0.07%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION       | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   20300000 | PA      | $20337994.90  | 0.05%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION       | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   21897000 | PA      | $21738019.90  | 0.05%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL       | Sammons Financial Group Global Funding                                          | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   11650000 | PA      | $11763061.50  | 0.03%             | 2029-12-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL       | Sammons Financial Group Global Funding                                          | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   16500000 | PA      | $16644092.36  | 0.04%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA         | Santander Holdings USA Inc                                                      | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15688392.75  | 0.04%             | 2035-05-31      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6AX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17505 | PA      | $18080.62     | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MFNS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3956645 | PA      | $3847959.89   | 0.01%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJS68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7566866 | PA      | $6931083.42   | 0.02%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJVW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2955536 | PA      | $2849584.24   | 0.01%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2443652 | PA      | $2295523.76   | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3129413N5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     528367 | PA      | $523555.69    | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 312945DS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3442181 | PA      | $3328681.95   | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP            | Charles Schwab Corp/The                                                         | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4526662.75   | 0.01%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC             | Smith & Nephew PLC                                                              | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $15214530.15  | 0.03%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO           | Kraft Heinz Foods Co                                                            | CUSIP: 42307TAG3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10775502.00  | 0.02%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC          | Helmerich & Payne Inc                                                           | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   11500000 | PA      | $11499095.64  | 0.03%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132HPR22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17248057 | PA      | $15823299.25  | 0.04%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132HRMY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9677532 | PA      | $8878103.53   | 0.02%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ADF37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20653596 | PA      | $21038907.28  | 0.05%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2017-GS5                                           | CUSIP: 36252HAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14402969 | PA      | $14257053.96  | 0.03%             | 2050-03-10      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   28000000 | PA      | $28696225.32  | 0.06%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2018-C47                                  | CUSIP: 95002DBG3<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |   10850000 | PA      | $10829181.02  | 0.02%             | 2061-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                  | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2609199.48   | 0.01%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                            | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    6000000 | PA      | $6549294.30   | 0.01%             | 2033-11-17      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD           | Woodside Finance Ltd                                                            | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   17075000 | PA      | $16806319.41  | 0.04%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| XPO INC                        | XPO Inc                                                                         | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     500000 | PA      | $515042.00    | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BXHC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17905000 | PA      | $16816046.55  | 0.04%             | 2031-10-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418AJJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4920466 | PA      | $4640393.24   | 0.01%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  104494434 | PA      | $85104341.49  | 0.19%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418DXL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20961554 | PA      | $17812889.77  | 0.04%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS         | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAK9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   22000000 | PA      | $22544538.72  | 0.05%             | 2028-03-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund                                      | CUSIP: 31846V211<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |  872074570 | NS      | $872074569.99 | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Auto Owner Trust/F | Ford Credit Auto Owner Trust 2023-REV2                                          | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   89010000 | PA      | $90996080.13  | 0.20%             | 2036-02-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   19000000 | PA      | $18980826.72  | 0.04%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272AV0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $18117965.34  | 0.04%             | 2029-03-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    6775000 | PA      | $6619759.82   | 0.01%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA         | Yara International ASA                                                          | CUSIP: 984851AD7<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |   20250000 | PA      | $20204900.21  | 0.05%             | 2026-06-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO        | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   14250000 | PA      | $13302617.54  | 0.03%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                   | Assurant Inc                                                                    | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6714144.92   | 0.01%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP        | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   33000000 | PA      | $35781663.39  | 0.08%             | 2032-12-08      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP        | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AT3<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   70350000 | PA      | $69258221.47  | 0.15%             | 2035-09-30      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                      | CUSIP: 05366DAA6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   36120000 | PA      | $38017785.25  | 0.08%             | 2030-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   51889000 | PA      | $45842221.76  | 0.10%             | 2032-10-19      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS            | Braskem Netherlands Finance BV                                                  | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $930000.00    | 0.00%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BRAZOS TX HGR EDU AUTH STUDENT | Brazos Higher Education Authority Inc                                           | CUSIP: 10623ABG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1175000 | PA      | $1093237.86   | 0.00%             | 2030-04-01      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO       | British Telecommunications PLC                                                  | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   66379000 | PA      | $79283177.83  | 0.18%             | 2030-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9004381.90   | 0.02%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2017-C8 Commercial Mortgage Trust                                         | CUSIP: 12595BAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4900000 | PA      | $4836042.75   | 0.01%             | 2050-06-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   11575000 | PA      | $11432192.51  | 0.03%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO       | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $16570157.44  | 0.04%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4225000 | PA      | $4258429.81   | 0.01%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA         | Daimler Truck Finance North America LLC                                         | CUSIP: 233853BK5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14789910.30  | 0.03%             | 2029-01-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   31050000 | PA      | $30874800.06  | 0.07%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS CAPITAL I        | Goldman Sachs Capital I                                                         | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |     125000 | PA      | $130210.76    | 0.00%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| GRAND RIVER FND TRST II        | Grand River Funding Trust II                                                    | CUSIP: 38644CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20920008.40  | 0.05%             | 2056-02-15      | Fixed         | 7.28%                 | No            |                  2 | On Loan: No      |
| GRUMA SAB DE CV                | Gruma SAB de CV                                                                 | CUSIP: 400131AH1<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |   10000000 | PA      | $9937005.90   | 0.02%             | 2034-12-09      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   12475000 | PA      | $9958705.18   | 0.02%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9084232.89   | 0.02%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                | Danske Bank A/S                                                                 | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   20000000 | PA      | $19940928.20  | 0.04%             | 2030-10-02      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC            | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |   53520000 | PA      | $49292013.66  | 0.11%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    4014000 | PA      | $4046441.59   | 0.01%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP        | Hanover Insurance Group Inc/The                                                 | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |   13575000 | PA      | $13457314.52  | 0.03%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T       | Hartford Insurance Group Inc/The                                                | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    2925000 | PA      | $3071173.45   | 0.01%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC              | Healthpeak OP LLC                                                               | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10066079.80  | 0.02%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN       | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3018315.00   | 0.01%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank   | Huntington Bank Auto Credit-Linked Notes Series 2024-1                          | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12453435 | PA      | $12629975.05  | 0.03%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO       | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    7825000 | PA      | $5956792.21   | 0.01%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1890882.94   | 0.00%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                       | LKQ Corp                                                                        | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8142056.72   | 0.02%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   25363000 | PA      | $25594281.90  | 0.06%             | 2028-11-26      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| HENNEMAN TRUST                 | Henneman Trust                                                                  | CUSIP: 425911AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13098000 | PA      | $13159403.42  | 0.03%             | 2055-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC              | Herc Holdings Inc                                                               | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1969734.00   | 0.00%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                          | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $9825145.99   | 0.02%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9NV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5197683 | PA      | $4914338.69   | 0.01%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MABS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13108113 | PA      | $12359424.28  | 0.03%             | 2044-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJSY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3288729 | PA      | $3013431.97   | 0.01%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP           | Lockheed Martin Corp                                                            | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2534170.10   | 0.01%             | 2055-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                 | Lowe's Cos Inc                                                                  | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9572186.10   | 0.02%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                     | Masco Corp                                                                      | CUSIP: 574599AY2<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |   15834000 | PA      | $17067240.59  | 0.04%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO        | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   19253000 | PA      | $12066511.82  | 0.03%             | 2070-10-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                     | MasTec Inc                                                                      | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   35878000 | PA      | $37072230.09  | 0.08%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust       | Mill City Mortgage Loan Trust 2018-3                                            | CUSIP: 59980XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2062165 | PA      | $2040733.74   | 0.00%             | 2058-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    7250000 | PA      | $6434495.57   | 0.01%             | 2031-09-08      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   75237000 | PA      | $76103594.81  | 0.17%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN       | MassMutual Global Funding II                                                    | CUSIP: 57629TCB1<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10883855.07  | 0.02%             | 2029-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY HOMEO | Minnesota Housing Finance Agency                                                | CUSIP: 60416QGP3<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |    8608367 | PA      | $7257695.14   | 0.02%             | 2046-11-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2176842 | PA      | $2077616.44   | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7TX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2244930 | PA      | $2181134.68   | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8A35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4082738 | PA      | $3882281.02   | 0.01%             | 2035-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31292G2S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        765 | PA      | $791.79       | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8600000 | PA      | $8726069.81   | 0.02%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15137517.90  | 0.03%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31292K2X4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     694121 | PA      | $687800.87    | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31292SAD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5472086 | PA      | $5170386.85   | 0.01%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132J7TM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6081936 | PA      | $5578560.43   | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31376KA30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2475900 | PA      | $2502193.11   | 0.01%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                     | CUSIP: 632525BC4<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   12025000 | PA      | $12838366.55  | 0.03%             | 2033-01-12      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO           | National Fuel Gas Co                                                            | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   10600000 | PA      | $10843328.94  | 0.02%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63859WAE9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   63394000 | PA      | $63222226.35  | 0.14%             | 2026-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63861VAE7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   24825000 | PA      | $24266172.37  | 0.05%             | 2030-07-18      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   17875000 | PA      | $17633034.88  | 0.04%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   12000000 | PA      | $12335289.48  | 0.03%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA       | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AE7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $6248550.39   | 0.01%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2023-A                                | CUSIP: 638961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   32828748 | PA      | $33198540.72  | 0.07%             | 2071-10-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan T | Renaissance Home Equity Loan Trust 2006-3                                       | CUSIP: 75971EAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9847275 | PA      | $2947510.08   | 0.01%             | 2036-11-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2022-2                                                | CUSIP: 89180HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   77403088 | PA      | $72811064.78  | 0.16%             | 2062-07-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC            | NatWest Markets PLC                                                             | CUSIP: 63906YAH1<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   25000000 | PA      | $25314475.75  | 0.06%             | 2027-05-17      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC            | NatWest Markets PLC                                                             | CUSIP: 63906YAU2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   35375000 | PA      | $35448213.87  | 0.08%             | 2031-03-27      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO            | Vulcan Materials Co                                                             | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     500000 | PA      | $426387.29    | 0.00%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VOYA GLOBAL FUNDING            | Voya Global Funding                                                             | CUSIP: 92921LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9848963.20   | 0.02%             | 2030-11-24      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2022-A                                | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   55283777 | PA      | $50197625.43  | 0.11%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2017-6                                      | CUSIP: 64830BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7113803 | PA      | $6904385.63   | 0.02%             | 2057-08-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $5624364.54   | 0.01%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8466362.70   | 0.02%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC              | Newell Brands Inc                                                               | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     500000 | PA      | $479957.30    | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   12790000 | PA      | $14520282.36  | 0.03%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP        | Manulife Financial Corp                                                         | CUSIP: 56501RAK2<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |   15225000 | PA      | $14911696.60  | 0.03%             | 2027-05-19      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                                | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   21700000 | PA      | $21973137.90  | 0.05%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL         | Protective Life Global Funding                                                  | CUSIP: 74368CBY9<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   15850000 | PA      | $16115173.99  | 0.04%             | 2029-06-12      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA       | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDS0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    5301000 | PA      | $5401779.59   | 0.01%             | 2029-02-28      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  673225000 | PA      | $517042057.89 | 1.15%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  591700000 | PA      | $420661718.75 | 0.94%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC             | RWE Finance US LLC                                                              | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24305117.25  | 0.05%             | 2035-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC               | Ryder System Inc                                                                | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   16550000 | PA      | $16814191.79  | 0.04%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  237925000 | PA      | $211409374.62 | 0.47%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     790000 | PA      | $752054.12    | 0.00%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   10000000 | PA      | $10152170.30  | 0.02%             | 2029-04-03      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL       | Sammons Financial Group Global Funding                                          | CUSIP: 79587J2E2<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $39643723.60  | 0.09%             | 2030-12-12      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                     | Humana Inc                                                                      | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    8925000 | PA      | $8825109.79   | 0.02%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $39416216.00  | 0.09%             | 2032-01-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| WSTERN MI UNIV HOMER STRYKER M | Western Michigan University Homer Stryker MD School of Medicine                 | CUSIP: 958644AB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   11270000 | PA      | $11510904.14  | 0.03%             | 2028-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| XPO INC                        | XPO Inc                                                                         | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1012368.00   | 0.00%             | 2028-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                  | ZF North America Capital Inc                                                    | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   17225000 | PA      | $16663160.12  | 0.04%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO       | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XBA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   22250000 | PA      | $22319642.50  | 0.05%             | 2037-03-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JPMCC Commercial Mortgage Securities Trust 2017-JP7                             | CUSIP: 465968AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   42766184 | PA      | $42258681.97  | 0.09%             | 2050-09-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2005-A8                                                | CUSIP: 466247YP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1782862 | PA      | $1440951.55   | 0.00%             | 2035-11-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2007-A4                                                | CUSIP: 46631JAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1505093 | PA      | $1169873.39   | 0.00%             | 2037-06-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP              | Hyatt Hotels Corp                                                               | CUSIP: 448579AW2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   22725000 | PA      | $22258438.48  | 0.05%             | 2035-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9871280.40   | 0.02%             | 2026-09-17      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST INTERNATIONAL PORT | Illinois International Port District                                            | CUSIP: 45202PAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2680000 | PA      | $2486908.41   | 0.01%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                  | Ingredion Inc                                                                   | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |   28000000 | PA      | $26232139.08  | 0.06%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                     | Intel Corp                                                                      | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    3275000 | PA      | $3300649.31   | 0.01%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES       | International Flavors & Fragrances Inc                                          | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    6090000 | PA      | $5269094.43   | 0.01%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                      | Kroger Co/The                                                                   | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    8200000 | PA      | $7615162.80   | 0.02%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MAPLE GROVE FUNDING TR I       | Maple Grove Funding Trust I                                                     | CUSIP: 565130AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15000000 | PA      | $10817808.75  | 0.02%             | 2051-08-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST EDUCTNL FING  | Massachusetts Educational Financing Authority                                   | CUSIP: 57563RRX9<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    8375000 | PA      | $7728614.99   | 0.02%             | 2030-07-01      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO        | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AL2<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $10273280.03  | 0.02%             | 2077-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust       | Mill City Mortgage Loan Trust 2019-1                                            | CUSIP: 59981AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7792287 | PA      | $7639389.40   | 0.02%             | 2069-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD          | Mineral Resources Ltd                                                           | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    8000000 | PA      | $8102153.36   | 0.02%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    5500000 | PA      | $5578268.58   | 0.01%             | 2031-04-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                      | Mylan Inc                                                                       | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4974275.10   | 0.01%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB           | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    6243000 | PA      | $6231105.90   | 0.01%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG       | New York Life Global Funding                                                    | CUSIP: 64952WFG3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   11700000 | PA      | $11891884.45  | 0.03%             | 2029-06-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA           | Samarco Mineracao SA                                                            | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |   13497623 | PA      | $13280404.36  | 0.03%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   20000000 | PA      | $19877073.20  | 0.04%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                    | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   20800000 | PA      | $20043820.37  | 0.04%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                | Nissan Motor Co Ltd                                                             | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $9723130.30   | 0.02%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE        | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5077948.65   | 0.01%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| NORTH DAKOTA ST HSG FIN AGY    | North Dakota Housing Finance Agency                                             | CUSIP: 6589094J2<br>LEI: 549300DVQAGW0B16JX70 | Long             | DBT              | MUN               | US        |    6400000 | PA      | $6686785.28   | 0.01%             | 2054-01-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP            | NOVA Chemicals Corp                                                             | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1058478.00   | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                   | Novelis Corp                                                                    | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6866248.90   | 0.02%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA         | Santander Holdings USA Inc                                                      | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4548120.44   | 0.01%             | 2030-09-06      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD             | Santos Finance Ltd                                                              | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    9100000 | PA      | $9907479.40   | 0.02%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    7550000 | PA      | $6708943.67   | 0.01%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                 | TD SYNNEX Corp                                                                  | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $23734572.25  | 0.05%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL             | nVent Finance Sarl                                                              | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |   28950000 | PA      | $29683512.52  | 0.07%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    6360000 | PA      | $6839107.13   | 0.02%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OCHSNER LSU HEALTH SYST        | Ochsner LSU Health System of North Louisiana                                    | CUSIP: 67555JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   36300000 | PA      | $31004450.00  | 0.07%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| OHIO ST HSG FIN AGY RSDL MTGE  | Ohio Housing Finance Agency                                                     | CUSIP: 67756Q5R4<br>LEI: 549300K10X7VPG6JVX38 | Long             | DBT              | MUN               | US        |    7175000 | PA      | $7579189.99   | 0.02%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                      | ONEOK Inc                                                                       | CUSIP: 682680CU5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    6250000 | PA      | $6357712.94   | 0.01%             | 2034-09-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   13143000 | PA      | $11127202.63  | 0.02%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR       | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4454124.00   | 0.01%             | 2034-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                  | Owens Corning                                                                   | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4980412.65   | 0.01%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                    | Paychex Inc                                                                     | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10050428.10  | 0.02%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15248885.85  | 0.03%             | 2028-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                    | Revvity Inc                                                                     | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   36579000 | PA      | $35011266.13  | 0.08%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO        | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   14050000 | PA      | $14403501.51  | 0.03%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1        | Pricoa Global Funding I                                                         | CUSIP: 74153WCS6<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4775612.85   | 0.01%             | 2028-05-30      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan T | Renaissance Home Equity Loan Trust 2007-1                                       | CUSIP: 75970JAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     278136 | PA      | $66949.77     | 0.00%             | 2037-04-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan T | Renaissance Home Equity Loan Trust 2007-2                                       | CUSIP: 75970QAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1435659 | PA      | $330564.98    | 0.00%             | 2037-06-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND ST STUDENT LOAN A | Rhode Island Student Loan Authority                                             | CUSIP: 762315RR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1800000 | PA      | $1762585.38   | 0.00%             | 2027-12-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    3550000 | PA      | $3651122.99   | 0.01%             | 2031-04-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP        | Schlumberger Holdings Corp                                                      | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   11096000 | PA      | $11010732.12  | 0.02%             | 2028-05-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   43000000 | PA      | $42468150.20  | 0.09%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   14525000 | PA      | $14512972.57  | 0.03%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY       | Standard Industries Inc/NY                                                      | CUSIP: 853496AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4481832.50   | 0.01%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDC1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   23375000 | PA      | $24274072.39  | 0.05%             | 2030-07-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                      | Sunoco LP                                                                       | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $991966.10    | 0.00%             | 2031-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB       | Svenska Handelsbanken AB                                                        | CUSIP: 86959LAH6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   10000000 | PA      | $9944366.10   | 0.02%             | 2027-06-11      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION              | Sysco Corp                                                                      | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   22570000 | PA      | $23441401.97  | 0.05%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8790116.60   | 0.02%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   53473000 | PA      | $52075800.77  | 0.12%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14726324.25  | 0.03%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB       | Svenska Handelsbanken AB                                                        | CUSIP: 86959LAP8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   22195000 | PA      | $22669967.90  | 0.05%             | 2028-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SYMETRA LIFE INSURANCE         | Symetra Life Insurance Co                                                       | CUSIP: 87151KAA7<br>LEI: 2CKADF5K7JYB5EG0VY36 | Long             | DBT              | CORP              | US        |   37107000 | PA      | $37179988.73  | 0.08%             | 2055-10-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TC PIPELINES LP                | TC PipeLines LP                                                                 | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |   23285000 | PA      | $23113692.26  | 0.05%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2019-1                                                | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3613656 | PA      | $3503021.10   | 0.01%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu | JPMDB Commercial Mortgage Securities Trust 2016-C4                              | CUSIP: 46646RAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   44268000 | PA      | $43784115.35  | 0.10%             | 2049-12-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO       | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 472140AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   15000000 | PA      | $14704511.40  | 0.03%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC        | Jefferies Financial Group Inc                                                   | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1323924.43   | 0.00%             | 2027-06-08      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    8416000 | PA      | $8244545.38   | 0.02%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   26159000 | PA      | $29203136.17  | 0.07%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP            | Kinetik Holdings LP                                                             | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $21355383.00  | 0.05%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                     | Leidos Inc                                                                      | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    9125000 | PA      | $9301570.67   | 0.02%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL INSURANCE       | Liberty Mutual Insurance Co                                                     | CUSIP: 53079QAD9<br>LEI: CNC20I6IOMGF7KY49D67 | Long             | DBT              | CORP              | US        |     375000 | PA      | $410797.84    | 0.00%             | 2097-10-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00084DBF6<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   22000000 | PA      | $22301213.66  | 0.05%             | 2035-12-03      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4046941.65   | 0.01%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    8825000 | PA      | $7976295.25   | 0.02%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    6519000 | PA      | $6499902.46   | 0.01%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7617688.88   | 0.02%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MARICOPA CNTY AZ INDL DEV AUTH | Maricopa County Industrial Development Authority                                | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   19600000 | PA      | $20663033.44  | 0.05%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL       | Martin Marietta Materials Inc                                                   | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4624810.25   | 0.01%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST EDUCTNL FING  | Massachusetts Educational Financing Authority                                   | CUSIP: 57563RRY7<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    5000000 | PA      | $4529401.50   | 0.01%             | 2031-07-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                     | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   49495000 | PA      | $45009142.93  | 0.10%             | 2031-05-21      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                     | Terex Corp                                                                      | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     250000 | PA      | $251629.56    | 0.00%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| 200 PARK FUNDING TRUST         | 200 Park Funding Trust                                                          | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9607581.20   | 0.02%             | 2055-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP          | Lincoln National Corp                                                           | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    2190000 | PA      | $2250847.00   | 0.01%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP          | Lincoln National Corp                                                           | CUSIP: 534187BM0<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   33383000 | PA      | $29825545.28  | 0.07%             | 2030-08-15      | None          | 2.33%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP           | Wrangler Holdco Corp                                                            | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10296812.30  | 0.02%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                   | WP Carey Inc                                                                    | CUSIP: 92936UAM1<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    5550000 | PA      | $5550065.16   | 0.01%             | 2034-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS         | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAB8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   11375000 | PA      | $11501239.07  | 0.03%             | 2039-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2023-5YR4                                                                 | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14693791 | PA      | $15259741.13  | 0.03%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP          | Bank of Ireland Group PLC                                                       | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   89609000 | PA      | $91896802.00  | 0.21%             | 2030-03-20      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                | CUSIP: 06368L3K0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $5060846.50   | 0.01%             | 2027-06-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $9958600.40   | 0.02%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2024-5                                                | CUSIP: 891944AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   95583639 | PA      | $94753523.30  | 0.21%             | 2064-10-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   58000000 | PA      | $56393672.02  | 0.13%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  512600000 | PA      | $459177468.75 | 1.02%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  115100000 | PA      | $114205277.06 | 0.25%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  403125000 | PA      | $399566164.13 | 0.89%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED          | Vale Overseas Ltd                                                               | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   32000000 | PA      | $33376640.00  | 0.07%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   41750000 | PA      | $41965120.22  | 0.09%             | 2030-09-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC       | Baxter International Inc                                                        | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   32325000 | PA      | $31569365.63  | 0.07%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC        | Bayer US Finance II LLC                                                         | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    5125000 | PA      | $4046545.79   | 0.01%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS MORTGAGE TRUST 2017-C1                                                    | CUSIP: 07332VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7837000 | PA      | $7768130.01   | 0.02%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2023-V3 Mortgage Trust                                                | CUSIP: 08163VAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22950000 | PA      | $23491642.95  | 0.05%             | 2056-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2026-V21 Mortgage Trust                                               | CUSIP: 08164HBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   98900000 | PA      | $100218673.26 | 0.22%             | 2031-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG       | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $6020776.60   | 0.01%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC               | Berry Global Inc                                                                | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   13027000 | PA      | $13028374.61  | 0.03%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   30000000 | PA      | $30823467.90  | 0.07%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD             | Macquarie Bank Ltd                                                              | CUSIP: 556079AF8<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $10796890.90  | 0.02%             | 2033-01-18      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD            | Macquarie Group Ltd                                                             | CUSIP: 55608JBQ0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    9477000 | PA      | $10120997.21  | 0.02%             | 2034-12-07      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                     | NBN Co Ltd                                                                      | CUSIP: 62878U2B7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $4559720.35   | 0.01%             | 2031-05-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   32500000 | PA      | $33439366.03  | 0.07%             | 2029-09-13      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust   | Navient Refinance Loan Trust 2026-A                                             | CUSIP: 63943HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   69725000 | PA      | $68939213.20  | 0.15%             | 2056-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLACK BELT ENERGY GAS DIST AL  | Black Belt Energy Gas District                                                  | CUSIP: 09182TCS4<br>LEI: 549300I8V0Z68JQCB679 | Long             | DBT              | MUN               | US        |    9120000 | PA      | $9413652.14   | 0.02%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2024 RPL1                                       | CUSIP: 10568TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  110396728 | PA      | $102310355.58 | 0.23%             | 2063-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust Series 2026-NQM2                                | CUSIP: 105934AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   59293041 | PA      | $58615938.28  | 0.13%             | 2065-11-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| CCL INDUSTRIES INC             | CCL Industries Inc                                                              | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |   19725000 | PA      | $18406369.94  | 0.04%             | 2030-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC              | CBRE Services Inc                                                               | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5205035.50   | 0.01%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $12764242.14  | 0.03%             | 2031-09-11      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC               | Carlisle Cos Inc                                                                | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4543734.46   | 0.01%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJJP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      28705 | PA      | $29546.93     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                     | Intel Corp                                                                      | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2123937.89   | 0.00%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC              | Iron Mountain Inc                                                               | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3957382.80   | 0.01%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP              | ITC Holdings Corp                                                               | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $14391989.64  | 0.03%             | 2034-05-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO       | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    3000000 | PA      | $3096720.87   | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                | JAB Holdings BV                                                                 | CUSIP: 46653KAC2<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    7207000 | PA      | $5477020.04   | 0.01%             | 2052-04-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP       | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $14528606.26  | 0.03%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO       | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 472140AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    5000000 | PA      | $4906309.55   | 0.01%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  798500000 | PA      | $760664826.22 | 1.70%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23725000 | PA      | $24154088.93  | 0.05%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2017-1                                      | CUSIP: 64829JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6510866 | PA      | $6330030.25   | 0.01%             | 2057-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2024-NQM2                                   | CUSIP: 64832BAC9<br>LEI: 213800Z6O4V4V96AU133 | Long             | ABS-MBS          | CORP              | US        |   64829823 | PA      | $64607560.15  | 0.14%             | 2064-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED          | Vale Overseas Ltd                                                               | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   15000000 | PA      | $15190500.00  | 0.03%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                 | Var Energi ASA                                                                  | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   35400000 | PA      | $36520317.96  | 0.08%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI EDUCTNL FAC | Public Finance Authority                                                        | CUSIP: 74443DHF1<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    8770000 | PA      | $8594372.86   | 0.02%             | 2032-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC            | Quanta Services Inc                                                             | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9275498.90   | 0.02%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| LEIDOS HOLDINGS INC            | Leidos Holdings Inc                                                             | CUSIP: 78390XAC5<br>LEI: 549300IUTGTP6EJP8124 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1985679.00   | 0.00%             | 2040-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GLENCORE FINANCE CANADA        | Glencore Finance Canada Ltd                                                     | CUSIP: 98417EAR1<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |    3543000 | PA      | $3379677.16   | 0.01%             | 2042-10-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL          | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   11825000 | PA      | $10744278.25  | 0.02%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TOLL ROAD INV PART II          | Toll Road Investors Partnership II LP                                           | CUSIP: 88948ABC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   32855000 | PA      | $31230480.25  | 0.07%             | 2027-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TOLL ROAD INV PART II          | Toll Road Investors Partnership II LP                                           | CUSIP: 88948ABF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1610523.01   | 0.00%             | 2030-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2018-4                                                | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15210634 | PA      | $14390422.13  | 0.03%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2020-MH1                                              | CUSIP: 89178YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3941696 | PA      | $3881065.09   | 0.01%             | 2060-02-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2020-4                                                | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   44238524 | PA      | $40318690.01  | 0.09%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE        | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2227300.58   | 0.00%             | 2042-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                   | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10993824.60  | 0.02%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRINITY ACQUISITION PLC        | Trinity Acquisition PLC                                                         | CUSIP: 89641UAB7<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |   23630000 | PA      | $23298886.52  | 0.05%             | 2043-08-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                    | Viatris Inc                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7589680.10   | 0.02%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE         | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9700000 | PA      | $9642682.22   | 0.02%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL       | Viper Energy Partners LLC                                                       | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |   15775000 | PA      | $15898202.75  | 0.04%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY         | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1006705.00   | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP             | Alcon Finance Corp                                                              | CUSIP: 01400EAB9<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    6110000 | PA      | $5805344.95   | 0.01%             | 2029-09-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                     | VMware LLC                                                                      | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14124106.20  | 0.03%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC             | Voya Financial Inc                                                              | CUSIP: 929089AK6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19319179.00  | 0.04%             | 2036-03-02      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2004-CB3 Trust                   | CUSIP: 92922FXM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     817569 | PA      | $842919.24    | 0.00%             | 2034-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                  | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   30350000 | PA      | $30053195.82  | 0.07%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE         | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   10205000 | PA      | $10234928.31  | 0.02%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC          | Whistler Pipeline LLC                                                           | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |   46465000 | PA      | $47727923.35  | 0.11%             | 2031-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                            | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2430050.68   | 0.01%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC             | Ally Financial Inc                                                              | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10430267.90  | 0.02%             | 2030-01-03      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                 | Alpek SAB de CV                                                                 | CUSIP: 020564AD2<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |    6000000 | PA      | $5546994.60   | 0.01%             | 2029-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2024-3                                                 | CUSIP: 03466HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   40423530 | PA      | $40183187.65  | 0.09%             | 2068-11-26      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA               | ArcelorMittal SA                                                                | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    4500000 | PA      | $4732904.61   | 0.01%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA               | ArcelorMittal SA                                                                | CUSIP: 03938LBH6<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   25900000 | PA      | $26347205.72  | 0.06%             | 2054-06-17      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   23840000 | PA      | $20953163.38  | 0.05%             | 2031-08-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    6700000 | PA      | $6830589.90   | 0.02%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2                   | CUSIP: 46590MAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12309629 | PA      | $12269980.58  | 0.03%             | 2049-08-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu | JPMDB Commercial Mortgage Securities Trust 2017-C5                              | CUSIP: 46590TAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22721000 | PA      | $22419583.21  | 0.05%             | 2050-03-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2014-C25                             | CUSIP: 46643PBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2516298 | PA      | $2487964.43   | 0.01%             | 2047-11-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC     | MMAF Equipment Finance LLC 2024-A                                               | CUSIP: 55318CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21775000 | PA      | $21981294.17  | 0.05%             | 2031-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2650000 | PA      | $2635068.39   | 0.01%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC          | Molina Healthcare Inc                                                           | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4847953.15   | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOOG INC                       | Moog Inc                                                                        | CUSIP: 615394AP8<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |     250000 | PA      | $250785.41    | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING             | NLG Global Funding                                                              | CUSIP: 62915W2A0<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |    9800000 | PA      | $10021008.52  | 0.02%             | 2030-01-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING             | NLG Global Funding                                                              | CUSIP: 62915W2B8<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |   18825000 | PA      | $18489455.86  | 0.04%             | 2030-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE        | New York Life Insurance Co                                                      | CUSIP: 64952GAF5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   25105000 | PA      | $27995757.40  | 0.06%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE        | New York Life Insurance Co                                                      | CUSIP: 64952GAQ1<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   14500000 | PA      | $10959142.34  | 0.02%             | 2069-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC            | Nomura Holdings Inc                                                             | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   15000000 | PA      | $15183253.95  | 0.03%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                    | Nutrien Ltd                                                                     | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $9976724.80   | 0.02%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL             | nVent Finance Sarl                                                              | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |   32435000 | PA      | $32359194.54  | 0.07%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP         | Old Republic International Corp                                                 | CUSIP: 680223AM6<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10204035.80  | 0.02%             | 2034-03-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   29065000 | PA      | $27441098.05  | 0.06%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                                              | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26000000 | PA      | $26286421.20  | 0.06%             | 2029-04-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE       | Perrigo Finance Unlimited Co                                                    | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |   25250000 | PA      | $22794239.04  | 0.05%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                    | Phillips 66                                                                     | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5008596.85   | 0.01%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND ST STUDENT LOAN A | Rhode Island Student Loan Authority                                             | CUSIP: 762315RH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1295000 | PA      | $1365125.93   | 0.00%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                | SBA Tower Trust                                                                 | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21750000 | PA      | $21226853.78  | 0.05%             | 2027-04-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                 | Salesforce Inc                                                                  | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   68675000 | PA      | $68817219.74  | 0.15%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   13925000 | PA      | $13446869.53  | 0.03%             | 2036-09-22      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR              | Seagate Data Storage Technology Pte Ltd                                         | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   25000000 | PA      | $25411000.00  | 0.06%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC            | Silgan Holdings Inc                                                             | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3911837.20   | 0.01%             | 2028-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                    | Aker BP ASA                                                                     | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   42125000 | PA      | $41224926.92  | 0.09%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC             | Ally Financial Inc                                                              | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   16891000 | PA      | $17592942.67  | 0.04%             | 2029-06-13      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE            | Amcor Group Finance PLC                                                         | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |   12500000 | PA      | $12807634.00  | 0.03%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV        | America Movil SAB de CV                                                         | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   28000000 | PA      | $26083761.76  | 0.06%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP        | American National Group Inc                                                     | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19497722.40  | 0.04%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                 | Synchrony Bank                                                                  | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   19618000 | PA      | $19834214.69  | 0.04%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    2000000 | PA      | $1802613.46   | 0.00%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                  | DTE Energy Co                                                                   | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    8318000 | PA      | $8458138.92   | 0.02%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    5000000 | PA      | $5180226.75   | 0.01%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP        | Digital Realty Trust LP                                                         | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   41950000 | PA      | $40743971.48  | 0.09%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DIGNITY HEALTH                 | Dignity Health                                                                  | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    7625000 | PA      | $6766297.36   | 0.02%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DMKG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23584592 | PA      | $21429876.00  | 0.05%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418EP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7538877 | PA      | $7603778.15   | 0.02%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179RBX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4295437 | PA      | $4046619.72   | 0.01%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36202C6Y4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2029 | PA      | $2064.12      | 0.00%             | 2028-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36202F3N4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3752621 | PA      | $3608231.10   | 0.01%             | 2042-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP               | HF Sinclair Corp                                                                | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   22900000 | PA      | $22898180.60  | 0.05%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC         | Discovery Global Holdings Inc                                                   | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   30599000 | PA      | $27080115.00  | 0.06%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE        | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9139246.60   | 0.02%             | 2028-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC            | Nomura Holdings Inc                                                             | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   30000000 | PA      | $28423765.50  | 0.06%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                   | Novelis Corp                                                                    | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3026013.00   | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                    | Nutrien Ltd                                                                     | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    6550000 | PA      | $6003312.11   | 0.01%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP         | Old Republic International Corp                                                 | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |   12550000 | PA      | $8804233.63   | 0.02%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC        | PPL Capital Funding Inc                                                         | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $6445329.15   | 0.01%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PEACHTREE FUND TRUST II        | Peachtree Corners Funding Trust II                                              | CUSIP: 70470BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10475000 | PA      | $10716418.69  | 0.02%             | 2035-05-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12800000 | PA      | $12985867.14  | 0.03%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP           | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   31502000 | PA      | $34008393.63  | 0.08%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                | Rand Parent LLC                                                                 | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6672412.50   | 0.01%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    4000000 | PA      | $4108604.00   | 0.01%             | 2029-01-09      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                      | Sunoco LP                                                                       | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5173345.00   | 0.01%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2017-6                                                | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2789246 | PA      | $2754748.19   | 0.01%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                   | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15369720.00  | 0.03%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER               | Triton Container International Ltd                                              | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    7425000 | PA      | $7417058.81   | 0.02%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER               | Triton Container International Ltd                                              | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   33975000 | PA      | $30720271.44  | 0.07%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                | Tyson Foods Inc                                                                 | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    4650000 | PA      | $4184338.44   | 0.01%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  538700000 | PA      | $392556583.38 | 0.88%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  302300000 | PA      | $282721353.07 | 0.63%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  582525000 | PA      | $595722832.03 | 1.33%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED          | Vale Overseas Ltd                                                               | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   29519000 | PA      | $32653356.94  | 0.07%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   31353000 | PA      | $31583274.93  | 0.07%             | 2028-12-03      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                  | AIB Group PLC                                                                   | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    5800000 | PA      | $5904287.71   | 0.01%             | 2031-05-15      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RNK4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   15600000 | PA      | $15263184.30  | 0.03%             | 2056-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU       | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    5449000 | PA      | $5436464.03   | 0.01%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC          | Time Warner Cable LLC                                                           | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   19829000 | PA      | $20748574.83  | 0.05%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC          | Time Warner Cable LLC                                                           | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    8041000 | PA      | $7978850.15   | 0.02%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2018-6                                                | CUSIP: 89176LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     625864 | PA      | $623178.46    | 0.00%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2020-MH1                                              | CUSIP: 89178YAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5427249 | PA      | $5342250.66   | 0.01%             | 2060-02-25      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2022-3                                                | CUSIP: 89180NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   74857948 | PA      | $70643632.58  | 0.16%             | 2062-08-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                   | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5566770.00   | 0.01%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                   | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1019870.00   | 0.00%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                 | Var Energi ASA                                                                  | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   29950000 | PA      | $31329899.83  | 0.07%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   10793000 | PA      | $9980825.67   | 0.02%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   38575000 | PA      | $35957462.52  | 0.08%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   19000000 | PA      | $18502211.59  | 0.04%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2025-9                                               | CUSIP: 92490EAA1<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |   28820525 | PA      | $28679362.48  | 0.06%             | 2070-10-27      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2025-12                                              | CUSIP: 92490FAF7<br>LEI: 2138009XAW9T934GL239 | Long             | ABS-MBS          | CORP              | US        |   83869982 | PA      | $83507604.95  | 0.19%             | 2070-12-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4590928.55   | 0.01%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   12800000 | PA      | $13331113.34  | 0.03%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL         | American International Group Inc                                                | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6057829.50   | 0.01%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF           | American National Global Funding                                                | CUSIP: 02771D2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25254807.75  | 0.06%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | AbbVie Inc                                                                      | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    3825000 | PA      | $3613546.27   | 0.01%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC        | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   14267000 | PA      | $14384383.88  | 0.03%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                    | Aker BP ASA                                                                     | CUSIP: 00973RAQ6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   18500000 | PA      | $17990453.39  | 0.04%             | 2035-10-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC             | Albertsons Cos Inc                                                              | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19690322.00  | 0.04%             | 2032-03-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC       | Allison Transmission Inc                                                        | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2981608.20   | 0.01%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL               | Ambipar Lux Sarl                                                                | CUSIP: 02319WAA9<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |     500000 | PA      | $92500.00     | 0.00%             | 2031-02-06      | None          | 9.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP            | American Tower Corp                                                             | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   18775000 | PA      | $18448570.15  | 0.04%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $15439144.50  | 0.03%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    9975000 | PA      | $10133803.80  | 0.02%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                     | Arcosa Inc                                                                      | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1024643.00   | 0.00%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4015475.43   | 0.01%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                  | BGC Group Inc                                                                   | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25793255.25  | 0.06%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-5C29                                                  | CUSIP: 05555PAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   49677635 | PA      | $49849872.79  | 0.11%             | 2057-09-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2024-5C6 Mortgage Trust                                                     | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5088416.50   | 0.01%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR10                                                                | CUSIP: 06604AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   69800000 | PA      | $70078802.14  | 0.16%             | 2057-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   30647000 | PA      | $31179260.24  | 0.07%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   10500000 | PA      | $9852837.54   | 0.02%             | 2031-01-13      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133LPT80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4471443 | PA      | $4202590.50   | 0.01%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL               | Ambipar Lux Sarl                                                                | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $150000.00    | 0.00%             | 2033-02-05      | None          | 10.88%                | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM       | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAJ7<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   14025000 | PA      | $13896148.40  | 0.03%             | 2029-03-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133SERW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   55534496 | PA      | $45768670.68  | 0.10%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT             | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-3                   | CUSIP: 35563PSB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22124756 | PA      | $17841089.20  | 0.04%             | 2060-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP        | American National Group Inc                                                     | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8082521.20   | 0.02%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF           | American National Global Funding                                                | CUSIP: 02771D2E3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   29600000 | PA      | $28971458.80  | 0.06%             | 2031-01-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES              | Amsted Industries Inc                                                           | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1004950.00   | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863AR1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   12033000 | PA      | $12045708.53  | 0.03%             | 2027-04-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    3000000 | PA      | $3093526.83   | 0.01%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863BD1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   12450000 | PA      | $12596217.16  | 0.03%             | 2033-05-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863BF6<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $4869573.35   | 0.01%             | 2054-04-05      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                | Antofagasta PLC                                                                 | CUSIP: 03718NAD8<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |   16375000 | PA      | $16177652.43  | 0.04%             | 2035-09-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC           | Aramark Services Inc                                                            | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $994098.30    | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARCOS DORADOS BV               | Arcos Dorados BV                                                                | CUSIP: 03965TAC7<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |   12000000 | PA      | $12330000.00  | 0.03%             | 2032-01-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE         | Arizona Public Service Co                                                       | CUSIP: 040555DK7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   14775000 | PA      | $14526410.33  | 0.03%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING          | Athene Global Funding                                                           | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   15278000 | PA      | $15418473.27  | 0.03%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING          | Athene Global Funding                                                           | CUSIP: 04685A4N8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   10730000 | PA      | $10691613.32  | 0.02%             | 2028-05-09      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                      | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10052096.00  | 0.02%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                      | CUSIP: 05369AAU5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19300169.40  | 0.04%             | 2033-01-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   16000000 | PA      | $16052664.32  | 0.04%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BALL CORP                      | Ball Corp                                                                       | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5071875.00   | 0.01%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    7842000 | PA      | $8463799.00   | 0.02%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    8400000 | PA      | $8828476.10   | 0.02%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   35000000 | PA      | $36764419.65  | 0.08%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $32334236.90  | 0.07%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15213583.65  | 0.03%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   11000000 | PA      | $11098646.35  | 0.02%             | 2029-01-27      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    7775000 | PA      | $7755606.74   | 0.02%             | 2032-11-10      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK9                                                                  | CUSIP: 06540RAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   32423816 | PA      | $31910067.58  | 0.07%             | 2054-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK4                                                                  | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30037000 | PA      | $29683050.00  | 0.07%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2018-C14 Commercial Mortgage Trust                                        | CUSIP: 12596GAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   39100000 | PA      | $38966305.37  | 0.09%             | 2051-11-15      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2019-C16 Commercial Mortgage Trust                                        | CUSIP: 12596WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   33264000 | PA      | $31998960.10  | 0.07%             | 2052-06-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2020-C19 Commercial Mortgage Trust                                        | CUSIP: 12597NAR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21750000 | PA      | $20115317.85  | 0.04%             | 2053-03-15      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-85CB                                                | CUSIP: 12668BEG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1348117 | PA      | $1054656.93   | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC         | CACI International Inc                                                          | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1017926.00   | 0.00%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST ENTERPRISE DEV A | California Enterprise Development Authority                                     | CUSIP: 13067RGA5<br>LEI: 549300544P6FSHU1HB46 | Long             | DBT              | MUN               | US        |    5000000 | PA      | $5003397.50   | 0.01%             | 2026-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   18775000 | PA      | $18738761.25  | 0.04%             | 2033-05-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15807931.80  | 0.04%             | 2034-06-08      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4472718.25   | 0.01%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   10450000 | PA      | $10611093.65  | 0.02%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2005-9                                            | CUSIP: 17307GM62<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17787 | PA      | $12466.11     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP       | Citizens Financial Group Inc                                                    | CUSIP: 174610AR6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   23400000 | PA      | $23289336.72  | 0.05%             | 2026-07-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING             | CNO Global Funding                                                              | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $18246130.74  | 0.04%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO        | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3566721.24   | 0.01%             | 2053-11-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                                    | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6281389.79   | 0.01%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                | DTE Electric Co                                                                 | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   15200000 | PA      | $13953855.21  | 0.03%             | 2031-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    7020000 | PA      | $7092452.58   | 0.02%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                   | DNB Bank ASA                                                                    | CUSIP: 25601B2E4<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   15000000 | PA      | $14785112.70  | 0.03%             | 2031-11-04      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS                | Eagle Materials Inc                                                             | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13396821.60  | 0.03%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS             | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5180290.78   | 0.01%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DQXQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   50875237 | PA      | $52840284.01  | 0.12%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132J85A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4379575 | PA      | $4016392.90   | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   86725060 | PA      | $78589993.08  | 0.18%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335A2S6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3380366 | PA      | $3257607.35   | 0.01%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335AEJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6464222 | PA      | $6128442.86   | 0.01%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KLAZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16735011 | PA      | $12964235.59  | 0.03%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31371NU45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3175 | PA      | $3188.69      | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31374CR65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   45900146 | PA      | $43358718.93  | 0.10%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XJPW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24149835 | PA      | $22761220.12  | 0.05%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XJSJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14322907 | PA      | $14473923.58  | 0.03%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   11550000 | PA      | $11455034.63  | 0.03%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III         | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAA6<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |   43130000 | PA      | $41854902.09  | 0.09%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC       | Genpact Luxembourg SARL/Genpact USA Inc                                         | CUSIP: 37190AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   29775000 | PA      | $29740165.04  | 0.07%             | 2026-04-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   20000000 | PA      | $20109264.00  | 0.04%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| HP INC                         | HP Inc                                                                          | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6877877.51   | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC          | Amrize Finance US LLC                                                           | CUSIP: 43475RAN6<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   12565000 | PA      | $12452521.39  | 0.03%             | 2026-09-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC          | Amrize Finance US LLC                                                           | CUSIP: 43475RAR7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10109352.00  | 0.02%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                       | LKQ Corp                                                                        | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |   30275000 | PA      | $31189441.84  | 0.07%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                      | Lear Corp                                                                       | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    3167000 | PA      | $3135353.94   | 0.01%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                     | Leidos Inc                                                                      | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   46222000 | PA      | $45474825.07  | 0.10%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES FIN          | Liberty Utilities Finance GP 1                                                  | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10600000 | PA      | $9512016.32   | 0.02%             | 2030-09-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP          | Lincoln National Corp                                                           | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3817855.96   | 0.01%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA           | Mercedes-Benz Finance North America LLC                                         | CUSIP: 58769JBP1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   17100000 | PA      | $16976528.77  | 0.04%             | 2029-03-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP            | Meritage Homes Corp                                                             | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4794766.27   | 0.01%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    3000000 | PA      | $3079241.91   | 0.01%             | 2031-02-22      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   14719000 | PA      | $15124873.04  | 0.03%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   27000000 | PA      | $26818206.84  | 0.06%             | 2032-03-12      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN       | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $5080825.00   | 0.01%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1        | Pricoa Global Funding I                                                         | CUSIP: 74153WCV9<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    6650000 | PA      | $6611830.00   | 0.01%             | 2031-08-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2024-SFR2 Trust                                            | CUSIP: 74290XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20414659 | PA      | $19575571.53  | 0.04%             | 2041-04-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP           | Protective Life Corp                                                            | CUSIP: 743674BG7<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   28300000 | PA      | $27810126.15  | 0.06%             | 2035-12-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2004-QS13 Trust                                                     | CUSIP: 76110HYF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2415 | PA      | $2402.56      | 0.00%             | 2039-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2005-QS11 Trust                                                     | CUSIP: 761118CF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1617539 | PA      | $1251494.51   | 0.00%             | 2035-07-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368JKF6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   10572000 | PA      | $10555352.59  | 0.02%             | 2026-08-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   30000000 | PA      | $30250971.00  | 0.07%             | 2030-10-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                  | Videotron Ltd                                                                   | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   22139000 | PA      | $21427675.70  | 0.05%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   14415000 | PA      | $14535452.75  | 0.03%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   29799000 | PA      | $29189393.22  | 0.07%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   22000000 | PA      | $22663378.54  | 0.05%             | 2031-01-14      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   26065000 | PA      | $22977112.55  | 0.05%             | 2032-01-20      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V10 Mortgage Trust                                               | CUSIP: 08163UAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   48225000 | PA      | $48404903.36  | 0.11%             | 2057-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659T2B6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $4471170.00   | 0.01%             | 2035-08-12      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BRAZOS TX HGR EDU AUTH STUDENT | Brazos Higher Education Authority Inc                                           | CUSIP: 10623ABC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1000000 | PA      | $1000000.00   | 0.00%             | 2026-04-01      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| BRAZOS TX HGR EDU AUTH STUDENT | Brazos Higher Education Authority Inc                                           | CUSIP: 10623ABD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1300000 | PA      | $1274618.54   | 0.00%             | 2027-04-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3960329.84   | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2020-C19 Commercial Mortgage Trust                                        | CUSIP: 12597NAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $5448502.80   | 0.01%             | 2053-03-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA               | CSN Resources SA                                                                | CUSIP: 12644VAF5<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |   15000000 | PA      | $10639725.00  | 0.02%             | 2030-12-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5681273.04   | 0.01%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   15000000 | PA      | $14936182.35  | 0.03%             | 2031-09-08      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10151005.60  | 0.02%             | 2029-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA       | Citadel Securities Global Holdings LLC                                          | CUSIP: 17289RAE6<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9920623.90   | 0.02%             | 2032-01-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-C2                                     | CUSIP: 17291CBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   33387000 | PA      | $33199505.29  | 0.07%             | 2049-08-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9886340.30   | 0.02%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2017-P8                                     | CUSIP: 17326DAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   35645000 | PA      | $34921196.19  | 0.08%             | 2050-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   32000000 | PA      | $32097481.92  | 0.07%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                                    | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   13575000 | PA      | $12802550.06  | 0.03%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    2622000 | PA      | $1452496.41   | 0.00%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC       | Constellation Energy Generation LLC                                             | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10473371.40  | 0.02%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION GLO FNDG         | Constellation Global Funding                                                    | CUSIP: 21038N2A8<br>LEI: 254900OP9HLIALC2HZ12 | Long             | DBT              | CORP              | US        |   32500000 | PA      | $31848535.88  | 0.07%             | 2030-10-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING        | DCP Midstream Operating LP                                                      | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9089637.90   | 0.02%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                  | DTE Energy Co                                                                   | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   11900000 | PA      | $12006809.88  | 0.03%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS        | Duquesne Light Holdings Inc                                                     | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    8775000 | PA      | $7986334.94   | 0.02%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                        | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93253.44     | 0.00%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIENCES COR       | Edwards Lifesciences Corp                                                       | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |   12111000 | PA      | $12097965.42  | 0.03%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | ENEL Finance International NV                                                   | CUSIP: 29268BAF8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    4286000 | PA      | $4347265.84   | 0.01%             | 2039-10-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | ENEL Finance International NV                                                   | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   20000000 | PA      | $22519556.00  | 0.05%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4693000 | PA      | $4740392.07   | 0.01%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132D9E75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13355478 | PA      | $12064684.02  | 0.03%             | 2041-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVK53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   38247694 | PA      | $36544483.00  | 0.08%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132L7F95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4010316 | PA      | $3856829.51   | 0.01%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335BXJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6571814 | PA      | $6301900.12   | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133AQN45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11664076 | PA      | $9605639.16   | 0.02%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KT2V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17171250 | PA      | $15440712.16  | 0.03%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KYV71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   83827585 | PA      | $72853130.97  | 0.16%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KYVB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   32232845 | PA      | $27332413.36  | 0.06%             | 2041-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133LPS99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9983519 | PA      | $9492867.62   | 0.02%             | 2030-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31385H3Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1650 | PA      | $1689.63      | 0.00%             | 2032-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EPEP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6922859 | PA      | $6668165.99   | 0.01%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EQLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3597631 | PA      | $3623355.63   | 0.01%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138ETJ72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12812025 | PA      | $12347976.47  | 0.03%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138M3RK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2938017 | PA      | $2778073.11   | 0.01%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31419AG35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1069998 | PA      | $1058936.90   | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC       | Ferguson Enterprises Inc                                                        | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7905495.68   | 0.02%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC           | Ferguson Finance PLC                                                            | CUSIP: 314890AA2<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |   37052000 | PA      | $36891220.26  | 0.08%             | 2028-10-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV        | Fidelity National Information Services Inc                                      | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   37150000 | PA      | $36974831.06  | 0.08%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT             | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4                   | CUSIP: 35563PML0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22415769 | PA      | $21112980.38  | 0.05%             | 2059-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                    | Gartner Inc                                                                     | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   41807000 | PA      | $39330313.19  | 0.09%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO              | General Motors Co                                                               | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    7825000 | PA      | $8045305.05   | 0.02%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272BH0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $2624307.48   | 0.01%             | 2051-09-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   22321000 | PA      | $22803015.75  | 0.05%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $15635576.55  | 0.03%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $15109350.60  | 0.03%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                    | Hologic Inc                                                                     | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |   21238000 | PA      | $21201098.98  | 0.05%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust   | Navient Refinance Loan Trust 2025-C                                             | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   32295427 | PA      | $32123980.55  | 0.07%             | 2055-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2021-E                                | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6248545 | PA      | $5591594.41   | 0.01%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2017-3                                      | CUSIP: 64828MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5641891 | PA      | $5450901.76   | 0.01%             | 2057-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                    | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15296694.75  | 0.03%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM13 Trust                                                            | CUSIP: 67121UAA4<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-MBS          | CORP              | US        |   92987089 | PA      | $93276752.98  | 0.21%             | 2065-05-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2023-NQM9 Trust                                                             | CUSIP: 673921AA0<br>LEI: 2549007JKD4UEFDCFB08 | Long             | ABS-MBS          | CORP              | US        |   12277652 | PA      | $12368058.30  | 0.03%             | 2063-10-25      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2026-NQM3 Trust                                                             | CUSIP: 67449MAF6<br>LEI: 25490008A4OQW8G7VN96 | Long             | ABS-MBS          | CORP              | US        |    5362894 | PA      | $5310229.57   | 0.01%             | 2066-01-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   19873000 | PA      | $22620978.82  | 0.05%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                      | Olin Corp                                                                       | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9782259.00   | 0.02%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA       | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   12760000 | PA      | $12785416.64  | 0.03%             | 2028-08-22      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    5150000 | PA      | $5185991.29   | 0.01%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE        | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    5000000 | PA      | $5354195.00   | 0.01%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                  | TopBuild Corp                                                                   | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2380713.25   | 0.01%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2019-4                                                | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24236959 | PA      | $23295397.17  | 0.05%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE          | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5603890.00   | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE          | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5212221.40   | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                    | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   22000000 | PA      | $14418961.48  | 0.03%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272BL1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $12883351.25  | 0.03%             | 2033-05-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10820843.50  | 0.02%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                             | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24551019.50  | 0.05%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receiva | GM Financial Revolving Receivables Trust 2023-1                                 | CUSIP: 38012RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   85750000 | PA      | $87239383.18  | 0.19%             | 2035-04-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP               | HF Sinclair Corp                                                                | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   14925000 | PA      | $15249549.50  | 0.03%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   16500000 | PA      | $16500016.83  | 0.04%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   24750000 | PA      | $24660406.98  | 0.06%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    6250000 | PA      | $6425957.00   | 0.01%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3962176.44   | 0.01%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   43850000 | PA      | $43344988.32  | 0.10%             | 2029-01-12      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128M8CD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5688762 | PA      | $5501174.59   | 0.01%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HIGH STREET FD TRUST III       | High Street Funding Trust III                                                   | CUSIP: 42981FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14350000 | PA      | $13636278.79  | 0.03%             | 2055-02-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                 | Globe Life Inc                                                                  | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    9350000 | PA      | $9337040.53   | 0.02%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EQZF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6963237 | PA      | $6778875.58   | 0.02%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138ERTM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1820263 | PA      | $1758045.18   | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138LTJQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     911409 | PA      | $835109.25    | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                      | IQVIA Inc                                                                       | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2041838.00   | 0.00%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO       | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   24344000 | PA      | $22734131.28  | 0.05%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO       | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    7000000 | PA      | $6484030.70   | 0.01%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC        | Jefferies Financial Group Inc                                                   | CUSIP: 47233JAG3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   14625000 | PA      | $14637662.91  | 0.03%             | 2027-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE INC         | Jones Lang LaSalle Inc                                                          | CUSIP: 48020QAB3<br>LEI: 6SYKCME112RT8TQUO411 | Long             | DBT              | CORP              | US        |   27000000 | PA      | $28505978.19  | 0.06%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES          | Keysight Technologies Inc                                                       | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   50189000 | PA      | $50245511.81  | 0.11%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP           | Kioxia Holdings Corp                                                            | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |   87618000 | PA      | $89031185.46  | 0.20%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                  | AIB Group PLC                                                                   | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   41350000 | PA      | $42729482.31  | 0.10%             | 2035-03-28      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    9700000 | PA      | $8220621.67   | 0.02%             | 2044-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   14329000 | PA      | $12125735.13  | 0.03%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   34315000 | PA      | $23171915.44  | 0.05%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                    | Acushnet Co                                                                     | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $992261.90    | 0.00%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   60085000 | PA      | $57836887.88  | 0.13%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   10000000 | PA      | $10245613.90  | 0.02%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AEGON FUNDING CO LLC           | AEGON Funding Co LLC                                                            | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10087944.20  | 0.02%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AGREE LP                       | Agree LP                                                                        | CUSIP: 008513AA1<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |   12809000 | PA      | $11831233.95  | 0.03%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AGREE LP                       | Agree LP                                                                        | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12254732.88  | 0.03%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC        | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   12250000 | PA      | $12542998.81  | 0.03%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC        | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   12000000 | PA      | $11971423.44  | 0.03%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                    | Aker BP ASA                                                                     | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    4000000 | PA      | $4080867.52   | 0.01%             | 2028-06-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY         | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1430910.15   | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC            | Elevance Health Inc                                                             | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6988505.37   | 0.02%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC            | Elevance Health Inc                                                             | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8507068.47   | 0.02%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                  | ArcelorMittal SA                                                                | CUSIP: 03938LBC7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   15000000 | PA      | $14948361.15  | 0.03%             | 2029-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA               | ArcelorMittal SA                                                                | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   28467000 | PA      | $31419564.79  | 0.07%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   16910000 | PA      | $16904195.14  | 0.04%             | 2026-05-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC             | BMW US Capital LLC                                                              | CUSIP: 05565EDG7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   11175000 | PA      | $11154186.34  | 0.02%             | 2029-03-19      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC           | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    7575000 | PA      | $6314892.99   | 0.01%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   53382000 | PA      | $51838209.11  | 0.12%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   35556000 | PA      | $36265404.42  | 0.08%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC       | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     900000 | PA      | $653213.91    | 0.00%             | 2050-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   10000000 | PA      | $10228374.50  | 0.02%             | 2035-05-30      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   31650000 | PA      | $33191431.28  | 0.07%             | 2034-05-09      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| LINEAGE OP LP                  | Lineage OP LP                                                                   | CUSIP: 53567YAB5<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              | CORP              | US        |   14250000 | PA      | $14217383.75  | 0.03%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $14972255.40  | 0.03%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   11300000 | PA      | $11579183.11  | 0.03%             | 2029-03-06      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                   | Nordson Corp                                                                    | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |   12900000 | PA      | $12870856.19  | 0.03%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOVA SE UNIVERSITY INC         | Nova Southeastern University Inc                                                | CUSIP: 669857AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4129065.26   | 0.01%             | 2053-04-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY             | Ohio Power Co                                                                   | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    8150000 | PA      | $8107014.13   | 0.02%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   46000000 | PA      | $45210524.08  | 0.10%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                    | Polaris Inc                                                                     | CUSIP: 731068AA0<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15709422.00  | 0.04%             | 2029-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC              | Post Holdings Inc                                                               | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     500000 | PA      | $489660.45    | 0.00%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II       | Principal Life Global Funding II                                                | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10152615.20  | 0.02%             | 2029-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP           | Protective Life Corp                                                            | CUSIP: 743674BD4<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    4105000 | PA      | $4078728.25   | 0.01%             | 2028-09-30      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC            | Quanta Services Inc                                                             | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15089839.05  | 0.03%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC             | RWE Finance US LLC                                                              | CUSIP: 749983AB8<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $13066904.76  | 0.03%             | 2054-04-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN       | Rogers Communications Inc                                                       | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   13000000 | PA      | $12135336.59  | 0.03%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES        | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   18000000 | PA      | $18177436.26  | 0.04%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAM4<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   57037000 | PA      | $57248543.96  | 0.13%             | 2034-04-03      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD             | Santos Finance Ltd                                                              | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |   18425000 | PA      | $18467715.05  | 0.04%             | 2035-11-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                | Sealed Air Corp                                                                 | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5037500.00   | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBR2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   14275000 | PA      | $14693372.56  | 0.03%             | 2029-01-10      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                 | Solventum Corp                                                                  | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    8966000 | PA      | $8759633.16   | 0.02%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    5466000 | PA      | $5436015.27   | 0.01%             | 2029-11-11      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659T2D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   18000000 | PA      | $18249093.54  | 0.04%             | 2035-11-19      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254DC1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   32750000 | PA      | $33517061.00  | 0.07%             | 2035-05-14      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $15221350.05  | 0.03%             | 2029-01-21      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 85325C2E1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   20000000 | PA      | $21049569.40  | 0.05%             | 2036-01-21      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP         | Sunoco LP / Sunoco Finance Corp                                                 | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10202910.00  | 0.02%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   16000000 | PA      | $15381961.44  | 0.03%             | 2028-09-30      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   25000000 | PA      | $22668985.25  | 0.05%             | 2032-04-19      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   47000000 | PA      | $47715587.22  | 0.11%             | 2030-11-19      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2024-5C7 Mortgage Trust                                                     | CUSIP: 09660WAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5800000 | PA      | $5956316.38   | 0.01%             | 2057-11-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC        | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   15280000 | PA      | $14784584.81  | 0.03%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC       | Broadstone Net Lease LLC                                                        | CUSIP: 11134GAA8<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3934458.72   | 0.01%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   14250000 | PA      | $14618049.57  | 0.03%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BM1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    7725000 | PA      | $7765358.57   | 0.02%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   45075000 | PA      | $41538318.59  | 0.09%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   11800000 | PA      | $11307434.61  | 0.03%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                      | Sunoco LP                                                                       | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $984705.85    | 0.00%             | 2034-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                    | Swedbank AB                                                                     | CUSIP: 87019DAD9<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   19000000 | PA      | $19075037.84  | 0.04%             | 2031-03-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                    | Swedbank AB                                                                     | CUSIP: 87020PAY3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   19000000 | PA      | $19494254.22  | 0.04%             | 2029-03-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4845614.65   | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS       | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14000000 | PA      | $13267871.82  | 0.03%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP           | Targa Resources Corp                                                            | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15133406.55  | 0.03%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV           | Telefonica Europe BV                                                            | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |   13750000 | PA      | $15586526.86  | 0.03%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    4925000 | PA      | $5432109.13   | 0.01%             | 2036-06-20      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE        | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   20803000 | PA      | $20596193.22  | 0.05%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                    | Textron Inc                                                                     | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14120347.50  | 0.03%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                      | Timken Co/The                                                                   | CUSIP: 887389AK0<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |   12522000 | PA      | $12491855.29  | 0.03%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRUSTAGE FINANCIAL GROUP       | Trustage Financial Group Inc                                                    | CUSIP: 89787EAA9<br>LEI: 549300X7YNHNZXTI6F10 | Long             | DBT              | CORP              | US        |   13062000 | PA      | $12485739.17  | 0.03%             | 2032-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2017-C3                                           | CUSIP: 90276GAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9240000 | PA      | $9075381.08   | 0.02%             | 2050-08-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                                | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   33700000 | PA      | $34262823.70  | 0.08%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP             | VICI Properties LP                                                              | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   24344000 | PA      | $24365999.19  | 0.05%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CW0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   10800000 | PA      | $10768750.31  | 0.02%             | 2028-09-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO            | Vulcan Materials Co                                                             | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |   11050000 | PA      | $10592293.31  | 0.02%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2017-C42                                  | CUSIP: 95001GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   53620521 | PA      | $52702666.37  | 0.12%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC         | WESCO Distribution Inc                                                          | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9940309.00   | 0.02%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD           | Woodside Finance Ltd                                                            | CUSIP: 980236AQ6<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   25500000 | PA      | $25395109.58  | 0.06%             | 2029-03-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10671326.38  | 0.02%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY       | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   12000000 | PA      | $10411902.24  | 0.02%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AP MOLLER-MAERSK A/S           | AP Moller - Maersk A/S                                                          | CUSIP: 00203QAE7<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |   20575000 | PA      | $20553517.85  | 0.05%             | 2029-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM           | Adventist Health System/West                                                    | CUSIP: 007944AF8<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    7250000 | PA      | $6897422.50   | 0.02%             | 2029-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5048772.75   | 0.01%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMFAM HOLDINGS INC             | AmFam Holdings Inc                                                              | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6140289.26   | 0.01%             | 2031-03-11      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| AT&T REIGN II LB PTT           | AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust                    | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   38790886 | PA      | $38401622.89  | 0.09%             | 2044-12-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORPORATI       | Augusta SpinCo Corp                                                             | CUSIP: 051473AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13500000 | PA      | $13463049.69  | 0.03%             | 2029-03-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP           | Cantor Fitzgerald LP                                                            | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4983785.05   | 0.01%             | 2027-04-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY           | Carpenter Technology Corp                                                       | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $990788.96    | 0.00%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9363291.80   | 0.02%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8877293.01   | 0.02%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                 | AutoNation Inc                                                                  | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19550000 | PA      | $19387468.14  | 0.04%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   12000000 | PA      | $12130841.64  | 0.03%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BALL CORP                      | Ball Corp                                                                       | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4550885.45   | 0.01%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR7                                                                 | CUSIP: 06211UBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   97725000 | PA      | $100772681.17 | 0.22%             | 2057-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2026-5YR21                                                                | CUSIP: 06644BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   34950000 | PA      | $35325020.49  | 0.08%             | 2059-04-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                 | BorgWarner Inc                                                                  | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4855204.37   | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11610021.60  | 0.03%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA CMNTY CHOICE FING A | California Community Choice Financing Authority                                 | CUSIP: 13013JDE3<br>LEI: 549300X8VKJ215S2R571 | Long             | DBT              | MUN               | US        |    4000000 | PA      | $4154728.00   | 0.01%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    2980000 | PA      | $3014318.69   | 0.01%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP               | Duke Energy Corp                                                                | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $7368810.24   | 0.02%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6V39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1244331 | PA      | $1257306.70   | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJRW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7926900 | PA      | $7492319.97   | 0.02%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     183341 | PA      | $176304.24    | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DQGL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  159244970 | PA      | $129727823.80 | 0.29%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DQKV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11055696 | PA      | $10941436.91  | 0.02%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DSS94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   39717468 | PA      | $41085614.52  | 0.09%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVLP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   78778500 | PA      | $67852468.97  | 0.15%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   58396091 | PA      | $48137398.86  | 0.11%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  101733260 | PA      | $102578005.29 | 0.23%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335A5Z7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13538796 | PA      | $12310456.67  | 0.03%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335BC79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7417016 | PA      | $6998017.02   | 0.02%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KYUN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   68837476 | PA      | $58708688.15  | 0.13%             | 2040-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KYUP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   54561022 | PA      | $48142920.36  | 0.11%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KYVC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14558632 | PA      | $12733091.56  | 0.03%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133LPTE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23620108 | PA      | $22397206.14  | 0.05%             | 2031-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                                 | CUSIP: 3136BMXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   93173793 | PA      | $82122328.44  | 0.18%             | 2032-01-25      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W1L76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20835117 | PA      | $18798256.90  | 0.04%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W2F89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   52536280 | PA      | $54484412.81  | 0.12%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X4MD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10181044 | PA      | $9196218.78   | 0.02%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X7AN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9955928 | PA      | $8533963.02   | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                                       | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3888853.55   | 0.01%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV        | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   56166000 | PA      | $50615226.55  | 0.11%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                 | AptarGroup Inc                                                                  | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |   14650000 | PA      | $13616397.38  | 0.03%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                  | CUSIP: 04041NAA0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   29267000 | PA      | $30818648.54  | 0.07%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   35000000 | PA      | $31415853.35  | 0.07%             | 2032-11-22      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC       | Baxter International Inc                                                        | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   10229000 | PA      | $9531807.11   | 0.02%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2018-B3 Mortgage Trust                                                | CUSIP: 08161BAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21150000 | PA      | $20864126.03  | 0.05%             | 2051-04-10      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC               | Berry Global Inc                                                                | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   25775000 | PA      | $26680094.02  | 0.06%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV              | CNH Industrial NV                                                               | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |   26114000 | PA      | $25847659.40  | 0.06%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP             | CNA Financial Corp                                                              | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   14250000 | PA      | $14450062.02  | 0.03%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   80000000 | PA      | $73334412.00  | 0.16%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6750000 | PA      | $6793750.26   | 0.02%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| COLONIAL ENTERPRISES INC       | Colonial Enterprises Inc                                                        | CUSIP: 19565CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8350000 | PA      | $8327997.33   | 0.02%             | 2035-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP        | Columbia Pipeline Group Inc                                                     | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |    4733000 | PA      | $4615109.06   | 0.01%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST         | Commonwealth Bank of Australia                                                  | CUSIP: 202712BV6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    8800000 | PA      | $9074014.22   | 0.02%             | 2034-03-13      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                | Concentrix Corp                                                                 | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   69277000 | PA      | $68853689.13  | 0.15%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QCWG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   49016751 | PA      | $44007469.78  | 0.10%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QTHV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32967527 | PA      | $33848202.38  | 0.08%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W1DD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33136219 | PA      | $30009026.48  | 0.07%             | 2049-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W3XD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   37332785 | PA      | $38604742.27  | 0.09%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31416VY57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2592915 | PA      | $2541236.37   | 0.01%             | 2039-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors                 | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886DF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17050000 | PA      | $17372113.72  | 0.04%             | 2031-03-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| GABX LEASING                   | Gabx Leasing LLC                                                                | CUSIP: 36274FAA7<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |   11550000 | PA      | $11386154.59  | 0.03%             | 2031-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10000933.50  | 0.02%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO               | Genuine Parts Co                                                                | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    9150000 | PA      | $9118101.82   | 0.02%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC          | Amrize Finance US LLC                                                           | CUSIP: 43475RAU0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1707920.16   | 0.00%             | 2036-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC         | Choice Hotels International Inc                                                 | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    7650000 | PA      | $7336211.38   | 0.02%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC         | Choice Hotels International Inc                                                 | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7059674.16   | 0.02%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BURLINGTON RESOURCES LLC       | Burlington Resources LLC                                                        | CUSIP: 20825VAB8<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |     845000 | PA      | $902622.67    | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   12297000 | PA      | $12754613.43  | 0.03%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO              | DXC Technology Co                                                               | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |   60000000 | PA      | $56342298.00  | 0.13%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                | Danske Bank A/S                                                                 | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   20800000 | PA      | $21393040.66  | 0.05%             | 2030-03-01      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC        | Darling Ingredients Inc                                                         | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1510482.00   | 0.00%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA       | Electricite de France SA                                                        | CUSIP: 28504DAC7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    7000000 | PA      | $7491467.41   | 0.02%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                   | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    9275000 | PA      | $9360360.79   | 0.02%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1620000 | PA      | $1633816.25   | 0.00%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2702000 | PA      | $2626870.46   | 0.01%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4653000 | PA      | $4696119.40   | 0.01%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   14475000 | PA      | $10454403.59  | 0.02%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132CWQQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19420698 | PA      | $18360240.39  | 0.04%             | 2036-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132D9E67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30149513 | PA      | $27185921.63  | 0.06%             | 2041-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132E0R95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22781638 | PA      | $23613867.16  | 0.05%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335ANJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13578311 | PA      | $12765937.75  | 0.03%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133LPS73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6560061 | PA      | $6232400.02   | 0.01%             | 2030-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31374CR73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   49256438 | PA      | $47844617.39  | 0.11%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FHPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9720000 | PA      | $9669375.32   | 0.02%             | 2028-07-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138XYCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6229890 | PA      | $6016946.18   | 0.01%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138Y64A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3025024 | PA      | $2993744.72   | 0.01%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402Q6T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     290333 | PA      | $292382.04    | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     814266 | PA      | $840271.69    | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXSY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6392268 | PA      | $5746030.64   | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QPS65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   71872947 | PA      | $71344120.30  | 0.16%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417TRQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2168057 | PA      | $2145647.27   | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2004-AA1                    | CUSIP: 32051D3G5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1185042 | PA      | $1191085.34   | 0.00%             | 2034-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL LP            | First Industrial LP                                                             | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6058060.62   | 0.01%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK            | First Republic Bank/CA                                                          | CUSIP: 33616CAC4<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $555.00       | 0.00%             | 2047-02-13      | None          | 4.62%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust | FirstKey Homes 2022-SFR2 Trust                                                  | CUSIP: 33767PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   33083695 | PA      | $32925101.95  | 0.07%             | 2039-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust | FirstKey Homes 2022-SFR1 Trust                                                  | CUSIP: 33768NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   55616290 | PA      | $55377329.45  | 0.12%             | 2039-05-19      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $9451404.75   | 0.02%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $35328025.95  | 0.08%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1990060.66   | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP               | FirstEnergy Corp                                                                | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   11325000 | PA      | $7534495.09   | 0.02%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                       | Flex Ltd                                                                        | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   57389000 | PA      | $57616258.14  | 0.13%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36202FPF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2445087 | PA      | $2353306.39   | 0.01%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL       | Jackson National Life Global Funding                                            | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14694857.25  | 0.03%             | 2030-09-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO       | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    8000000 | PA      | $8304511.04   | 0.02%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO       | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   24000000 | PA      | $26396376.00  | 0.06%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC        | Jefferies Financial Group Inc                                                   | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   26171000 | PA      | $26722410.15  | 0.06%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC        | Jefferies Financial Group Inc                                                   | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   23000000 | PA      | $23455673.93  | 0.05%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD            | Macquarie Group Ltd                                                             | CUSIP: 55607PAG0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   16751000 | PA      | $15031640.01  | 0.03%             | 2032-06-23      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD       | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   29220000 | PA      | $29325326.12  | 0.07%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO           | Maple Parent Holdings Corp                                                      | CUSIP: 56530KAD8<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3960906.52   | 0.01%             | 2056-03-26      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP        | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   13000000 | PA      | $11619017.02  | 0.03%             | 2035-11-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                      | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   37152000 | PA      | $37733759.45  | 0.08%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XC2B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13184926 | PA      | $12154476.57  | 0.03%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XDKG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26735429 | PA      | $23889341.35  | 0.05%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418B2W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1811757 | PA      | $1781277.47   | 0.00%             | 2036-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418D4J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14225725 | PA      | $13417492.40  | 0.03%             | 2031-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP        | Marathon Petroleum Corp                                                         | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   15375000 | PA      | $15682284.60  | 0.03%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3776544.32   | 0.01%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL         | Marriott International Inc/MD                                                   | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10065102.30  | 0.02%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   15000000 | PA      | $13230730.65  | 0.03%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418D5J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22594360 | PA      | $21271921.38  | 0.05%             | 2031-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418EAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   56738757 | PA      | $49313411.83  | 0.11%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   44836853 | PA      | $38858473.60  | 0.09%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31419AG43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2915151 | PA      | $2885015.18   | 0.01%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20464394.80  | 0.05%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                     | CUSIP: 61767EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30055000 | PA      | $29667410.72  | 0.07%             | 2052-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH FEDERAL L | New Hampshire Business Finance Authority                                        | CUSIP: 63607VAH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   33000000 | PA      | $15497377.50  | 0.03%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63861VAB3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   26250000 | PA      | $26068657.91  | 0.06%             | 2029-03-08      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TR         | Fells Point Funding Trust                                                       | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10300000 | PA      | $10183937.23  | 0.02%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9049635.09   | 0.02%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                     | Fortis Inc/Canada                                                               | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |    8762000 | PA      | $8700642.96   | 0.02%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III         | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAE8<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |   13625000 | PA      | $12111157.72  | 0.03%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BALL CORP                      | Ball Corp                                                                       | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $9906425.10   | 0.02%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo | Banc of America Alternative Loan Trust 2004-6                                   | CUSIP: 05948KSN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     209018 | PA      | $182086.09    | 0.00%             | 2048-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11417279.40  | 0.03%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2018-BNK10                                                                 | CUSIP: 065404BB0<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |    6400000 | PA      | $6314128.64   | 0.01%             | 2061-02-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    7250000 | PA      | $6584375.11   | 0.01%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP         | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9344786.00   | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Navient Education Loan Trust   | Navient Education Loan Trust 2025-A                                             | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2380765 | PA      | $2384935.01   | 0.01%             | 2055-07-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE          | Nippon Life Insurance Co                                                        | CUSIP: 654579AR2<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   11725000 | PA      | $11739376.02  | 0.03%             | 2033-04-02      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   20063000 | PA      | $22330480.13  | 0.05%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                   | Fibercop SpA                                                                    | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    2378000 | PA      | $2360807.06   | 0.01%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   10250000 | PA      | $10180920.54  | 0.02%             | 2030-01-29      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC               | Carlisle Cos Inc                                                                | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |   21832000 | PA      | $20403122.89  | 0.05%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   11000000 | PA      | $10933786.38  | 0.02%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                 | Capital One NA                                                                  | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   28280000 | PA      | $28967894.88  | 0.06%             | 2028-08-09      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132XSA91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17682026 | PA      | $16364892.90  | 0.04%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6316251.06   | 0.01%             | 2030-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE       | Perrigo Finance Unlimited Co                                                    | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    5000000 | PA      | $4562154.25   | 0.01%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                    | Phillips 66 Co                                                                  | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1684402.56   | 0.00%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                     | Phinia Inc                                                                      | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101805.30    | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PREMIER HEALTH PARTNERS        | Premier Health Partners                                                         | CUSIP: 74052BAA5<br>LEI: 549300KETC002I82TF46 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9895019.90   | 0.02%             | 2026-11-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| WSP GLOBAL INC                 | WSP Global Inc                                                                  | CUSIP: 92938WAH6<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |   38000000 | PA      | $37658139.46  | 0.08%             | 2036-09-18      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC         | WESCO Distribution Inc                                                          | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   20300000 | PA      | $20680868.60  | 0.05%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                 | Whirlpool Corp                                                                  | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   17775000 | PA      | $17355090.51  | 0.04%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC               | Williams Cos Inc/The                                                            | CUSIP: 969457BD1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3963446.41   | 0.01%             | 2031-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS         | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19998345.80  | 0.04%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   10900000 | PA      | $10691179.87  | 0.02%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    5615000 | PA      | $5105957.13   | 0.01%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                | Goat Holdco LLC                                                                 | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1006129.00   | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10007829.80  | 0.02%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     300000 | PA      | $323602.66    | 0.00%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE INSURANCE        | Guardian Life Insurance Co of America/The                                       | CUSIP: 401378AB0<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |    6715000 | PA      | $5661294.76   | 0.01%             | 2064-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE INSURANCE        | Guardian Life Insurance Co of America/The                                       | CUSIP: 401378AC8<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |   16363000 | PA      | $13206053.68  | 0.03%             | 2077-01-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4748205.80   | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3271854.18   | 0.01%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8201241.28   | 0.02%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   19471000 | PA      | $19457025.66  | 0.04%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                     | Humana Inc                                                                      | CUSIP: 444859AZ5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    8983000 | PA      | $10511472.45  | 0.02%             | 2038-06-15      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   21825000 | PA      | $21915492.56  | 0.05%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    5925000 | PA      | $5826172.30   | 0.01%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                     | Intel Corp                                                                      | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    5575000 | PA      | $5133266.77   | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2015-C32                             | CUSIP: 46590JAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8918046 | PA      | $8695005.94   | 0.02%             | 2048-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $17126916.66  | 0.04%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JPMCC Commercial Mortgage Securities Trust 2017-JP5                             | CUSIP: 46647TAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20950000 | PA      | $20827714.85  | 0.05%             | 2050-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC            | Jazz Securities DAC                                                             | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    5000000 | PA      | $4876399.50   | 0.01%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                    | Kemper Corp                                                                     | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5416545.36   | 0.01%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                      | Lear Corp                                                                       | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14275445.85  | 0.03%             | 2030-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   14450000 | PA      | $14246834.88  | 0.03%             | 2031-11-04      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD       | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   30717000 | PA      | $30559889.00  | 0.07%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   24400000 | PA      | $24178502.41  | 0.05%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC          | Mohawk Industries Inc                                                           | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4792956.25   | 0.01%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                     | CUSIP: 632525AS0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $4848151.75   | 0.01%             | 2034-08-02      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                     | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   60200000 | PA      | $54308174.23  | 0.12%             | 2030-08-21      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA        | National Bank of Canada                                                         | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $10005639.20  | 0.02%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH FEDERAL L | New Hampshire Business Finance Authority                                        | CUSIP: 63607VAA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   16880000 | PA      | $12120155.66  | 0.03%             | 2035-07-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH FEDERAL L | New Hampshire Business Finance Authority                                        | CUSIP: 63607VAF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   21000000 | PA      | $15335495.70  | 0.03%             | 2032-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE FINANCIAL SER       | Nationwide Financial Services Inc                                               | CUSIP: 638612AM3<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |   17500000 | PA      | $12961045.83  | 0.03%             | 2049-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    8000000 | PA      | $8090062.16   | 0.02%             | 2027-10-18      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   25530000 | PA      | $25553035.97  | 0.06%             | 2029-07-14      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I       | Performance Food Group Inc                                                      | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     500000 | PA      | $500923.50    | 0.00%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                    | Revvity Inc                                                                     | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   11775000 | PA      | $8257197.56   | 0.02%             | 2051-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE           | Raizen Fuels Finance SA                                                         | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    5675000 | PA      | $3064500.00   | 0.01%             | 2037-02-25      | None          | 6.70%                 | No            |                  2 | On Loan: No      |
| RTX CORP                       | RTX Corp                                                                        | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    7925000 | PA      | $7133008.23   | 0.02%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| REGIONS BANKS/BIRMGHM AL       | Regions Bank/Birmingham AL                                                      | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |    3864000 | PA      | $4065159.80   | 0.01%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan T | Renaissance Home Equity Loan Trust 2006-2                                       | CUSIP: 759676AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14782419 | PA      | $4902069.04   | 0.01%             | 2036-08-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS         | Repsol E&P Capital Markets US LLC                                               | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10179284.40  | 0.02%             | 2035-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| SYENSQO FINANCE AMERICA        | Syensqo Finance America LLC                                                     | CUSIP: 834423AE5<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |    5020000 | PA      | $5137722.51   | 0.01%             | 2029-06-04      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY       | Standard Industries Inc/NY                                                      | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24408000 | PA      | $24126858.89  | 0.05%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                      | Sunoco LP                                                                       | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4944769.50   | 0.01%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    7550000 | PA      | $7542589.30   | 0.02%             | 2029-07-29      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC         | Takeoff Merger Sub Inc                                                          | CUSIP: 873923AE6<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14812420.65  | 0.03%             | 2031-03-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                 | Weir Group Inc                                                                  | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |   54200000 | PA      | $54918326.69  | 0.12%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5522829.35   | 0.01%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-28CB                                                | CUSIP: 02147TAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     329140 | PA      | $145718.36    | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2025-NQM7                                       | CUSIP: 10570TAP0<br>LEI: 254900I1LYOO3G3UAT10 | Long             | ABS-MBS          | CORP              | US        |   69326213 | PA      | $69547363.55  | 0.16%             | 2065-07-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| BRAZOS TX HGR EDU AUTH STUDENT | Brazos Higher Education Authority Inc                                           | CUSIP: 10623ABF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2360000 | PA      | $2231350.26   | 0.00%             | 2029-04-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-6CB                                                 | CUSIP: 12667F5F8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5355950 | PA      | $4515607.20   | 0.01%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-29CB                                                | CUSIP: 12667GUD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     943947 | PA      | $519290.52    | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9885692.30   | 0.02%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5343942.75   | 0.01%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC              | Clean Harbors Inc                                                               | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98772.15     | 0.00%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC              | Clean Harbors Inc                                                               | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1015575.63   | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                                    | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $12575663.55  | 0.03%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    7600000 | PA      | $6261371.80   | 0.01%             | 2054-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC         | Cox Communications Inc                                                          | CUSIP: 224044BY2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    1670000 | PA      | $1295084.82   | 0.00%             | 2042-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC         | Cox Communications Inc                                                          | CUSIP: 224044CP0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   22900000 | PA      | $13881818.56  | 0.03%             | 2051-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1111000 | PA      | $1131710.20   | 0.00%             | 2031-07-08      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC         | Diamondback Energy Inc                                                          | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    7210000 | PA      | $7319569.79   | 0.02%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC         | Diamondback Energy Inc                                                          | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    6982000 | PA      | $7125279.16   | 0.02%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC            | Dominion Energy Inc                                                             | CUSIP: 25746UAV1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1953446.17   | 0.00%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA       | Electricite de France SA                                                        | CUSIP: 268317AZ7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   10900000 | PA      | $11387912.01  | 0.03%             | 2034-04-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | ENEL Finance International NV                                                   | CUSIP: 29278GBH0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   13000000 | PA      | $12607059.40  | 0.03%             | 2035-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MAAA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4740094 | PA      | $4585803.90   | 0.01%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MAD22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19280448 | PA      | $18217118.96  | 0.04%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MAGC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4161964 | PA      | $4258040.89   | 0.01%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJGA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      30548 | PA      | $31562.96     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F82N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23000000 | PA      | $20415151.90  | 0.05%             | 2030-11-25      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J96Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30503643 | PA      | $30102738.26  | 0.07%             | 2034-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QQEE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   47588895 | PA      | $48114933.74  | 0.11%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W1X57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   89105189 | PA      | $90526231.30  | 0.20%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X4WA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1640096 | PA      | $1567666.10   | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XBN97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25251149 | PA      | $23271568.92  | 0.05%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XBSV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   44744127 | PA      | $38464937.27  | 0.09%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XCH27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27287040 | PA      | $23497120.49  | 0.05%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XFFS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   88761889 | PA      | $75658944.84  | 0.17%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XLVN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33814108 | PA      | $35170358.23  | 0.08%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XM6T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16919070 | PA      | $15955004.37  | 0.04%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31410LE40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7533288 | PA      | $7145831.04   | 0.02%             | 2041-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417BXS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5267006 | PA      | $4972115.54   | 0.01%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417DGE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7089673 | PA      | $6496115.42   | 0.01%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417GMY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6444626 | PA      | $6065113.74   | 0.01%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417YQP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     563885 | PA      | $564314.58    | 0.00%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO       | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $13347052.18  | 0.03%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY       | American Transmission Systems Inc                                               | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4850000 | PA      | $4345478.17   | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA       | Americold Realty Operating Partnership LP                                       | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |   27738000 | PA      | $27439121.94  | 0.06%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   21700000 | PA      | $21017364.66  | 0.05%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   11000000 | PA      | $11000266.97  | 0.02%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   16025000 | PA      | $14620213.57  | 0.03%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC            | Elevance Health Inc                                                             | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3078000 | PA      | $3086913.06   | 0.01%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                      | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   18379000 | PA      | $18891477.83  | 0.04%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 056121AB2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   12000000 | PA      | $12269130.60  | 0.03%             | 2036-05-28      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-5C10 Mortgage Trust                                                    | CUSIP: 05615BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3639000 | PA      | $3744450.21   | 0.01%             | 2058-05-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   19539000 | PA      | $19194556.54  | 0.04%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   13750000 | PA      | $12446679.99  | 0.03%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   37455000 | PA      | $33308641.61  | 0.07%             | 2037-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $11179705.50  | 0.02%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC         | Bimbo Bakeries USA Inc                                                          | CUSIP: 09031WAA1<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3782132.65   | 0.01%             | 2051-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W3E2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   25000000 | PA      | $24445522.00  | 0.05%             | 2034-01-15      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13820339.40  | 0.03%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-5C12 Mortgage Trust                                                    | CUSIP: 09663VAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   71718000 | PA      | $72812940.22  | 0.16%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY              | Bon Secours Mercy Health Inc                                                    | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |   16330000 | PA      | $15802395.17  | 0.04%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2020-RPL2                                       | CUSIP: 10569BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27896487 | PA      | $26211628.16  | 0.06%             | 2059-05-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND        | Brighthouse Financial Global Funding                                            | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20128676.80  | 0.04%             | 2027-04-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    6425000 | PA      | $4632366.73   | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $15750273.12  | 0.04%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9163338.39   | 0.02%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                               | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   11840000 | PA      | $11775179.08  | 0.03%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC       | Builders FirstSource Inc                                                        | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $999041.80    | 0.00%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568AX8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    6613000 | PA      | $6582172.31   | 0.01%             | 2026-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   55139000 | PA      | $51427928.60  | 0.11%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BP4<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   22000000 | PA      | $22329786.60  | 0.05%             | 2032-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE            | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18100000 | PA      | $17787224.94  | 0.04%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CIM Trust                      | CIM TRUST 2022-R1                                                               | CUSIP: 12571YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14492442 | PA      | $13451909.15  | 0.03%             | 2061-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC         | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10041874.70  | 0.02%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-11CB                                                | CUSIP: 12667GJJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2376322 | PA      | $1875287.27   | 0.00%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   12000000 | PA      | $12238453.08  | 0.03%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY       | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   13000000 | PA      | $9182864.47   | 0.02%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    6960000 | PA      | $6878264.47   | 0.02%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   10600000 | PA      | $10960550.31  | 0.02%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE                | Cellnex Finance Co SA                                                           | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |   28000000 | PA      | $22123465.00  | 0.05%             | 2041-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   27000000 | PA      | $25145059.50  | 0.06%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $6422733.60   | 0.01%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust 2025-RPL1                                     | CUSIP: 16160VAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21505057 | PA      | $19293536.97  | 0.04%             | 2065-04-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS       | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6180129.00   | 0.01%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO        | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5220572.25   | 0.01%             | 2043-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMPEER FIN FLCA / PCA         | Compeer Financial FLCA/Compeer Financial PCA                                    | CUSIP: 20454PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5500000 | PA      | $4468028.84   | 0.01%             | 2036-06-01      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO            | Consumers Energy Co                                                             | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    9425000 | PA      | $6675656.91   | 0.01%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 225313AM7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   13043000 | PA      | $12236720.48  | 0.03%             | 2030-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    8000000 | PA      | $7997682.48   | 0.02%             | 2028-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   16585000 | PA      | $16364097.42  | 0.04%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS       | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |   23298000 | PA      | $26658926.38  | 0.06%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4799504.15   | 0.01%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA         | Engie Energia Chile SA                                                          | CUSIP: 29287TAA7<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |    3000000 | PA      | $2789984.28   | 0.01%             | 2030-01-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                          | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2550891.79   | 0.01%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31371GZ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1169 | PA      | $1208.51      | 0.00%             | 2028-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31371HE46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2739 | PA      | $2831.42      | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138A8YD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1787115 | PA      | $1714394.11   | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138AMUJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1362838 | PA      | $1348744.19   | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138E0RA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     695267 | PA      | $658498.65    | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138E0RK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3175399 | PA      | $3066841.46   | 0.01%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138E6U20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6250738 | PA      | $6035727.83   | 0.01%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EMUX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4038726 | PA      | $3977060.13   | 0.01%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EPN91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     866170 | PA      | $834350.02    | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138ERJM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9975243 | PA      | $9009794.86   | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138ERZ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7852457 | PA      | $7771269.56   | 0.02%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WQA36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7405848 | PA      | $6779926.64   | 0.02%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     546549 | PA      | $551675.94    | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31403DBY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     251691 | PA      | $254876.22    | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XD2D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18063440 | PA      | $14866206.07  | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XDJ56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27480011 | PA      | $23563062.25  | 0.05%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XDJ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38137698 | PA      | $32754782.82  | 0.07%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XHLJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36218276 | PA      | $34007093.59  | 0.08%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XRNT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   66929250 | PA      | $69192701.14  | 0.15%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418BG59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4085609 | PA      | $4028113.11   | 0.01%             | 2034-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418DU42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19795976 | PA      | $16883717.10  | 0.04%             | 2040-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418DXN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7396693 | PA      | $6992947.05   | 0.02%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179RQ28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14266466 | PA      | $13428940.02  | 0.03%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18571618 | PA      | $17393452.58  | 0.04%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179TAM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4916243 | PA      | $4854796.16   | 0.01%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179TCZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3245191 | PA      | $3202627.27   | 0.01%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36202FHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     157800 | PA      | $160801.39    | 0.00%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36202FZY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2018214 | PA      | $1940561.12   | 0.00%             | 2041-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ACN55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9435196 | PA      | $9637114.88   | 0.02%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRAND RVR FND TRST I           | Grand River Funding Trust I                                                     | CUSIP: 38644BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15132535.95  | 0.03%             | 2036-02-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP               | HF Sinclair Corp                                                                | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   10200000 | PA      | $10223239.07  | 0.02%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    6000000 | PA      | $6172408.68   | 0.01%             | 2029-03-09      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| HP INC                         | HP Inc                                                                          | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24560806.25  | 0.05%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HAMILTON CNTY OH HLTH CARE FAC | County of Hamilton OH                                                           | CUSIP: 40727TDK7<br>LEI: 549300TO1E3N4E4YIO28 | Long             | DBT              | MUN               | US        |   25725000 | PA      | $21511582.00  | 0.05%             | 2042-06-01      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9932571.60   | 0.02%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   32000000 | PA      | $28565268.16  | 0.06%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HIGH STREET FDG TRUST II       | High Street Funding Trust II                                                    | CUSIP: 42981DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5881425.06   | 0.01%             | 2048-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CO       | Horace Mann Educators Corp                                                      | CUSIP: 440327AM6<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |   19200000 | PA      | $18895145.66  | 0.04%             | 2030-10-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3968548.08   | 0.01%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L       | Huntsman International LLC                                                      | CUSIP: 44701QBG6<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9199146.90   | 0.02%             | 2034-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD             | Trane Technologies Financing Ltd                                                | CUSIP: 456873AC2<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    1300000 | PA      | $1156811.79   | 0.00%             | 2044-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC              | Iron Mountain Inc                                                               | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $996802.30    | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAK8<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   35000000 | PA      | $35758621.15  | 0.08%             | 2033-07-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC             | Smith & Nephew PLC                                                              | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |   18000000 | PA      | $16019560.26  | 0.04%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                     | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    7500000 | PA      | $5396904.38   | 0.01%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14899927.65  | 0.03%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOLL ROAD INV PART II          | Toll Road Investors Partnership II LP                                           | CUSIP: 88948ABD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5255206.38   | 0.01%             | 2028-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TOLL ROAD INV PART II          | Toll Road Investors Partnership II LP                                           | CUSIP: 88948ABE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     940000 | PA      | $785695.44    | 0.00%             | 2029-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TOLL ROAD INV PART II          | Toll Road Investors Partnership II LP                                           | CUSIP: 88948ADV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5396000 | PA      | $4032666.55   | 0.01%             | 2031-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  262350000 | PA      | $253044773.44 | 0.56%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  403750000 | PA      | $358028465.79 | 0.80%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC          | Whistler Pipeline LLC                                                           | CUSIP: 96337RAA0<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2407205.23   | 0.01%             | 2029-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| XPO INC                        | XPO Inc                                                                         | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     250000 | PA      | $257854.00    | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC        | CNO Financial Group Inc                                                         | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15478000.50  | 0.03%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING             | CNO Global Funding                                                              | CUSIP: 18977W2J8<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $39463152.00  | 0.09%             | 2030-12-11      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3575000 | PA      | $3863317.06   | 0.01%             | 2036-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   18925000 | PA      | $19275113.64  | 0.04%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP         | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17799000 | PA      | $18118915.13  | 0.04%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   52000000 | PA      | $53920146.28  | 0.12%             | 2035-01-10      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 22534PAG8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $5157336.85   | 0.01%             | 2033-07-05      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                | Danske Bank A/S                                                                 | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   21636000 | PA      | $21603867.94  | 0.05%             | 2028-04-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Baird Funds Inc

**Signature:** Baird Funds Inc

**Name of Signer:** Peter Hammond

**Title:** Vice President