# EDGAR Filing Document

**Accession Number:** 0001084380
**File Stem:** 0001752724-23-041056
**Filing Date:** 2023-2
**Character Count:** 830631
**Document Hash:** cc741dc4746bfd0c83502067d3eaefe3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-041056.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-041056

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TIAA-CREF FUNDS
- **CENTRAL INDEX KEY:** 0001084380
- **IRS NUMBER:** 134055167
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09301
- **FILM NUMBER:** 23670901

**BUSINESS ADDRESS:**
- **STREET 1:** 730 THIRD AVE.
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 2129166746

**MAIL ADDRESS:**
- **STREET 1:** 730 THIRD AVE.
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TIAA CREF INSTITUTIONAL MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19990415

## Series and Classes Contracts Data

### TIAA-CREF Core Bond Fund (Series ID: S000005372)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000014635 | Institutional Class | TIBDX           |
| C000033991 | Retirement Class    | TIDRX           |
| C000033992 | Retail Class        | TIORX           |
| C000079556 | Premier Class       | TIDPX           |
| C000162549 | Advisor Class       | TIBHX           |
| C000202747 | Class W             | TBBWX           |

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** TIAA-CREF Funds

- **b. Investment Company Act file number:** 811-09301

- **c. CIK number of Registrant:** 0001084380

- **d. LEI of Registrant:** 549300L8R42TEBN5NG46

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

  - **Street Address 1:** 730 Third Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

  - **Telephone number:** 800-842-2733

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

- **a. Name of Series:** TIAA-CREF Core Bond Fund

- **b. EDGAR series identifier (if any):** S000005372

- **c. LEI of Series:** YWIZ7MJ37MMDNKLMSJ20

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

- **a. Date of fiscal year-end:** 2023-03-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $9499862660.00

**Total Liabilities:** $315199040.00

**Net Assets:** $9184663620.00

**Delayed Delivery Securities:** $144347608.00

**Cash Not Reported:** $29331444.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -7608.99000000 | **1-Year:** -206811.76000000 | **5-Year:** -749951.66000000 | **10-Year:** -1634681.97000000 | **30-Year:** -2783080.16000000

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

- **3-Month:** -6426.39000000 | **1-Year:** -34165.86000000 | **5-Year:** -219905.50000000 | **10-Year:** -141489.14000000 | **30-Year:** -64852.65000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000202747 | -1.27%               | 3.87%                | -0.44%               |
| Class ID C000033991 | -1.29%               | 3.75%                | -0.48%               |
| Class ID C000033992 | -1.29%               | 3.75%                | -0.48%               |
| Class ID C000079556 | -1.31%               | 3.83%                | -0.48%               |
| Class ID C000162549 | -1.31%               | 3.71%                | -0.48%               |
| Class ID C000014635 | -1.29%               | 3.84%                | -0.47%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-54556545.37            | $-77836398.74                              |
| Month 2  | $-47595013.44            | $363226545.18                              |
| Month 3  | $-11145980.10            | $-62277506.62                              |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate

- **Index Identifier:** LFI:LHMN0001

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| QUIKRETE HOLDINGS INC                     | Quikrete Holdings, Inc                                                          | CUSIP: 74839XAF6<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |      145018 | PA      | $143669.90    | 0.00%             | 2027-02-01      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust              | GS Mortgage Securities Trust                                                    | CUSIP: 36192CAN5<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2493430.00   | 0.03%             | 2046-02-10      | Variable      | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                    | Sequoia Mortgage Trust                                                          | CUSIP: 81733YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      323966 | PA      | $284046.02    | 0.00%             | 2045-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                     | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    27500000 | PA      | $27349609.38  | 0.30%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                           | SBA Tower Trust                                                                 | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7500000 | PA      | $6369586.50   | 0.07%             | 2026-11-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                  | LCM Investments Holdings II LLC                                                 | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      800000 | PA      | $640630.87    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                  | Perusahaan Penerbit SBSN Indonesia III                                          | CUSIP: 71567PAS9<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | CORP              | ID        |     1435000 | PA      | $1214727.50   | 0.01%             | 2031-06-09      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                                  | CSX Corp                                                                        | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      700000 | PA      | $667604.45    | 0.01%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418DDH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22595 | PA      | $19670.43     | 0.00%             | 2049-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                     | Southwest Airlines Co                                                           | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2962099.14   | 0.03%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                          | Crown Castle International Corp                                                 | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     7625000 | PA      | $6117018.39   | 0.07%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3137F9LG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    22877920 | PA      | $3617996.63   | 0.04%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                     | Truist Financial Corp                                                           | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4162500.00   | 0.05%             | N/A             | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ENN CLEAN ENERGY                          | ENN Clean Energy International Investment Ltd                                   | CUSIP: 268733AA0<br>LEI: 3003009YZ3S5V395NR77 | Long             | DBT              | CORP              | VG        |     2375000 | PA      | $2069480.33   | 0.02%             | 2026-05-12      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                  | American Water Capital Corp                                                     | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1109061.23   | 0.01%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT L                  | Fertitta Entertainment LLC                                                      | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |      970099 | PA      | $924266.42    | 0.01%             | 2029-01-27      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                     | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7290000 | PA      | $6976188.24   | 0.08%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                         | TransCanada Trust                                                               | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     7835000 | PA      | $6763326.90   | 0.07%             | 2079-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                        | Morocco Government International Bond                                           | CUSIP: 617726AG9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     2825000 | PA      | $2418816.64   | 0.03%             | 2042-12-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PHILLIPS 66                               | Phillips 66                                                                     | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $1656084.82   | 0.02%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                   | Shell International Finance BV                                                  | CUSIP: 822582CE0<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     1365000 | PA      | $959272.03    | 0.01%             | 2049-11-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                       | Highwoods Realty LP                                                             | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $6960199.05   | 0.08%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                              | Comcast Corp                                                                    | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    15975000 | PA      | $12438144.90  | 0.14%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COLBUN SA                                 | Colbun S.A.                                                                     | CUSIP: 192714AE3<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |     2125000 | PA      | $1790184.89   | 0.02%             | 2032-01-19      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      211051 | PA      | $215140.63    | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                | DaVita, Inc                                                                     | CUSIP: 23918VAY0<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |     1209469 | PA      | $1181052.25   | 0.01%             | 2026-08-12      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                            | Microsoft Corp                                                                  | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    19000000 | PA      | $17716599.02  | 0.19%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                     | Toronto-Dominion Bank                                                           | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1300000 | PA      | $1197368.86   | 0.01%             | 2031-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill               | United States Treasury Bill                                                     | CUSIP: 912796YT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    50000000 | PA      | $48102462.50  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST                   | Retail Properties of America, Inc                                               | CUSIP: 76131VAB9<br>LEI: 549300OVTYLM7DH6CM14 | Long             | DBT              | CORP              | US        |     4425000 | PA      | $3895486.93   | 0.04%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities             | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36262LAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13551854 | PA      | $10420272.33  | 0.11%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| METLIFE INC                               | MetLife, Inc                                                                    | CUSIP: 59156RBM9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      600000 | PA      | $576092.31    | 0.01%             | 2025-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                    | TK Elevator US Newco, Inc                                                       | CUSIP: BL3650696<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |         922 | PA      | $889.48       | 0.00%             | 2027-07-30      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                    | Open Text Holdings, Inc                                                         | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      550000 | PA      | $441190.75    | 0.00%             | 2030-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                        | CUSIP: 46645GAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      445217 | PA      | $389232.04    | 0.00%             | 2045-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| MVW Owner Trust                           | MVW Owner Trust                                                                 | CUSIP: 55389PAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1454451 | PA      | $1364507.57   | 0.01%             | 2036-11-20      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3132D6C32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13323821 | PA      | $13236130.36  | 0.14%             | 2037-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                  | Alexandria Real Estate Equities, Inc                                            | CUSIP: 015271AJ8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      450000 | PA      | $429927.22    | 0.00%             | 2027-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu            | JPMBB Commercial Mortgage Securities Trust                                      | CUSIP: 46644RBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1600000 | PA      | $1442522.56   | 0.02%             | 2048-05-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                   | Anheuser-Busch Cos LLC                                                          | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8910000 | PA      | $8099860.21   | 0.09%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust                                             | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5725000 | PA      | $5445058.95   | 0.06%             | 2041-12-25      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140X9U52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3272474 | PA      | $3206646.02   | 0.03%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oak Street Investment Grade Ne            | Oak Street Investment Grade Net Lease Fund Series                               | CUSIP: 67181DAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4907216 | PA      | $4306186.64   | 0.05%             | 2051-11-20      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                  | Development Bank of Kazakhstan JSC                                              | CUSIP: 25159XAD5<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | CORP              | KZ        |     3150000 | PA      | $2489107.98   | 0.03%             | 2031-05-06      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| BALL CORP                                 | Ball Corp                                                                       | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1476522.00   | 0.02%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                    | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     2750000 | PA      | $2209057.73   | 0.02%             | 2036-03-31      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140J8N66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1254294 | PA      | $1237205.12   | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                    | Mid-America Apartments LP                                                       | CUSIP: 59523UAL1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1175079.41   | 0.01%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                              | SK Hynix, Inc                                                                   | CUSIP: 78392BAB3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |     4300000 | PA      | $3726409.71   | 0.04%             | 2026-01-19      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Cantor Commercial Real Estate             | CF Mortgage Trust                                                               | CUSIP: 12529WAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1750000 | PA      | $1604223.25   | 0.02%             | 2052-04-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                        | Ukraine Government International Bond                                           | CUSIP: ZP6261280<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      850000 | PA      | $142873.32    | 0.00%             | 2032-01-27      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                       | Mozart Borrower LP                                                              | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     1191000 | PA      | $1133957.06   | 0.01%             | 2028-10-23      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                              | TICP CLO VIII Ltd                                                               | CUSIP: 87248WAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     5250000 | PA      | $5062254.75   | 0.06%             | 2034-10-20      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS CORP                             | DISH DBS Corp                                                                   | CUSIP: 25470XAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1443337.18   | 0.02%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                       | Sirius XM Radio, Inc                                                            | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1299705.75   | 0.01%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities             | GS Mortgage-Backed Securities Corp Trust                                        | CUSIP: 36260RAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2240588 | PA      | $1748824.66   | 0.02%             | 2051-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 19 Ltd                            | AGL CLO 19 Ltd                                                                  | CUSIP: 001210AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |     4000000 | PA      | $3946196.00   | 0.04%             | 2035-07-21      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| MTN MAURITIUS INVSTMENTS                  | MTN Mauritius Investment Ltd                                                    | CUSIP: 55377XAB2<br>LEI: 2549009PQD415OQIR074 | Long             | DBT              | CORP              | MU        |     2500000 | PA      | $2494387.73   | 0.03%             | 2026-10-13      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| LIFE STORAGE LP                           | Life Storage LP                                                                 | CUSIP: 53227JAD6<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              | CORP              | US        |     2275000 | PA      | $1750155.77   | 0.02%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup, Inc                                                                  | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     4025000 | PA      | $3723772.18   | 0.04%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark Mortgage Trust                                                        | CUSIP: 08162QBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2107444.50   | 0.02%             | 2048-09-15      | Variable      | 3.54%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                   | Public Service Electric & Gas Co                                                | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     3925000 | PA      | $2744592.01   | 0.03%             | 2050-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL MEDI                  | Children's Hospital Medic                                                       | CUSIP: 16876AAA2<br>LEI: 549300EKVCKSAOOWU002 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1583152.78   | 0.02%             | 2044-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| WALMART INC                               | Walmart, Inc                                                                    | CUSIP: 931142EQ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      294000 | PA      | $257428.85    | 0.00%             | 2029-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                  | Enterprise Products Operating LLC                                               | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $1808423.60   | 0.02%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                               | Phillips 66 Co                                                                  | CUSIP: 718547AJ1<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      860000 | PA      | $750239.64    | 0.01%             | 2029-12-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                   | LCPR Senior Secured Financing DAC                                               | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     1275000 | PA      | $1056220.40   | 0.01%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $12113437.31  | 0.13%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                         | Imperial Fund Mortgage Trust                                                    | CUSIP: 452760AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $812238.20    | 0.01%             | 2055-10-25      | Variable      | 3.53%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 12592XBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      575000 | PA      | $542550.57    | 0.01%             | 2048-03-10      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                           | TSMC Global Ltd                                                                 | CUSIP: 872882AF2<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |     2000000 | PA      | $1659652.86   | 0.02%             | 2027-09-28      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                     | Icahn Enterprises LP                                                            | CUSIP: 451102BW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $479375.58    | 0.01%             | 2024-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                              | Barclays plc                                                                    | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $518625.87    | 0.01%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu            | JPMBB Commercial Mortgage Securities Trust                                      | CUSIP: 46644YAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6000000 | PA      | $5619179.40   | 0.06%             | 2048-08-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management               | Woodward Capital Management                                                     | CUSIP: 74938XAV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5337620 | PA      | $4267858.22   | 0.05%             | 2052-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                  | Duke Energy Progress LLC                                                        | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     3310000 | PA      | $1986114.46   | 0.02%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE LUX                      | Swiss Re Finance Luxembourg SA                                                  | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |    11300000 | PA      | $10404362.00  | 0.11%             | 2049-04-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                    | Credit Suisse Group AG.                                                         | CUSIP: 225401AT5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     4950000 | PA      | $3956058.27   | 0.04%             | 2027-02-02      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                    | Ingersoll-Rand Luxembourg Finance S.A.                                          | CUSIP: 456873AD0<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |     3750000 | PA      | $3451408.80   | 0.04%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3136BN4W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     4144807 | PA      | $3684834.62   | 0.04%             | 2052-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                 | Boeing Co                                                                       | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6490230.95   | 0.07%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                     | GFL Environmental, Inc                                                          | CUSIP: 36168QAF1<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      125000 | PA      | $119538.45    | 0.00%             | 2026-12-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                   | AEP Transmission Co LLC                                                         | CUSIP: 00115AAE9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $937277.43    | 0.01%             | 2026-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                               | PolyOne Corp                                                                    | CUSIP: 73179PAM8<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |      375000 | PA      | $365625.08    | 0.00%             | 2025-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                         | Kommunalbanken AS.                                                              | CUSIP: 50048MCV0<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |     2000000 | PA      | $1603528.80   | 0.02%             | 2030-06-14      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes     | Federal Home Loan Bank (FHLB)                                                   | CUSIP: 313384CW7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |     7700000 | PA      | $7638783.08   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities             | GS Mortgage-Backed Securities Corp Trust                                        | CUSIP: 36260DAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      616192 | PA      | $508040.61    | 0.01%             | 2051-03-27      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                          | CSC Holdings LLC                                                                | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $3439393.20   | 0.04%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Bank                                      | BANK                                                                            | CUSIP: 06650AAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $817101.60    | 0.01%             | 2050-11-15      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                        | CUSIP: 46591DBF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      671162 | PA      | $660420.38    | 0.01%             | 2049-10-25      | Variable      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                   | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $880537.35    | 0.01%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Fun            | Gracie Point International Funding                                              | CUSIP: 38411JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    23000000 | PA      | $23003378.70  | 0.25%             | 2024-07-01      | Variable      | 6.80%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                     | Petroleos del Peru S.A.                                                         | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |      767000 | PA      | $592814.30    | 0.01%             | 2032-06-19      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                          | Lamar Media Corp                                                                | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $874000.00    | 0.01%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRST EAGLE HOLDINGS INC                  | First Eagle Holdings, Inc                                                       | CUSIP: 05554JAH0<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |     1467972 | PA      | $1434391.99   | 0.02%             | 2027-02-01      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                          | Paramount Global                                                                | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      800000 | PA      | $709951.95    | 0.01%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                  | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     6125000 | PA      | $5757322.25   | 0.06%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                                 | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    12246964 | PA      | $11589833.64  | 0.13%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                  | Primo Water Holdings, Inc                                                       | CUSIP: 74168LAA4<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $4749753.31   | 0.05%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                     | GFL Environmental, Inc                                                          | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     3150000 | PA      | $2769361.88   | 0.03%             | 2028-09-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE            | County of Miami-Dade FL Aviation Revenue                                        | CUSIP: 59333P3W6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      470000 | PA      | $415999.12    | 0.00%             | 2041-10-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                            | Open Text Corp                                                                  | CUSIP: 68371YAN3<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     4400000 | PA      | $4308150.00   | 0.05%             | 2025-05-30      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                        | CUSIP: 46654FAT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4396320 | PA      | $3277253.79   | 0.04%             | 2052-04-25      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Aimco                                     | AIMCO CLO 16 Ltd                                                                | CUSIP: 00901FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     3375000 | PA      | $3251643.75   | 0.04%             | 2035-01-17      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                                  | CSX Corp                                                                        | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     9715000 | PA      | $9344687.32   | 0.10%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCL AMERICA INC                           | HCL America, Inc                                                                | CUSIP: 40480HAA5<br>LEI: 549300CBM0L7W7N2EB94 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3094735.77   | 0.03%             | 2026-03-10      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140QEDU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    17531729 | PA      | $15613063.29  | 0.17%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru            | SMB Private Education Loan Trust                                                | CUSIP: 78449GAB5<br>LEI: 5493008SQ2WS8HE83M61 | Long             | ABS-O            | CORP              | US        |     2144631 | PA      | $2049499.16   | 0.02%             | 2032-02-17      | Fixed         | 2.43%                 | Yes           |                  2 | On Loan: No      |
| One Market Plaza Trust                    | One Market Plaza Trust                                                          | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20445000 | PA      | $19681213.65  | 0.21%             | 2032-02-10      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                  | AerCap Ireland Capital DAC                                                      | CUSIP: 00774MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     4900000 | PA      | $4666655.92   | 0.05%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                            | CUSIP: 06051GJH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    32525000 | PA      | $31186708.79  | 0.34%             | 2024-10-24      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140XCKT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6703369 | PA      | $6172152.29   | 0.07%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 3132HDA35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       89260 | PA      | $87787.81     | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                              | CubeSmart LP                                                                    | CUSIP: 22966RAG1<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     1474000 | PA      | $1110459.41   | 0.01%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                        | Banco Santander S.A.                                                            | CUSIP: AX1003505<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2000000 | PA      | $1952200.00   | 0.02%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                    | Diamondback Energy, Inc                                                         | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     2625000 | PA      | $1920635.56   | 0.02%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust            | HarborView Mortgage Loan Trust                                                  | CUSIP: 41161PUK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      818850 | PA      | $737484.19    | 0.01%             | 2045-08-19      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| ENRGY TRANS LP/REG FIN                    | Regency Energy Partners LP                                                      | CUSIP: 75886AAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      654000 | PA      | $649216.93    | 0.01%             | 2023-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CBRE Realty Finance CDO Ltd               | CBRE Realty Finance                                                             | CUSIP: 1248MLAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     8817685 | PA      | $22044.21     | 0.00%             | 2052-04-07      | Variable      | 0.44%                 | Yes           |                  3 | On Loan: No      |
| CVS HEALTH CORP                           | CVS Health Corp                                                                 | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     9180000 | PA      | $7200823.30   | 0.08%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                    | Egypt Government International Bond                                             | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1050000 | PA      | $697935.00    | 0.01%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Merrill Lynch             | BAMLL Commercial Mortgage Securities Trust                                      | CUSIP: 05526QAE6<br>LEI: 549300UQK6PJ8BF5JQ90 | Long             | ABS-MBS          | CORP              | US        |     1870000 | PA      | $1717976.85   | 0.02%             | 2033-04-14      | Fixed         | 3.49%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive Reit                   | Capital Automotive REIT                                                         | CUSIP: 12510HAM2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8387750 | PA      | $7196422.60   | 0.08%             | 2051-08-15      | Fixed         | 1.92%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                     | Tenet Healthcare Corp                                                           | CUSIP: 88033GDG2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      225000 | PA      | $201316.73    | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| TURKIYE GARANTI BANKASI                   | Turkiye Garanti Bankasi AS.                                                     | CUSIP: 900148AE7<br>LEI: 5493002XSS7K7RHN1V37 | Long             | DBT              | CORP              | TR        |     1500000 | PA      | $1383060.00   | 0.02%             | 2027-05-24      | Fixed         | 7.18%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3133BE6T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    25722639 | PA      | $24760087.51  | 0.27%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                          | Alabama Power Co                                                                | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2161112.01   | 0.02%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu            | JPMBB Commercial Mortgage Securities Trust                                      | CUSIP: 46642EAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2612876 | PA      | $2539375.71   | 0.03%             | 2047-08-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 12592TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      131100 | PA      | $121326.30    | 0.00%             | 2035-02-10      | Fixed         | 3.18%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                              | UBS Group AG                                                                    | CUSIP: 90352JAF0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     6500000 | PA      | $6394851.84   | 0.07%             | N/A             | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE            | County of Miami-Dade FL Aviation Revenue                                        | CUSIP: 59333P4L9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2000000 | PA      | $1871116.60   | 0.02%             | 2026-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes     | Federal Home Loan Bank (FHLB)                                                   | CUSIP: 313384AF6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |     8535000 | PA      | $8531958.38   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                           | SkyMiles IP Ltd                                                                 | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |      275000 | PA      | $280827.25    | 0.00%             | 2027-10-20      | Variable      | 7.99%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                     | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   175570000 | PA      | $157224306.20 | 1.71%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                    | CCO Holdings LLC                                                                | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2065387.50   | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| XCEL ENERGY INC                           | Xcel Energy, Inc                                                                | CUSIP: 98389BAN0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      470000 | PA      | $410638.59    | 0.00%             | 2041-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag            | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 94989YBE2<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2322694.75   | 0.03%             | 2059-01-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Structured Agency Credit Risk Debt Note (STACR)                                 | CUSIP: 3137G1CL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       38782 | PA      | $36349.85     | 0.00%             | 2048-02-25      | Variable      | 3.78%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 3132QPGY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      561414 | PA      | $524097.29    | 0.01%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                          | Societe Generale S.A.                                                           | CUSIP: 83368RBK7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     3500000 | PA      | $2368235.24   | 0.03%             | 2043-01-21      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| ILLINOIS ST                               | State of Illinois                                                               | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    21060000 | PA      | $20234698.61  | 0.22%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                                 | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    10867224 | PA      | $10284133.07  | 0.11%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                  | Charter Communications Operating LLC                                            | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2400000 | PA      | $1814788.68   | 0.02%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PENN NATIONAL GAMING INC                  | Penn National Gaming, Inc                                                       | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      308948 | PA      | $306394.05    | 0.00%             | 2029-05-03      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                     | Texas Instruments, Inc                                                          | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $973401.59    | 0.01%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                             | Parkland Corp                                                                   | CUSIP: 70137WAG3<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $1666532.70   | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor            | JPMCC Commercial Mortgage Securities Trust                                      | CUSIP: 46647TAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1060498 | PA      | $1025935.72   | 0.01%             | 2050-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                  | Banco Bilbao Vizcaya Argentaria S.A.                                            | CUSIP: 05946KAG6<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     3000000 | PA      | $2872517.07   | 0.03%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                        | Raytheon Technologies Corp                                                      | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    10675000 | PA      | $10217124.59  | 0.11%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                   | New York Mortgage Trust                                                         | CUSIP: 649603AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      123928 | PA      | $120864.96    | 0.00%             | 2036-02-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                       | Rocket Software, Inc                                                            | CUSIP: 77313DAN1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |         681 | PA      | $656.75       | 0.00%             | 2025-11-28      | Variable      | 8.63%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                               | ProLogis LP                                                                     | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $935321.46    | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                  | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAL8<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     1660000 | PA      | $1295382.98   | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Bond                                                     | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1255000 | PA      | $979145.11    | 0.01%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                     | Camden Property Trust                                                           | CUSIP: 133131AU6<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1960268.44   | 0.02%             | 2024-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Bond                                                     | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10875000 | PA      | $10214428.68  | 0.11%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                                 | CUSIP: 3620A56G9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      227829 | PA      | $231877.40    | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                    | Total Capital International S.A.                                                | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     1450000 | PA      | $1080131.23   | 0.01%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                        | Zambia Government International Bond                                            | CUSIP: 988895AE8<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     1200000 | PA      | $540000.00    | 0.01%             | 2024-04-14      | Fixed         | 8.50%                 | Yes           |                  3 | On Loan: No      |
| WALMART INC                               | Walmart, Inc                                                                    | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $2845259.39   | 0.03%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MLN US HOLDCO LLC                         | MLN US Holdco LLC                                                               | CUSIP: 55292HAB9<br>LEI: 549300QKU7NPW6O86862 | Long             | LON              | CORP              | US        |      605688 | PA      | $213505.08    | 0.00%             | 2025-11-30      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance T            | Regional Management Issuance Trust                                              | CUSIP: 75907JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2000000 | PA      | $2011111.20   | 0.02%             | 2032-11-17      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                          | BAT Capital Corp                                                                | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     3150000 | PA      | $2614256.32   | 0.03%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                          | ViacomCBS, Inc                                                                  | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1770000 | PA      | $1218832.02   | 0.01%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                        | CUSIP: 46644MBJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       72679 | PA      | $65418.95     | 0.00%             | 2045-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3132DNE82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      953041 | PA      | $869828.38    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ULKER BISKUVI SANAYI AS                   | Ulker Biskuvi Sanayi AS.                                                        | CUSIP: 903742AA2<br>LEI: 7890009HEU9BS7J3DA93 | Long             | DBT              | CORP              | TR        |     6325000 | PA      | $5306548.50   | 0.06%             | 2025-10-30      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                       | Nigeria Government International Bond                                           | CUSIP: 65412JAC7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      425000 | PA      | $342167.84    | 0.00%             | 2027-11-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                    | FMG Resources August 2006 Pty Ltd                                               | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     5000000 | PA      | $4657637.60   | 0.05%             | 2030-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                        | Diageo Capital plc                                                              | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     1950000 | PA      | $1601698.04   | 0.02%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                    | Church & Dwight Co, Inc                                                         | CUSIP: 17136MAA0<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1141603.55   | 0.01%             | 2031-12-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                         | NSTAR Electric Co                                                               | CUSIP: 67021CAP2<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |      850000 | PA      | $799037.01    | 0.01%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                     | Costco Wholesale Corp                                                           | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     3975000 | PA      | $3256584.62   | 0.04%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                       | Northern Trust Corp                                                             | CUSIP: 665859AQ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1752751.00   | 0.02%             | N/A             | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust              | CD Mortgage Trust                                                               | CUSIP: 12515ABJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3030000 | PA      | $2443180.51   | 0.03%             | 2049-11-10      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                | Intel Corp                                                                      | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $861837.36    | 0.01%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Bright Bidco BV                           | Bright Bidco BV                                                                 | CUSIP: N/A<br>LEI: 549300IL6Q1JWU688H15       | Long             | EC               | CORP              | US        |        7607 | NS      | $141917.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                 | Morgan Stanley Bank of America Merrill Lynch Trust                              | CUSIP: 61764PBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2869250 | PA      | $2682252.77   | 0.03%             | 2046-12-15      | Fixed         | 3.99%                 | Yes           |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                         | NSTAR Electric Co                                                               | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1875761.68   | 0.02%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                 | Apple, Inc                                                                      | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1590000 | PA      | $1048568.91   | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                     | China Government Bond                                                           | CUSIP: BM1605906<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    16600000 | PA      | $2402013.74   | 0.03%             | 2023-11-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BHARTI AIRTEL LTD                         | Bharti Airtel Ltd                                                               | CUSIP: 08860HAC8<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |     4250000 | PA      | $3592135.62   | 0.04%             | 2031-06-03      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                    | Indiana Michigan Power Co                                                       | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $853559.61    | 0.01%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140XHC70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4695996 | PA      | $3874424.13   | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                  | Anheuser-Busch InBev Worldwide, Inc                                             | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1076073.98   | 0.01%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                  | American Water Capital Corp                                                     | CUSIP: 03040WAN5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1525794.27   | 0.02%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                     | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4115000 | PA      | $3607697.66   | 0.04%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140M2SE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1390677 | PA      | $1228196.10   | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                        | Vodafone Group plc                                                              | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     5800000 | PA      | $4449217.70   | 0.05%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C            | City & County of San Francisco CA Community Facilities District                 | CUSIP: 79772ECR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      550000 | PA      | $486650.45    | 0.01%             | 2034-09-01      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                   | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     3500000 | PA      | $3060750.00   | 0.03%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding            | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     1181200 | PA      | $1070439.35   | 0.01%             | 2027-02-20      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| GEN DIGITAL INC                           | NortonLifeLock, Inc                                                             | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     2270000 | PA      | $2224600.00   | 0.02%             | 2027-09-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                      | Colombia Government International Bond                                          | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     4275000 | PA      | $3108768.84   | 0.03%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                | Verus Securitization Trust                                                      | CUSIP: 92538CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      721999 | PA      | $647475.27    | 0.01%             | 2065-05-25      | Fixed         | 1.73%                 | Yes           |                  2 | On Loan: No      |
| Navient Student Loan Trust                | Navient Student Loan Trust                                                      | CUSIP: 63941LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1477021 | PA      | $1395317.72   | 0.02%             | 2059-12-15      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                     | SS&C Technologies, Inc                                                          | CUSIP: 78466DBG8<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |     2019701 | PA      | $1987517.33   | 0.02%             | 2029-03-22      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3133AWHC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2417824 | PA      | $2166675.79   | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                  | Enterprise Products Operating LLC                                               | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     7350000 | PA      | $5298576.78   | 0.06%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140XFTE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1133711 | PA      | $965310.84    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                  | Banque Ouest Africaine de Developpement                                         | CUSIP: 06675QAC7<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | N/A       |     4465000 | PA      | $3790919.13   | 0.04%             | 2031-10-22      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                  | American Water Capital Corp                                                     | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1088176.78   | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                    | Energizer Holdings, Inc                                                         | CUSIP: N/A<br>LEI: 5493000D6NN0V57UME20       | Long             | LON              | CORP              | US        |      649125 | PA      | $638576.72    | 0.01%             | 2027-12-22      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LL            | Cologix Data Centers US Issuer LLC                                              | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11450000 | PA      | $10004365.37  | 0.11%             | 2051-12-26      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                  | Perusahaan Listrik Negara PT                                                    | CUSIP: 71568PAL3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     2500000 | PA      | $2118750.00   | 0.02%             | 2030-02-05      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 12593JBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $926054.80    | 0.01%             | 2048-08-10      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140Q8RE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4111711 | PA      | $4051032.94   | 0.04%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                   | Booz Allen Hamilton, Inc                                                        | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |      925000 | PA      | $819515.43    | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SEATTLE SPINCO INC                        | Seattle SpinCo, Inc                                                             | CUSIP: 81271EAB7<br>LEI: 213800AAQDP1DDU8BK05 | Long             | LON              | CORP              | US        |      723827 | PA      | $723826.56    | 0.01%             | 2024-06-21      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                  | Albion Financing 1 SARL                                                         | CUSIP: 013304AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1395000 | PA      | $1244074.95   | 0.01%             | 2026-10-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                  | AerCap Ireland Capital DAC                                                      | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     2050000 | PA      | $1602609.56   | 0.02%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PHOENIX NEWCO INC                         | Phoenix Newco, Inc                                                              | CUSIP: 71911KAC8<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |     1494994 | PA      | $1443087.55   | 0.02%             | 2028-11-15      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                     | CUSIP: 91282CER8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      795000 | PA      | $771305.27    | 0.01%             | 2024-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                            | Wynn Macau Ltd                                                                  | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     1175000 | PA      | $1003555.75   | 0.01%             | 2028-08-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| NUTRIEN LTD                               | Nutrien Ltd                                                                     | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     6350000 | PA      | $5440159.49   | 0.06%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418BJD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1782566 | PA      | $1751636.92   | 0.02%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr            | SoFi Professional Loan Program LLC                                              | CUSIP: 83404FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      136838 | PA      | $135717.37    | 0.00%             | 2040-03-26      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                                 | CUSIP: 38380WZL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     1742571 | PA      | $240756.69    | 0.00%             | 2046-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                    | Commonwealth Edison Co                                                          | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     9470000 | PA      | $6498001.87   | 0.07%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                       | American Express Co                                                             | CUSIP: 025816BW8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1241882.71   | 0.01%             | 2023-08-03      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP                     | Dun & Bradstreet Corp                                                           | CUSIP: 26483NAN0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |      638664 | PA      | $633931.90    | 0.01%             | 2026-02-06      | Variable      | 7.64%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                         | Eversource Energy                                                               | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2176128.63   | 0.02%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                        | CUSIP: 46592NBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3978763 | PA      | $3059344.86   | 0.03%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC               | Hertz Vehicle Financing LLC                                                     | CUSIP: 42806MBE8<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |     3700000 | PA      | $3438610.54   | 0.04%             | 2026-09-25      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                     | DB Master Finance LLC                                                           | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |     1088438 | PA      | $992419.90    | 0.01%             | 2049-05-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities             | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36267BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8447350 | PA      | $6817447.44   | 0.07%             | 2052-08-26      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PROMIGAS/GASES PACIFICO                   | Promigas S.A. ESP                                                               | CUSIP: 74348DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     2050000 | PA      | $1667631.54   | 0.02%             | 2029-10-16      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag            | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 94989EAG2<br>LEI: 549300W6NRTMFPYUPG47 | Long             | ABS-MBS          | CORP              | US        |     1720000 | PA      | $1608792.71   | 0.02%             | 2050-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                       | NBM US Holdings, Inc                                                            | CUSIP: 62877VAB7<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1931558.88   | 0.02%             | 2029-08-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Shellpoint Co-Originator Trust            | Shellpoint Co-Originator Trust                                                  | CUSIP: 82280RAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      222858 | PA      | $195444.66    | 0.00%             | 2047-04-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 12591YBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3896000 | PA      | $3670993.53   | 0.04%             | 2047-06-10      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                             | Amphenol Corp                                                                   | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     3450000 | PA      | $2944796.21   | 0.03%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3136BBPS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     6945035 | PA      | $981593.86    | 0.01%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                        | CUSIP: 46651XBT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3593347 | PA      | $2908756.20   | 0.03%             | 2050-06-25      | Variable      | 3.84%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                   | HCA, Inc                                                                        | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     3475000 | PA      | $2940383.69   | 0.03%             | 2032-03-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| BXP Trust                                 | BXP Trust                                                                       | CUSIP: 05607TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4500000 | PA      | $2827884.60   | 0.03%             | 2044-01-15      | Variable      | 2.78%                 | Yes           |                  2 | On Loan: No      |
| CT TRUST                                  | CT Trust                                                                        | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |     1225000 | PA      | $1075663.19   | 0.01%             | 2032-02-03      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                   | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233DAP2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      150000 | PA      | $174152.20    | 0.00%             | 2033-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C            | City & County of San Francisco CA Community Facilities District                 | CUSIP: 79772ECE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      380000 | PA      | $376027.18    | 0.00%             | 2023-09-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC               | Hertz Vehicle Financing LLC                                                     | CUSIP: 42806MBC2<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |     4700000 | PA      | $4385414.43   | 0.05%             | 2026-09-25      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| SYSCO CORPORATION                         | SYSCO Corp                                                                      | CUSIP: 871829AZ0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      730000 | PA      | $706387.27    | 0.01%             | 2025-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                     | Tenet Healthcare Corp                                                           | CUSIP: 88033GDL1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2165750.00   | 0.02%             | 2029-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Bond                                                     | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    55445000 | PA      | $45445407.76  | 0.49%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                           | MVW LLC                                                                         | CUSIP: 55400KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1373619 | PA      | $1230794.34   | 0.01%             | 2039-05-20      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                       | American Tower Corp                                                             | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     6950000 | PA      | $5885717.80   | 0.06%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                  | Charter Communications Operating LLC                                            | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3203782.70   | 0.03%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust              | GS Mortgage Securities Trust                                                    | CUSIP: 36251XAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3803000 | PA      | $3214724.20   | 0.04%             | 2049-11-10      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                              | Broadcom, Inc                                                                   | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     3920000 | PA      | $3142694.30   | 0.03%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                   | Flagstar Mortgage Trust                                                         | CUSIP: 33852EAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1977482 | PA      | $1520523.04   | 0.02%             | 2051-04-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140MUXL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11964588 | PA      | $11518130.46  | 0.13%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GRIFOLS WORLDWIDE OPERAT                  | Grifols Worldwide Operations USA, Inc                                           | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      628509 | PA      | $609131.84    | 0.01%             | 2027-11-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                          | Lamar Media Corp                                                                | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1836353.56   | 0.02%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                    | PNC Financial Services Group, Inc                                               | CUSIP: 693475AP0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1481618.04   | 0.02%             | 2024-04-29      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust              | GS Mortgage Securities Trust                                                    | CUSIP: 36251FBD7<br>LEI: 5493002EPQ51IPGGFX73 | Long             | ABS-MBS          | CORP              | US        |     2950000 | PA      | $2698318.10   | 0.03%             | 2048-02-10      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                            | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3424000 | PA      | $3321203.61   | 0.04%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                        | CUSIP: 46646BAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      187956 | PA      | $167612.33    | 0.00%             | 2046-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                      | Indonesia Treasury Bond                                                         | CUSIP: AZ8693857<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 28000000000 | PA      | $1815741.52   | 0.02%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                  | American Water Capital Corp                                                     | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8201859.00   | 0.09%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                  | Adani Transmission Ltd                                                          | CUSIP: 00652XAB4<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |     1668875 | PA      | $1265357.71   | 0.01%             | 2036-05-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TELEFONICA MOVILES CHILE                  | Telefonica Moviles Chile S.A.                                                   | CUSIP: 87938XAB7<br>LEI: 549300PDWJ2U6A15B785 | Long             | DBT              | CORP              | CL        |     3000000 | PA      | $2457570.00   | 0.03%             | 2031-11-18      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3136BPCG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     3807515 | PA      | $3636499.59   | 0.04%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                    | Protective Life Global Funding                                                  | CUSIP: 74368CBF0<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3451221.73   | 0.04%             | 2024-07-05      | Fixed         | 0.78%                 | Yes           |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                        | Province of Quebec Canada                                                       | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      620000 | PA      | $728225.72    | 0.01%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL DPR FUNDING LTD.               | Industrial DPR Funding Ltd                                                      | CUSIP: 45605PAZ1<br>LEI: 549300MBUJF25SSFY437 | Long             | ABS-O            | CORP              | KY        |     3750000 | PA      | $3160387.50   | 0.03%             | 2034-04-15      | Fixed         | 5.38%                 | Yes           |                  3 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3132DNAX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    31492852 | PA      | $26849021.55  | 0.29%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr            | SoFi Professional Loan Program LLC                                              | CUSIP: 83404LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      390592 | PA      | $382482.16    | 0.00%             | 2033-04-25      | Fixed         | 2.34%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 3128MJMC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       55002 | PA      | $55789.00     | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                               | Target Corp                                                                     | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     5315000 | PA      | $4511583.86   | 0.05%             | 2030-02-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mort            | Ladder Capital Commercial Mortgage Securities                                   | CUSIP: 50184BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1380663 | PA      | $1276251.72   | 0.01%             | 2036-02-15      | Fixed         | 3.57%                 | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                   | CarMax Auto Owner Trust                                                         | CUSIP: 14316NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1440000 | PA      | $1281937.97   | 0.01%             | 2027-07-15      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    10575000 | PA      | $9255927.38   | 0.10%             | N/A             | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                  | Enterprise Products Operating LLC                                               | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1143439.07   | 0.01%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                  | Enterprise Products Operating LLC                                               | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     3707000 | PA      | $3263819.33   | 0.04%             | 2029-07-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                   | AstraZeneca Finance LLC                                                         | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     2325000 | PA      | $2069972.56   | 0.02%             | 2026-05-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                       | PFS Financing Corp                                                              | CUSIP: 69335PDZ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3000000 | PA      | $2822789.40   | 0.03%             | 2026-04-15      | Fixed         | 0.71%                 | Yes           |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                  | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |      925000 | PA      | $676174.36    | 0.01%             | 2031-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                  | Alexandria Real Estate Equities, Inc                                            | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      675000 | PA      | $633685.14    | 0.01%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| O'REILLY AUTOMOTIVE INC                   | O'Reilly Automotive, Inc                                                        | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     2175000 | PA      | $2049810.15   | 0.02%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                           | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     4750000 | PA      | $4263338.23   | 0.05%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                   | O'Reilly Automotive, Inc                                                        | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     9530000 | PA      | $7395395.88   | 0.08%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                    | Verizon Communications, Inc                                                     | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    36400000 | PA      | $29933851.58  | 0.33%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                          | Lamar Media Corp                                                                | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      650000 | PA      | $581819.18    | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                   | International Game Technology plc                                               | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $373061.76    | 0.00%             | 2026-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140QBBS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      228989 | PA      | $199353.60    | 0.00%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer Operating LP                                                    | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2440000 | PA      | $2297857.39   | 0.03%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3136BNY67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     3491164 | PA      | $3055767.60   | 0.03%             | 2052-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                               | Phillips 66 Co                                                                  | CUSIP: 718547AL6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      775000 | PA      | $671668.18    | 0.01%             | 2045-02-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group, Inc                                                        | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     7410000 | PA      | $5645060.71   | 0.06%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities             | GS Mortgage-Backed Securities Corp Trust                                        | CUSIP: 36262DAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1762804 | PA      | $1490330.87   | 0.02%             | 2050-07-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4001920.45   | 0.04%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru            | OneMain Financial Issuance Trust                                                | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10000000 | PA      | $8735704.00   | 0.10%             | 2035-09-14      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust              | GS Mortgage Securities Trust                                                    | CUSIP: 36253PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4300000 | PA      | $3978590.91   | 0.04%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                      | IHO Verwaltungs GmbH                                                            | CUSIP: 80627DAC0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     2000000 | PA      | $1730727.52   | 0.02%             | 2026-09-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MRCD Mortgage Trust                       | MRCD Mortgage Trust                                                             | CUSIP: 55348UAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1785437.40   | 0.02%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | J.P. Morgan Mortgage Trust                                                      | CUSIP: 46655NBX7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6413538 | PA      | $5128141.65   | 0.06%             | 2052-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities             | GS Mortgage-Backed Securities Trust                                             | CUSIP: 362925CB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6322584 | PA      | $5055416.96   | 0.06%             | 2052-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive LP                     | Cars Net Lease Mortgage Notes Series                                            | CUSIP: 14576AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5782000 | PA      | $4886839.43   | 0.05%             | 2050-12-15      | Fixed         | 2.01%                 | Yes           |                  2 | On Loan: No      |
| FNA VI LLC                                | FNA VI LLC                                                                      | CUSIP: 34411YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15896379 | PA      | $14457668.91  | 0.16%             | 2032-01-10      | Fixed         | 1.35%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                | AMSR Trust                                                                      | CUSIP: 00178XAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2000000 | PA      | $1769930.00   | 0.02%             | 2039-01-19      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust                                             | CUSIP: 20753XAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5012600 | PA      | $5227911.22   | 0.06%             | 2042-03-25      | Variable      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                  | AerCap Ireland Capital DAC                                                      | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1250000 | PA      | $883718.38    | 0.01%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                                 | CUSIP: 3622ABHJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      883467 | PA      | $868120.63    | 0.01%             | 2045-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                            | Constellium SE                                                                  | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     2725000 | PA      | $2213891.89   | 0.02%             | 2029-04-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: —       |
| REPUBLIC OF AZERBAIJAN                    | Republic of Azerbaijan Government International Bond                            | CUSIP: AO9863413<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |      475000 | PA      | $447476.37    | 0.00%             | 2029-09-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 12592XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4250000 | PA      | $3938871.53   | 0.04%             | 2048-03-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| TURKIYE VAKIFLAR BANKASI                  | Turkiye Vakiflar Bankasi TAO                                                    | CUSIP: 90015WAL7<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |     1550000 | PA      | $1385582.68   | 0.02%             | 2026-10-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                      | OneMain Finance Corp                                                            | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1345000 | PA      | $1113619.65   | 0.01%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                  | Perusahaan Penerbit SBSN Indonesia III                                          | CUSIP: 71567PAV2<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | CORP              | ID        |     1200000 | PA      | $1180724.23   | 0.01%             | 2032-06-06      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor            | Morgan Stanley Residential Mortgage Loan Trust                                  | CUSIP: 61772NBN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8130869 | PA      | $6251976.18   | 0.07%             | 2051-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva            | AmeriCredit Automobile Receivables Trust                                        | CUSIP: 03063FAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17000000 | PA      | $15210734.70  | 0.17%             | 2026-12-18      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                  | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     2950000 | PA      | $1983261.58   | 0.02%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                            | CUSIP: 060505EN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    11300000 | PA      | $10904500.00  | 0.12%             | N/A             | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION                  | Catalent Pharma Solutions, Inc                                                  | CUSIP: 14880BAH4<br>LEI: 549300HALRZ339MSTH85 | Long             | LON              | CORP              | US        |      960126 | PA      | $947078.14    | 0.01%             | 2028-02-22      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE            | County of Miami-Dade FL Aviation Revenue                                        | CUSIP: 59333PV39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3500000 | PA      | $3358515.65   | 0.04%             | 2024-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                               | BNP Paribas S.A.                                                                | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     5895000 | PA      | $4908694.17   | 0.05%             | 2028-09-30      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                     | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      675000 | PA      | $573776.37    | 0.01%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                  | Ferrellgas Escrow LLC                                                           | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3225000 | PA      | $2652304.50   | 0.03%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                              | Barclays plc                                                                    | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     3000000 | PA      | $2737500.00   | 0.03%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CAMELOT FINANCE SA                        | Camelot Finance S.A.                                                            | CUSIP: L2000AAC4<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | LU        |      342627 | PA      | $337701.83    | 0.00%             | 2026-10-30      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag            | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 94989VAF6<br>LEI: 549300ZVNWG0TX42H716 | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2347408.50   | 0.03%             | 2057-09-15      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                  | Virginia Electric & Power Co                                                    | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5652523.02   | 0.06%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                  | Vistra Operations Co LLC                                                        | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |      892316 | PA      | $885877.65    | 0.01%             | 2025-12-31      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                               | Asurion LLC                                                                     | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      421960 | PA      | $377215.13    | 0.00%             | 2026-12-23      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust            | Morgan Stanley Capital I Trust                                                  | CUSIP: 61767YAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $943703.70    | 0.01%             | 2051-07-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                  | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     7137000 | PA      | $5524140.99   | 0.06%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ENN ENERGY HOLDINGS LTD                   | ENN Energy Holdings Ltd                                                         | CUSIP: 26876FAC6<br>LEI: 549300V7BXPWT6WIPR03 | Long             | DBT              | CORP              | KY        |     3500000 | PA      | $2833186.41   | 0.03%             | 2030-09-17      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 12631DBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750000 | PA      | $724801.58    | 0.01%             | 2047-05-10      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                     | GFL Environmental, Inc                                                          | CUSIP: C7052BAH7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | LON              | CORP              | CA        |      668538 | PA      | $669604.20    | 0.01%             | 2025-05-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                  | Telefonica Emisiones SAU                                                        | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     2990000 | PA      | $2297919.68   | 0.03%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CORAL-US CO-BORROWER LLC                  | Coral-US Co-Borrower LLC                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      940000 | PA      | $913680.00    | 0.01%             | 2029-10-15      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                | AbbVie, Inc                                                                     | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    12900000 | PA      | $12572463.07  | 0.14%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                   | El Salvador Government International Bond                                       | CUSIP: 283875AQ5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1200000 | PA      | $463586.11    | 0.01%             | 2041-02-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                        | Kennedy-Wilson, Inc                                                             | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1109565.52   | 0.01%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                             | Parkland Corp                                                                   | CUSIP: 70137WAL2<br>LEI: 549300Q72GWZCL8MQC95 | Long             | DBT              | CORP              | CA        |     1260000 | PA      | $1042650.00   | 0.01%             | 2030-05-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR             | State Street Navigator Securities Lending Government Money Market Portfolio     | CUSIP: 857509301<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | STIV             | RF                | US        |   121575741 | NS      | $121575740.74 | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                 | Apple, Inc                                                                      | CUSIP: 037833BZ2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     8575000 | PA      | $7952304.17   | 0.09%             | 2026-08-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BHARTI AIRTEL LTD                         | Bharti Airtel Ltd                                                               | CUSIP: 08860HAA2<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |     2000000 | PA      | $1942998.06   | 0.02%             | 2025-06-10      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                  | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     8670000 | PA      | $8772667.54   | 0.10%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIAL TECHNOL                  | Element Materials Technology Group US Holdings, Inc                             | CUSIP: BL3899012<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |      455000 | PA      | $445711.18    | 0.00%             | 2029-06-22      | Variable      | 8.93%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    23300000 | PA      | $18770915.24  | 0.20%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Discount Notes        | Federal Farm Credit Bank (FFCB)                                                 | CUSIP: 313312AD2<br>LEI: N/A                  | Long             | STIV             | USGSE             | US        |    10000000 | PA      | $9998812.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust              | CD Mortgage Trust                                                               | CUSIP: 12515HBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4490836.50   | 0.05%             | 2050-08-15      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                   | Home Equity Asset Trust                                                         | CUSIP: 22541NZD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       77326 | PA      | $75542.17     | 0.00%             | 2033-06-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140QPHW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    25248599 | PA      | $23014470.48  | 0.25%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                  | Export-Import Bank of Korea                                                     | CUSIP: 302154DC0<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     2200000 | PA      | $1965090.14   | 0.02%             | 2025-09-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BANCO INDUSTRIAL SA                       | Banco Industrial S.A.                                                           | CUSIP: 05991CAA1<br>LEI: 529900GF99QF67JEQU85 | Long             | DBT              | CORP              | GT        |     1725000 | PA      | $1617187.50   | 0.02%             | 2031-01-29      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| STARS GROUP HOLDINGS BV                   | Stars Group Holdings BV                                                         | CUSIP: 933MFSII9<br>LEI: 549300RNFXC8F8RT6R13 | Long             | LON              | CORP              | NL        |     1354375 | PA      | $1337817.82   | 0.01%             | 2025-07-10      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| ONEX TSG INTERMEDIATE CO                  | Onex TSG Intermediate Corp                                                      | CUSIP: 68276QAJ5<br>LEI: 5493006IJC5WXT1WJK88 | Long             | LON              | CORP              | US        |     1896125 | PA      | $1698425.53   | 0.02%             | 2028-02-28      | Variable      | 9.16%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                     | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   370024100 | PA      | $282519180.13 | 3.08%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46625HRS1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2360285.08   | 0.03%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                    | AmeriGas Partners LP                                                            | CUSIP: 030981AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1020937.59   | 0.01%             | 2026-08-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Structured Agency Credit Risk Debt Note (STACR)                                 | CUSIP: 35564KEL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1130000 | PA      | $1108946.97   | 0.01%             | 2033-10-25      | Variable      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                   | AEP Transmission Co LLC                                                         | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     3080000 | PA      | $1953000.59   | 0.02%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                | Tronox, Inc                                                                     | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     4070000 | PA      | $3383187.50   | 0.04%             | 2029-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                        | CUSIP: 46649CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      515741 | PA      | $421992.28    | 0.00%             | 2048-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                     | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    34690000 | PA      | $34467767.19  | 0.38%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 3128M5X47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      265760 | PA      | $276048.85    | 0.00%             | 2033-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank                                      | BANK                                                                            | CUSIP: 06540VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1705854.40   | 0.02%             | 2062-11-15      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| MAGENTA BUYER LLC                         | Magenta Buyer LLC                                                               | CUSIP: 55910RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        4414 | PA      | $3800.06      | 0.00%             | 2028-07-27      | Variable      | 9.17%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                   | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     3150000 | PA      | $2165731.66   | 0.02%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 12593ABF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2106530.25   | 0.02%             | 2048-05-10      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu            | JPMBB Commercial Mortgage Securities Trust                                      | CUSIP: 46644ABL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $924778.90    | 0.01%             | 2048-02-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                           | CVS Health Corp                                                                 | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1512237.76   | 0.02%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                     | Guatemala Government Bond                                                       | CUSIP: 401494AR0<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      245000 | PA      | $230241.86    | 0.00%             | 2050-06-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                   | HCA, Inc                                                                        | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $998789.30    | 0.01%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                    | Pertamina Persero PT                                                            | CUSIP: 69370PAK7<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     6200000 | PA      | $5526512.72   | 0.06%             | 2026-02-09      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                        | CUSIP: 46655KCR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5627712 | PA      | $4499810.06   | 0.05%             | 2052-11-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                  | Celulosa Arauco y Constitucion S.A.                                             | CUSIP: 151191BE2<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     2500000 | PA      | $2335485.95   | 0.03%             | 2029-04-30      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140X45K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9810829 | PA      | $9179747.03   | 0.10%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                       | Oportun Funding XIV LLC                                                         | CUSIP: 68377BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7250000 | PA      | $6751041.95   | 0.07%             | 2028-03-08      | Fixed         | 1.21%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer Operating LP                                                    | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7735647.60   | 0.08%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                         | Johnson & Johnson                                                               | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1060957.21   | 0.01%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                                 | CUSIP: 38383YGU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     6765545 | PA      | $6333443.93   | 0.07%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                        | Dominican Republic International Bond                                           | CUSIP: 25714PEG9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      990000 | PA      | $763907.30    | 0.01%             | 2041-01-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                        | Essex Portfolio LP                                                              | CUSIP: 29717PAN7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4895520.70   | 0.05%             | 2024-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                  | Southwestern Public Service Co                                                  | CUSIP: 845743BQ5<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $3533971.14   | 0.04%             | 2046-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                           | BAE Systems plc                                                                 | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |      650000 | PA      | $504047.91    | 0.01%             | 2031-02-15      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust                                             | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4779000 | PA      | $4634497.38   | 0.05%             | 2042-04-25      | Variable      | 6.93%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                  | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     4950000 | PA      | $4579416.02   | 0.05%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se            | Natixis Commercial Mortgage Securities Trust                                    | CUSIP: 63875FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6300000 | PA      | $6034294.98   | 0.07%             | 2036-07-15      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 31292HMB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |        6543 | PA      | $6733.05      | 0.00%             | 2031-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                        | CUSIP: 46648HAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1240253 | PA      | $1085968.03   | 0.01%             | 2047-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                  | Saudi Government International Bond                                             | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     2810000 | PA      | $2221271.50   | 0.02%             | 2055-01-21      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| OPEN TEXT CORP                            | Open Text Corp                                                                  | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     2830000 | PA      | $2275852.04   | 0.02%             | 2029-12-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                               | BNP Paribas S.A.                                                                | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     6000000 | PA      | $5925000.00   | 0.06%             | N/A             | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM INC                          | DT Midstream, Inc                                                               | CUSIP: 23345NAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      193674 | PA      | $194219.27    | 0.00%             | 2028-06-26      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| KONDOR FINANCE PLC (NAK)                  | NAK Naftogaz Ukraine via Kondor Finance plc                                     | CUSIP: AZ6401204<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |     1200000 | PA      | $186000.00    | 0.00%             | 2024-07-19      | Fixed         | 7.38%                 | No            |                  3 | On Loan: No      |
| OHIO POWER COMPANY                        | Ohio Power Co                                                                   | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     2175000 | PA      | $1764523.08   | 0.02%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                   | Zayo Group Holdings, Inc                                                        | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |      623553 | PA      | $507896.09    | 0.01%             | 2027-03-09      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 12655TBP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4177972.00   | 0.05%             | 2057-08-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                     | One Bryant Park Trust                                                           | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2462830.80   | 0.03%             | 2054-09-15      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                   | Mexican Bonos                                                                   | CUSIP: QJ1649335<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    27200000 | PA      | $1262535.60   | 0.01%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                  | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     9875000 | PA      | $8569406.40   | 0.09%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| CONAIR HOLDINGS LLC                       | Conair Holdings LLC                                                             | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |      987500 | PA      | $835671.88    | 0.01%             | 2028-05-17      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 200474AZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      814129 | PA      | $795242.65    | 0.01%             | 2048-02-10      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF IRAQ                          | Iraq Government International Bond                                              | CUSIP: 462652AA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | IQ        |     1601875 | PA      | $1474600.38   | 0.02%             | 2028-01-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| HOLLY NRG PRTNR/FIN CORP                  | Holly Energy Partners LP                                                        | CUSIP: 435765AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      475000 | PA      | $466683.65    | 0.01%             | 2027-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| STATE OF QATAR                            | Qatar Government International Bond                                             | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     2300000 | PA      | $2107579.52   | 0.02%             | 2050-04-16      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                   | CF Hippolyta LLC                                                                | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8855943 | PA      | $7904745.11   | 0.09%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                    | Sequoia Mortgage Trust                                                          | CUSIP: 81747WBN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       56353 | PA      | $52274.79     | 0.00%             | 2048-09-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1905000 | PA      | $1431722.45   | 0.02%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                    | Export-Import Bank of India                                                     | CUSIP: 30216JAF2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     1900000 | PA      | $1491006.57   | 0.02%             | 2031-01-13      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| METLIFE INC                               | MetLife, Inc                                                                    | CUSIP: 59156RBQ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1724669.40   | 0.02%             | 2025-11-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA                      | Oleoducto Central S.A.                                                          | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |     1450000 | PA      | $1279187.32   | 0.01%             | 2027-07-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418DGJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3105347 | PA      | $2816207.18   | 0.03%             | 2039-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cayuga Park CLO, Ltd.                     | Cayuga Park CLO Ltd                                                             | CUSIP: 149791AS4<br>LEI: 549300SVH2QJEV4A2G21 | Long             | ABS-O            | CORP              | KY        |     4150000 | PA      | $3992175.50   | 0.04%             | 2034-07-17      | Variable      | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage             | Citigroup Commercial Mortgage Trust                                             | CUSIP: 17323VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1801138.40   | 0.02%             | 2048-04-10      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                    | Oman Government International Bond                                              | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     1500000 | PA      | $1510659.53   | 0.02%             | 2031-01-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                | AMSR Trust                                                                      | CUSIP: 00178XAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1865000 | PA      | $1639443.17   | 0.02%             | 2039-01-19      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                        | CUSIP: 46655DBX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16344074 | PA      | $13068407.68  | 0.14%             | 2052-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                  | Antero Midstream Partners LP                                                    | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2319025.00   | 0.03%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Bank                                      | BANK                                                                            | CUSIP: 06540BBG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $836237.30    | 0.01%             | 2052-10-17      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                        | Vodafone Group plc                                                              | CUSIP: 92857WBD1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     7735000 | PA      | $6192234.06   | 0.07%             | 2043-02-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                       | Buckeye Partners LP                                                             | CUSIP: 11823LAK1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |     1386026 | PA      | $1380038.43   | 0.02%             | 2026-11-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                            | Albemarle Corp                                                                  | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     4375000 | PA      | $4266392.24   | 0.05%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3136BPJA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     6061993 | PA      | $6004635.17   | 0.07%             | 2052-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                              | Enbridge, Inc                                                                   | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    10350000 | PA      | $9358654.95   | 0.10%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                                | Weibo Corp                                                                      | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |     2325000 | PA      | $1806246.21   | 0.02%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority Discount Notes | Tennessee Valley Authority (TVA)                                                | CUSIP: 880592AL4<br>LEI: 549300HE1ISW43LNKM54 | Long             | STIV             | USGSE             | US        |     5000000 | PA      | $4995249.80   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                | Avis Budget Car Rental LLC                                                      | CUSIP: 05377JAR3<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |      309978 | PA      | $301292.02    | 0.00%             | 2027-08-06      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                      | Targa Resources Corp                                                            | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     2525000 | PA      | $2172417.56   | 0.02%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3136BJYS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    10579311 | PA      | $1434361.98   | 0.02%             | 2051-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                        | Dominican Republic Government International Bond                                | CUSIP: 25714PEA2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    90000000 | PA      | $1532238.01   | 0.02%             | 2026-06-05      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                         | Jordan Government International Bond                                            | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     2060000 | PA      | $1847718.24   | 0.02%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| BALL CORP                                 | Ball Corp                                                                       | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     3570000 | PA      | $3666996.90   | 0.04%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    78221402 | PA      | $73398903.18  | 0.80%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418EKK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    27103550 | PA      | $26452123.53  | 0.29%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                       | American Tower Corp                                                             | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     5370000 | PA      | $4443160.45   | 0.05%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                                 | CUSIP: 38383UW55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     7757858 | PA      | $7017767.13   | 0.08%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 12593JBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1225019.70   | 0.01%             | 2048-08-10      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                          | Organon Finance  LLC                                                            | CUSIP: 68622TAA9<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2213500.00   | 0.02%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| UNION PACIFIC CORP                        | Union Pacific Corp                                                              | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $4132785.90   | 0.04%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                    | Asian Development Bank                                                          | CUSIP: QZ6604008<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | IN        |   140000000 | PA      | $1641145.90   | 0.02%             | 2026-10-06      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                           | Sands China Ltd                                                                 | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     2335000 | PA      | $1999764.05   | 0.02%             | 2027-03-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                   | Public Service Co of Colorado                                                   | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     5440000 | PA      | $3858654.40   | 0.04%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NEMAK SAB DE CV                           | Nemak SAB de C.V.                                                               | CUSIP: 64045DAC8<br>LEI: 5493000MY3DAIB0BP706 | Long             | DBT              | CORP              | MX        |     2000000 | PA      | $1564469.64   | 0.02%             | 2031-06-28      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                   | Sasol Financing USA LLC                                                         | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1547117.55   | 0.02%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| ALABAMA POWER CO                          | Alabama Power Co                                                                | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      725000 | PA      | $599947.72    | 0.01%             | 2044-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                    | General Motors Financial Co, Inc                                                | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    10900000 | PA      | $10558487.74  | 0.11%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                     | CUSIP: 91282CEK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    21300000 | PA      | $20694281.25  | 0.23%             | 2024-04-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                      | Covanta Holding Corp                                                            | CUSIP: N/A<br>LEI: 40XIFLS8XDQGGHGPGC04       | Long             | LON              | CORP              | US        |       49826 | PA      | $49532.31     | 0.00%             | 2028-11-30      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| HANA BANK                                 | Hana Bank                                                                       | CUSIP: 482466AG4<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |     2160000 | PA      | $1859259.70   | 0.02%             | N/A             | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                  | AT&T, Inc                                                                       | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2090812.38   | 0.02%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                | Air Canada                                                                      | CUSIP: N/A<br>LEI: 4B4HI3CGXMBDC0G6BM51       | Long             | LON              | CORP              | CA        |      248751 | PA      | $246612.51    | 0.00%             | 2028-08-11      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| SRAM LLC                                  | SRAM LLC                                                                        | CUSIP: 85232BAT3<br>LEI: 5493005GYDYQG38FCT53 | Long             | LON              | CORP              | US        |      365909 | PA      | $357218.76    | 0.00%             | 2028-05-18      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                  | Telefonica Emisiones SAU                                                        | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     5000000 | PA      | $4014967.45   | 0.04%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                       | CNT Holdings I Corp                                                             | CUSIP: 12656AAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      591000 | PA      | $573533.00    | 0.01%             | 2027-11-08      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| AASET 2021-2 Trust                        | Apollo aviation securitization                                                  | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7776782 | PA      | $6259335.39   | 0.07%             | 2047-01-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| AUST & NZ BANKING GRP/UK                  | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     5000000 | PA      | $4982039.50   | 0.05%             | N/A             | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                      | OneMain Finance Corp                                                            | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3730698.10   | 0.04%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE            | County of Miami-Dade FL Aviation Revenue                                        | CUSIP: 59333P3L0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2250000 | PA      | $2192447.93   | 0.02%             | 2024-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                    | WESCO Distribution, Inc                                                         | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      425000 | PA      | $430513.94    | 0.00%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BERRY GLOBAL INC                          | Berry Global, Inc                                                               | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    10105000 | PA      | $9001693.15   | 0.10%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1571116.20   | 0.02%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                 | Morgan Stanley Bank of America Merrill Lynch Trust                              | CUSIP: 61764XBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5938073 | PA      | $5553330.41   | 0.06%             | 2048-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                  | Hilcorp Energy I LP                                                             | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1290596.56   | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD                       | Activision Blizzard, Inc                                                        | CUSIP: 00507VAP4<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1445643.22   | 0.02%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140J5LR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      822726 | PA      | $803436.81    | 0.01%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3136BPAP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     3337264 | PA      | $3172347.46   | 0.03%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                       | Ecuador Government International Bond                                           | CUSIP: ZO2104248<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      143196 | PA      | $55926.19     | 0.00%             | 2030-07-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                  | Targa Resources Partners LP                                                     | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $841390.00    | 0.01%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST                  | Federal Realty Investment Trust                                                 | CUSIP: 313747BB2<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1078888.16   | 0.01%             | 2026-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                  | Charter Communications Operating LLC                                            | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7750000 | PA      | $6033435.06   | 0.07%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31410LS37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      582667 | PA      | $546315.74    | 0.01%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                     | Republic Services, Inc                                                          | CUSIP: 760759AR1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     2225000 | PA      | $2072604.17   | 0.02%             | 2026-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                  | Discovery Communications LLC                                                    | CUSIP: 25470DAJ8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      760000 | PA      | $567944.27    | 0.01%             | 2043-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EMBOTELLADORA ANDINA SA                   | Embotelladora Andina S.A.                                                       | CUSIP: 29081PAF2<br>LEI: 254900NNPKP1J9XTSA53 | Long             | DBT              | CORP              | CL        |     1875000 | PA      | $1385462.55   | 0.02%             | 2050-01-21      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark Mortgage Trust                                                        | CUSIP: 08162YAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1680000 | PA      | $1056600.22   | 0.01%             | 2062-12-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                      | Springleaf Finance Corp                                                         | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      550000 | PA      | $449845.31    | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                                 | CUSIP: 38383T6G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     4982213 | PA      | $4223068.16   | 0.05%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                              | Comcast Corp                                                                    | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3548104.20   | 0.04%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                          | T-Mobile USA, Inc                                                               | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      800000 | PA      | $727712.80    | 0.01%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                  | Alliant Holdings Intermediate LLC                                               | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      825000 | PA      | $738892.82    | 0.01%             | 2027-10-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Navient Student Loan Trust                | Navient Private Education Refi Loan Trust                                       | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1910611 | PA      | $1714727.32   | 0.02%             | 2069-01-15      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                       | American Tower Corp                                                             | CUSIP: 03027XAV2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2575142.44   | 0.03%             | 2025-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                          | Lamar Media Corp                                                                | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1384768.56   | 0.02%             | 2031-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     7380000 | PA      | $6319125.00   | 0.07%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                    | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     9950000 | PA      | $6645427.29   | 0.07%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                              | Hudson Yards Mortgage Trust                                                     | CUSIP: 44421MAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2750000 | PA      | $1944588.80   | 0.02%             | 2041-12-10      | Variable      | 2.94%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418EHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5763472 | PA      | $5515500.33   | 0.06%             | 2037-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes     | Federal Home Loan Bank (FHLB)                                                   | CUSIP: 313384AC3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |     3493000 | PA      | $3493000.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                       | PFS Financing Corp                                                              | CUSIP: 69335PDT9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2500000 | PA      | $2409903.50   | 0.03%             | 2025-10-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                      | BAT International Finance plc                                                   | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     7200000 | PA      | $6668360.93   | 0.07%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                  | CHS/Community Health Systems, Inc                                               | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $4712732.19   | 0.05%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                    | Republic of Uzbekistan Government International Bond                            | CUSIP: 91822Q2A4<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      410000 | PA      | $379871.08    | 0.00%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU                   | Banco Internacional del Peru SAA Interbank                                      | CUSIP: 05968DAB6<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |     2000000 | PA      | $1995200.00   | 0.02%             | 2023-01-18      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                           | Rolls-Royce plc                                                                 | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |      325000 | PA      | $309562.50    | 0.00%             | 2027-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                         | NatWest Group plc                                                               | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     2900000 | PA      | $2864276.61   | 0.03%             | 2028-09-30      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                    | Williams Partners LP                                                            | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      850000 | PA      | $800064.66    | 0.01%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                    | Philip Morris International, Inc                                                | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      200000 | PA      | $212894.44    | 0.00%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                          | Societe Generale S.A.                                                           | CUSIP: 83368RAX0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     2070000 | PA      | $1876441.61   | 0.02%             | 2025-07-08      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| ALPEK SA DE CV                            | Alpek SAB de C.V.                                                               | CUSIP: 020564AD2<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |     1625000 | PA      | $1474687.50   | 0.02%             | 2029-09-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                             | TransDigm, Inc                                                                  | CUSIP: 89364MBR4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      469377 | PA      | $464565.71    | 0.01%             | 2025-12-09      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust              | GS Mortgage Securities Trust                                                    | CUSIP: 36251SAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1857356.20   | 0.02%             | 2031-07-15      | Variable      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust              | GS Mortgage Securities Trust                                                    | CUSIP: 36251PAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3779000 | PA      | $3251022.68   | 0.04%             | 2049-10-10      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag            | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 94989KAV5<br>LEI: 549300NYO16WLNMVJJ46 | Long             | ABS-MBS          | CORP              | US        |      350000 | PA      | $333493.51    | 0.00%             | 2048-06-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                     | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4507000 | PA      | $3084302.08   | 0.03%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                         | Lam Research Corp                                                               | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     4515000 | PA      | $3678834.60   | 0.04%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                    | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     8206000 | PA      | $6771939.87   | 0.07%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                  | Florida Power & Light Co                                                        | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2263621.87   | 0.02%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust                                                   | CUSIP: 35564KQC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | CORP              | US        |     7270000 | PA      | $6588088.54   | 0.07%             | 2042-01-25      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| Federal Farm Credit Discount Notes        | Federal Farm Credit Bank (FFCB)                                                 | CUSIP: 313312AJ9<br>LEI: N/A                  | Long             | STIV             | USGSE             | US        |    10000000 | PA      | $9992873.90   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                  | EQM Midstream Partners LP                                                       | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1595861.43   | 0.02%             | 2029-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ASURION LLC                               | Asurion LLC                                                                     | CUSIP: 04649VAW0<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      910576 | PA      | $886672.93    | 0.01%             | 2024-11-03      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA ICECEK AS                       | Coca-Cola Icecek AS.                                                            | CUSIP: 1912ERAA8<br>LEI: 789000WT80VVLUWJDK41 | Long             | DBT              | CORP              | TR        |     3000000 | PA      | $2617683.66   | 0.03%             | 2029-01-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BERRY GLOBAL INC                          | Berry Global, Inc                                                               | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     6100000 | PA      | $5217154.02   | 0.06%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                        | CUSIP: 465976AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    23034924 | PA      | $19669602.48  | 0.21%             | 2052-07-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                     | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17400000 | PA      | $17339507.86  | 0.19%             | 2024-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                          | Wand NewCo 3, Inc                                                               | CUSIP: 93369PAF1<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |      260687 | PA      | $247885.09    | 0.00%             | 2026-02-05      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                         | General Motors Co                                                               | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5534926.78   | 0.06%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                       | Highwoods Realty LP                                                             | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1176412.33   | 0.01%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                     | Guatemala Government Bond                                                       | CUSIP: 401494AT6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1700000 | PA      | $1399446.61   | 0.02%             | 2033-10-07      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                     | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12000000 | PA      | $10725000.00  | 0.12%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC                           | Spin Holdco, Inc                                                                | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |      457477 | PA      | $388168.86    | 0.00%             | 2028-03-04      | Variable      | 8.77%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust              | CD Mortgage Trust                                                               | CUSIP: 12515GAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4750000 | PA      | $4278962.93   | 0.05%             | 2050-02-10      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| ENTEL CHILE SA                            | Empresa Nacional de Telecomunicaciones S.A.                                     | CUSIP: 29245VAE5<br>LEI: 529900N4SUIP0URJT330 | Long             | DBT              | CORP              | CL        |     3850000 | PA      | $3060750.00   | 0.03%             | 2032-09-14      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust                                             | CUSIP: 64829XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      148218 | PA      | $143121.21    | 0.00%             | 2057-12-25      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CMWLTH FING AUTH PA                       | Commonwealth Financing Authority                                                | CUSIP: 20281PKT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2215000 | PA      | $1946937.16   | 0.02%             | 2038-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| PERRIGO INVESTMENTS LLC                   | Perrigo Investments LLC                                                         | CUSIP: BL3890177<br>LEI: 549300POZGC78VHAAJ73 | Long             | LON              | CORP              | US        |      295515 | PA      | $294406.82    | 0.00%             | 2029-04-20      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer, LLC                    | Flexential Issuer, LLC                                                          | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    22540000 | PA      | $19649781.45  | 0.21%             | 2051-11-27      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                | AbbVie, Inc                                                                     | CUSIP: 00287YAX7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1538779.74   | 0.02%             | 2023-05-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup, Inc                                                                  | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    21500000 | PA      | $22180301.93  | 0.24%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT OF JAMAICA                     | Jamaica Government International Bond                                           | CUSIP: 470160CA8<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |      710000 | PA      | $751046.56    | 0.01%             | 2028-04-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru            | SMB Private Education Loan Trust                                                | CUSIP: 83189DAB6<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-O            | CORP              | US        |     1413657 | PA      | $1345887.74   | 0.01%             | 2035-10-15      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag            | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 94989JAZ9<br>LEI: 549300S7ENI2U7O0XH56 | Long             | ABS-MBS          | CORP              | US        |     2272000 | PA      | $2164960.85   | 0.02%             | 2048-05-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities             | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36262WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10061469 | PA      | $7736450.87   | 0.08%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| WR GRACE HOLDINGS LLC                     | WR Grace Holdings LLC                                                           | CUSIP: 92943HAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      143550 | PA      | $141274.01    | 0.00%             | 2028-09-22      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                              | Newmont Corp                                                                    | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     3390000 | PA      | $2698818.05   | 0.03%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| BENCHMARK Mortgage Trust                  | Benchmark Mortgage Trust                                                        | CUSIP: 08163GAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5250000 | PA      | $3749856.60   | 0.04%             | 2054-08-15      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140LNJM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4817779 | PA      | $4285438.97   | 0.05%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor            | Banc of America Commercial Mortgage Trust                                       | CUSIP: 06427DAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4935789 | PA      | $4743207.32   | 0.05%             | 2050-02-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                              | Comcast Corp                                                                    | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $861764.89    | 0.01%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                         | L3Harris Technologies, Inc                                                      | CUSIP: 502431AJ8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1093540.13   | 0.01%             | 2023-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                  | Charter Communications Operating LLC                                            | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9680000 | PA      | $5886095.72   | 0.06%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    37719305 | PA      | $35382105.12  | 0.39%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                    | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      825000 | PA      | $714686.34    | 0.01%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418MY89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      286126 | PA      | $296712.20    | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu            | JPMBB Commercial Mortgage Securities Trust                                      | CUSIP: 46645LAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2645000 | PA      | $2238365.37   | 0.02%             | 2049-03-17      | Variable      | 4.24%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3132DMXE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6081833 | PA      | $5472468.75   | 0.06%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management               | RCKT Mortgage Trust                                                             | CUSIP: 74938WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14662078 | PA      | $11200918.57  | 0.12%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| SUPERIOR PLUS/GEN PRTNR                   | Superior Plus LP                                                                | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      550000 | PA      | $470250.00    | 0.01%             | 2029-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                 | Boeing Co                                                                       | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     6900000 | PA      | $5843765.87   | 0.06%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                              | RealPage, Inc                                                                   | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |      469062 | PA      | $447016.56    | 0.00%             | 2028-04-24      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                             | Discover Bank                                                                   | CUSIP: 25466AAR2<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |     2275000 | PA      | $1821090.82   | 0.02%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE            | County of Miami-Dade FL Aviation Revenue                                        | CUSIP: 59333P3K2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2500000 | PA      | $2474153.75   | 0.03%             | 2023-10-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| LS GROUP OPCO ACQUISITIO                  | LS GROUP OPCO ACQUISITIO                                                        | CUSIP: 50220KAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      607902 | PA      | $601062.78    | 0.01%             | 2027-11-02      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                      | Targa Resources Corp                                                            | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $1977762.53   | 0.02%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                    | NXP BV                                                                          | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     1975000 | PA      | $1892826.67   | 0.02%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHG HEALTHCARE SERVICES INC               | CHG Healthcare Services, Inc                                                    | CUSIP: N/A<br>LEI: 54930016Y1HPAVB9PZ54       | Long             | LON              | CORP              | US        |      375250 | PA      | $367928.87    | 0.00%             | 2028-09-29      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| VITALITY RE X LTD                         | Vitality Re X Ltd                                                               | CUSIP: 92850FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     4200000 | PA      | $4199580.00   | 0.05%             | 2023-01-10      | Variable      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust              | GS Mortgage Securities Trust                                                    | CUSIP: 36254KAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2095844.75   | 0.02%             | 2050-11-10      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31368HJH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          37 | PA      | $37.60        | 0.00%             | 2024-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group, Inc                                                        | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     7300000 | PA      | $5821683.06   | 0.06%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities             | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36262CAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    19489494 | PA      | $14985834.31  | 0.16%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                   | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1123128.60   | 0.01%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                       | Inversiones CMPC S.A.                                                           | CUSIP: 46128MAJ0<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |     3000000 | PA      | $2898700.17   | 0.03%             | 2027-04-04      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| PACIFICORP                                | PacifiCorp                                                                      | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     2940000 | PA      | $2527515.38   | 0.03%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                              | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    21258000 | PA      | $13652843.15  | 0.15%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                       | Highwoods Realty LP                                                             | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     2085000 | PA      | $1560553.34   | 0.02%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                              | Hudson Yards Mortgage Trust                                                     | CUSIP: 44421MAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4700000 | PA      | $3400635.65   | 0.04%             | 2041-12-10      | Variable      | 2.94%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                          | Allied Universal Holdco LLC                                                     | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4575000.00   | 0.05%             | 2026-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LTD                       | S.A. Global Sukuk Ltd                                                           | CUSIP: 78397PAA9<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |     1150000 | PA      | $1080682.60   | 0.01%             | 2024-06-17      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                        | CUSIP: 46643UDN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3453884 | PA      | $3252919.46   | 0.04%             | 2044-12-25      | Variable      | 4.69%                 | Yes           |                  2 | On Loan: No      |
| INTERCORP FIN SER INC                     | Intercorp Financial Services, Inc                                               | CUSIP: 45866EAA5<br>LEI: 5299004181WFTEWB1398 | Long             | DBT              | CORP              | PA        |     3000000 | PA      | $2640975.24   | 0.03%             | 2027-10-19      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 12593YBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1080000 | PA      | $1027048.36   | 0.01%             | 2049-02-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                   | Reinsurance Group of America, Inc                                               | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     2220000 | PA      | $2031115.56   | 0.02%             | 2029-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                         | Lam Research Corp                                                               | CUSIP: 512807AS7<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1308849.10   | 0.01%             | 2026-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                    | Goodyear Tire & Rubber Co                                                       | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4151476.50   | 0.05%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 31287QER8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       61225 | PA      | $62673.76     | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                               | Truist Bank                                                                     | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     1960000 | PA      | $1589285.01   | 0.02%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    40201212 | PA      | $37727015.43  | 0.41%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                        | Voya Financial, Inc                                                             | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |      650000 | PA      | $602442.22    | 0.01%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                  | Petrobras Global Finance BV                                                     | CUSIP: 71647NAY5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     1667000 | PA      | $1657164.70   | 0.02%             | 2028-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Hilton Grand Vacations Trust              | Hilton Grand Vacations Trust                                                    | CUSIP: 43283AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      482756 | PA      | $475168.70    | 0.01%             | 2028-12-26      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | J.P. Morgan Mortgage Trust                                                      | CUSIP: 46654VAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2496645 | PA      | $1888684.09   | 0.02%             | 2052-05-25      | Variable      | 2.93%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                  | Enterprise Products Operating LLC                                               | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      900000 | PA      | $764572.11    | 0.01%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                        | Ohio Power Co                                                                   | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     2175000 | PA      | $1715239.65   | 0.02%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                  | CSX Corp                                                                        | CUSIP: 126408HE6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $920556.20    | 0.01%             | 2026-11-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CO                   | Korea Electric Power Corp                                                       | CUSIP: 500631AU0<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |     3175000 | PA      | $2875978.50   | 0.03%             | 2025-06-15      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                  | Oceanview Mortgage Trust                                                        | CUSIP: 67647LAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2229914 | PA      | $1714622.03   | 0.02%             | 2051-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                  | Packaging Corp of America                                                       | CUSIP: 695156AR0<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |      480000 | PA      | $467641.79    | 0.01%             | 2024-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu            | JPMBB Commercial Mortgage Securities Trust                                      | CUSIP: 46643ABL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1340908.80   | 0.01%             | 2047-09-15      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                           | Sands China Ltd                                                                 | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     1400000 | PA      | $1310824.20   | 0.01%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                       | Highwoods Realty LP                                                             | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     8010000 | PA      | $6380120.95   | 0.07%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                     | Indonesia Government International Bond                                         | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      500000 | PA      | $452017.82    | 0.00%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 12593YBL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4646232.00   | 0.05%             | 2049-02-10      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                              | Broadcom, Inc                                                                   | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1718000 | PA      | $1234018.49   | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                     | Genesis Energy LP                                                               | CUSIP: 37185LAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1051281.00   | 0.01%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     9500000 | PA      | $9167500.00   | 0.10%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 12591UAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2537089 | PA      | $2449396.80   | 0.03%             | 2047-03-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| H.B. FULLER CO                            | H.B. Fuller Co                                                                  | CUSIP: 40409VAR5<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | LON              | CORP              | US        |      710362 | PA      | $710880.14    | 0.01%             | 2024-10-20      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                        | Cenovus Energy, Inc                                                             | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     3980000 | PA      | $3559860.02   | 0.04%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418EGH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9834731 | PA      | $8937713.17   | 0.10%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Asset Backed Funding Corporati            | Asset Backed Funding Corp NIM Trust                                             | CUSIP: 045442AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |       55677 | PA      | $0.56         | 0.00%             | 2035-07-26      | Fixed         | 5.90%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust                                             | CUSIP: 20753YCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |    13140000 | PA      | $13109323.36  | 0.14%             | 2042-03-25      | Variable      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| REGENCY CENTERS LP                        | Regency Centers LP                                                              | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |      950000 | PA      | $889059.08    | 0.01%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor            | Banc of America Commercial Mortgage Trust                                       | CUSIP: 06054AAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2486000 | PA      | $2361593.85   | 0.03%             | 2048-09-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                     | Huntington Bancshares, Inc                                                      | CUSIP: 446150AM6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      360000 | PA      | $350425.77    | 0.00%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                        | Sunoco Logistics Partners Operations LP                                         | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1975000 | PA      | $1843224.25   | 0.02%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage             | Citigroup Commercial Mortgage Trust                                             | CUSIP: 17320QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1750000 | PA      | $1624411.95   | 0.02%             | 2035-05-10      | Variable      | 3.52%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust              | GS Mortgage Securities Trust                                                    | CUSIP: 36254KAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2802195.00   | 0.03%             | 2050-11-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                        | Regency Centers LP                                                              | CUSIP: 75884RAU7<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1045113.31   | 0.01%             | 2025-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                           | State of Israel                                                                 | CUSIP: BJ1411179<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1110000 | PA      | $862518.32    | 0.01%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                      | Ryan Specialty Group LLC                                                        | CUSIP: 78350UAE5<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |      957978 | PA      | $953590.55    | 0.01%             | 2027-09-01      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| POSCO                                     | POSCO                                                                           | CUSIP: 73730EAB9<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |     1100000 | PA      | $1032644.36   | 0.01%             | 2027-08-04      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                  | Virginia Electric & Power Co                                                    | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $992287.57    | 0.01%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICIDAD FIRME DE ME                  | Electricidad Firme de Mexico Holdings S.A. de C.V.                              | CUSIP: 28504MAA1<br>LEI: 549300B9KK10OSYRIY06 | Long             | DBT              | CORP              | MX        |     1300000 | PA      | $1142375.00   | 0.01%             | 2026-11-20      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORP                            | Air Lease Corp                                                                  | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     1354000 | PA      | $1129199.54   | 0.01%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                       | Suzano Austria GmbH                                                             | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     5000000 | PA      | $3898020.00   | 0.04%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA RGTS MED            | Regents of the University of California Medical Center Pooled Revenue           | CUSIP: 913366HZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1250000 | PA      | $1185904.75   | 0.01%             | 2025-05-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| SITE CENTERS CORP                         | SITE Centers Corp                                                               | CUSIP: 23317HAE2<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1883693.96   | 0.02%             | 2026-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                | Cigna Corp                                                                      | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     2550000 | PA      | $1923851.07   | 0.02%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                  | American Water Capital Corp                                                     | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     3075000 | PA      | $2658751.46   | 0.03%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                  | Prime Security Services Borrower LLC                                            | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1122139.98   | 0.01%             | 2027-08-31      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                   | MPLX LP                                                                         | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     2935000 | PA      | $2316101.63   | 0.03%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                               | Ameren Corp                                                                     | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $2744700.08   | 0.03%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                             | Life Time, Inc                                                                  | CUSIP: 50218KAG3<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |      643824 | PA      | $641512.20    | 0.01%             | 2024-12-16      | Variable      | 9.48%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                   | Romanian Government International Bond                                          | CUSIP: 77586RAH3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2000000 | PA      | $1575724.26   | 0.02%             | 2031-02-14      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140XFZZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11148048 | PA      | $10225178.36  | 0.11%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                | AbbVie, Inc                                                                     | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    16975000 | PA      | $14529738.69  | 0.16%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                  | African Export-Import Bank                                                      | CUSIP: 00831TAB7<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | N/A       |      975000 | PA      | $877105.39    | 0.01%             | 2026-05-17      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| ENBRIDGE INC                              | Enbridge, Inc                                                                   | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     1960000 | PA      | $1507495.15   | 0.02%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                               | Truist Bank                                                                     | CUSIP: 86787EAY3<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4954446.75   | 0.05%             | 2024-08-02      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                 | Morgan Stanley Bank of America Merrill Lynch Trust                              | CUSIP: 61764PBW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2070000 | PA      | $1963955.76   | 0.02%             | 2047-12-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                           | MVW LLC                                                                         | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1789080 | PA      | $1605666.00   | 0.02%             | 2041-01-22      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| AECOM                                     | AECOM                                                                           | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $962500.00    | 0.01%             | 2027-03-15      | Fixed         | 5.12%                 | 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        |     8225000 | PA      | $6894704.21   | 0.08%             | 2030-05-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust                                             | CUSIP: 20754KAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1400000 | PA      | $1296243.48   | 0.01%             | 2041-11-25      | Variable      | 7.23%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                                 | CUSIP: 36179WW87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     6321997 | PA      | $5235685.51   | 0.06%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru            | SMB Private Education Loan Trust                                                | CUSIP: 78448WAB1<br>LEI: 5493000RGRVHYZAIY180 | Long             | ABS-O            | CORP              | US        |     1567922 | PA      | $1502924.32   | 0.02%             | 2034-09-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                  | Virgin Media Bristol LLC                                                        | CUSIP: BL3183086<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      950000 | PA      | $935835.50    | 0.01%             | 2028-01-31      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Settlement Fee Finance LLC                | Settlement Fee Finance LLC                                                      | CUSIP: 81784RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2646932 | PA      | $2547557.64   | 0.03%             | 2049-11-01      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                    | Williams Cos, Inc                                                               | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     7050000 | PA      | $5705233.51   | 0.06%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                    | Oman Government International Bond                                              | CUSIP: 68205LAD5<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      400000 | PA      | $414591.94    | 0.00%             | 2027-10-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FIVE CORNERS FUNDING TRS                  | Five Corners Funding Trust                                                      | CUSIP: 33829TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2280188.42   | 0.02%             | 2023-11-15      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                    | Taco Bell Funding LLC                                                           | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9741600 | PA      | $7826089.71   | 0.09%             | 2051-08-25      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                      | Republic of Paraguay                                                            | CUSIP: 699149AB6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     2200000 | PA      | $2113738.24   | 0.02%             | 2044-08-11      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Woodward Capital Management               | RCKT Mortgage Trust                                                             | CUSIP: 74938GAX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2831726 | PA      | $2351458.56   | 0.03%             | 2052-06-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GULF FINANCE LLC                          | Gulf Finance LLC                                                                | CUSIP: 40227UAC0<br>LEI: 549300GL13V5C6ULWJ40 | Long             | LON              | CORP              | US        |      990000 | PA      | $937198.36    | 0.01%             | 2026-08-25      | Variable      | 10.97%                | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr            | SoFi Professional Loan Program LLC                                              | CUSIP: 83401BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1425270 | PA      | $1372798.61   | 0.01%             | 2041-01-25      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                       | Alfa Desarrollo S.p.A                                                           | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |     4782502 | PA      | $3632936.64   | 0.04%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                  | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAJ3<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1599303.84   | 0.02%             | 2025-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                  | Capital One Financial Corp                                                      | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     5490000 | PA      | $4311739.82   | 0.05%             | N/A             | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                    | Verizon Communications, Inc                                                     | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    22600000 | PA      | $15254633.65  | 0.17%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                              | ING Groep NV                                                                    | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $378855.89    | 0.00%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities             | GS Mortgage-Backed Securities Corp Trust                                        | CUSIP: 36257LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      159744 | PA      | $151151.30    | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                     | Costa Rica Government International Bond                                        | CUSIP: 221597BT3<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     3460000 | PA      | $2829749.34   | 0.03%             | 2043-04-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| HOLOGIC INC                               | Hologic, Inc                                                                    | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3005437.54   | 0.03%             | 2029-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                            | Morgan Stanley                                                                  | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      208700 | NS      | $5269675.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 3128LXA59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       83628 | PA      | $82593.89     | 0.00%             | 2035-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                               | Ivory Coast Government International Bond                                       | CUSIP: BM7280605<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      125000 | PA      | $105654.74    | 0.00%             | 2032-01-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                      | FLUTTER FINANCING BV                                                            | CUSIP: N8233BAE2<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |     5000000 | PA      | $4985425.00   | 0.05%             | 2028-07-22      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                     | DIRECTV Financing LLC                                                           | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      869750 | PA      | $848641.17    | 0.01%             | 2027-08-02      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3138YHU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1397644 | PA      | $1306158.85   | 0.01%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                    | General Motors Financial Co, Inc                                                | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     3450000 | PA      | $2919993.65   | 0.03%             | N/A             | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                  | South Africa Government International Bond                                      | CUSIP: 836205AR5<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2000000 | PA      | $2002674.74   | 0.02%             | 2025-09-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                 | Adobe, Inc                                                                      | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    11405000 | PA      | $9724688.92   | 0.11%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                  | Enterprise Products Operating LLC                                               | CUSIP: 29379VBH5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1204731.36   | 0.01%             | 2026-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                  | Univision Communications, Inc                                                   | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1066231.50   | 0.01%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                       | Gilead Sciences, Inc                                                            | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     5830000 | PA      | $3727322.35   | 0.04%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor            | JP Morgan Chase Commercial Mortgage Securities Corp                             | CUSIP: 46639JAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      800000 | PA      | $798033.04    | 0.01%             | 2047-12-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark Mortgage Trust                                                        | CUSIP: 08162FAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      550000 | PA      | $480494.47    | 0.01%             | 2052-08-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                  | Madison Park Funding LV Ltd                                                     | CUSIP: 55819FAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     3500000 | PA      | $3462735.50   | 0.04%             | 2035-07-18      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| FRONERI US INC                            | Froneri US, Inc                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      146250 | PA      | $142614.50    | 0.00%             | 2027-01-29      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                   | Aeropuerto Internacional de Tocumen S.A.                                        | CUSIP: 00787CAD4<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |     1450000 | PA      | $1194893.64   | 0.01%             | 2041-08-11      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities             | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36264DAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2736876 | PA      | $2134796.72   | 0.02%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                     | DB Master Finance LLC                                                           | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    16830000 | PA      | $14365583.10  | 0.16%             | 2051-11-20      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                  | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4444000 | PA      | $4129654.95   | 0.04%             | 2026-04-28      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu            | JPMBB Commercial Mortgage Securities Trust                                      | CUSIP: 46645LBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1606000 | PA      | $1442703.04   | 0.02%             | 2049-03-17      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                    | AngloGold Ashanti Holdings plc                                                  | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     4300000 | PA      | $3748334.42   | 0.04%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SITE CENTERS CORP                         | SITE Centers Corp                                                               | CUSIP: 23317HAF9<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              | CORP              | US        |     2833000 | PA      | $2657791.56   | 0.03%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                     | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     8245000 | PA      | $7804781.31   | 0.08%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 12593ABC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1889062.80   | 0.02%             | 2048-05-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                     | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HBC2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     7000000 | PA      | $5558208.11   | 0.06%             | 2031-10-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                        | Howard Hughes Corp                                                              | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1025937.50   | 0.01%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                   | KazMunayGas National Co JSC                                                     | CUSIP: 48667QAQ8<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     1200000 | PA      | $1075476.53   | 0.01%             | 2030-04-24      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| UEP PENONOME II SA                        | UEP Penonome II S.A.                                                            | CUSIP: 90363PAA4<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | PA        |     1569573 | PA      | $1147750.48   | 0.01%             | 2038-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Oportun Funding LLC                       | Oportun Issuance Trust                                                          | CUSIP: 68377GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3515000 | PA      | $3036152.96   | 0.03%             | 2031-05-08      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                  | Thailand Government International Bond                                          | CUSIP: AV1262212<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    24500000 | PA      | $712011.48    | 0.01%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                       | Dominion Energy, Inc                                                            | CUSIP: 25746UDK2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     6300000 | PA      | $4663050.59   | 0.05%             | 2041-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                     | GFL Environmental, Inc                                                          | CUSIP: 36168QAJ3<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $143279.50    | 0.00%             | 2025-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust              | GS Mortgage Securities Trust                                                    | CUSIP: 36250PAH8<br>LEI: 54930066YOFVQE068N73 | Long             | ABS-MBS          | CORP              | US        |     3500000 | PA      | $3274307.40   | 0.04%             | 2048-07-10      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3136BNB62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     4585010 | PA      | $4047996.82   | 0.04%             | 2052-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                  | Prime Security Services Borrower LLC                                            | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2125000 | PA      | $2045312.50   | 0.02%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                  | AerCap Ireland Capital DAC                                                      | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    10075000 | PA      | $8440586.05   | 0.09%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                   | Capital Automotive REIT                                                         | CUSIP: 12510HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5403527 | PA      | $5036509.57   | 0.05%             | 2050-02-15      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| AON GLOBAL LTD                            | Aon plc                                                                         | CUSIP: 00185AAF1<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     2790000 | PA      | $2723009.62   | 0.03%             | 2024-06-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                        | HERO Funding Trust                                                              | CUSIP: 42771LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      251369 | PA      | $232493.85    | 0.00%             | 2048-09-20      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                        | CPT Mortgage Trust                                                              | CUSIP: 12654YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $669271.20    | 0.01%             | 2039-11-13      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| LENNAR CORP                               | Lennar Corp                                                                     | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4820059.05   | 0.05%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                        | Credit Agricole S.A.                                                            | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    12000000 | PA      | $12144000.00  | 0.13%             | N/A             | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                   | O'Reilly Automotive, Inc                                                        | CUSIP: 67103HAE7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     4215000 | PA      | $4047866.48   | 0.04%             | 2026-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                           | Antofagasta plc                                                                 | CUSIP: 03718NAB2<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     1600000 | PA      | $1569271.68   | 0.02%             | 2032-05-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS CO                         | General Motors Co                                                               | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    10050000 | PA      | $8168342.52   | 0.09%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140XFSL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    34897679 | PA      | $29751931.03  | 0.32%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Aimco                                     | AIMCO CLO Series                                                                | CUSIP: 00900CAN4<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-O            | CORP              | KY        |    10000000 | PA      | $9578240.00   | 0.10%             | 2034-04-20      | Variable      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Gracie Point International Fun            | Gracie Point International Funding                                              | CUSIP: 38411JAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4000000 | PA      | $4000585.60   | 0.04%             | 2024-07-01      | Variable      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                       | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     6244000 | PA      | $4903082.27   | 0.05%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag            | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 95000TBU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1822531.20   | 0.02%             | 2050-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                    | Credit Suisse Group AG.                                                         | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     8325000 | PA      | $7110313.40   | 0.08%             | 2026-06-05      | Fixed         | 2.19%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor            | Morgan Stanley Residential Mortgage Loan Trust                                  | CUSIP: 61772MAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2832152 | PA      | $2434243.18   | 0.03%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust            | Carvana Auto Receivables Trust                                                  | CUSIP: 14687HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9150000 | PA      | $8734155.38   | 0.10%             | 2028-09-11      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                  | Occidental Petroleum Corp                                                       | CUSIP: 674599DC6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      475000 | PA      | $473218.75    | 0.01%             | 2026-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                        | CUSIP: 46655LAP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10099972 | PA      | $8864874.70   | 0.10%             | 2052-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BOR               | Prime Security Services Borrower LLC                                            | CUSIP: 03765VAK6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |     1289218 | PA      | $1279548.61   | 0.01%             | 2026-09-23      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Lo            | Structured Asset Investment Loan Trust                                          | CUSIP: 86358ELZ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      159679 | PA      | $155212.06    | 0.00%             | 2034-09-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                    | Acrisure LLC                                                                    | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2550000 | PA      | $2104805.55   | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                   | Sensata Technologies BV                                                         | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |      975000 | PA      | $840937.50    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                  | AT&T, Inc                                                                       | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     9850000 | PA      | $7345481.38   | 0.08%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities             | GS Mortgage-Backed Securities Corp Trust                                        | CUSIP: 36257LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      416965 | PA      | $394537.42    | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ACRE COMMERCIAL MORTGAGE TRUST            | ACRE Commercial Mortgage Ltd                                                    | CUSIP: 00489TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     1810323 | PA      | $1793887.67   | 0.02%             | 2037-12-18      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                   | CF Hippolyta LLC                                                                | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2666285 | PA      | $2199231.30   | 0.02%             | 2060-07-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                  | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2659922.37   | 0.03%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DBUBS Mortgage Trust                      | DBUBS Mortgage Trust                                                            | CUSIP: 23305JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1200000 | PA      | $1129236.00   | 0.01%             | 2034-10-10      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| AMWINS GROUP INC                          | AmWINS Group, Inc                                                               | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      325000 | PA      | $275647.69    | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BOC AVIATION LTD                          | BOC Aviation Ltd                                                                | CUSIP: 09681LAK6<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |     2000000 | PA      | $1729123.28   | 0.02%             | 2029-09-11      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                     | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6300000 | PA      | $5437933.58   | 0.06%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                   | MPT Operating Partnership LP                                                    | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3375000 | PA      | $2313507.12   | 0.03%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se            | Wells Fargo Mortgage Backed Securities Trust                                    | CUSIP: 949798AS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11803876 | PA      | $9076220.11   | 0.10%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                  | American Water Capital Corp                                                     | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      675000 | PA      | $495564.41    | 0.01%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 12593ABD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3936016 | PA      | $3644438.69   | 0.04%             | 2048-05-10      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se            | Wells Fargo Mortgage Backed Securities Trust                                    | CUSIP: 95002JAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      109926 | PA      | $105325.77    | 0.00%             | 2049-04-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                   | KazMunayGas National Co JSC                                                     | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     3500000 | PA      | $2597000.00   | 0.03%             | 2033-04-14      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| RUMO LUXEMBOURG SARL                      | Rumo Luxembourg Sarl                                                            | CUSIP: 781467AC9<br>LEI: 222100HOIQFT7YOSPB46 | Long             | DBT              | CORP              | LU        |     3000000 | PA      | $2838750.00   | 0.03%             | 2028-01-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                       | Petroleos Mexicanos                                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3000000 | PA      | $2075696.10   | 0.02%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                      | Thaioil Treasury Center Co Ltd                                                  | CUSIP: 88322YAK7<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |     4000000 | PA      | $3122145.48   | 0.03%             | 2030-06-18      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BRIGHT BIDCO BV                           | Bright Bidco BV                                                                 | CUSIP: N/A<br>LEI: 549300IL6Q1JWU688H15       | Long             | LON              | CORP              | NL        |      524390 | PA      | $460587.31    | 0.01%             | 2027-10-31      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR                           | Turkiye Ihracat Kredi Bankasi AS.                                               | CUSIP: 90016LAA4<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |     3000000 | PA      | $2732387.25   | 0.03%             | 2026-07-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                    | Potomac Electric Power Co                                                       | CUSIP: 737679DC1<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |      135000 | PA      | $162470.09    | 0.00%             | 2038-12-15      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                    | Roper Technologies, Inc                                                         | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $2622467.29   | 0.03%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| DP WORLD PLC                              | DP World Ltd                                                                    | CUSIP: 23330JAB7<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     1500000 | PA      | $1404285.00   | 0.02%             | 2048-09-25      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag            | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 94989YBB8<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |     3350000 | PA      | $3108358.14   | 0.03%             | 2059-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                   | Public Service Electric and Gas Co                                              | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     2825000 | PA      | $2830057.96   | 0.03%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                   | Global Medical Response, Inc                                                    | CUSIP: 00169QAF6<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |      608096 | PA      | $429851.03    | 0.00%             | 2025-03-14      | Variable      | 8.63%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                | PacifiCorp                                                                      | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     2915000 | PA      | $1902880.26   | 0.02%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                               | Gartner, Inc                                                                    | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      900000 | PA      | $775770.62    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 3132H7FR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     4275066 | PA      | $4236321.28   | 0.05%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                         | Kenya Government International Bond                                             | CUSIP: 491798AJ3<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1375000 | PA      | $1227524.42   | 0.01%             | 2027-05-22      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                  | Constellation Brands, Inc                                                       | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     4540000 | PA      | $3864720.63   | 0.04%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CABLE ONDA SA                             | Cable Onda S.A.                                                                 | CUSIP: 12686LAA7<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |     1575000 | PA      | $1414743.75   | 0.02%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| VSE VOI Mortgage LLC                      | VSE VOI Mortgage LLC                                                            | CUSIP: 918286AC9<br>LEI: 549300E4XED7XGXU7L27 | Long             | ABS-O            | CORP              | US        |      685734 | PA      | $661871.76    | 0.01%             | 2036-02-20      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| Social Professional Loan Progr            | SoFi Professional Loan Program LLC                                              | CUSIP: 78471HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1004144 | PA      | $970499.66    | 0.01%             | 2048-06-15      | Fixed         | 3.69%                 | Yes           |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                       | Inversiones CMPC S.A.                                                           | CUSIP: 46128MAQ4<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |     4900000 | PA      | $4101470.72   | 0.04%             | 2031-04-06      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| NORTONLIFELOCK INC                        | NortonLifeLock, Inc                                                             | CUSIP: 66877AAD0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |     4817000 | PA      | $4745756.57   | 0.05%             | 2029-09-12      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                     | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    11155000 | PA      | $9105261.39   | 0.10%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                        | Morocco Government International Bond                                           | CUSIP: 617726AL8<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     1760000 | PA      | $1403824.79   | 0.02%             | 2032-12-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                     | China Government Bond                                                           | CUSIP: ZO3452687<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     3300000 | PA      | $521115.36    | 0.01%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se            | Natixis Commercial Mortgage Securities Trust                                    | CUSIP: 63875FAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2301183.75   | 0.03%             | 2036-07-15      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                 | Morgan Stanley Bank of America Merrill Lynch Trust                              | CUSIP: 61690GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1451786.25   | 0.02%             | 2047-02-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                   | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AL0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     2995000 | PA      | $2707593.60   | 0.03%             | 2030-07-22      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                               | BNP Paribas S.A.                                                                | CUSIP: 05565AAN3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    12906000 | PA      | $12761162.16  | 0.14%             | N/A             | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                  | Sociedad Quimica y Minera de Chile S.A.                                         | CUSIP: 833636AH6<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |     2000000 | PA      | $1920000.00   | 0.02%             | 2029-05-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO/ORG                          | Organon Finance  LLC                                                            | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |     5650000 | PA      | $4892223.41   | 0.05%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                  | Alexandria Real Estate Equities, Inc                                            | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     2775000 | PA      | $2703453.04   | 0.03%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                    | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAA1<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     2225000 | PA      | $2134933.11   | 0.02%             | 2025-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                     | Icahn Enterprises LP                                                            | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3213470.00   | 0.03%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 48126HAC4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8759430.00   | 0.10%             | N/A             | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                    | Power Finance Corp Ltd                                                          | CUSIP: 73928QAB4<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     2975000 | PA      | $2603897.04   | 0.03%             | 2030-04-23      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities             | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36262PAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9129472 | PA      | $7876147.44   | 0.09%             | 2052-03-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA REVENUES            | University of California                                                        | CUSIP: 91412GM44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2000000 | PA      | $1899902.20   | 0.02%             | 2025-05-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust                                                   | CUSIP: 35564KTB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3849000 | PA      | $3822575.85   | 0.04%             | 2042-03-25      | Variable      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                     | Cablevision Lightpath LLC                                                       | CUSIP: 12687HAB3<br>LEI: 5493002ZVBLRLGES1R71 | Long             | LON              | CORP              | US        |      196000 | PA      | $188038.48    | 0.00%             | 2027-11-30      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| OCI NV                                    | OCI NV                                                                          | CUSIP: 67091GAE3<br>LEI: 549300NCMRGIBJYUOE57 | Long             | DBT              | CORP              | NL        |     1920000 | PA      | $1819332.83   | 0.02%             | 2025-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                    | CNTL AMR BOTTLING CORP                                                          | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     1830000 | PA      | $1705962.60   | 0.02%             | 2029-04-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 12592XAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2497000 | PA      | $1960459.62   | 0.02%             | 2048-03-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                                  | CSX Corp                                                                        | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      625000 | PA      | $583910.33    | 0.01%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                  | Saudi Government International Bond                                             | CUSIP: 80413TAH2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     2900000 | PA      | $2878707.62   | 0.03%             | 2030-04-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                   | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $4652755.04   | 0.05%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ARTERRA WINES CANADA INC                  | Arterra Wines Canada, Inc                                                       | CUSIP: N/A<br>LEI: 5493000SZ7NOM4G34E58       | Long             | LON              | CORP              | CA        |      605057 | PA      | $567997.23    | 0.01%             | 2027-11-24      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       75000 | PA      | $56589.49     | 0.00%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 3132HDA43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      107021 | PA      | $105288.22    | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ULTRATECH CEMENT LTD                      | UltraTech Cement Ltd                                                            | CUSIP: 90403YAA7<br>LEI: 335800PC9O9B4BQHG814 | Long             | DBT              | CORP              | IN        |     3675000 | PA      | $2920904.70   | 0.03%             | 2031-02-16      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust              | Credit Suisse Mortgage Capital Certificates                                     | CUSIP: 12653VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      116200 | PA      | $114985.54    | 0.00%             | 2036-05-15      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| BRITISH AIR 18-1 AA PTT                   | British Airways Pass Through Trust                                              | CUSIP: 11042TAA1<br>LEI: 2549007HITOHPGVGUX03 | Long             | ABS-O            | CORP              | US        |     1618638 | PA      | $1458646.77   | 0.02%             | 2031-09-20      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| WEST CORP                                 | Intrado Corp                                                                    | CUSIP: 68162RAC5<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |     1225939 | PA      | $1132632.66   | 0.01%             | 2024-10-10      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV                     | Grupo Bimbo SAB de C.V.                                                         | CUSIP: 40052VAE4<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |     2000000 | PA      | $1689006.64   | 0.02%             | 2047-11-10      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                     | MidAmerican Energy Co                                                           | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     7275000 | PA      | $6801861.43   | 0.07%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 12591TAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1200000 | PA      | $1142580.12   | 0.01%             | 2047-04-10      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                       | PFS Financing Corp                                                              | CUSIP: 69335PDP7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5300000 | PA      | $5192507.52   | 0.06%             | 2025-06-15      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140X4ZS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      417026 | PA      | $390378.05    | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                    | Sequoia Mortgage Trust                                                          | CUSIP: 81746KAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      240568 | PA      | $211459.41    | 0.00%             | 2047-02-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| META PLATFORMS INC                        | Meta Platforms, Inc                                                             | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $2940207.70   | 0.03%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                   | Magna International, Inc                                                        | CUSIP: 559222AQ7<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     1750000 | PA      | $1710466.05   | 0.02%             | 2024-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                        | CUSIP: 46653PBM8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6390660 | PA      | $4913897.06   | 0.05%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                   | Anheuser-Busch Cos LLC                                                          | CUSIP: 03522AAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16500000 | PA      | $15879702.80  | 0.17%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    18455737 | PA      | $18200507.84  | 0.20%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                    | NXP BV                                                                          | CUSIP: 62954HAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     2575000 | PA      | $1745315.25   | 0.02%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                  | BX TRUST                                                                        | CUSIP: 05606DAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1631129 | PA      | $1621039.25   | 0.02%             | 2039-08-15      | Variable      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                         | Clarios Global LP                                                               | CUSIP: C8000CAG8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |      447326 | PA      | $439871.52    | 0.00%             | 2026-04-30      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                | Verus Securitization Trust                                                      | CUSIP: 92537KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1225000 | PA      | $1039593.43   | 0.01%             | 2059-11-25      | Variable      | 3.21%                 | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                     | Truist Financial Corp                                                           | CUSIP: 89788MAA0<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     1960000 | PA      | $1792719.88   | 0.02%             | 2025-08-05      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                            | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $973970.44    | 0.01%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                   | MPLX LP                                                                         | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     4475000 | PA      | $3988881.33   | 0.04%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                         | General Motors Co                                                               | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      475000 | PA      | $455384.24    | 0.00%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MA FINANCECO LLC                          | Seattle SpinCo, Inc                                                             | CUSIP: 81271EAC5<br>LEI: 213800AAQDP1DDU8BK05 | Long             | LON              | CORP              | US        |      578108 | PA      | $578108.43    | 0.01%             | 2027-01-14      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                    | Indian Railway Finance Corp Ltd                                                 | CUSIP: 45434L2A1<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |     1100000 | PA      | $947027.68    | 0.01%             | 2030-02-13      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SEMPRA ENERGY                             | Sempra Energy                                                                   | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3698720.00   | 0.04%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                         | Hellenic Republic Government International Bond                                 | CUSIP: AZ6770640<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1750000 | PA      | $1756543.39   | 0.02%             | 2026-07-23      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| IVORY COAST                               | Ivory Coast Government International Bond (Step Bond)                           | CUSIP: 221625AK2<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1097154 | PA      | $1035213.76   | 0.01%             | 2032-12-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                            | CUSIP: 060505EH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4801804.35   | 0.05%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                        | CUSIP: 46649YAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      146496 | PA      | $134726.18    | 0.00%             | 2049-02-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 12624QAR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      626247 | PA      | $622826.61    | 0.01%             | 2045-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                  | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     6375000 | PA      | $5224301.54   | 0.06%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                    | Sequoia Mortgage Trust                                                          | CUSIP: 81746FCB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      842206 | PA      | $726019.79    | 0.01%             | 2047-09-25      | Variable      | 3.72%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140QNEM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    33817822 | PA      | $27623419.31  | 0.30%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S            | BBCMS Trust                                                                     | CUSIP: 05547HAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1377976.05   | 0.02%             | 2035-08-10      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| SIGMA ALIMENTOS SA                        | Sigma Alimentos S.A. de C.V.                                                    | CUSIP: 82655AAC7<br>LEI: 549300FW3RGHPHT21D10 | Long             | DBT              | CORP              | MX        |     3250000 | PA      | $3079383.32   | 0.03%             | 2026-05-02      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| RITCHIE BROS AUCTIONEERS                  | Ritchie Bros Auctioneers, Inc                                                   | CUSIP: 767744AA3<br>LEI: 5493002H8U24DJXQ4886 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $98250.00     | 0.00%             | 2025-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                    | Orbia Advance Corp SAB de C.V.                                                  | CUSIP: 68560EAA6<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     2000000 | PA      | $1727500.00   | 0.02%             | 2026-05-11      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding            | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377REJ9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     6800000 | PA      | $5742330.04   | 0.06%             | 2027-08-20      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                    | Oman Government International Bond                                              | CUSIP: 68205LAB9<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     2090000 | PA      | $2096993.18   | 0.02%             | 2029-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                  | Prime Security Services Borrower LLC                                            | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2655000 | PA      | $2416474.80   | 0.03%             | 2028-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AMENTUM GOVERNMENT SERVI                  | Amentum Government Services Holdings LLC                                        | CUSIP: 57776DAE3<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |      274312 | PA      | $267969.02    | 0.00%             | 2029-02-15      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                            | NRG Energy, Inc                                                                 | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1173337.50   | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 12626GAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1955661.20   | 0.02%             | 2046-08-10      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust              | GS Mortgage Securities Trust                                                    | CUSIP: 36258YBM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1361000 | PA      | $1085285.49   | 0.01%             | 2053-02-13      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                        | Essex Portfolio LP                                                              | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $2706143.94   | 0.03%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                             | Discover Bank                                                                   | CUSIP: 25466AAJ0<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |     5400000 | PA      | $4972227.77   | 0.05%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                     | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      218000 | PA      | $186134.53    | 0.00%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                   | Adani Ports & Special Economic Zone Ltd                                         | CUSIP: 00652MAD4<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     1000000 | PA      | $875137.94    | 0.01%             | 2027-07-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                  | Charter Communications Operating LLC                                            | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15750000 | PA      | $11433697.70  | 0.12%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                               | MetLife, Inc                                                                    | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $975747.95    | 0.01%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                     | Tenet Healthcare Corp                                                           | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     5400000 | PA      | $4834728.00   | 0.05%             | 2028-10-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: —       |
| LIONS GATE CAPITAL HOLD                   | Lions Gate Capital Holdings LLC                                                 | CUSIP: 53627MAB9<br>LEI: 549300MWJHNLR35C0837 | Long             | LON              | CORP              | US        |      597844 | PA      | $572435.29    | 0.01%             | 2025-03-24      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| PORT OF SEATTLE WA REVENUE                | Port of Seattle WA                                                              | CUSIP: 735389ZC5<br>LEI: 549300T9UCDUJ3GZL429 | Long             | DBT              | MUN               | US        |     2000000 | PA      | $1778750.40   | 0.02%             | 2031-05-01      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                          | BAT Capital Corp                                                                | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1641550.14   | 0.02%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA RGTS MED            | Regents of the University of California Medical Center Pooled Revenue           | CUSIP: 913366JA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1785000 | PA      | $1661143.31   | 0.02%             | 2026-05-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                    | Total Capital International S.A.                                                | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     5550000 | PA      | $3919499.02   | 0.04%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                        | Mongolia Government International Bond                                          | CUSIP: 60937LAE5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     1710000 | PA      | $1319786.89   | 0.01%             | 2031-07-07      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                              | Comcast Corp                                                                    | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     4525000 | PA      | $3668170.07   | 0.04%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                | CUSIP: 95000U2C6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1578259.44   | 0.02%             | 2024-01-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PANAMA NOTAS DEL TESORO                   | Panama Notas del Tesoro                                                         | CUSIP: ZS1514182<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     3225000 | PA      | $3033144.75   | 0.03%             | 2026-04-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                  | Pattern Energy Operations LP                                                    | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $313822.06    | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CANAL BARGE CO                            | Canal Barge Co, Inc                                                             | CUSIP: 137001AF0<br>LEI: 549300FW5XOTMDFBYM02 | Long             | DBT              | CORP              | US        |     2879000 | PA      | $2822602.98   | 0.03%             | 2034-11-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                          | Crown Castle International Corp                                                 | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      400000 | PA      | $371534.94    | 0.00%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                         | Weingarten Realty Investors                                                     | CUSIP: 948741AK9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |      475000 | PA      | $469149.60    | 0.01%             | 2024-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ALLIANCE LAUNDRY SYSTEMS                  | Alliance Laundry Systems LLC                                                    | CUSIP: 01862LAW8<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |      920821 | PA      | $904016.44    | 0.01%             | 2027-10-08      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                  | Sumitomo Mitsui Financial Group, Inc                                            | CUSIP: 86562MCA6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     4600000 | PA      | $4191370.55   | 0.05%             | 2025-07-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ST GEN FUND ANNUAL A            | State of Wisconsin                                                              | CUSIP: 977100GH3<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     9900000 | PA      | $9257344.47   | 0.10%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SAN JOSE CA REDEV AGY SUCCESSO            | San Jose Redevelopment Agency                                                   | CUSIP: 798170AN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     6365000 | PA      | $5584880.78   | 0.06%             | 2034-08-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank                                      | BANK                                                                            | CUSIP: 06541RBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1637000 | PA      | $1305505.04   | 0.01%             | 2052-12-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                     | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   252713400 | PA      | $257886127.41 | 2.81%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                           | AstraZeneca plc                                                                 | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    12000000 | PA      | $9480314.64   | 0.10%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                   | Flagstar Mortgage Trust                                                         | CUSIP: 33849NAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       77468 | PA      | $73379.65     | 0.00%             | 2048-09-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                     | CUSIP: 91282CCD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $982148.44    | 0.01%             | 2023-05-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                  | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    11950000 | PA      | $11146623.49  | 0.12%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                              | CubeSmart LP                                                                    | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2390067.45   | 0.03%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC                  | National Retail Properties, Inc                                                 | CUSIP: 637417AH9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      625000 | PA      | $600525.31    | 0.01%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                         | HSBC Holdings plc                                                               | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    11915000 | PA      | $11397376.18  | 0.12%             | 2026-09-12      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                  | Univision Communications, Inc                                                   | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      725000 | PA      | $692882.50    | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                       | Avantor, Inc                                                                    | CUSIP: 05350NAL8<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |     2505270 | PA      | $2497440.60   | 0.03%             | 2027-11-08      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                  | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1149176.00   | 0.01%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                   | Walt Disney Co                                                                  | CUSIP: 254687DV5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |       85000 | PA      | $93790.16     | 0.00%             | 2033-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Structured Agency Credit Risk Debt Note (STACR)                                 | CUSIP: 3137G1CT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       98323 | PA      | $93388.68     | 0.00%             | 2048-05-25      | Variable      | 3.84%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK CORPORATION                      | M&T Bank Corp                                                                   | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     7150000 | PA      | $5541321.50   | 0.06%             | N/A             | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                 | ONEOK, Inc                                                                      | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     7750000 | PA      | $5770785.94   | 0.06%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer Operating LP                                                    | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $3812485.16   | 0.04%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140MUXM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4643752 | PA      | $4473314.19   | 0.05%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP                    | Reynolds Group Holdings, Inc                                                    | CUSIP: 76173FAW7<br>LEI: 5493002QNV81KCX40V06 | Long             | LON              | CORP              | US        |     1353029 | PA      | $1339918.05   | 0.01%             | 2026-02-05      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                       | Minejesa Capital BV                                                             | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |     2500000 | PA      | $1946263.90   | 0.02%             | 2037-08-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac Structured Agency Credit Risk Debt Notes                            | CUSIP: 35564KRF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | CORP              | US        |    24600000 | PA      | $23956938.78  | 0.26%             | 2042-02-25      | Variable      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| BARBADOS GOVT OF                          | Barbados Government International Bond                                          | CUSIP: 067070AH5<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |      628900 | PA      | $582990.69    | 0.01%             | 2029-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                         | Kosmos Energy Ltd                                                               | CUSIP: 500688AF3<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1104792.18   | 0.01%             | 2027-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE NA                            | Capital One Bank USA NA                                                         | CUSIP: 140420NB2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |     7868000 | PA      | $7854236.98   | 0.09%             | 2023-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HANWHA LIFE INSURANCE                     | Hanwha Life Insurance Co Ltd                                                    | CUSIP: 41135UAB1<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | KR        |     2500000 | PA      | $2076335.85   | 0.02%             | 2032-02-04      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL            | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2304000 | PA      | $2180922.62   | 0.02%             | 2048-07-25      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| AFLAC INC                                 | Aflac, Inc                                                                      | CUSIP: 001055AF9<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |      131000 | PA      | $134126.16    | 0.00%             | 2040-08-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Aimco                                     | AIMCO CLO Series                                                                | CUSIP: 00900CAL8<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-O            | CORP              | KY        |    10000000 | PA      | $9741290.00   | 0.11%             | 2034-04-20      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE            | County of Miami-Dade FL Aviation Revenue                                        | CUSIP: 59333PV47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3500000 | PA      | $3292665.95   | 0.04%             | 2025-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                    | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1335310.32   | 0.01%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                                 | CUSIP: 38378PKX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    11563805 | PA      | $10359969.81  | 0.11%             | 2043-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3138WH5T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1339256 | PA      | $1243254.37   | 0.01%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                  | Alexandria Real Estate Equities, Inc                                            | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1412745.17   | 0.02%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                   | Walt Disney Co                                                                  | CUSIP: 254687DT0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      110000 | PA      | $124101.16    | 0.00%             | 2028-11-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                             | Carnival Corp                                                                   | CUSIP: N/A<br>LEI: F1OF2ZSX47CR0BCWA982       | Long             | LON              | CORP              | PA        |      587561 | PA      | $551720.04    | 0.01%             | 2028-10-18      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| CORNING INC                               | Corning, Inc                                                                    | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     1865000 | PA      | $1445959.40   | 0.02%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust            | Carvana Auto Receivables Trust                                                  | CUSIP: 14686GAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3340000 | PA      | $3144884.88   | 0.03%             | 2028-12-11      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                              | Barclays plc                                                                    | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     4700000 | PA      | $3208090.05   | 0.03%             | 2042-11-24      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                     | Mineral Resources Ltd                                                           | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     2000000 | PA      | $2045040.00   | 0.02%             | 2027-11-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                   | Public Service Co of Colorado                                                   | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     8425000 | PA      | $6706694.21   | 0.07%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                     | Freeport Indonesia PT                                                           | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     1860000 | PA      | $1706055.74   | 0.02%             | 2032-04-14      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| AIA GROUP LTD                             | AIA Group Ltd                                                                   | CUSIP: 00131LAH8<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |     3000000 | PA      | $2727976.29   | 0.03%             | 2029-04-09      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                        | Ameren Illinois Co                                                              | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     1925000 | PA      | $2090279.88   | 0.02%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                          | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 31325VDB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     2052996 | PA      | $180169.41    | 0.00%             | 2044-03-15      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group, Inc                                                        | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      360000 | PA      | $384128.36    | 0.00%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer LP                                                              | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     8600000 | PA      | $8413896.00   | 0.09%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REC LIMITED                               | REC Ltd                                                                         | CUSIP: 74947LAC8<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |     1625000 | PA      | $1617216.46   | 0.02%             | 2023-05-19      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                        | Angolan Government International Bond                                           | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     3125000 | PA      | $2703841.50   | 0.03%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD                       | Activision Blizzard, Inc                                                        | CUSIP: 00507VAK5<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |     2675000 | PA      | $2548223.73   | 0.03%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| XPO LOGISTICS INC                         | XPO Logistics, Inc                                                              | CUSIP: 98379EAE6<br>LEI: 54930096DB9LCLPN7H13 | Long             | LON              | CORP              | US        |     1000000 | PA      | $996795.00    | 0.01%             | 2025-02-24      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                 | Boeing Co                                                                       | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3241817.83   | 0.04%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                          | Duke Energy Corp                                                                | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    14570000 | PA      | $10599802.34  | 0.12%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                     | Northrop Grumman Corp                                                           | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     5775000 | PA      | $5325991.84   | 0.06%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                            | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $979866.18    | 0.01%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                           | Chevron USA, Inc                                                                | CUSIP: 166756AP1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |      300000 | PA      | $294882.23    | 0.00%             | 2024-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                    | UnitedHealth Group, Inc                                                         | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     6185000 | PA      | $5154321.83   | 0.06%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 31283HJT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |         222 | PA      | $222.48       | 0.00%             | 2031-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                            | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    56165000 | PA      | $42903758.29  | 0.47%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                          | Black Hills Corp                                                                | CUSIP: 092113AH2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1068946.63   | 0.01%             | 2023-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                       | Resideo Funding, Inc                                                            | CUSIP: 76090LAE4<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |      778061 | PA      | $773687.90    | 0.01%             | 2028-02-11      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                         | Chile Government International Bond                                             | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      990000 | PA      | $711153.92    | 0.01%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                        | Dominican Republic International Bond                                           | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1295000 | PA      | $1191543.77   | 0.01%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| UNION PACIFIC CORP                        | Union Pacific Corp                                                              | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $907665.88    | 0.01%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3132DNAM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    35615690 | PA      | $29189606.17  | 0.32%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                   | Energean Israel Finance Ltd                                                     | CUSIP: BO3321847<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     2424000 | PA      | $2223292.29   | 0.02%             | 2026-03-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                  | Bemis Co, Inc                                                                   | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     2725000 | PA      | $2217427.88   | 0.02%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                    | Diamondback Energy, Inc                                                         | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3105229.24   | 0.03%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                   | AEP Transmission Co LLC                                                         | CUSIP: 00115AAF6<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $785338.14    | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu            | JPMBB Commercial Mortgage Securities Trust                                      | CUSIP: 46645LAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10425000 | PA      | $9859207.10   | 0.11%             | 2049-03-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                   | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3614192.38   | 0.04%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY                      | Rackspace Technology Global, Inc                                                | CUSIP: 75009XAB6<br>LEI: 549300QTYCKLMFSE8I97 | Long             | LON              | CORP              | US        |      682518 | PA      | $430023.96    | 0.00%             | 2028-02-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3136BCHU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    19980712 | PA      | $2907237.60   | 0.03%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 12591UAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1235000 | PA      | $1199040.75   | 0.01%             | 2047-03-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill               | United States Treasury Bill                                                     | CUSIP: 912796YH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     1700000 | PA      | $1648941.33   | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                        | CUSIP: 46654UCC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14628000 | PA      | $11951263.34  | 0.13%             | 2052-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor            | JPMCC Commercial Mortgage Securities Trust                                      | CUSIP: 46591EAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2221423.50   | 0.02%             | 2052-06-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                    | PNC Financial Services Group, Inc                                               | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     4105000 | PA      | $3253212.50   | 0.04%             | N/A             | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CO                   | Korea Electric Power Corp                                                       | CUSIP: 500631AW6<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |     2250000 | PA      | $2135399.20   | 0.02%             | 2027-06-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities             | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36262PAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8855033 | PA      | $6808799.35   | 0.07%             | 2052-03-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Sierra Receivables Funding Co             | Sierra Timeshare Receivables Funding LLC                                        | CUSIP: 82653DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      937666 | PA      | $902846.80    | 0.01%             | 2035-06-20      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| GOLD FIELDS OROGEN HOLD                   | Gold Fields Orogen Holdings BVI Ltd                                             | CUSIP: 38060AAC8<br>LEI: 213800CLGJ2E9KGU2F20 | Long             | DBT              | CORP              | VG        |     1250000 | PA      | $1263202.81   | 0.01%             | 2029-05-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                       | Gilead Sciences, Inc                                                            | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      635000 | PA      | $559725.73    | 0.01%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                      | Freeport-McMoRan, Inc                                                           | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2164896.00   | 0.02%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                      | Abu Dhabi Government International Bond                                         | CUSIP: 29135LAE0<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     1500000 | PA      | $1346390.57   | 0.01%             | 2029-09-30      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    10475000 | PA      | $9245117.37   | 0.10%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3137H95S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     5117139 | PA      | $4613057.07   | 0.05%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                         | Magnetite XIX Ltd                                                               | CUSIP: 55954KAN5<br>LEI: 5493000OP4ZUZOOM1U45 | Long             | ABS-O            | CORP              | KY        |     4000000 | PA      | $3846272.00   | 0.04%             | 2034-04-17      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| HORIZON THERAPEUTICS USA                  | Horizon Therapeutics USA, Inc                                                   | CUSIP: 44055UAC9<br>LEI: 254900IS87RLPXY88S03 | Long             | LON              | CORP              | US        |     1277545 | PA      | $1278343.44   | 0.01%             | 2026-05-22      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                              | US Foods, Inc                                                                   | CUSIP: 90351HAE8<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |      966778 | PA      | $963940.29    | 0.01%             | 2028-11-22      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                    | Credit Suisse Group AG.                                                         | CUSIP: 225401AV0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     4600000 | PA      | $4189202.15   | 0.05%             | 2028-08-11      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                                 | CUSIP: 38383YHD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     5632898 | PA      | $5280200.08   | 0.06%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group, Inc                                                        | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4875000 | PA      | $3511489.90   | 0.04%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                 | Morgan Stanley Bank of America Merrill Lynch Trust                              | CUSIP: 61764PBC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      906556 | PA      | $836928.63    | 0.01%             | 2046-12-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                              | Navient Corp                                                                    | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4377065.00   | 0.05%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                  | Comision Federal de Electricidad                                                | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     3000000 | PA      | $2341592.01   | 0.03%             | 2031-02-09      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| CLEAN HARBORS INC                         | Clean Harbors, Inc                                                              | CUSIP: 18449EAE0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |      553434 | PA      | $552526.42    | 0.01%             | 2024-06-28      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE            | County of Miami-Dade FL Aviation Revenue                                        | CUSIP: 59333P3N6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3750000 | PA      | $3579615.00   | 0.04%             | 2026-10-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                           | CVS Health Corp                                                                 | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     3635000 | PA      | $2511311.32   | 0.03%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JAZZ FINANCING LUX SARL                   | Jazz Financing Lux Sarl                                                         | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |     3432337 | PA      | $3407400.86   | 0.04%             | 2028-05-05      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                   | Dryden 49 Senior Loan Fund                                                      | CUSIP: 26244QAQ6<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-O            | CORP              | KY        |     3800000 | PA      | $3690598.00   | 0.04%             | 2030-07-18      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Horizon Aircraft Finance III L            | Horizon Aircraft Finance III Ltd                                                | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     4226535 | PA      | $3258687.35   | 0.04%             | 2039-11-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                   | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAD3<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     1544000 | PA      | $1509260.00   | 0.02%             | 2023-07-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                     | Massachusetts St                                                                | CUSIP: 69688FAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     2700000 | PA      | $2609066.70   | 0.03%             | 2035-01-15      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Madison Avenue Trust                      | MAD Mortgage Trust                                                              | CUSIP: 55282MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12000000 | PA      | $11203963.20  | 0.12%             | 2034-08-15      | Variable      | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                | Fixed Income Clearing Corp (FICC)                                               | CUSIP: 85748R009<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   185255000 | PA      | $185255000.00 | 2.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                    | Hartford Financial Services Group, Inc                                          | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    15431000 | PA      | $13210199.80  | 0.14%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL HSG AUTH                       | Chicago Housing Authority                                                       | CUSIP: 16753QAY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      990000 | PA      | $963291.98    | 0.01%             | 2025-01-01      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                  | OCP S.A.                                                                        | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     1600000 | PA      | $1340121.89   | 0.01%             | 2031-06-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust              | GS Mortgage Securities Trust                                                    | CUSIP: 36252HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6397483 | PA      | $6108838.24   | 0.07%             | 2050-03-10      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu            | JPMBB Commercial Mortgage Securities Trust                                      | CUSIP: 46643ABK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4500000 | PA      | $4189310.55   | 0.05%             | 2047-09-15      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                    | Eskom Holdings SOC Ltd                                                          | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |      900000 | PA      | $787753.69    | 0.01%             | 2028-08-10      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140X4JV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2153668 | PA      | $2135002.54   | 0.02%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31371JXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         720 | PA      | $753.96       | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                        | Cenovus Energy, Inc                                                             | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      875000 | PA      | $698597.78    | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                  | Empresas Publicas de Medellin ESP                                               | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |     2390000 | PA      | $1897062.50   | 0.02%             | 2029-07-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust              | WinWater Mortgage Loan Trust                                                    | CUSIP: 97652PAX9<br>LEI: 5493002CYMIHYUBDIR84 | Long             | ABS-CBDO         | CORP              | US        |      196370 | PA      | $151634.79    | 0.00%             | 2044-06-20      | Variable      | 3.91%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3138WHEZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2099766 | PA      | $1949904.16   | 0.02%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAMSONITE IP HOLDINGS                     | Samsonite IP Holdings Sarl                                                      | CUSIP: L8030PAF5<br>LEI: 222100XV7DJLCY8IA009 | Long             | LON              | CORP              | LU        |     1051442 | PA      | $1031201.90   | 0.01%             | 2025-04-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                    | AXIS Specialty Finance LLC                                                      | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4500000 | PA      | $3690000.00   | 0.04%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                 | Apple, Inc                                                                      | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     5370000 | PA      | $4322356.93   | 0.05%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31402RCV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      523841 | PA      | $534954.75    | 0.01%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GATES GLOBAL/GATES CORP                   | Gates Global LLC                                                                | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4900000 | PA      | $4728500.00   | 0.05%             | 2026-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                         | HSBC Holdings plc                                                               | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     4535000 | PA      | $4093348.64   | 0.04%             | 2026-04-18      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC               | Hertz Vehicle Financing LLC                                                     | CUSIP: 42806MAB5<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    11850000 | PA      | $10856064.66  | 0.12%             | 2025-12-26      | Fixed         | 1.56%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                | CUSIP: 94974BGP9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3425000 | PA      | $3293757.43   | 0.04%             | 2025-09-29      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418BFQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2213049 | PA      | $2171769.98   | 0.02%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                        | Mongolia Government International Bond                                          | CUSIP: 60937LAC9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      500000 | PA      | $427877.54    | 0.00%             | 2026-04-07      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                    | UnitedHealth Group, Inc                                                         | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1093329.09   | 0.01%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                   | AEP Transmission Co LLC                                                         | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     1740000 | PA      | $1348071.87   | 0.01%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                           | Murphy Oil Corp                                                                 | CUSIP: 626717AM4<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |      642000 | PA      | $617790.18    | 0.01%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                  | Equitable Financial Life Global Funding                                         | CUSIP: 29449WAF4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |      870000 | PA      | $723678.36    | 0.01%             | 2028-03-08      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag            | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 94989HBM1<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1714694.20   | 0.02%             | 2048-05-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3275000 | PA      | $2141124.06   | 0.02%             | 2041-11-19      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                  | Uruguay Government International Bond                                           | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      575000 | PA      | $529493.38    | 0.01%             | 2045-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                    | Export-Import Bank of India                                                     | CUSIP: 30216JAC9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     4400000 | PA      | $4067759.56   | 0.04%             | 2028-02-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                     | Icahn Enterprises LP                                                            | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      925000 | PA      | $846930.00    | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140QNSY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    36460124 | PA      | $32145431.15  | 0.35%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PANAMA BONOS DEL                          | Panama Bonos del Tesoro                                                         | CUSIP: BQ2336940<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     2645000 | PA      | $2129225.00   | 0.02%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| B3 SA-BRASIL BOLSA BALCA                  | B3 S.A.-Brasil Bolsa Balcao                                                     | CUSIP: 11778EAA4<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | DBT              | CORP              | BR        |     3000000 | PA      | $2527930.44   | 0.03%             | 2031-09-20      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust                                                   | CUSIP: 35564KE47<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     2500000 | PA      | $2483038.25   | 0.03%             | 2042-08-25      | Variable      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                  | AT&T, Inc                                                                       | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    12174000 | PA      | $8399247.99   | 0.09%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                      | Bank Leumi Le-Israel BM                                                         | CUSIP: 06326BAA7<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |     8000000 | PA      | $7078000.00   | 0.08%             | 2031-01-29      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                               | BNP Paribas S.A.                                                                | CUSIP: 09659T2B6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     2800000 | PA      | $2049278.84   | 0.02%             | 2035-08-12      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust                                             | CUSIP: 20754BAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $4747284.00   | 0.05%             | 2042-01-25      | Variable      | 8.43%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust                                             | CUSIP: 20754NAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    25430000 | PA      | $25993167.69  | 0.28%             | 2042-05-25      | Variable      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $5962035.96   | 0.06%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                  | Bemis Co, Inc                                                                   | CUSIP: 081437AS4<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |      370000 | PA      | $343097.66    | 0.00%             | 2026-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                 | Prosus NV                                                                       | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     1425000 | PA      | $1179711.70   | 0.01%             | 2032-01-19      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                         | Kenya Government International Bond                                             | CUSIP: 491798AK0<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1000000 | PA      | $851829.22    | 0.01%             | 2032-05-22      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                           | SBA Tower Trust                                                                 | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8398000 | PA      | $7385858.76   | 0.08%             | 2026-01-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                    | UnitedHealth Group, Inc                                                         | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3052790.01   | 0.03%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    61415112 | PA      | $60565785.88  | 0.66%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN NATURAL GAS CO                   | Northern Natural Gas Co                                                         | CUSIP: 665501AM4<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |     7735000 | PA      | $5214481.87   | 0.06%             | 2051-10-16      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                              | UBS Group AG.                                                                   | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     3500000 | PA      | $2403770.53   | 0.03%             | 2043-02-11      | Fixed         | 3.18%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                          | Deutsche Bank AG.                                                               | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     4050000 | PA      | $4059030.65   | 0.04%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA RGTS MED            | Regents of the University of California Medical Center Pooled Revenue           | CUSIP: 913366HY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1000000 | PA      | $967670.50    | 0.01%             | 2024-05-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                  | EQT Corp                                                                        | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      850000 | PA      | $781179.82    | 0.01%             | 2026-05-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Manhattan West                            | Manhattan West                                                                  | CUSIP: 563136AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1270866.30   | 0.01%             | 2039-09-10      | Variable      | 2.33%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                   | CF Hippolyta LLC                                                                | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1816604 | PA      | $1585489.26   | 0.02%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| CODELCO INC                               | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BBB3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     2000000 | PA      | $1765162.12   | 0.02%             | 2030-01-14      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                   | Wisconsin Power & Light Co                                                      | CUSIP: 976826BK2<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $774124.42    | 0.01%             | 2044-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                | Akbank T.A.S.                                                                   | CUSIP: 00971YAG5<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |     2000000 | PA      | $1928041.72   | 0.02%             | 2026-02-06      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                         | HSBC Holdings plc                                                               | CUSIP: 404280BB4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      625000 | PA      | $595259.95    | 0.01%             | 2026-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| H&E EQUIPMENT SERVICES                    | H&E Equipment Services, Inc                                                     | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |     3075000 | PA      | $2619254.25   | 0.03%             | 2028-12-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| DANA INC                                  | Dana, Inc                                                                       | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      325000 | PA      | $261826.50    | 0.00%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                  | Marriott Ownership Resorts, Inc                                                 | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |      425000 | PA      | $352591.16    | 0.00%             | 2029-06-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac Structured Agency Credit Risk Debt Notes                            | CUSIP: 35564KYP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | CORP              | US        |    26700000 | PA      | $27955535.46  | 0.30%             | 2042-06-25      | Variable      | 8.43%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                        | CUSIP: 46650MAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      146482 | PA      | $135149.58    | 0.00%             | 2049-01-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor            | Morgan Stanley Residential Mortgage Loan Trust                                  | CUSIP: 61772QAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5991643 | PA      | $4607085.80   | 0.05%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                  | OBX Trust                                                                       | CUSIP: 67112FAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      791427 | PA      | $747905.36    | 0.01%             | 2057-06-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      700000 | PA      | $572422.34    | 0.01%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                        | Wendy's Funding LLC                                                             | CUSIP: 95058XAK4<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    10007600 | PA      | $8079375.66   | 0.09%             | 2051-06-15      | Fixed         | 2.37%                 | Yes           |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                   | Marathon Petroleum Corp                                                         | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2294820.08   | 0.02%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIMB BANK BHD                             | CIMB Bank Bhd                                                                   | CUSIP: 12570RAA3<br>LEI: SR3J0ZUTXT7OTFT2VU03 | Long             | DBT              | CORP              | MY        |     3500000 | PA      | $3063166.65   | 0.03%             | 2027-07-20      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    29465923 | PA      | $29058430.99  | 0.32%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                      | Parker-Hannifin Corp                                                            | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     7150000 | PA      | $6384936.20   | 0.07%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                        | Banco Santander S.A.                                                            | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     4000000 | PA      | $3905426.40   | 0.04%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                    | PNC Financial Services Group, Inc                                               | CUSIP: 693475AK1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2493749.75   | 0.03%             | N/A             | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust              | CD Mortgage Trust                                                               | CUSIP: 12515GAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3630000 | PA      | $2777019.33   | 0.03%             | 2050-02-10      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF RWANDA                        | Rwanda International Government Bond                                            | CUSIP: 78347YAL7<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | RW        |     3825000 | PA      | $2893413.75   | 0.03%             | 2031-08-09      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Bond                                                     | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1380000 | PA      | $1029447.65   | 0.01%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                  | AT&T, Inc                                                                       | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    38800000 | PA      | $25889054.78  | 0.28%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                   | El Salvador Government International Bond                                       | CUSIP: 283875BZ4<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1070000 | PA      | $412897.95    | 0.00%             | 2050-01-20      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                    | Mexico City Airport Trust                                                       | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     5000000 | PA      | $3850000.00   | 0.04%             | 2047-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| EMPRESA DE LOS FERROCARR                  | Empresa de los Ferrocarriles del Estado                                         | CUSIP: 292487AA3<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |     1950000 | PA      | $1218702.83   | 0.01%             | 2050-08-18      | Fixed         | 3.07%                 | Yes           |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                    | Ardagh Metal Packaging Finance USA LLC                                          | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     3225000 | PA      | $2739460.64   | 0.03%             | 2028-09-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                     | HUB International Ltd                                                           | CUSIP: 44332EAU0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |      760587 | PA      | $754795.58    | 0.01%             | 2025-04-25      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                        | Raytheon Technologies Corp                                                      | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4496591.00   | 0.05%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418EJV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11003880 | PA      | $10526755.69  | 0.11%             | 2037-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                          | DT Midstream, Inc                                                               | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1790000 | PA      | $1537806.90   | 0.02%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 31335AHP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    12409931 | PA      | $11565163.65  | 0.13%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                      | Colgate-Palmolive Co                                                            | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |      900000 | PA      | $812197.10    | 0.01%             | 2032-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust                                                   | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    28230000 | PA      | $27935171.53  | 0.30%             | 2042-04-25      | Variable      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| KIMCO REALTY CORP                         | Weingarten Realty Investors                                                     | CUSIP: 948741AM5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |      700000 | PA      | $643538.64    | 0.01%             | 2026-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                       | American Tower Corp                                                             | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5261604.73   | 0.06%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140X4GS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1165517 | PA      | $1184404.41   | 0.01%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                    | Mid-America Apartments LP                                                       | CUSIP: 59523UAU1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1083457.33   | 0.01%             | 2051-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                               | Staples, Inc                                                                    | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     4950000 | PA      | $4260366.00   | 0.05%             | 2026-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HERO Funding Trust                        | HERO Funding Trust                                                              | CUSIP: 42771AAB2<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | KY        |      917241 | PA      | $847096.49    | 0.01%             | 2048-09-20      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                   | Flagstar Mortgage Trust                                                         | CUSIP: 33850RBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1232371 | PA      | $1065171.11   | 0.01%             | 2047-10-25      | Variable      | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10359247 | PA      | $9411599.54   | 0.10%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VISA INC                                  | Visa, Inc                                                                       | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      580000 | PA      | $559161.90    | 0.01%             | 2025-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                   | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     3050000 | PA      | $2475527.47   | 0.03%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| KIA CORP                                  | Kia Corp                                                                        | CUSIP: 49374JAC7<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |     1665000 | PA      | $1544682.80   | 0.02%             | 2025-02-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3133B9S88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4520999 | PA      | $3987854.42   | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 12592MBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6400000 | PA      | $6207175.68   | 0.07%             | 2047-10-10      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                  | Healthcare Trust of America Holdings LP                                         | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     6765000 | PA      | $5648532.47   | 0.06%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                    | Anglo American Capital plc                                                      | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     2300000 | PA      | $1869175.39   | 0.02%             | 2030-09-10      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| BONANZA RE LTD                            | Bonanza RE Ltd                                                                  | CUSIP: 09785EAD3<br>LEI: 5493003F0CXUQ2C83105 | Long             | ABS-O            | CORP              | BM        |     1500000 | PA      | $1275000.00   | 0.01%             | 2024-12-23      | Variable      | 9.09%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                    | Republic of Uzbekistan International Bond                                       | CUSIP: 91822Q2F3<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  7600000000 | PA      | $633794.21    | 0.01%             | 2024-07-19      | Fixed         | 14.00%                | Yes           |                  2 | On Loan: No      |
| NBK SPC LTD                               | NBK SPC Ltd                                                                     | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |     8000000 | PA      | $7024000.00   | 0.08%             | 2027-09-15      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                  | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |      835000 | PA      | $710475.00    | 0.01%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                  | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668BN1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     2575000 | PA      | $2155921.87   | 0.02%             | 2027-11-24      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418ECS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2088265 | PA      | $1897793.13   | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                    | Egypt Government International Bond                                             | CUSIP: 03846JX21<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1500000 | PA      | $1094421.00   | 0.01%             | 2032-01-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Renew Financial                           | Renew                                                                           | CUSIP: 75973FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     3453149 | PA      | $3172067.03   | 0.03%             | 2053-09-20      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Hudson Yards                              | Hudson Yards Mortgage Trust                                                     | CUSIP: 44421LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1776830.40   | 0.02%             | 2038-08-10      | Fixed         | 2.83%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust                                                   | CUSIP: 35564KWT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    24295000 | PA      | $24458468.91  | 0.27%             | 2042-05-25      | Variable      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| ONEOK INC                                 | ONEOK, Inc                                                                      | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     3920000 | PA      | $3387894.34   | 0.04%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                    | Taco Bell Funding LLC                                                           | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15101460 | PA      | $12761081.03  | 0.14%             | 2051-08-25      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                         | Ghana Government International Bond                                             | CUSIP: 37443GAB7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      950000 | PA      | $339957.50    | 0.00%             | 2032-03-26      | Fixed         | 8.12%                 | Yes           |                  3 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                    | Republic of Uzbekistan International Bond                                       | CUSIP: 91822Q2B2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     2150000 | PA      | $2100915.56   | 0.02%             | 2024-02-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3133KNQT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    30086976 | PA      | $25650603.22  | 0.28%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group, Inc                                                        | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    19600000 | PA      | $18784924.40  | 0.20%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                  | European Investment Bank                                                        | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |      395000 | PA      | $419991.70    | 0.00%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                  | Lloyds Banking Group plc                                                        | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     8100000 | PA      | $7687051.88   | 0.08%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                            | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      900000 | PA      | $784033.89    | 0.01%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| DIAGEO CAPITAL PLC                        | Diageo Capital plc                                                              | CUSIP: 25243YBA6<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     2750000 | PA      | $2608585.60   | 0.03%             | 2024-10-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY TRADING LLC                  | Qatar Petroleum                                                                 | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     5300000 | PA      | $4384902.74   | 0.05%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| ESSENTIAL PROPER                          | Essential Properties LP                                                         | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |     7735000 | PA      | $5624309.48   | 0.06%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                  | South Africa Government International Bond                                      | CUSIP: EI2585962<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    22300000 | PA      | $1058886.41   | 0.01%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES                  | Hyundai Capital Services, Inc                                                   | CUSIP: 44920UAS7<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |     3000000 | PA      | $2742774.09   | 0.03%             | 2025-04-24      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                  | Occidental Petroleum Corp                                                       | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2057980.00   | 0.02%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Bank                                      | BANK                                                                            | CUSIP: 06650AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1281462.15   | 0.01%             | 2050-11-15      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                            | j2 Global, Inc                                                                  | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |     1413000 | PA      | $1195652.34   | 0.01%             | 2030-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 31335BQT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     1251140 | PA      | $1278381.85   | 0.01%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                       | Suzano Austria GmbH                                                             | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     2400000 | PA      | $2013423.60   | 0.02%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 31292HYA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       36052 | PA      | $35592.18     | 0.00%             | 2033-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva            | AmeriCredit Automobile Receivables Trust                                        | CUSIP: 03066EAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $936045.80    | 0.01%             | 2026-03-18      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                       | Bangkok Bank PCL                                                                | CUSIP: 059895AV4<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     2600000 | PA      | $2032704.44   | 0.02%             | 2036-09-23      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust              | Credit Suisse Mortgage Capital Certificates                                     | CUSIP: 12659FAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7029004 | PA      | $5743925.79   | 0.06%             | 2066-10-25      | Variable      | 2.40%                 | Yes           |                  2 | On Loan: No      |
| OPEN TEXT CORP                            | Open Text Corp                                                                  | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      455000 | PA      | $455000.00    | 0.00%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP                                | Intel Corp                                                                      | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      260000 | PA      | $244971.02    | 0.00%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                           | United States Treasury Note                                                     | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    75000000 | PA      | $74616210.75  | 0.81%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                              | ING GROEP NV                                                                    | CUSIP: 456837AF0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     8000000 | PA      | $7563905.36   | 0.08%             | 2027-02-01      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust              | GS Mortgage Securities Corp II                                                  | CUSIP: 36250SAE9<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1414659.00   | 0.02%             | 2051-07-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                              | Barclays plc                                                                    | CUSIP: 06738EBH7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     7000000 | PA      | $6788162.01   | 0.07%             | 2025-05-07      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                   | AstraZeneca Finance LLC                                                         | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $873391.43    | 0.01%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                       | Consumers Energy Co                                                             | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $6844381.28   | 0.07%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                  | Capital One Financial Corp                                                      | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     2490000 | PA      | $2366024.44   | 0.03%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                  | Tengizchevroil Finance Co International Ltd                                     | CUSIP: 88034QAB3<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |     1700000 | PA      | $1453908.00   | 0.02%             | 2025-08-15      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                | SERVPRO Master Issuer LLC                                                       | CUSIP: 817743AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3299750 | PA      | $2581084.25   | 0.03%             | 2051-04-25      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se            | Wells Fargo Mortgage Backed Securities Trust                                    | CUSIP: 95003NAT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3651427 | PA      | $2919611.21   | 0.03%             | 2052-03-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                    | Mid-America Apartments LP                                                       | CUSIP: 59523UAR8<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     7350000 | PA      | $6249778.79   | 0.07%             | 2030-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                       | Abbott Laboratories                                                             | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1220691.43   | 0.01%             | 2040-05-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MSCG Trust                                | MSCG Trust                                                                      | CUSIP: 55352NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5250000 | PA      | $4436304.60   | 0.05%             | 2035-06-07      | Variable      | 3.46%                 | Yes           |                  2 | On Loan: No      |
| AIRBUS SE                                 | Airbus SE                                                                       | CUSIP: 009279AA8<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |     2430000 | PA      | $2257233.68   | 0.02%             | 2027-04-10      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                                 | CUSIP: 36202EXV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |       25492 | PA      | $26937.31     | 0.00%             | 2038-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                    | CHL Mortgage Pass-Through Trust                                                 | CUSIP: 12669GHG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       74628 | PA      | $74056.12     | 0.00%             | 2035-02-20      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust              | CSMC Series                                                                     | CUSIP: 12655VAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2057110.50   | 0.02%             | 2059-10-25      | Variable      | 3.39%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                     | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8150000 | PA      | $7236626.97   | 0.08%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AON CORP                                  | Aon Corp                                                                        | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    11160000 | PA      | $9517546.86   | 0.10%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3138ETGQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1212259 | PA      | $1158567.10   | 0.01%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     9300000 | PA      | $7283781.86   | 0.08%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group, Inc                                                        | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     5277000 | PA      | $5074586.94   | 0.06%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                           | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 9128286N5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    21738864 | PA      | $21139593.95  | 0.23%             | 2024-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                              | Acrisure LLC                                                                    | CUSIP: 00488PAL9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |      670539 | PA      | $630846.22    | 0.01%             | 2027-02-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                  | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2720000 | PA      | $2383306.70   | 0.03%             | 2026-12-10      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                  | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     6315000 | PA      | $5678004.88   | 0.06%             | 2026-06-24      | Fixed         | 1.34%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3138XTA88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      495727 | PA      | $486994.43    | 0.01%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                   | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     2770000 | PA      | $2334011.06   | 0.03%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LA VIE RE LTD                             | La Vie Re Ltd                                                                   | CUSIP: 505253AA2<br>LEI: 549300F8K5MLL3CF8D15 | Long             | ABS-O            | CORP              | BM        |     5250000 | PA      | $5092500.00   | 0.06%             | 2023-10-06      | Variable      | 6.82%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag            | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 95000HBG6<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |     3522203 | PA      | $3371267.38   | 0.04%             | 2049-10-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                             | Discover Bank                                                                   | CUSIP: 25466AAQ4<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $3972739.34   | 0.04%             | 2024-09-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| LEGG MASON INC                            | Legg Mason, Inc                                                                 | CUSIP: 524901AT2<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |      475000 | PA      | $465102.34    | 0.01%             | 2024-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BECLE SA DE CV                            | Becle SAB de C.V.                                                               | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |     4535000 | PA      | $3523695.00   | 0.04%             | 2031-10-14      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                    | Sequoia Mortgage Trust                                                          | CUSIP: 81748WAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4062877 | PA      | $3124021.71   | 0.03%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| IMOLA MERGER CORP                         | Imola Merger Corp                                                               | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11625000 | PA      | $10086007.87  | 0.11%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                  | Uruguay Government International Bond                                           | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      150000 | PA      | $148992.07    | 0.00%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140MFZE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13317208 | PA      | $12817026.76  | 0.14%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                  | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1040000 | PA      | $1015549.89   | 0.01%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    23880000 | PA      | $19448729.77  | 0.21%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140X4HN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      168822 | PA      | $174506.68    | 0.00%             | 2039-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU            | WFRBS Commercial Mortgage Trust                                                 | CUSIP: 96221QAK9<br>LEI: 549300O5GNH0TNJ6B119 | Long             | ABS-MBS          | CORP              | US        |     1664000 | PA      | $1552662.09   | 0.02%             | 2046-12-15      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor            | JP Morgan Chase Commercial Mortgage Securities Corp                             | CUSIP: 46649XAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2762369.10   | 0.03%             | 2031-07-05      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| VMED O2 UK FINAN                          | Vmed O2 UK Financing I plc                                                      | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     4915000 | PA      | $3992700.25   | 0.04%             | 2031-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup, Inc                                                                  | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    12750000 | PA      | $11939520.75  | 0.13%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| WALMART INC                               | Walmart, Inc                                                                    | CUSIP: 931142ER0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3188030.08   | 0.03%             | 2026-09-17      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                      | IHO Verwaltungs GmbH                                                            | CUSIP: 44963BAD0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $422512.48    | 0.00%             | 2029-05-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                        | CNA Financial Corp                                                              | CUSIP: 126117AS9<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1080646.13   | 0.01%             | 2024-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                    | Church & Dwight Co, Inc                                                         | CUSIP: 17136MAB8<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $2899026.81   | 0.03%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     9300000 | PA      | $8611809.11   | 0.09%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                              | AutoZone, Inc                                                                   | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     3275000 | PA      | $2540890.34   | 0.03%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3138A5GN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      195264 | PA      | $187520.52    | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                         | HSBC Holdings plc                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     6800000 | PA      | $7146462.58   | 0.08%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                               | PNC Bank NA                                                                     | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     4720000 | PA      | $3982741.00   | 0.04%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                  | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     6365000 | PA      | $5899824.73   | 0.06%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                           | CVS Health Corp                                                                 | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    27225000 | PA      | $21455779.93  | 0.23%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co             | Sierra Timeshare Receivables Funding LLC                                        | CUSIP: 82652QAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1024070 | PA      | $936154.15    | 0.01%             | 2037-11-20      | Fixed         | 1.79%                 | Yes           |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                  | Willis North America, Inc                                                       | CUSIP: 970648AF8<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      365000 | PA      | $355046.62    | 0.00%             | 2024-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                     | CUSIP: 91282CEU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1875000 | PA      | $1812231.45   | 0.02%             | 2025-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor            | Banc of America Commercial Mortgage Trust                                       | CUSIP: 06054ABC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1910000 | PA      | $1734795.13   | 0.02%             | 2048-09-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| ICBC STANDARD BANK PLC                    | ICBC Standard Bank plc                                                          | CUSIP: 85312EDG5<br>LEI: F01VVKN4DRF2NWKGQ283 | Long             | DBT              | CORP              | GB        |  8000000000 | PA      | $1886838.71   | 0.02%             | 2034-06-26      | Fixed         | 14.25%                | Yes           |                  3 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                    | Anglo American Capital plc                                                      | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     1425000 | PA      | $1279345.25   | 0.01%             | 2029-03-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Social Professional Loan Progr            | SoFi Professional Loan Program LLC                                              | CUSIP: 83405DAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      189124 | PA      | $185617.27    | 0.00%             | 2040-07-25      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| GENUINE PARTS CO                          | Genuine Parts Co                                                                | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $1765781.23   | 0.02%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                    | Credit Suisse Group Funding Guernsey Ltd                                        | CUSIP: 225433AC5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     1650000 | PA      | $1485065.32   | 0.02%             | 2025-03-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 12591YAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5150000 | PA      | $4634413.93   | 0.05%             | 2047-06-10      | Variable      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                        | CUSIP: 46654FAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6862885 | PA      | $5193993.82   | 0.06%             | 2052-04-25      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                          | CIFC Funding Ltd                                                                | CUSIP: 12555QAS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     5625000 | PA      | $5443211.25   | 0.06%             | 2036-07-15      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group, Inc                                                        | CUSIP: 38141GXE9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    11270000 | PA      | $11074955.75  | 0.12%             | 2024-02-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| STATE OF MINAS GERAIS                     | Brazil Minas SPE via State of Minas Gerais                                      | CUSIP: 105860AA8<br>LEI: N/A                  | Long             | DBT              |  | KY        |     1245000 | PA      | $1208583.75   | 0.01%             | 2028-02-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 12592XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1724609.40   | 0.02%             | 2048-03-10      | Variable      | 4.07%                 | Yes           |                  2 | On Loan: No      |
| LAM RESEARCH CORP                         | Lam Research Corp                                                               | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1452128.16   | 0.02%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                    | Brazilian Government International Bond                                         | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2000000 | PA      | $1398881.62   | 0.02%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                   | Development Bank of Japan, Inc                                                  | CUSIP: 25159MBC0<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |     1750000 | PA      | $1661195.69   | 0.02%             | 2024-03-04      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se            | Wells Fargo Mortgage Backed Securities Trust                                    | CUSIP: 95003KBH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4688798 | PA      | $3673707.13   | 0.04%             | 2051-08-25      | Variable      | 3.32%                 | Yes           |                  2 | On Loan: No      |
| BNG BANK NV                               | BNG Bank NV                                                                     | CUSIP: 05591F2A7<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     3000000 | PA      | $2958234.99   | 0.03%             | 2023-09-20      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                                 | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    76203741 | PA      | $67854149.35  | 0.74%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                   | Booz Allen Hamilton, Inc                                                        | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |      370000 | PA      | $325653.25    | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes     | Federal Home Loan Bank (FHLB)                                                   | CUSIP: 313384CK3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    15000000 | PA      | $14899030.80  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                | Applebee's Funding LLC                                                          | CUSIP: 03789XAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2722500 | PA      | $2675095.83   | 0.03%             | 2049-06-05      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                    | Group 1 Automotive, Inc                                                         | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      550000 | PA      | $465536.61    | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 12593JBK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1798567.60   | 0.02%             | 2048-08-10      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3132DMZ65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4557181 | PA      | $4050793.81   | 0.04%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                         | Lithia Motors, Inc                                                              | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      850000 | PA      | $766648.69    | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                        | CUSIP: 46654WBS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13372271 | PA      | $10348788.22  | 0.11%             | 2052-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                      | Indonesia Treasury Bond                                                         | CUSIP: AL1453656<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 25500000000 | PA      | $1693492.13   | 0.02%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                          | CIFC Funding Ltd                                                                | CUSIP: 12569EAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     3000000 | PA      | $3000996.00   | 0.03%             | 2035-10-22      | Variable      | 7.21%                 | Yes           |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                     | L Brands, Inc                                                                   | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      925000 | PA      | $868022.78    | 0.01%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust              | CD Mortgage Trust                                                               | CUSIP: 12515BAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3600000 | PA      | $3252652.92   | 0.04%             | 2057-08-15      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                            | Air Lease Corp                                                                  | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     3140000 | PA      | $2602107.36   | 0.03%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                        | Diageo Capital plc                                                              | CUSIP: 25243YBC2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     2320000 | PA      | $2127215.42   | 0.02%             | 2025-09-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DELTA 2 LUX SARL                          | Delta 2 Lux Sarl                                                                | CUSIP: BL4053676<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |      270000 | PA      | $270202.50    | 0.00%             | 2030-01-15      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                           | Trans Union LLC                                                                 | CUSIP: 89334GAZ7<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |     4375084 | PA      | $4339536.57   | 0.05%             | 2028-12-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                    | Clydesdale Acquisition Holdings, Inc                                            | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      475112 | PA      | $453673.05    | 0.00%             | 2029-04-13      | Variable      | 8.60%                 | No            |                  2 | On Loan: No      |
| JAMES HARDIE INTL FIN                     | James Hardie International Finance DAC                                          | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |      675000 | PA      | $619312.50    | 0.01%             | 2028-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                                 | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    10771589 | PA      | $10676140.67  | 0.12%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WCG PURCHASER CORP                        | Da Vinci Purchaser Corp                                                         | CUSIP: 23343FAB0<br>LEI: 254900CEZYHAWVXDTS47 | Long             | LON              | CORP              | US        |      589326 | PA      | $538252.48    | 0.01%             | 2027-01-08      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                     | DowDuPont, Inc                                                                  | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     1140000 | PA      | $1124088.01   | 0.01%             | 2028-11-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| PETRONAS ENERGY CANADA                    | Petronas Energy Canada Ltd                                                      | CUSIP: 71675BAA8<br>LEI: 5493001PEB90YGTDC638 | Long             | DBT              | CORP              | CA        |     2950000 | PA      | $2577396.18   | 0.03%             | 2028-03-23      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    37538427 | PA      | $35212460.79  | 0.38%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                       | Dominion Energy, Inc                                                            | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $10079201.52  | 0.11%             | N/A             | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                     | GFL Environmental, Inc                                                          | CUSIP: 36168QAK0<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $945000.00    | 0.01%             | 2025-08-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS CO                         | General Motors Co                                                               | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1664974.92   | 0.02%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL            | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3950000 | PA      | $3514619.55   | 0.04%             | 2045-08-25      | Fixed         | 1.89%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage             | Citigroup Commercial Mortgage Trust                                             | CUSIP: 17323VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $459717.60    | 0.01%             | 2048-04-10      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                            | PECO Energy Co                                                                  | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $654147.89    | 0.01%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140XGNP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7157830 | PA      | $6312037.58   | 0.07%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PORT OF SEATTLE WA REVENUE                | Port of Seattle WA                                                              | CUSIP: 735389ZD3<br>LEI: 549300T9UCDUJ3GZL429 | Long             | DBT              | MUN               | US        |     1625000 | PA      | $1436815.58   | 0.02%             | 2032-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3137FWNA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    11709744 | PA      | $1378816.55   | 0.02%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust              | CD Mortgage Trust                                                               | CUSIP: 12515GAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6635000 | PA      | $5648215.60   | 0.06%             | 2050-02-10      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust                                                   | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      380000 | PA      | $361463.41    | 0.00%             | 2041-10-25      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| DANAHER CORP                              | Danaher Corp                                                                    | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $703709.59    | 0.01%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se            | Wells Fargo Mortgage Backed Securities Trust                                    | CUSIP: 95003KAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5300546 | PA      | $4238214.72   | 0.05%             | 2051-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                   | Pakistan Government International Bond                                          | CUSIP: 740840AC7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      970000 | PA      | $373450.00    | 0.00%             | 2027-12-05      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| DARTMOUTH-HITCH HEALTH                    | Dartmouth-Hitchcock Health                                                      | CUSIP: 23745QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1069023.92   | 0.01%             | 2048-08-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                    | Egypt Government International Bond                                             | CUSIP: 03846JW71<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1150000 | PA      | $933689.60    | 0.01%             | 2029-03-01      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140QNK27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15352908 | PA      | $12569600.49  | 0.14%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                           | Nordea Bank Abp                                                                 | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     5470000 | PA      | $5371881.05   | 0.06%             | N/A             | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                       | American Tower Corp                                                             | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1088376.30   | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 3132HDAP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       68053 | PA      | $66930.15     | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor            | JP Morgan Chase Commercial Mortgage Securities Trust                            | CUSIP: 46652BBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $860039.20    | 0.01%             | 2037-01-16      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| ANADOLU EFES BIR                          | Anadolu Efes Biracilik Ve Malt Sanayii AS.                                      | CUSIP: 032523AB8<br>LEI: 7890006LGARYVIPOJX03 | Long             | DBT              | CORP              | TR        |     3100000 | PA      | $2398385.96   | 0.03%             | 2028-06-29      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 12636FBP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7724000 | PA      | $6930505.76   | 0.08%             | 2048-10-10      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance II LL            | Horizon Aircraft Finance II Ltd                                                 | CUSIP: 44040HAA0<br>LEI: 549300KSCDSEIWTVMM32 | Long             | ABS-O            | CORP              | KY        |     3570521 | PA      | $2808675.14   | 0.03%             | 2039-07-15      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust              | GS Mortgage Securities Corp II                                                  | CUSIP: 36255MAA5<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |     2961975 | PA      | $2885245.31   | 0.03%             | 2032-10-10      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 3132H7FF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     3214133 | PA      | $3074478.74   | 0.03%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                          | Arches Buyer, Inc                                                               | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     3315000 | PA      | $2592666.11   | 0.03%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                    | Sequoia Mortgage Trust                                                          | CUSIP: 81746VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      540031 | PA      | $464394.19    | 0.01%             | 2048-03-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                  | AerCap Ireland Capital DAC                                                      | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     5000000 | PA      | $4496729.65   | 0.05%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                  | OBX Trust                                                                       | CUSIP: 67448JAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     8546186 | PA      | $7348127.64   | 0.08%             | 2052-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                   | MPLX LP                                                                         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    16235000 | PA      | $13156801.79  | 0.14%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                         | Kenya Government International Bond                                             | CUSIP: 491798AL8<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1490000 | PA      | $1146733.22   | 0.01%             | 2034-01-23      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| CODELCO INC                               | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BBD9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     1500000 | PA      | $1043203.14   | 0.01%             | 2051-01-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                   | Marathon Petroleum Corp                                                         | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    13040000 | PA      | $12063742.01  | 0.13%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                        | Banco Santander S.A.                                                            | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     4200000 | PA      | $3808775.42   | 0.04%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                     | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     1000000 | PA      | $733856.83    | 0.01%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                    | Tesla Auto Lease Trust                                                          | CUSIP: 88167HAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $996427.00    | 0.01%             | 2023-12-20      | Fixed         | 0.78%                 | Yes           |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                  | Celulosa Arauco y Constitucion S.A.                                             | CUSIP: 151191BJ1<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     1325000 | PA      | $1235287.58   | 0.01%             | 2030-01-29      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| KOREA SOUTHERN POWER                      | Korea Southern Power Co Ltd                                                     | CUSIP: 50065AAC8<br>LEI: 9884001B6VSIQS4ZY558 | Long             | DBT              | CORP              | KR        |     2600000 | PA      | $2280144.93   | 0.02%             | 2026-01-27      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Gracie Point International Fun            | GRACIE POINT INTERNATIONAL FUNDING                                              | CUSIP: 38411HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    10999896 | PA      | $10922318.09  | 0.12%             | 2024-04-01      | Variable      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| AVOLON TLB BORROWER 1 US                  | Avolon TLB Borrower US LLC                                                      | CUSIP: 05400KAF7<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |      899579 | PA      | $889057.97    | 0.01%             | 2027-02-12      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| ASPLUNDH TREE EXPERT LLC                  | Asplundh Tree Expert LLC                                                        | CUSIP: 04538FAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      675319 | PA      | $675034.90    | 0.01%             | 2027-09-07      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140QNQB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2458899 | PA      | $2008116.36   | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu            | JPMBB Commercial Mortgage Securities Trust                                      | CUSIP: 46644FAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1400000 | PA      | $1325349.06   | 0.01%             | 2048-10-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                  | Targa Resources Partners LP                                                     | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $301901.99    | 0.00%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                   | International Game Technology plc                                               | CUSIP: 460599AD5<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |      540000 | PA      | $535950.00    | 0.01%             | 2027-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                    | BBVA Bancomer S.A.                                                              | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     3350000 | PA      | $3006964.96   | 0.03%             | 2033-01-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| TEXAS ST A & M UNIV REVENUES              | Texas A&M University                                                            | CUSIP: 88213ADZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     7500000 | PA      | $6708685.50   | 0.07%             | 2037-05-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     8925000 | PA      | $6003855.09   | 0.07%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| CIA CERVECERIAS UNIDAS                    | Cia Cervecerias Unidas S.A.                                                     | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |     3250000 | PA      | $2741115.00   | 0.03%             | 2032-01-19      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                  | Magallanes, Inc                                                                 | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2141788.32   | 0.02%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                       | American Tower Corp                                                             | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      890000 | PA      | $686808.23    | 0.01%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                     | MidAmerican Energy Co                                                           | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     2175000 | PA      | $1706606.25   | 0.02%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                         | Magnetite XVIII Ltd                                                             | CUSIP: 55953TAL1<br>LEI: 549300BDVLRWS2SODX97 | Long             | ABS-O            | CORP              | KY        |      530000 | PA      | $518674.43    | 0.01%             | 2028-11-15      | Variable      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| BRF SA                                    | BRF S.A.                                                                        | CUSIP: 10552TAG2<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |     1775000 | PA      | $1496939.65   | 0.02%             | 2030-01-24      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                     | DIRECTV Holdings LLC                                                            | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      985000 | PA      | $881240.10    | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Oak Street Investment Grade Ne            | Oak Street Investment Grade Net Lease Fund Series                               | CUSIP: 67190AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5461981 | PA      | $4768900.12   | 0.05%             | 2051-01-20      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust              | GS Mortgage Securities Trust                                                    | CUSIP: 36252SAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1260000 | PA      | $1175416.58   | 0.01%             | 2052-02-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 3132XCR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     3749625 | PA      | $3488304.38   | 0.04%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140J9FM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      705984 | PA      | $625197.50    | 0.01%             | 2047-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SANTA ANA CA CMNTY REDEV AGY S            | Santa Ana Community Redevelopment Agency Successor Agency                       | CUSIP: 801096AR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      660000 | PA      | $654618.56    | 0.01%             | 2023-09-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| VR Funding LLC                            | Vine                                                                            | CUSIP: 91835CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6082321 | PA      | $5058489.38   | 0.06%             | 2050-11-15      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                           | Antofagasta plc                                                                 | CUSIP: 03718NAA4<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     1778000 | PA      | $1423229.63   | 0.02%             | 2030-10-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: —       |
| ONEOK INC                                 | ONEOK, Inc                                                                      | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     6030000 | PA      | $5691168.81   | 0.06%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                  | Univision Communications, Inc                                                   | CUSIP: 914908BC1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |      328291 | PA      | $323776.59    | 0.00%             | 2026-03-15      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3132DMZX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    25424767 | PA      | $22691378.45  | 0.25%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                   | Marathon Petroleum Corp                                                         | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4923548.10   | 0.05%             | 2025-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAM ACQ INC                     | WASH Multifamily Acquisition, Inc                                               | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1248812.50   | 0.01%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                     | CANPACK S.A.                                                                    | CUSIP: 13805AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     1140000 | PA      | $998845.27    | 0.01%             | 2025-11-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: —       |
| ENEL CHILE SA                             | Enel Chile S.A.                                                                 | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |     2500000 | PA      | $2436246.53   | 0.03%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 12593QBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2600000 | PA      | $2470267.02   | 0.03%             | 2048-10-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                   | Philippine Government International Bond                                        | CUSIP: BV4041802<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     1320000 | PA      | $1124195.36   | 0.01%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                   | Principal Financial Group, Inc                                                  | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $2867724.72   | 0.03%             | 2030-06-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl            | Santander Drive Auto Receivables Trust                                          | CUSIP: 80285RAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6600000 | PA      | $6428214.54   | 0.07%             | 2026-09-15      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL            | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2538000 | PA      | $2418574.41   | 0.03%             | 2045-10-25      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                 | Morgan Stanley Bank of America Merrill Lynch Trust                              | CUSIP: 61764RBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       46364 | PA      | $45192.90     | 0.00%             | 2048-02-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418BKB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1247576 | PA      | $1224397.13   | 0.01%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCC INTELLIGENT SOLUTION                  | CCC Intelligent Solutions, Inc                                                  | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |      658350 | PA      | $654399.90    | 0.01%             | 2028-09-21      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities             | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36265LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7957027 | PA      | $6362286.09   | 0.07%             | 2052-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO                              | Organon & Co                                                                    | CUSIP: 68621XAE3<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |      543769 | PA      | $539837.51    | 0.01%             | 2028-06-02      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2554754 | PA      | $2441086.35   | 0.03%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                          | Black Hills Corp                                                                | CUSIP: 092113AS8<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      760000 | PA      | $535824.41    | 0.01%             | 2049-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    20500000 | PA      | $16684995.31  | 0.18%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    23287221 | PA      | $19629309.46  | 0.21%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                 | Boeing Co                                                                       | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    17400000 | PA      | $15808989.76  | 0.17%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CREDICORP LTD                             | Credicorp Ltd                                                                   | CUSIP: 22530EAA0<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | DBT              | CORP              | BM        |     3050000 | PA      | $2848883.00   | 0.03%             | 2025-06-17      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR                     | Southern Gas Corridor CJSC                                                      | CUSIP: 84302LAA0<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |     2900000 | PA      | $2976977.17   | 0.03%             | 2026-03-24      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                  | Banco de Credito del Peru                                                       | CUSIP: 05971U2A4<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     2100000 | PA      | $1987713.00   | 0.02%             | 2025-01-11      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                       | American Express Co                                                             | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1819406.40   | 0.02%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                      | Kallpa Generacion SA                                                            | CUSIP: 156830AA9<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |     2000000 | PA      | $1832583.22   | 0.02%             | 2027-08-16      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3138EQZS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2816637 | PA      | $2618505.00   | 0.03%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co             | Sierra Timeshare Receivables Funding LLC                                        | CUSIP: 82652QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1703594 | PA      | $1576338.01   | 0.02%             | 2037-11-20      | Fixed         | 0.99%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 3132FCC52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     1441342 | PA      | $1473583.44   | 0.02%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DENVER CO PUBLIC SCHS COPS                | Denver City & County School District No. 1                                      | CUSIP: 249218BA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4265000 | PA      | $4025629.01   | 0.04%             | 2027-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UTZ QUALITY FOODS LLC                     | Utz Quality Foods LLC                                                           | CUSIP: 91809EAE1<br>LEI: 549300K2HU2ISL0R2Q75 | Long             | LON              | CORP              | US        |     1015358 | PA      | $1008377.85   | 0.01%             | 2028-01-20      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                       | Highwoods Realty LP                                                             | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $925737.22    | 0.01%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                         | HSBC Holdings plc                                                               | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3850000 | PA      | $3369843.82   | 0.04%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                              | Hudson Yards Mortgage Trust                                                     | CUSIP: 44421LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3500000 | PA      | $2970332.40   | 0.03%             | 2038-08-10      | Variable      | 2.98%                 | Yes           |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                      | Lockheed Martin Corp                                                            | CUSIP: 539830BP3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      850000 | PA      | $698074.57    | 0.01%             | 2030-06-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| MESSER INDUSTRIES USA                     | Messer Industries USA, Inc                                                      | CUSIP: D6000EAB8<br>LEI: 529900HNC1EZT3TC1260 | Long             | LON              | CORP              | US        |      345804 | PA      | $343372.77    | 0.00%             | 2026-03-02      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| DANA INC                                  | Dana, Inc                                                                       | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      225000 | PA      | $208713.60    | 0.00%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RBSCF Trust                               | RBS Commercial Funding, Inc Trust                                               | CUSIP: 74932BAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $973250.00    | 0.01%             | 2031-03-11      | Fixed         | 3.51%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                              | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    10186000 | PA      | $6299280.21   | 0.07%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust            | Morgan Stanley Capital I Trust                                                  | CUSIP: 61691NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1300000 | PA      | $1201007.60   | 0.01%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                        | Ford Motor Co                                                                   | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     1755000 | PA      | $1316147.68   | 0.01%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 3132HDAX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       65230 | PA      | $64084.08     | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                  | Hilton Domestic Operating Co, Inc                                               | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      125000 | PA      | $121250.00    | 0.00%             | 2028-05-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                  | United Overseas Bank Ltd                                                        | CUSIP: 91127KAD4<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |     3000000 | PA      | $2695770.63   | 0.03%             | 2026-04-14      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| UNIVAR USA INC                            | Univar Solutions USA, Inc                                                       | CUSIP: 91335PAJ8<br>LEI: 5493008FTB9VZW6CVA82 | Long             | LON              | CORP              | US        |      574797 | PA      | $573538.06    | 0.01%             | 2028-06-03      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                         | Sonic Capital LLC                                                               | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13595200 | PA      | $12052688.61  | 0.13%             | 2050-01-20      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                  | Diamond Sports Group LLC                                                        | CUSIP: 25277BAB4<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |     1458844 | PA      | $175061.25    | 0.00%             | 2026-08-24      | Variable      | 7.57%                 | No            |                  3 | On Loan: No      |
| INFORMATICA LLC                           | Informatica LLC                                                                 | CUSIP: 45673YAH9<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |      843625 | PA      | $829705.19    | 0.01%             | 2028-10-27      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu            | JPMBB Commercial Mortgage Securities Trust                                      | CUSIP: 46644YBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2695515.60   | 0.03%             | 2048-08-15      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                  | Archrock Partners LP                                                            | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1875000 | PA      | $1715647.59   | 0.02%             | 2028-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust              | Hilton Grand Vacations Trust                                                    | CUSIP: 43284HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      840509 | PA      | $785041.79    | 0.01%             | 2033-07-25      | Fixed         | 2.34%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                       | Sirius XM Radio, Inc                                                            | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     2725000 | PA      | $2371567.50   | 0.03%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortga            | UBS-Barclays Commercial Mortgage Trust                                          | CUSIP: 90270YAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $996441.80    | 0.01%             | 2046-03-10      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                      | Covanta Holding Corp                                                            | CUSIP: N/A<br>LEI: 40XIFLS8XDQGGHGPGC04       | Long             | LON              | CORP              | US        |      660185 | PA      | $656296.91    | 0.01%             | 2028-11-30      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| URSA RE II LTD                            | Ursa Re II Ltd                                                                  | CUSIP: 91734PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |     3800000 | PA      | $3703100.00   | 0.04%             | 2023-12-07      | Variable      | 8.28%                 | Yes           |                  2 | On Loan: No      |
| CIT Group Home Equity Loan Tru            | CIT Group Home Equity Loan Trust (Step Bond)                                    | CUSIP: 12558MAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       10509 | PA      | $10216.71     | 0.00%             | 2030-02-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                           | MEG Energy Corp                                                                 | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |     5000000 | PA      | $4715125.00   | 0.05%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Bright Bidco BV                           | Bright Bidco BV                                                                 | CUSIP: N/A<br>LEI: 549300IL6Q1JWU688H15       | Long             | EC               | CORP              | NL        |       10376 | NS      | $136985.79    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RHODE ISLAND ST CONVENTION CTR            | Rhode Island Convention Center Authority                                        | CUSIP: 212474JA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3980000 | PA      | $3752542.20   | 0.04%             | 2026-05-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                   | John Deere Capital Corp                                                         | CUSIP: 24422EVS5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     7145000 | PA      | $5772062.10   | 0.06%             | 2031-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                       | Nigeria Government International Bond                                           | CUSIP: 65412JAA1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      345000 | PA      | $259418.88    | 0.00%             | 2032-02-16      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust                                                   | CUSIP: 35564KLU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4890000 | PA      | $4572553.91   | 0.05%             | 2041-10-25      | Variable      | 7.33%                 | Yes           |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                    | Hartford Financial Services Group, Inc                                          | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $880009.05    | 0.01%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus            | LSTAR Commercial Mortgage Trust                                                 | CUSIP: 50219QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1040416 | PA      | $1038844.00   | 0.01%             | 2049-03-10      | Fixed         | 2.58%                 | Yes           |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust              | CD Mortgage Trust                                                               | CUSIP: 12515GAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7512771 | PA      | $7179019.46   | 0.08%             | 2050-02-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                  | Neuberger Berman Loan Advisers Clo 40 Ltd                                       | CUSIP: 64134JAC7<br>LEI: 549300Y2YE54ON4DJE28 | Long             | ABS-O            | CORP              | KY        |     6750000 | PA      | $6520655.25   | 0.07%             | 2033-04-16      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage             | Citigroup Commercial Mortgage Trust                                             | CUSIP: 17322VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $901487.30    | 0.01%             | 2047-07-10      | Variable      | 4.48%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140HJJT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1863308 | PA      | $1875485.82   | 0.02%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                  | Hackensack Meridian Health, Inc                                                 | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |      425000 | PA      | $274722.32    | 0.00%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GOPHER RESOURCE LLC                       | Gopher Resource LLC                                                             | CUSIP: 26828KAB6<br>LEI: 549300BTDNOXC3JSII89 | Long             | LON              | CORP              | US        |     1933925 | PA      | $1303465.13   | 0.01%             | 2025-03-06      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | J.P. Morgan Mortgage Trust                                                      | CUSIP: 46655KAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5023880 | PA      | $4210916.58   | 0.05%             | 2052-11-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| AGREE LP                                  | Agree LP                                                                        | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     6850000 | PA      | $5608993.10   | 0.06%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                  | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1034128.92   | 0.01%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup, Inc                                                                  | CUSIP: 172967HQ7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1886500.00   | 0.02%             | N/A             | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| NBK TIER 1 FNC LTD                        | NBK Tier  Financing Ltd                                                         | CUSIP: 62879NAA5<br>LEI: 5493000G4QCCEE8YHF19 | Long             | DBT              | CORP              | AE        |     3000000 | PA      | $2613396.00   | 0.03%             | N/A             | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust                                             | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     7725000 | PA      | $7673123.54   | 0.08%             | 2042-07-25      | Variable      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive Reit                   | Capital Automotive REIT                                                         | CUSIP: 12510HAK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3885644 | PA      | $3328437.51   | 0.04%             | 2051-08-15      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3136BC5C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     9787938 | PA      | $1540999.30   | 0.02%             | 2050-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                  | South Africa Government International Bond                                      | CUSIP: 836205AS3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2895000 | PA      | $2172987.69   | 0.02%             | 2044-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| UNIV OF CALIFORNIA CA RGTS MED            | Regents of the University of California Medical Center Pooled Revenue           | CUSIP: 913366HX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1000000 | PA      | $990964.70    | 0.01%             | 2023-05-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                       | Honduras Government International Bond                                          | CUSIP: 438180AH4<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |     1350000 | PA      | $1187753.31   | 0.01%             | 2027-01-19      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP                     | American Airlines, Inc                                                          | CUSIP: 02376CBJ3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |      750000 | PA      | $748008.75    | 0.01%             | 2028-04-20      | Variable      | 8.99%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                    | Adient Global Holdings Ltd                                                      | CUSIP: 00687YAA3<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     4500000 | PA      | $4189410.00   | 0.05%             | 2026-08-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage             | Citigroup Commercial Mortgage Trust                                             | CUSIP: 29429JAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1972257.80   | 0.02%             | 2036-05-10      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Social Professional Loan Progr            | SoFi Professional Loan Program LLC                                              | CUSIP: 83404KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      234177 | PA      | $232543.29    | 0.00%             | 2040-11-26      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                                 | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    11350495 | PA      | $9833533.95   | 0.11%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer Operating LP                                                    | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1235000 | PA      | $1088882.04   | 0.01%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENA MASTER TRUST                          | ENA Master Trust                                                                | CUSIP: 29249BAA3<br>LEI: 549300CBCHB6Q73VG753 | Long             | DBT              | CORP              | PA        |     2300000 | PA      | $1609967.69   | 0.02%             | 2048-05-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                          | CIFC Funding Ltd                                                                | CUSIP: 12547LAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     5855000 | PA      | $5645150.95   | 0.06%             | 2034-10-20      | Variable      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac Structured Agency Credit Risk Debt Notes                            | CUSIP: 35564KND7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     7070000 | PA      | $6588838.42   | 0.07%             | 2041-11-25      | Variable      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT                    | Banco Nacional de Comercio Exterior SNC                                         | CUSIP: 05973JAA8<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |     1725000 | PA      | $1438961.67   | 0.02%             | 2031-08-11      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                      | TTM Technologies, Inc                                                           | CUSIP: 87305VAH3<br>LEI: 549300SC4BDOIS008048 | Long             | LON              | CORP              | US        |      755472 | PA      | $757043.08    | 0.01%             | 2024-09-28      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| MSDB Trust                                | MSDB Trust                                                                      | CUSIP: 55354JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1314123.00   | 0.01%             | 2039-07-11      | Variable      | 3.32%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                 | Boeing Co                                                                       | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3432824.89   | 0.04%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    17530026 | PA      | $16874527.47  | 0.18%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    36394577 | PA      | $34139569.05  | 0.37%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                            | Morgan Stanley                                                                  | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      200000 | NS      | $4852000.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Bond                                                     | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    45841000 | PA      | $40436776.09  | 0.44%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                | Progress Residential Trust                                                      | CUSIP: 74333QAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1164345.60   | 0.01%             | 2040-11-17      | Fixed         | 2.71%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust            | Carvana Auto Receivables Trust                                                  | CUSIP: 14686KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2500000 | PA      | $2364623.75   | 0.03%             | 2028-03-10      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                      | Chart Industries, Inc                                                           | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1166136.40   | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BANISTMO SA                               | Banistmo S.A.                                                                   | CUSIP: 06034LAB6<br>LEI: 549300E94AMW3HSSMU17 | Long             | DBT              | CORP              | PA        |     2500000 | PA      | $2286922.10   | 0.02%             | 2027-07-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTIO                  | Caesars Resort Collection LLC                                                   | CUSIP: 12769LAD1<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |      200900 | PA      | $200659.92    | 0.00%             | 2025-07-21      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust              | Hilton Grand Vacations Trust                                                    | CUSIP: 43283AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      362067 | PA      | $353678.51    | 0.00%             | 2028-12-26      | Fixed         | 2.96%                 | Yes           |                  2 | On Loan: No      |
| BAIDU INC                                 | Baidu, Inc                                                                      | CUSIP: 056752AV0<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     2030000 | PA      | $1736930.46   | 0.02%             | 2027-02-23      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                   | Adani Ports & Special Economic Zone Ltd                                         | CUSIP: 00652MAG7<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |      800000 | PA      | $702218.33    | 0.01%             | 2027-08-04      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                        | Leviathan Bond Ltd                                                              | CUSIP: BK6709004<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     2525000 | PA      | $2465031.25   | 0.03%             | 2025-06-30      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Bond                                                     | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10450000 | PA      | $8548589.90   | 0.09%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140QNDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    28122836 | PA      | $23975851.56  | 0.26%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                              | Ecopetrol S.A.                                                                  | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     2275000 | PA      | $1737735.66   | 0.02%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor            | Morgan Stanley Residential Mortgage Loan Trust                                  | CUSIP: 61772QAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8618923 | PA      | $7429452.98   | 0.08%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| NEW JERSEY ST ECON DEV AUTH LE            | New Jersey Economic Development Authority                                       | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |     3400000 | PA      | $3664203.46   | 0.04%             | 2029-02-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT OF JAMAICA                     | Jamaica Government International Bond                                           | CUSIP: 470160CB6<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |     3050000 | PA      | $3428032.04   | 0.04%             | 2045-07-28      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU                   | Banco Internacional del Peru SAA Interbank                                      | CUSIP: 05968DAD2<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |     3300000 | PA      | $2976600.00   | 0.03%             | 2030-07-08      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| OLIN CORP                                 | Olin Corp                                                                       | CUSIP: 680665AJ5<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1890000.00   | 0.02%             | 2027-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag            | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 95000MBQ3<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |      751815 | PA      | $714847.15    | 0.01%             | 2059-11-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                         | State Street Corp                                                               | CUSIP: 857477AN3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      550000 | PA      | $536766.58    | 0.01%             | 2024-12-16      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BRE Grand Islander Timeshare I            | BRE Grand Islander Timeshare Issuer LLC                                         | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      967962 | PA      | $909091.85    | 0.01%             | 2033-09-26      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                      | EnLink Midstream LLC                                                            | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |      745000 | PA      | $737326.50    | 0.01%             | 2030-09-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Hardee's Funding LLC and Carls            | Hardee's Funding LLC                                                            | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1960000 | PA      | $1678465.60   | 0.02%             | 2050-12-20      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| KIMCO REALTY CORP                         | Weingarten Realty Investors                                                     | CUSIP: 948741AL7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $985823.81    | 0.01%             | 2025-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                        | Dominican Republic Government International Bond                                | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2250000 | PA      | $1867637.39   | 0.02%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| LENOVO GROUP LTD                          | Lenovo Group Ltd                                                                | CUSIP: 526250AB1<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |     6000000 | PA      | $4758012.78   | 0.05%             | 2030-11-02      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| GCC SAB DE CV                             | GCC SAB de C.V.                                                                 | CUSIP: 36165RAC9<br>LEI: 254900WY9XL8033CKX68 | Long             | DBT              | CORP              | MX        |     1975000 | PA      | $1643667.84   | 0.02%             | 2032-04-20      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                    | Cushman & Wakefield plc                                                         | CUSIP: 23340DAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      881281 | PA      | $862712.68    | 0.01%             | 2025-08-21      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                        | CUSIP: 46590YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1306433 | PA      | $1229475.31   | 0.01%             | 2048-10-26      | Variable      | 3.21%                 | Yes           |                  2 | On Loan: No      |
| Purchasing Power Funding                  | Purchasing Power Funding LLC                                                    | CUSIP: 74615JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1457836.20   | 0.02%             | 2025-10-15      | Fixed         | 1.57%                 | Yes           |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                    | Bank of New York Mellon Corp                                                    | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     5705000 | PA      | $5477541.65   | 0.06%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                         | HSBC Holdings plc                                                               | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2430000 | PA      | $1939396.73   | 0.02%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                          | CIFC Funding Ltd                                                                | CUSIP: 12548JAC6<br>LEI: 254900S2BZHNDNVF2L25 | Long             | ABS-O            | CORP              | KY        |     1493086 | PA      | $1478138.57   | 0.02%             | 2030-07-20      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun            | Bayview MSR Opportunity Master Fund Trust                                       | CUSIP: 07335UAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5212874 | PA      | $4168114.28   | 0.05%             | 2051-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities             | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36258FAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1018847 | PA      | $841831.79    | 0.01%             | 2050-05-25      | Variable      | 3.63%                 | Yes           |                  2 | On Loan: No      |
| SEDGWICK CMS INC                          | Sedgwick Claims Management Services, Inc                                        | CUSIP: 81527CAL1<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |      725441 | PA      | $706851.37    | 0.01%             | 2025-12-31      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                  | Madison Park Funding LIX Ltd                                                    | CUSIP: 55822EAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     7750000 | PA      | $7393399.25   | 0.08%             | 2034-01-18      | Variable      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| MLN US HOLDCO LLC                         | MLN US Holdco LLC                                                               | CUSIP: 55292HAJ2<br>LEI: 549300QKU7NPW6O86862 | Long             | LON              | CORP              | US        |      379683 | PA      | $307543.26    | 0.00%             | 2027-10-18      | Variable      | 11.12%                | No            |                  2 | On Loan: No      |
| ONEOK INC                                 | ONEOK, Inc                                                                      | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     7750000 | PA      | $7162485.60   | 0.08%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                        | CUSIP: 46650HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      113560 | PA      | $106581.37    | 0.00%             | 2049-05-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                  | Israel Electric Corp Ltd                                                        | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     6000000 | PA      | $5655000.00   | 0.06%             | 2028-08-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark Mortgage Trust                                                        | CUSIP: 08162TBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1200000 | PA      | $1162961.04   | 0.01%             | 2053-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                   | America Movil SAB de C.V.                                                       | CUSIP: 03217KAB4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     3075000 | PA      | $2775187.50   | 0.03%             | 2032-04-04      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor            | JPMCC Commercial Mortgage Securities Trust                                      | CUSIP: 465968AL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1629582.00   | 0.02%             | 2050-09-15      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVENUES            | New York State Dormitory Authority                                              | CUSIP: 64990GJY9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     4075000 | PA      | $3520641.08   | 0.04%             | 2044-07-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                  | Export-Import Bank of Korea                                                     | CUSIP: 302154DD8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     3200000 | PA      | $2469825.98   | 0.03%             | 2030-09-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust              | GS Mortgage Securities Corp II                                                  | CUSIP: 36250GAT2<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |     2590000 | PA      | $2432333.75   | 0.03%             | 2050-05-10      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                 | Kroger Co                                                                       | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2292318.81   | 0.02%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA RGTS MED            | Regents of the University of California Medical Center Pooled Revenue           | CUSIP: 913366JB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1600000 | PA      | $1462590.24   | 0.02%             | 2027-05-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                   | Romanian Government International Bond                                          | CUSIP: 77586RAJ9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1425000 | PA      | $941486.74    | 0.01%             | 2051-02-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                   | Southern Co Gas Capital Corp                                                    | CUSIP: 001192AL7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     2075000 | PA      | $2001536.74   | 0.02%             | 2025-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                  | Rocket Mortgage LLC                                                             | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1493720.00   | 0.02%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SALESFORCE INC                            | salesforce.com, Inc                                                             | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $4139603.78   | 0.05%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                      | Verisk Analytics, Inc                                                           | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |      420000 | PA      | $289856.51    | 0.00%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                   | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3072154.14   | 0.03%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup, Inc                                                                  | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $4753000.00   | 0.05%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OMAN SOVEREIGN SUKUK                      | Oman Sovereign Sukuk Co                                                         | CUSIP: 68204LAB0<br>LEI: 549300KM6RUZQLK8LU36 | Long             | DBT              | CORP              | OM        |      400000 | PA      | $388312.30    | 0.00%             | 2030-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se            | Wells Fargo Mortgage Backed Securities Trust                                    | CUSIP: 95002FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1284165 | PA      | $1120483.31   | 0.01%             | 2049-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust              | GS Mortgage Securities Trust                                                    | CUSIP: 36252SAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2400000 | PA      | $2149280.88   | 0.02%             | 2052-02-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 12593PAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2250000 | PA      | $2080144.58   | 0.02%             | 2048-08-10      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac Structured Agency Credit Risk Debt Notes                            | CUSIP: 35564KDB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     2697000 | PA      | $2668272.37   | 0.03%             | 2033-08-25      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                  | Banque Ouest Africaine de Developpement                                         | CUSIP: BN5341076<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | N/A       |     2100000 | PA      | $1691279.35   | 0.02%             | 2033-01-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| AVOLON TLB BORROWER 1 US                  | Avolon TLB Borrower US LLC                                                      | CUSIP: 05400KAE0<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |      701491 | PA      | $700322.76    | 0.01%             | 2025-01-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                  | Overseas Private Investment Corp (OPIC)                                         | CUSIP: 6903534C8<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |     4875000 | PA      | $4628622.00   | 0.05%             | 2032-09-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| COSAN SA                                  | Cosan Ltd                                                                       | CUSIP: 22113AAB1<br>LEI: 549300PGFCX2JMKKLC96 | Long             | DBT              | CORP              | BR        |     2000000 | PA      | $1882500.00   | 0.02%             | 2029-09-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                   | PartnerRe Finance B LLC                                                         | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    10175000 | PA      | $8804419.26   | 0.10%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                     | DB Master Finance LLC                                                           | CUSIP: 233046AQ4<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    13266000 | PA      | $10903683.58  | 0.12%             | 2051-11-20      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities             | GS Mortgage-Backed Securities Corp Trust                                        | CUSIP: 36261HAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4745007 | PA      | $3648524.10   | 0.04%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive LP                     | Cars Net Lease Mortgage Notes Series                                            | CUSIP: 14576AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9900000 | PA      | $8632078.29   | 0.09%             | 2050-12-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                              | Ecopetrol S.A.                                                                  | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     1050000 | PA      | $952174.17    | 0.01%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                     | Hpefs Equipment Trust                                                           | CUSIP: 40441TAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3450000 | PA      | $3332122.47   | 0.04%             | 2029-09-20      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                      | Colombia Government International Bond                                          | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1300000 | PA      | $884397.66    | 0.01%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                               | MetLife, Inc                                                                    | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     5870000 | PA      | $5451762.50   | 0.06%             | N/A             | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 48128BAF8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6535000 | PA      | $5979072.12   | 0.07%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC                  | National Retail Properties, Inc                                                 | CUSIP: 637417AJ5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1725504.62   | 0.02%             | 2026-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3137FJE54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     3499230 | PA      | $3184201.01   | 0.03%             | 2048-10-15      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                           | Impac CMB Trust                                                                 | CUSIP: 45254NMB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       90024 | PA      | $84043.13     | 0.00%             | 2035-03-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3137F5RP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     3261473 | PA      | $3047948.24   | 0.03%             | 2048-06-15      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS IN                  | Triton Water Holdings, Inc                                                      | CUSIP: 89678QAB2<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | LON              | CORP              | US        |      505031 | PA      | $471383.07    | 0.01%             | 2028-03-31      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                     | CUSIP: 91282CCU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25000000 | PA      | $24245117.25  | 0.26%             | 2023-08-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                  | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2750000 | PA      | $1910766.28   | 0.02%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                            | S&P Global, Inc                                                                 | CUSIP: 78409VAZ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1312431.84   | 0.01%             | 2029-05-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| STATE PUBLIC SCH BLDG AUTH PA             | State Public School Building Authority                                          | CUSIP: 85732PBZ2<br>LEI: 5493006JN0UR7OGWTO86 | Long             | DBT              | MUN               | US        |     1763000 | PA      | $1767327.81   | 0.02%             | 2027-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                  | NFP Corp                                                                        | CUSIP: 62910PAF0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | LON              | CORP              | US        |      976368 | PA      | $936268.18    | 0.01%             | 2027-02-15      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                         | Atmos Energy Corp                                                               | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |      375000 | PA      | $307670.80    | 0.00%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HOSTESS BRANDS LLC                        | Hostess Brands LLC                                                              | CUSIP: 44108HAJ0<br>LEI: 549300SW7FLS4O41LD19 | Long             | LON              | CORP              | US        |      882659 | PA      | $881326.11    | 0.01%             | 2025-08-03      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                  | Empresa Nacional del Petroleo                                                   | CUSIP: 29245JAM4<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     2675000 | PA      | $2248969.95   | 0.02%             | 2031-09-16      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140QN7M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    27098072 | PA      | $24626670.84  | 0.27%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                    | Millicom International Cellular S.A.                                            | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     1675000 | PA      | $1408872.75   | 0.02%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| BENCHMARK Mortgage Trust                  | Benchmark Mortgage Trust                                                        | CUSIP: 08163GAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9000000 | PA      | $6976354.50   | 0.08%             | 2054-08-15      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                    | AngloGold Ashanti Holdings plc                                                  | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     5000000 | PA      | $4336672.35   | 0.05%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                    | Goodyear Tire & Rubber Co                                                       | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1668299.20   | 0.02%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                          | T-Mobile USA, Inc                                                               | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    19910000 | PA      | $18034771.67  | 0.20%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                      | Westpac Banking Corp                                                            | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     3020000 | PA      | $2244634.36   | 0.02%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BOC AVIATION USA CORP                     | BOC Aviation USA Corp                                                           | CUSIP: 66980P2A6<br>LEI: 254900QKLTY6MF4Y3P65 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $2942446.00   | 0.03%             | 2024-04-29      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Petra Diamonds Ltd                        | Petra Diamonds Ltd                                                              | CUSIP: N/A<br>LEI: 213800X4QZIAVSA12860       | Long             | EC               | CORP              | GB        |      363958 | NS      | $414507.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                  | Liberty Mutual Group, Inc                                                       | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1011488.51   | 0.01%             | 2050-10-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                  | TerraForm Power Operating LLC                                                   | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3479993.56   | 0.04%             | 2030-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                      | EnLink Midstream LLC                                                            | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |      500000 | PA      | $476249.14    | 0.01%             | 2028-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                     | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6775000 | PA      | $5493572.30   | 0.06%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                              | ING Groep NV                                                                    | CUSIP: 456837AU7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     8225000 | PA      | $7394433.82   | 0.08%             | 2026-07-01      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer Operating LP                                                    | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4625000 | PA      | $3695055.09   | 0.04%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418CCP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1538904 | PA      | $1362816.94   | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3133AWHF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3661691 | PA      | $3268023.39   | 0.04%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                          | IRB Holding Corp                                                                | CUSIP: 44988LAH0<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |      861864 | PA      | $837731.73    | 0.01%             | 2027-12-15      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                           | Nevada Power Co                                                                 | CUSIP: 641423CD8<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1383205.84   | 0.02%             | 2030-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PHOENIX GUARANTOR INC                     | Phoenix Guarantor, Inc                                                          | CUSIP: 71913BAH5<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |      982506 | PA      | $926901.29    | 0.01%             | 2026-03-05      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                         | Ghana Government International Bond                                             | CUSIP: 374422AH6<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1500000 | PA      | $517500.00    | 0.01%             | 2049-06-16      | Fixed         | 8.63%                 | Yes           |                  3 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                  | Perusahaan Listrik Negara PT                                                    | CUSIP: 71568PAJ8<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     1400000 | PA      | $1240494.56   | 0.01%             | 2029-07-17      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA ST                             | State of California                                                             | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    13060000 | PA      | $12318730.07  | 0.13%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                    | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1300231.03   | 0.01%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                 | Orange S.A.                                                                     | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $483235.50    | 0.01%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418AJY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5232624 | PA      | $5013575.99   | 0.05%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se            | Wells Fargo Mortgage Backed Securities Trust                                    | CUSIP: 95002VAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      553310 | PA      | $457572.76    | 0.00%             | 2050-07-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE SA                          | SFR Group S.A.                                                                  | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |      969060 | PA      | $900421.38    | 0.01%             | 2026-01-31      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                  | Alexandria Real Estate Equities, Inc                                            | CUSIP: 015271AL3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     5450000 | PA      | $5270622.79   | 0.06%             | 2025-04-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ARAB PETROLEUM INVST                      | Arab Petroleum Investments Corp                                                 | CUSIP: 03845EAA0<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | NUSS              | N/A       |     3325000 | PA      | $3297168.89   | 0.04%             | 2023-09-18      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark Mortgage Trust                                                        | CUSIP: 08162NAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2575000 | PA      | $2052440.06   | 0.02%             | 2048-09-15      | Variable      | 2.79%                 | Yes           |                  2 | On Loan: No      |
| NMLT Trust                                | NLT Trust                                                                       | CUSIP: 62917JAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1325000 | PA      | $784137.25    | 0.01%             | 2056-08-25      | Variable      | 2.57%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31417GFT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      666447 | PA      | $623324.16    | 0.01%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                           | McDonald's Corp                                                                 | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     3550000 | PA      | $3471213.00   | 0.04%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru            | OneMain Financial Issuance Trust                                                | CUSIP: 68269LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4165579 | PA      | $4135200.67   | 0.05%             | 2032-05-14      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust             | Agate Bay Mortgage Trust                                                        | CUSIP: 00842DAJ2<br>LEI: 549300LRONE82VI44B39 | Long             | ABS-CBDO         | CORP              | US        |       81829 | PA      | $72937.67     | 0.00%             | 2045-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CO                               | Southern Co                                                                     | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1459481.59   | 0.02%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                  | Lloyds Banking Group plc                                                        | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     6800000 | PA      | $6560008.42   | 0.07%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                  | Ferrellgas Escrow LLC                                                           | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3025000 | PA      | $2751682.18   | 0.03%             | 2026-04-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                    | Hartford Financial Services Group, Inc                                          | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |      350000 | PA      | $279854.58    | 0.00%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                               | Lennar Corp                                                                     | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4862675.60   | 0.05%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                   | Flagstar Mortgage Trust                                                         | CUSIP: 33851RAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    23180298 | PA      | $18534521.36  | 0.20%             | 2051-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                  | Enterprise Products Operating LLC                                               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     6575000 | PA      | $4373571.06   | 0.05%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31374TMV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          83 | PA      | $84.36        | 0.00%             | 2029-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes     | Federal Home Loan Bank (FHLB)                                                   | CUSIP: 313384EH8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    10000000 | PA      | $9877002.40   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST                               | Ivory Coast Government International Bond                                       | CUSIP: AN9202804<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      770000 | PA      | $684300.69    | 0.01%             | 2033-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| SITE CENTERS CORP                         | SITE Centers Corp                                                               | CUSIP: 23317HAD4<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              | CORP              | US        |      646000 | PA      | $609689.80    | 0.01%             | 2025-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                       | PFS Financing Corp                                                              | CUSIP: 69335PEB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6750000 | PA      | $6334488.90   | 0.07%             | 2026-04-15      | Fixed         | 0.96%                 | Yes           |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                        | CA Magnum Holdings                                                              | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |      265000 | PA      | $241475.43    | 0.00%             | 2026-10-31      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                   | Adani Ports & Special Economic Zone Ltd                                         | CUSIP: 00652MAH5<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     2300000 | PA      | $1686172.02   | 0.02%             | 2031-02-02      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| KLOECKNER PENTAPLAST OF AME               | Kloeckner Pentaplast of America, Inc                                            | CUSIP: 49865NAT7<br>LEI: 5299004QDA11QZOG5N31 | Long             | LON              | CORP              | US        |      761438 | PA      | $679582.98    | 0.01%             | 2026-02-12      | Variable      | 8.26%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                              | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     8310000 | PA      | $6812116.10   | 0.07%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                          | Peruvian Government International Bond                                          | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1315000 | PA      | $1035764.48   | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Bond                                                     | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    16015000 | PA      | $15622132.03  | 0.17%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                       | Ecuador Government International Bond (Step Bond)                               | CUSIP: ZO2094456<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      857325 | PA      | $550890.02    | 0.01%             | 2030-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ALABAMA POWER CO                          | Alabama Power Co                                                                | CUSIP: 010392FV5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    10350000 | PA      | $7027279.88   | 0.08%             | 2051-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIO               | Light & Wonder, Inc                                                             | CUSIP: BL3898659<br>LEI: 529900JXALYBOHXKFM62 | Long             | LON              | CORP              | US        |      505460 | PA      | $499864.56    | 0.01%             | 2029-04-14      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| PHOSAGRO(PHOS BOND FUND)                  | Phosagro OAO Via Phosagro Bond Funding DAC                                      | CUSIP: 71922LAD1<br>LEI: 635400F8A3KGJIIBIK95 | Long             | DBT              | CORP              | IE        |     2100000 | PA      | $1365000.00   | 0.01%             | 2028-09-16      | Fixed         | 2.60%                 | Yes           |                  3 | On Loan: No      |
| DUPONT DE NEMOURS INC                     | DowDuPont, Inc                                                                  | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |      265000 | PA      | $260588.25    | 0.00%             | 2025-11-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                 | Morgan Stanley Bank of America Merrill Lynch Trust                              | CUSIP: 61690GAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1305000 | PA      | $1256766.03   | 0.01%             | 2047-02-15      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                   | HCA, Inc                                                                        | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2815000 | PA      | $2799045.37   | 0.03%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL            | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13740750 | PA      | $11427934.44  | 0.12%             | 2051-04-25      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| MVW Owner Trust                           | MVW LLC                                                                         | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2839810 | PA      | $2570917.00   | 0.03%             | 2041-01-22      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                       | Avantor Funding, Inc                                                            | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1362960.00   | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                         | Atmos Energy Corp                                                               | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     2990000 | PA      | $2328730.61   | 0.03%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                           | Cemex SAB de C.V.                                                               | CUSIP: 151290BV4<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     1325000 | PA      | $1271993.35   | 0.01%             | 2029-11-19      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| UPC BROADBAND FINCO BV                    | UPC Broadband Finco BV                                                          | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |     2000000 | PA      | $1663590.00   | 0.02%             | 2031-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                    | Credit Suisse Group Funding Guernsey Ltd                                        | CUSIP: 225433AT8<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     3950000 | PA      | $3846312.50   | 0.04%             | 2023-06-09      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                     | CUSIP: 91282CBR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   230000000 | PA      | $218041796.30 | 2.37%             | 2024-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                       | Nova Chemicals Corp                                                             | CUSIP: 66977WAQ2<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     2900000 | PA      | $2805739.01   | 0.03%             | 2024-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                      | Waste Management, Inc                                                           | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $934480.38    | 0.01%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                               | Staples, Inc                                                                    | CUSIP: 855031AQ3<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |      957726 | PA      | $888156.89    | 0.01%             | 2026-04-16      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                  | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     4175000 | PA      | $3920078.38   | 0.04%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                 | Morgan Stanley Bank of America Merrill Lynch Trust                              | CUSIP: 61690FAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3360000 | PA      | $3130094.35   | 0.03%             | 2048-04-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 12595HAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6000000 | PA      | $5508969.00   | 0.06%             | 2029-10-10      | Variable      | 3.54%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                    | NextEra Energy Capital Holdings, Inc                                            | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     4320000 | PA      | $3552547.90   | 0.04%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                     | Freeport Indonesia PT                                                           | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      800000 | PA      | $768000.00    | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                    | Sequoia Mortgage Trust                                                          | CUSIP: 81748AAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2841559 | PA      | $2296823.41   | 0.03%             | 2050-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC                            | 1011778 BC ULC                                                                  | CUSIP: C6901LAH0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |     1315173 | PA      | $1295090.23   | 0.01%             | 2026-11-19      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                  | Compass Group Diversified Holdings LLC                                          | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |      600000 | PA      | $513474.61    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| WRKCO INC                                 | WRKCo, Inc                                                                      | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2304201.46   | 0.03%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                 | Mosaic Co                                                                       | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1356076.02   | 0.01%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                      | Commercial Metals Co                                                            | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1327284.89   | 0.01%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140J9VU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6592785 | PA      | $6128697.41   | 0.07%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                        | Raytheon Technologies Corp                                                      | CUSIP: 913017DB2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      248000 | PA      | $245912.48    | 0.00%             | 2023-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                       | Consumers Energy Co                                                             | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     1425000 | PA      | $896002.14    | 0.01%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                 | Apple, Inc                                                                      | CUSIP: 037833DN7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    19975000 | PA      | $18233041.77  | 0.20%             | 2026-09-11      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup, Inc                                                                  | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2128147.93   | 0.02%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SOPHIA LP                                 | Sophia LP                                                                       | CUSIP: 83578BAM5<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |     2235358 | PA      | $2162720.18   | 0.02%             | 2027-10-07      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3137H8JP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     2897818 | PA      | $2478751.56   | 0.03%             | 2052-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                  | Prudential Financial, Inc                                                       | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1592632.94   | 0.02%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                         | Eversource Energy                                                               | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     2525000 | PA      | $1964741.16   | 0.02%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                         | HSBC Holdings plc                                                               | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    14500000 | PA      | $12557654.68  | 0.14%             | 2027-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                        | HERO Funding Trust                                                              | CUSIP: 42771LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      502738 | PA      | $468055.25    | 0.01%             | 2048-09-20      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                    | Roper Technologies, Inc                                                         | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    13155000 | PA      | $10542359.51  | 0.11%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| C&W SENIOR FINANCING DAC                  | C&W Senior Financing Designated Activity Co                                     | CUSIP: 12674TAA4<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | IE        |     2500000 | PA      | $2325000.00   | 0.03%             | 2027-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer Operating LP                                                    | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1670000 | PA      | $1658141.48   | 0.02%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                            | Microsoft Corp                                                                  | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     1911000 | PA      | $1257531.58   | 0.01%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                        | CUSIP: 46654KBP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8893183 | PA      | $6838134.04   | 0.07%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                        | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 257375AN5<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2000371.46   | 0.02%             | 2024-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                  | USA Compression Partners LP                                                     | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1208705.40   | 0.01%             | 2026-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RESOU                  | CenterPoint Energy Resources Corp                                               | CUSIP: 15189YAD8<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |      660000 | PA      | $673422.84    | 0.01%             | 2037-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU            | WFRBS Commercial Mortgage Trust                                                 | CUSIP: 96221QAE3<br>LEI: 549300O5GNH0TNJ6B119 | Long             | ABS-MBS          | CORP              | US        |     3500000 | PA      | $3432496.90   | 0.04%             | 2046-12-15      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 12593QBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3306000 | PA      | $2982596.83   | 0.03%             | 2048-10-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                    | General Motors Financial Co, Inc                                                | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1683793.10   | 0.02%             | N/A             | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| NEW YORK NY                               | City of New York NY                                                             | CUSIP: 64966MGN3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     4945000 | PA      | $4656695.13   | 0.05%             | 2026-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                  | Constellation Brands, Inc                                                       | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1007809.31   | 0.01%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                        | Dominican Republic Government International Bond                                | CUSIP: 25714WBC6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   120000000 | PA      | $2073889.88   | 0.02%             | 2032-03-05      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Springcastle SPV                          | SpringCastle America Funding LLC                                                | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4438070 | PA      | $4002156.01   | 0.04%             | 2037-09-25      | Fixed         | 1.97%                 | Yes           |                  2 | On Loan: No      |
| Social Professional Loan Progr            | SoFi Professional Loan Program LLC                                              | CUSIP: 83403YAB0<br>LEI: 549300THMTEP636GV478 | Long             | ABS-O            | CORP              | US        |      314801 | PA      | $310835.08    | 0.00%             | 2040-05-25      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group, Inc                                                        | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1562115.10   | 0.02%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    14550000 | PA      | $10562176.16  | 0.11%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 3128M5CF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       72693 | PA      | $74814.60     | 0.00%             | 2035-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                           | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2049601.68   | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                    | Egypt Government International Bond                                             | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1875000 | PA      | $1263615.00   | 0.01%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                    | Sequoia Mortgage Trust                                                          | CUSIP: 81746YAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      165345 | PA      | $152802.44    | 0.00%             | 2049-06-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                   | EnfraGen Energia Sur S.A.                                                       | CUSIP: 29280LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |     4900000 | PA      | $3429921.06   | 0.04%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg            | DBJPM Mortgage Trust                                                            | CUSIP: 233063AZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $3877974.50   | 0.04%             | 2053-08-15      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| BANCOLOMBIA SA                            | Bancolombia S.A.                                                                | CUSIP: 05968LAL6<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |     1825000 | PA      | $1601437.50   | 0.02%             | 2029-12-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                               | BNP Paribas S.A.                                                                | CUSIP: 09659W2J2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     5550000 | PA      | $5257395.01   | 0.06%             | 2025-11-19      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418DPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1445512 | PA      | $1312314.39   | 0.01%             | 2040-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                   | Mexican Bonos                                                                   | CUSIP: EH6944449<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    24500000 | PA      | $1189550.97   | 0.01%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                        | Morocco Government International Bond                                           | CUSIP: 617726AM6<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      525000 | PA      | $359453.89    | 0.00%             | 2050-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                   | Dell International LLC                                                          | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4415000 | PA      | $4317879.05   | 0.05%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor            | JP Morgan Chase Commercial Mortgage Securities Corp                             | CUSIP: 46640JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $1632525.98   | 0.02%             | 2046-01-15      | Variable      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| DBGS Mortgage Trust                       | DBGS Mortgage Trust                                                             | CUSIP: 23307DBA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4750000 | PA      | $4534952.30   | 0.05%             | 2051-10-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                    | Pertamina Persero PT                                                            | CUSIP: 69370PAD3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      850000 | PA      | $778264.25    | 0.01%             | 2029-07-30      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                  | Constellation Brands, Inc                                                       | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     2775000 | PA      | $2638714.53   | 0.03%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                  | Brandywine Operating Partnership LP                                             | CUSIP: 105340AN3<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1070453.24   | 0.01%             | 2024-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                  | Thailand Government International Bond                                          | CUSIP: AT4545436<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    24600000 | PA      | $740333.87    | 0.01%             | 2028-12-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se            | Wells Fargo Mortgage Backed Securities Trust                                    | CUSIP: 95003NAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6314821 | PA      | $5259537.74   | 0.06%             | 2052-03-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| KFC HOLDING CO                            | KFC Holding Co                                                                  | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |      381732 | PA      | $377437.24    | 0.00%             | 2028-03-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| SMR 2022-IND Mortgage Trust               | SMR Mortgage Trust                                                              | CUSIP: 78458MAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2411476 | PA      | $2279165.48   | 0.02%             | 2039-02-15      | Variable      | 6.74%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust            | Morgan Stanley Capital I Trust                                                  | CUSIP: 61767FAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9241221 | PA      | $8769867.55   | 0.10%             | 2049-08-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE            | County of Miami-Dade FL Aviation Revenue                                        | CUSIP: 59333P3M8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2380000 | PA      | $2293340.63   | 0.02%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS L                  | Weber-Stephen Products LLC                                                      | CUSIP: 94767KAN1<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |      985809 | PA      | $837390.88    | 0.01%             | 2027-10-30      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| MX REMIT FUND FIDUC EST                   | Mexico Remittances Funding Fiduciary Estate Management Sarl                     | CUSIP: 593035AA6<br>LEI: 54930007WQ6S3GFCM563 | Long             | DBT              | CORP              | LU        |     2645000 | PA      | $2354050.00   | 0.03%             | 2028-01-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                | CUSIP: 949746RG8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7164880.00   | 0.08%             | N/A             | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust              | GS Mortgage Securities Trust                                                    | CUSIP: 36252SBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $830325.30    | 0.01%             | 2052-02-10      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                 | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19                     | CUSIP: 61764PBX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3500000 | PA      | $3243255.05   | 0.04%             | 2047-12-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust            | Morgan Stanley Capital I Trust                                                  | CUSIP: 61756UAH4<br>LEI: 549300XYOVNMTJWOZ135 | Long             | ABS-MBS          | CORP              | US        |      260236 | PA      | $131094.14    | 0.00%             | 2049-12-12      | Variable      | 6.08%                 | No            |                  3 | On Loan: No      |
| MID-AMERICA APARTMENTS                    | Mid-America Apartments LP                                                       | CUSIP: 59523UAA5<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1192908.74   | 0.01%             | 2023-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark Mortgage Trust                                                        | CUSIP: 08162QCG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2028142.00   | 0.02%             | 2048-09-15      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                    | Commonwealth Edison Co                                                          | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $1759813.80   | 0.02%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 12630DBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6500000 | PA      | $6254933.75   | 0.07%             | 2047-02-10      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                     | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   147010000 | PA      | $121122457.81 | 1.32%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CDI ESCROW ISSUER INC                     | CDI Escrow Issuer, Inc                                                          | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1792858.26   | 0.02%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CLUBCORP HOLDINGS INC                     | ClubCorp Holdings, Inc                                                          | CUSIP: 18948TAB9<br>LEI: 549300XWSO7KBICXNW37 | Long             | LON              | CORP              | US        |      981865 | PA      | $888838.48    | 0.01%             | 2024-09-18      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                        | Serbia International Bond                                                       | CUSIP: 817477AF9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     1225000 | PA      | $880546.82    | 0.01%             | 2030-12-01      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S            | BBCMS Mortgage Trust                                                            | CUSIP: 05491VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $813179.50    | 0.01%             | 2038-08-05      | Variable      | 4.27%                 | Yes           |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                     | SS&C Technologies, Inc                                                          | CUSIP: 78466DBH6<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |     3043226 | PA      | $2994732.22   | 0.03%             | 2029-03-22      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                              | Entergy Corp                                                                    | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3294896.84   | 0.04%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust            | Morgan Stanley Capital I Trust                                                  | CUSIP: 61767YBC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3142000 | PA      | $2901387.53   | 0.03%             | 2051-07-15      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                         | SYSCO Corp                                                                      | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $2432173.39   | 0.03%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                        | Ukraine Government International Bond                                           | CUSIP: 903724BV3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1225000 | PA      | $245563.50    | 0.00%             | 2030-11-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                  | OBX Trust                                                                       | CUSIP: 670861AU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10517862 | PA      | $8087379.66   | 0.09%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 12635QBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $938161.00    | 0.01%             | 2048-10-10      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                | Humana, Inc                                                                     | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     1875000 | PA      | $1797352.84   | 0.02%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                               | Exelon Corp                                                                     | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1137287.12   | 0.01%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                       | Avantor Funding, Inc                                                            | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     2040000 | PA      | $1713090.00   | 0.02%             | 2029-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NVIDIA CORP                               | NVIDIA Corp                                                                     | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     4735000 | PA      | $3792378.27   | 0.04%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup, Inc                                                                  | CUSIP: 172967JM4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2702100.00   | 0.03%             | N/A             | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                       | Malaysia Government Bond                                                        | CUSIP: AZ4602308<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     7600000 | PA      | $1670284.71   | 0.02%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                        | CUSIP: 46650HAR9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       59597 | PA      | $55934.88     | 0.00%             | 2049-05-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                  | Hilton Domestic Operating Co, Inc                                               | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $1761760.00   | 0.02%             | 2032-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                    | CCO Holdings LLC                                                                | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4010575.00   | 0.04%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                        | CUSIP: 46592TBP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4208070 | PA      | $3235663.53   | 0.04%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 200474BF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2498000 | PA      | $2307422.83   | 0.03%             | 2048-02-10      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| VSE VOI Mortgage LLC                      | VSE VOI Mortgage LLC                                                            | CUSIP: 918288AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      759009 | PA      | $726289.24    | 0.01%             | 2035-03-20      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| ASGN INCORPORATED                         | ASGN, Inc                                                                       | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |      325000 | PA      | $294190.00    | 0.00%             | 2028-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                    | General Motors Financial Co, Inc                                                | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     4390000 | PA      | $4109474.26   | 0.04%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATURA COSMETICOS SA                      | Natura Cosmeticos S.A.                                                          | CUSIP: 63883KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     2250000 | PA      | $1836022.50   | 0.02%             | 2028-05-03      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| NISOURCE INC                              | NiSource, Inc                                                                   | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    15720000 | PA      | $11983735.48  | 0.13%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                          | T-Mobile USA, Inc                                                               | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     4545000 | PA      | $3033071.75   | 0.03%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                    | Sequoia Mortgage Trust                                                          | CUSIP: 81746XAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       19342 | PA      | $16241.97     | 0.00%             | 2047-04-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 12591UAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2798577 | PA      | $2651472.32   | 0.03%             | 2047-03-10      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                    | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     3081892 | PA      | $2617006.90   | 0.03%             | 2034-03-31      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY                                   | Hungary Government International Bond                                           | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      575000 | PA      | $427179.73    | 0.00%             | 2031-09-22      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| MIZRAHI TEFAHOT BANK LTD                  | Mizrahi Tefahot Bank Ltd                                                        | CUSIP: BO7663400<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | DBT              | CORP              | IL        |     3000000 | PA      | $2628750.00   | 0.03%             | 2031-04-07      | Fixed         | 3.08%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 12626BAU8<br>LEI: 549300YJIXJB9DCDOI21 | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1459793.10   | 0.02%             | 2046-08-10      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                  | United Overseas Bank Ltd                                                        | CUSIP: 91127KAE2<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |     3700000 | PA      | $3229119.28   | 0.04%             | 2031-10-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                  | USA Compression Partners LP                                                     | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $467500.13    | 0.01%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities             | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36263NAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8677408 | PA      | $7479866.75   | 0.08%             | 2052-05-01      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                     | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   141050000 | PA      | $141094078.13 | 1.54%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                    | Boston Scientific Corp                                                          | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $1793796.69   | 0.02%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL                   | Japan Finance Organization for Municipalities                                   | CUSIP: 471068AP1<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |     1500000 | PA      | $1465142.00   | 0.02%             | 2024-03-12      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| WEYERHAEUSER CO                           | Weyerhaeuser Co                                                                 | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $811195.55    | 0.01%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                        | Regency Centers LP                                                              | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     5885000 | PA      | $4939376.72   | 0.05%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                  | Magallanes, Inc                                                                 | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    11175000 | PA      | $8549793.59   | 0.09%             | 2042-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                        | CUSIP: 46655GAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8730787 | PA      | $6969011.99   | 0.08%             | 2052-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                        | CUSIP: 46654ABP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2309626 | PA      | $1775914.71   | 0.02%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                           | SBA Tower Trust                                                                 | CUSIP: 78403DAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17050000 | PA      | $16069914.85  | 0.17%             | 2025-01-15      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                  | Constellation Brands, Inc                                                       | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    13700000 | PA      | $10883206.57  | 0.12%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust              | Credit Suisse Mortgage Capital Certificates                                     | CUSIP: 12653VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2940553.20   | 0.03%             | 2036-05-15      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                         | Jordan Government International Bond                                            | CUSIP: 418097AK7<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     1750000 | PA      | $1674254.80   | 0.02%             | 2025-07-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac Structured Agency Credit Risk Debt Notes                            | CUSIP: 35564KB32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    12135000 | PA      | $12248020.54  | 0.13%             | 2042-07-25      | Variable      | 7.93%                 | Yes           |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU            | WFRBS Commercial Mortgage Trust                                                 | CUSIP: 92937UAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $989574.30    | 0.01%             | 2045-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                             | CommScope, Inc                                                                  | CUSIP: 20337EAQ4<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |      469678 | PA      | $443963.03    | 0.00%             | 2026-04-06      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                          | T-Mobile USA, Inc                                                               | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $945458.17    | 0.01%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PAKISTAN GLOBAL SUKUK                     | Pakistan Global Sukuk Programme Co Ltd                                          | CUSIP: 69583PAA2<br>LEI: 213800X5OY6CVYNY1M70 | Long             | DBT              | CORP              | PK        |      550000 | PA      | $286759.00    | 0.00%             | 2029-01-31      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                  | Telefonica Emisiones SAU                                                        | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     4700000 | PA      | $4459229.67   | 0.05%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140J7TP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      572538 | PA      | $550615.92    | 0.01%             | 2032-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust              | GS Mortgage Securities Corp II                                                  | CUSIP: 36255NAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3010000 | PA      | $2835641.54   | 0.03%             | 2051-03-10      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                              | Calpine Corp                                                                    | CUSIP: 13134MBT9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |      914227 | PA      | $906643.24    | 0.01%             | 2027-12-16      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| WALMART INC                               | Walmart, Inc                                                                    | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     5155000 | PA      | $4195229.42   | 0.05%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                         | HSBC Holdings plc                                                               | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      590000 | PA      | $585576.47    | 0.01%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NAMIBIA                       | Namibia Government International Bond                                           | CUSIP: 62987BAB8<br>LEI: 549300T6Y4CWK77SML15 | Long             | DBT              | NUSS              | NA        |     2500000 | PA      | $2337213.38   | 0.03%             | 2025-10-29      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN                   | Misc Capital Two Labuan Ltd                                                     | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |     3260000 | PA      | $2953826.31   | 0.03%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC                          | Crown Castle International Corp                                                 | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     3130000 | PA      | $2466888.94   | 0.03%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                            | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4000000 | PA      | $3084089.20   | 0.03%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS IN                  | Mileage Plus Holdings LLC                                                       | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      495000 | PA      | $510035.63    | 0.01%             | 2027-06-21      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                         | Chile Government International Bond                                             | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     5950000 | PA      | $4868152.67   | 0.05%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| CHARIOT BUYER LLC                         | Chariot Buyer LLC                                                               | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |      592759 | PA      | $560157.62    | 0.01%             | 2028-11-03      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                 | WRKCo, Inc                                                                      | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     3950000 | PA      | $3136929.95   | 0.03%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust                                             | CUSIP: 64828EAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      718531 | PA      | $642785.09    | 0.01%             | 2059-09-25      | Variable      | 2.80%                 | Yes           |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN                       | Genm Capital Labuan Ltd                                                         | CUSIP: 37231BAA6<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |     5500000 | PA      | $4095008.94   | 0.04%             | 2031-04-19      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                         | Newell Brands, Inc                                                              | CUSIP: 651229BB1<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      219000 | PA      | $212977.50    | 0.00%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                    | Sequoia Mortgage Trust                                                          | CUSIP: 81743AAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1439166 | PA      | $1203188.79   | 0.01%             | 2049-12-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                       | American Tower Corp                                                             | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1102895.50   | 0.01%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                        | Diageo Capital plc                                                              | CUSIP: 25243YBB4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     4075000 | PA      | $3476362.53   | 0.04%             | 2029-10-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ACCESS BANK PLC                           | Access Bank plc                                                                 | CUSIP: 00434G2B5<br>LEI: 029200328C3N9YI2D660 | Long             | DBT              | CORP              | NG        |     1525000 | PA      | $1167524.23   | 0.01%             | 2026-09-21      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                     | Ahead DB Holdings LLC                                                           | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2411250.00   | 0.03%             | 2028-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Ellington Loan Acquisition Tru            | Ellington Loan Acquisition Trust                                                | CUSIP: 288547AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1226571 | PA      | $1204905.22   | 0.01%             | 2037-05-25      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu            | JPMBB Commercial Mortgage Securities Trust                                      | CUSIP: 46645JAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3016000 | PA      | $2829599.14   | 0.03%             | 2048-12-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                    | Mitsubishi UFJ Financial Group, Inc                                             | CUSIP: 606822BS2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     2070000 | PA      | $1879745.12   | 0.02%             | 2025-07-17      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                         | Hyatt Hotels Corp                                                               | CUSIP: 448579AL6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     8800000 | PA      | $8554081.98   | 0.09%             | 2023-10-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                | Fiserv, Inc                                                                     | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     5330000 | PA      | $4801894.01   | 0.05%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group, Inc                                                        | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      725000 | PA      | $532712.40    | 0.01%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                 | Prosus NV                                                                       | CUSIP: 74365PAE8<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     2000000 | PA      | $1208335.72   | 0.01%             | 2051-02-08      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                     | Texas Instruments, Inc                                                          | CUSIP: 882508BB9<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1069744.48   | 0.01%             | 2024-05-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PBF2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     8150000 | PA      | $7680172.22   | 0.08%             | 2025-10-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust                                             | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      640000 | PA      | $624156.80    | 0.01%             | 2041-10-25      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                    | Commonwealth Edison Co                                                          | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      395000 | PA      | $411681.53    | 0.00%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                    | Verizon Communications, Inc                                                     | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    13630000 | PA      | $10574677.53  | 0.12%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                    | General Motors Financial Co, Inc                                                | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    25250000 | PA      | $19345929.86  | 0.21%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ALIXPARTNERS LLP                          | AlixPartners LLP                                                                | CUSIP: 01642PBB1<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |     1350938 | PA      | $1341892.97   | 0.01%             | 2028-02-04      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                    | Indiana Michigan Power Co                                                       | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     2865000 | PA      | $1948861.30   | 0.02%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    15120000 | PA      | $12494361.80  | 0.14%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VISA INC                                  | Visa, Inc                                                                       | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $2575540.12   | 0.03%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                   | El Salvador Government International Bond                                       | CUSIP: 283875AS1<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      450000 | PA      | $196875.00    | 0.00%             | 2027-01-18      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| OKLAHOMA CITY OK ECON DEV TRUS            | Oklahoma City Economic Development Trust                                        | CUSIP: 678553AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      810000 | PA      | $791156.08    | 0.01%             | 2024-09-01      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                          | Duke Energy Corp                                                                | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     3125000 | PA      | $2318648.88   | 0.03%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418BL87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      352178 | PA      | $345999.09    | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate             | CF Mortgage Trust                                                               | CUSIP: 12529WAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       49158 | PA      | $47095.54     | 0.00%             | 2025-04-15      | Variable      | 2.84%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                          | T-Mobile USA, Inc                                                               | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    23850000 | PA      | $20189759.58  | 0.22%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo            | Merrill Lynch Mortgage Investors Trust                                          | CUSIP: 59020U4M4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1684919 | PA      | $1574533.23   | 0.02%             | 2037-01-25      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust                                                   | CUSIP: 35564KH44<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    13150000 | PA      | $13428530.15  | 0.15%             | 2042-09-25      | Variable      | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun            | Bayview MSR Opportunity Master Fund Trust                                       | CUSIP: 07336TAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7784601 | PA      | $6224417.26   | 0.07%             | 2052-02-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140J8J38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1798258 | PA      | $1773757.33   | 0.02%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 12593QBH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1627000 | PA      | $1515058.82   | 0.02%             | 2048-10-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust                                             | CUSIP: 64828EAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $545923.00    | 0.01%             | 2059-09-25      | Variable      | 2.99%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    22460000 | PA      | $17180195.96  | 0.19%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust                                             | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17765000 | PA      | $18647064.23  | 0.20%             | 2042-06-25      | Variable      | 8.59%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                            | NRG Energy, Inc                                                                 | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     2845000 | PA      | $2357238.49   | 0.03%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| TRONOX FINANCE LLC                        | Tronox Finance LLC                                                              | CUSIP: 89705DAG7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |      869593 | PA      | $843953.30    | 0.01%             | 2028-03-10      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                  | Ford Motor Credit Co LLC                                                        | CUSIP: 345397WW9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4763800.00   | 0.05%             | 2024-09-08      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                   | Southern Co Gas Capital Corp                                                    | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1021402.45   | 0.01%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                  | Petrobras Global Finance BV                                                     | CUSIP: 71647NBD0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     2000000 | PA      | $1794960.32   | 0.02%             | 2049-03-19      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                  | Liberty Mutual Group, Inc                                                       | CUSIP: 53079EBN3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2601899.66   | 0.03%             | 2052-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                   | Marathon Petroleum Corp                                                         | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $834998.16    | 0.01%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 12593JBH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3640000 | PA      | $3434790.63   | 0.04%             | 2048-08-10      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140MPF71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5400730 | PA      | $4762582.94   | 0.05%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                       | DT Auto Owner Trust                                                             | CUSIP: 23344GAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11800000 | PA      | $10867120.32  | 0.12%             | 2026-11-16      | Fixed         | 1.16%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3525000 | PA      | $3366328.61   | 0.04%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust              | GS Mortgage Securities Trust                                                    | CUSIP: 36252HAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9100951 | PA      | $8491194.56   | 0.09%             | 2050-03-10      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                  | Neuberger Berman Loan Advisers CLO 31 Ltd                                       | CUSIP: 64132JAQ8<br>LEI: 5493007OZE2103TZO049 | Long             | ABS-O            | CORP              | KY        |    16000000 | PA      | $15522608.00  | 0.17%             | 2031-04-20      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    10905000 | PA      | $9780473.46   | 0.11%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TURKIYE VAKIFLAR BANKASI                  | Turkiye Vakiflar Bankasi TAO                                                    | CUSIP: 90015WAK9<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |     3000000 | PA      | $2829540.36   | 0.03%             | 2026-01-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                    | NXP BV                                                                          | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     1650000 | PA      | $1553032.11   | 0.02%             | 2025-05-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                         | HSBC Holdings plc                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1850000 | PA      | $1546240.25   | 0.02%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                 | Boeing Co                                                                       | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1825000 | PA      | $1387908.47   | 0.02%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities             | GS Mortgage-Backed Securities Corp Trust                                        | CUSIP: 36264RBZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3663590 | PA      | $2929335.97   | 0.03%             | 2052-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                    | Taco Bell Funding LLC                                                           | CUSIP: 87342RAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1795500 | PA      | $1722178.96   | 0.02%             | 2046-05-25      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL BV                   | Equate Petrochemical BV                                                         | CUSIP: 29441WAD7<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |     2600000 | PA      | $2262071.86   | 0.02%             | 2028-04-28      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                     | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   215177000 | PA      | $149632067.44 | 1.63%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                        | Santos Finance Ltd                                                              | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     1825000 | PA      | $1450619.24   | 0.02%             | 2031-04-29      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor            | JP Morgan Chase Commercial Mortgage Securities Corp                             | CUSIP: 465968AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $481118.50    | 0.01%             | 2050-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MSCG Trust                                | MSCG Trust                                                                      | CUSIP: 55352NAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1750000 | PA      | $1416252.25   | 0.02%             | 2035-06-07      | Variable      | 3.46%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Bond                                                     | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12000000 | PA      | $10369218.72  | 0.11%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE            | County of Miami-Dade FL Aviation Revenue                                        | CUSIP: 59333PV54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2500000 | PA      | $2309779.50   | 0.03%             | 2026-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                        | Banco Santander S.A.                                                            | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     5400000 | PA      | $4372583.90   | 0.05%             | N/A             | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANCO BTG PACTUAL/CAYMAN                  | Banco BTG Pactual S.A.                                                          | CUSIP: 05971AAG6<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |     2500000 | PA      | $2271875.00   | 0.02%             | 2026-01-11      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                  | United Overseas Bank Ltd                                                        | CUSIP: 91127KAC6<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |     1400000 | PA      | $1363706.15   | 0.01%             | 2029-04-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA REVENUES            | University of California                                                        | CUSIP: 91412GM36<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2000000 | PA      | $1940038.20   | 0.02%             | 2024-05-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140X4E51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1853974 | PA      | $1837901.36   | 0.02%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3138AFEM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      382757 | PA      | $387591.86    | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $11512582.50  | 0.13%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                           | CMS Energy Corp                                                                 | CUSIP: 125896BP4<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1071468.00   | 0.01%             | 2025-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Bond                                                     | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      510000 | PA      | $428619.14    | 0.00%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                   | Hungary Government International Bond                                           | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      875000 | PA      | $836127.29    | 0.01%             | 2029-06-16      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    75664801 | PA      | $61780871.65  | 0.67%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank                                      | BANK                                                                            | CUSIP: 060352AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6663800 | PA      | $6402054.21   | 0.07%             | 2060-07-15      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                    | Indian Railway Finance Corp Ltd                                                 | CUSIP: 45434L2C7<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |     7400000 | PA      | $6043925.58   | 0.07%             | 2031-02-10      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                       | Charles Schwab Corp                                                             | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    10800000 | PA      | $10562400.00  | 0.12%             | N/A             | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                        | Ford Motor Co                                                                   | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     2635000 | PA      | $2433047.01   | 0.03%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                             | Fresnillo plc                                                                   | CUSIP: 358070AB6<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |     1500000 | PA      | $1180904.16   | 0.01%             | 2050-10-02      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se            | Wells Fargo Mortgage Backed Securities Trust                                    | CUSIP: 949930AT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3147418 | PA      | $2420108.41   | 0.03%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   134272804 | PA      | $129248450.28 | 1.41%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HAYWARD INDUSTRIES INC                    | Hayward Industries, Inc                                                         | CUSIP: 421300AL8<br>LEI: 549300NV8ZMMEDUHQ091 | Long             | LON              | CORP              | US        |     1871500 | PA      | $1795479.67   | 0.02%             | 2028-05-30      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                          | Deutsche Bank AG.                                                               | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     3750000 | PA      | $3179559.08   | 0.03%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31419ARB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      324828 | PA      | $328930.07    | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                      | Waste Management, Inc                                                           | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     1235000 | PA      | $965571.24    | 0.01%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                    | Egypt Government International Bond                                             | CUSIP: AS1417375<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     3000000 | PA      | $2219427.16   | 0.02%             | 2030-04-16      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                        | CUSIP: 46653QBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3885163 | PA      | $2987373.81   | 0.03%             | 2052-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                         | Newell Brands, Inc                                                              | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1166187.50   | 0.01%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                              | Broadcom, Inc                                                                   | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    15542000 | PA      | $13558300.87  | 0.15%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| CAMELOT US ACQUISITION LLC                | Camelot US Acquisition                                                          | CUSIP: N/A<br>LEI: 549300U6VBJHQP2SFL81       | Long             | LON              | CORP              | US        |      877125 | PA      | $865064.53    | 0.01%             | 2026-10-30      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                           | Bermuda Government International Bond                                           | CUSIP: 085209AF1<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      750000 | PA      | $746572.09    | 0.01%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM INC                          | DT Midstream, Inc                                                               | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1249961.00   | 0.01%             | 2031-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418CQH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2223304 | PA      | $2115766.15   | 0.02%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                           | DTE Electric Co                                                                 | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1159016.55   | 0.01%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                           | TSMC Global Ltd                                                                 | CUSIP: 872882AJ4<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |     3000000 | PA      | $2538492.60   | 0.03%             | 2028-04-23      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                              | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1640000 | PA      | $1384242.00   | 0.02%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag            | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 94989VAZ2<br>LEI: 549300ZVNWG0TX42H716 | Long             | ABS-MBS          | CORP              | US        |     1200000 | PA      | $977203.56    | 0.01%             | 2057-09-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Solarcity LMC Series LLC                  | SolarCity LMC                                                                   | CUSIP: 83417BAA6<br>LEI: 54930080F5ME65CO1C91 | Long             | ABS-O            | CORP              | US        |      881846 | PA      | $833873.25    | 0.01%             | 2038-11-20      | Fixed         | 4.80%                 | Yes           |                  3 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                     | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2850000 | PA      | $2014371.11   | 0.02%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes     | Federal Home Loan Bank (FHLB)                                                   | CUSIP: 313384BX6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    10000000 | PA      | $9947334.90   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUS 2021-EQAZ Mortgage Trust             | EQUS Mortgage Trust                                                             | CUSIP: 29478JAN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1999960 | PA      | $1841500.89   | 0.02%             | 2038-10-15      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                            | CUSIP: 06051GFM6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9787604.80   | 0.11%             | 2025-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVAYA INC                                 | Avaya Holdings Corp                                                             | CUSIP: N/A<br>LEI: J6LB5QIFSP2MFEFG4U76       | Long             | LON              | CORP              | US        |      467000 | PA      | $161948.60    | 0.00%             | 2027-12-15      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| REYNOLDS CONSUMER PRODUC                  | Reynolds Consumer Products LLC                                                  | CUSIP: 76171JAB7<br>LEI: 549300DWNZYMOSR1X343 | Long             | LON              | CORP              | US        |      297951 | PA      | $296018.56    | 0.00%             | 2027-02-04      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                    | CCO Holdings LLC                                                                | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4900000 | PA      | $4567143.00   | 0.05%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                       | Ecuador Government International Bond (Step Bond)                               | CUSIP: ZO2104214<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      956102 | PA      | $439556.47    | 0.00%             | 2035-07-31      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Bond                                                     | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    42835000 | PA      | $33412973.14  | 0.36%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                               | Viatris, Inc                                                                    | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     2940000 | PA      | $2662735.98   | 0.03%             | 2025-06-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                         | Iliad Holding SASU                                                              | CUSIP: 449691AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1925000 | PA      | $1785348.64   | 0.02%             | 2026-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                          | BAT Capital Corp                                                                | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     6075000 | PA      | $5562136.29   | 0.06%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31402RRN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      405611 | PA      | $414219.44    | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                   | Unifrax Escrow Issuer Corp                                                      | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |      815000 | PA      | $655803.36    | 0.01%             | 2028-09-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                    | INEOS US Petrochem LLC                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      985726 | PA      | $970939.76    | 0.01%             | 2026-01-29      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 31335AEK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    11614691 | PA      | $10831485.11  | 0.12%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag            | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 95001LAU6<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1885269.40   | 0.02%             | 2051-03-15      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                         | General Motors Co                                                               | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     5550000 | PA      | $5648290.11   | 0.06%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                           | CVS Health Corp                                                                 | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      495000 | PA      | $483034.34    | 0.01%             | 2025-07-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                       | PFS Financing Corp                                                              | CUSIP: 69335PDX0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3688000 | PA      | $3479506.66   | 0.04%             | 2026-02-15      | Fixed         | 0.97%                 | Yes           |                  2 | On Loan: No      |
| MERCK & CO INC                            | Merck & Co, Inc                                                                 | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $1503312.77   | 0.02%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA ECON SETTLEMENT AUTH B            | Alabama Economic Settlement Authority                                           | CUSIP: 01026CAC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4145000 | PA      | $4012949.83   | 0.04%             | 2025-09-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                      | Magic Mergeco, Inc                                                              | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $3942200.28   | 0.04%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MEDCO LAUREL TREE                         | Medco Laurel Tree Pte Ltd                                                       | CUSIP: 58406RAA6<br>LEI: 254900SX7FFGRREZD046 | Long             | DBT              | CORP              | SG        |     1000000 | PA      | $885479.42    | 0.01%             | 2028-11-12      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                  | Tyco Electronics Group S.A.                                                     | CUSIP: 902133AT4<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |      525000 | PA      | $503842.15    | 0.01%             | 2026-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                               | Phillips 66                                                                     | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    15790000 | PA      | $12642670.88  | 0.14%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities             | GS Mortgage-Backed Securities Corp Trust                                        | CUSIP: 36259VAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      808497 | PA      | $664167.56    | 0.01%             | 2051-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                          | CSC Holdings LLC                                                                | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3260676.40   | 0.04%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                      | Cornerstone Building Brands, Inc                                                | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |      480178 | PA      | $433103.31    | 0.00%             | 2028-04-12      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark Mortgage Trust                                                        | CUSIP: 08160JAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $992452.88    | 0.01%             | 2052-03-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                                 | CUSIP: 38382DUC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     6770523 | PA      | $788335.32    | 0.01%             | 2050-03-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                | Verus Securitization Trust                                                      | CUSIP: 92538QAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7537746 | PA      | $6143831.90   | 0.07%             | 2066-10-25      | Variable      | 2.24%                 | Yes           |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                  | Amcor Flexibles North America, Inc                                              | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     7535000 | PA      | $6121974.11   | 0.07%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES                  | Banco de Credito e Inversiones S.A.                                             | CUSIP: 05890MAB9<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |     4150000 | PA      | $3452224.40   | 0.04%             | 2031-10-14      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                      | Paraguay Government International Bond                                          | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     1275000 | PA      | $1098661.33   | 0.01%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                      | Paraguay Government International Bond                                          | CUSIP: 699149AD2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      475000 | PA      | $466459.15    | 0.01%             | 2027-03-27      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                  | American Water Capital Corp                                                     | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      760000 | PA      | $541775.28    | 0.01%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                           | TSMC Global Ltd                                                                 | CUSIP: 872882AE5<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |     3000000 | PA      | $2707949.04   | 0.03%             | 2025-09-28      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                     | Truist Financial Corp                                                           | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6692700.00   | 0.07%             | N/A             | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                  | Angel Oak Mortgage Trust                                                        | CUSIP: 03465MAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4335000 | PA      | $2829409.42   | 0.03%             | 2066-11-25      | Variable      | 2.84%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                       | American Tower Corp                                                             | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      600000 | PA      | $560975.78    | 0.01%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                     | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7955000 | PA      | $7789063.63   | 0.08%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup, Inc                                                                  | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     5975000 | PA      | $5696614.95   | 0.06%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NMN HOLDINGS III CORP                     | NMN Holdings III Corp                                                           | CUSIP: 62923HAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      127865 | PA      | $111881.59    | 0.00%             | 2025-11-13      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CIRQUE DU SOLEIL HOLDING                  | Cirque Du Soleil Holding USA Newco, Inc                                         | CUSIP: 17276YAE6<br>LEI: 5493008BEUGNEZWEQK62 | Long             | LON              | CORP              | US        |        3323 | PA      | $3258.62      | 0.00%             | 2027-11-24      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                           | MVW Owner Trust                                                                 | CUSIP: 553896AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      787659 | PA      | $760813.97    | 0.01%             | 2034-12-20      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                   | HCA, Inc                                                                        | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1687430.01   | 0.02%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    21522702 | PA      | $20189119.73  | 0.22%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                    | International Paper Co                                                          | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |      187000 | PA      | $156052.88    | 0.00%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| Maps LTD                                  | MAPS Trust                                                                      | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2236918 | PA      | $1856044.58   | 0.02%             | 2046-06-15      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust              | CD Mortgage Trust                                                               | CUSIP: 12515ABH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6500000 | PA      | $5522589.80   | 0.06%             | 2049-11-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                  | Virginia Electric & Power Co                                                    | CUSIP: 927804FV1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $955174.53    | 0.01%             | 2026-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp Gold (FGLMC)                                    | CUSIP: 3132XCSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     8836154 | PA      | $8735982.59   | 0.10%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                 | Boeing Co                                                                       | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1225978.65   | 0.01%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3137H9DW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     6145953 | PA      | $6233970.33   | 0.07%             | 2052-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                    | NXP BV                                                                          | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     2650000 | PA      | $2517349.43   | 0.03%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140JAPZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4830536 | PA      | $4512796.58   | 0.05%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                  | MPH Acquisition Holdings LLC                                                    | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $2886370.00   | 0.03%             | 2028-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Imperial Fund LLC                         | Imperial Fund Mortgage Trust                                                    | CUSIP: 452760AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2904120 | PA      | $2576729.33   | 0.03%             | 2055-10-25      | Variable      | 2.05%                 | Yes           |                  2 | On Loan: No      |
| Tricon American Homes                     | Tricon American Homes Trust                                                     | CUSIP: 89613GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      650000 | PA      | $570657.04    | 0.01%             | 2038-07-17      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                    | Sunoco LP                                                                       | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1005905.00   | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                | Humana, Inc                                                                     | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    10100000 | PA      | $7881355.52   | 0.09%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GRUPO AVAL LTD                            | Grupo Aval Ltd                                                                  | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |     1675000 | PA      | $1356801.54   | 0.01%             | 2030-02-04      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BRF SA                                    | BRF S.A.                                                                        | CUSIP: 10552TAH0<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |     2000000 | PA      | $1427360.00   | 0.02%             | 2050-09-21      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu            | JPMBB Commercial Mortgage Securities Trust                                      | CUSIP: 46645JAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      745000 | PA      | $662175.30    | 0.01%             | 2048-12-15      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                     | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    84192000 | PA      | $82429230.00  | 0.90%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ELEMENT MATERIAL TECHNOL                  | Element Materials Technology Group US Holdings, Inc                             | CUSIP: BL3903004<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |      210000 | PA      | $205712.85    | 0.00%             | 2029-04-12      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                            | PulteGroup, Inc                                                                 | CUSIP: 745867AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4942534.05   | 0.05%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GATES GLOBAL LLC                          | Gates Global LLC                                                                | CUSIP: 36740UAT9<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |      794465 | PA      | $779163.63    | 0.01%             | 2027-03-31      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Bank                                      | BANK                                                                            | CUSIP: 06540BAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3750000 | PA      | $2398215.75   | 0.03%             | 2052-10-17      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                        | Grupo Televisa SAB                                                              | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     2985000 | PA      | $3066943.50   | 0.03%             | 2040-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities             | GS Mortgage-Backed Securities Corp Trust                                        | CUSIP: 36267ECK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11539391 | PA      | $9226675.45   | 0.10%             | 2052-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 12592XBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $911363.00    | 0.01%             | 2048-03-10      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                        | Sunoco Logistics Partners Operations LP                                         | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      450000 | PA      | $381175.83    | 0.00%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CNTY CA REDEV REFU            | Los Angeles County Redevelopment Refunding Authority Redev Agency Successor Agy | CUSIP: 54465AGY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4805000 | PA      | $3985173.30   | 0.04%             | 2035-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                  | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | IL        |      695000 | PA      | $628210.32    | 0.01%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                      | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AE4<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |      980000 | PA      | $654913.48    | 0.01%             | 2050-06-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                  | Equitable Financial Life Global Funding                                         | CUSIP: 29449WAA5<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |      925000 | PA      | $838759.72    | 0.01%             | 2025-07-07      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| INGERSOLL-RAND GL HLD CO                  | Ingersoll-Rand Global Holding Co Ltd                                            | CUSIP: 45687AAP7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |      500000 | PA      | $468203.37    | 0.01%             | 2028-08-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust               | Diamond Resorts Owner Trust                                                     | CUSIP: 252722AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      885582 | PA      | $865544.59    | 0.01%             | 2032-02-20      | Fixed         | 2.89%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                  | Occidental Petroleum Corp                                                       | CUSIP: 674599CS2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4476550.00   | 0.05%             | 2029-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| UBS-Barclays Commercial Mortga            | UBS-Barclays Commercial Mortgage Trust                                          | CUSIP: 90349GAN5<br>LEI: 549300G1IXWLFE766Q13 | Long             | ABS-MBS          | CORP              | US        |     2660000 | PA      | $2612480.96   | 0.03%             | 2046-04-10      | Variable      | 3.88%                 | Yes           |                  2 | On Loan: No      |
| RADIATE HOLDCO LLC                        | Radiate Holdco LLC                                                              | CUSIP: 75025KAH1<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |        3055 | PA      | $2495.55      | 0.00%             | 2026-09-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                   | HCA, Inc                                                                        | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4312381.10   | 0.05%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu            | JPMBB Commercial Mortgage Securities Trust                                      | CUSIP: 46644RBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1883251.00   | 0.02%             | 2048-05-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                            | PECO Energy Co                                                                  | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $938437.71    | 0.01%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                  | AT&T, Inc                                                                       | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    12477000 | PA      | $9588696.15   | 0.10%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                   | Asbury Automotive Group, Inc                                                    | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      755000 | PA      | $621138.50    | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3136BDC89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     6737694 | PA      | $1376215.67   | 0.01%             | 2051-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                              | Ecopetrol S.A.                                                                  | CUSIP: 279158AL3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     5000000 | PA      | $4715750.00   | 0.05%             | 2026-06-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                    | Mitsubishi UFJ Financial Group, Inc                                             | CUSIP: 606822BN3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     7200000 | PA      | $6738438.60   | 0.07%             | 2025-02-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| INGRAM MICRO INC                          | Ingram Micro, Inc                                                               | CUSIP: 45258FAB6<br>LEI: 549300KJMEWPKRQZHX63 | Long             | LON              | CORP              | US        |      356844 | PA      | $352383.75    | 0.00%             | 2028-06-30      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140Q8KY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1032959 | PA      | $1018300.66   | 0.01%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                  | Enterprise Products Operating LLC                                               | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     4575000 | PA      | $2997753.06   | 0.03%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                  | Constellation Brands, Inc                                                       | CUSIP: 21036PBB3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      750000 | PA      | $737094.83    | 0.01%             | 2025-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU            | WFRBS Commercial Mortgage Trust                                                 | CUSIP: 92938JAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3292052 | PA      | $3235363.71   | 0.04%             | 2046-03-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                  | Hilcorp Energy I LP                                                             | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1250710.09   | 0.01%             | 2031-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                       | Nigeria Government International Bond                                           | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1000000 | PA      | $827633.14    | 0.01%             | 2029-03-24      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                  | Diamond Sports Group LLC                                                        | CUSIP: 25277BAE8<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |      286609 | PA      | $272338.44    | 0.00%             | 2026-05-25      | Variable      | 12.32%                | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                  | Occidental Petroleum Corp                                                       | CUSIP: 674599EE1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      325000 | PA      | $323898.25    | 0.00%             | 2025-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                  | South Africa Government International Bond                                      | CUSIP: EJ7498649<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    23400000 | PA      | $1073994.25   | 0.01%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                            | Tullow Oil plc                                                                  | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |      887000 | PA      | $711374.00    | 0.01%             | 2026-05-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                     | Toronto-Dominion Bank                                                           | CUSIP: 89115A2J0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     5100000 | PA      | $5040209.08   | 0.05%             | 2024-09-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140XGV55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    33396406 | PA      | $29451284.24  | 0.32%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                  | Baltimore Gas & Electric Co                                                     | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $1580908.05   | 0.02%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                 | News Corp                                                                       | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      825000 | PA      | $715596.75    | 0.01%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                  | AerCap Ireland Capital DAC                                                      | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     9050000 | PA      | $7962023.75   | 0.09%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                     | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25000000 | PA      | $24832031.25  | 0.27%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 12593JBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1717386 | PA      | $1635594.39   | 0.02%             | 2048-08-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                    | Verizon Communications, Inc                                                     | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1071772.34   | 0.01%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| DANA INC                                  | Dana, Inc                                                                       | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      225000 | PA      | $204674.87    | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Credit-Based Asset Servicing a            | C-BASS Trust                                                                    | CUSIP: 14986PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      279991 | PA      | $264597.01    | 0.00%             | 2036-07-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418BGE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1260647 | PA      | $1237148.35   | 0.01%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                    | BBVA Bancomer S.A.                                                              | CUSIP: 05533UAE8<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      455000 | PA      | $443975.85    | 0.00%             | 2029-11-12      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU            | WFRBS Commercial Mortgage Trust                                                 | CUSIP: 92890FAU0<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |     2225281 | PA      | $2168504.74   | 0.02%             | 2047-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140Q8D28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2514790 | PA      | $2476244.89   | 0.03%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                        | CUSIP: 46649KAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2531013 | PA      | $2134112.41   | 0.02%             | 2048-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                    | UnitedHealth Group, Inc                                                         | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1411793.07   | 0.02%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                   | Anheuser-Busch Cos LLC                                                          | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4722214.05   | 0.05%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ICICI BANK LTD/DUBAI                      | ICICI Bank Ltd                                                                  | CUSIP: 45112EAH2<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | DBT              | CORP              | IN        |     2875000 | PA      | $2629061.66   | 0.03%             | 2027-12-14      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                      | Republic of Italy Government International Bond                                 | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5000000 | PA      | $3533667.70   | 0.04%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                 | Aetna, Inc                                                                      | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |      285000 | PA      | $302751.98    | 0.00%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    21085712 | PA      | $21142309.15  | 0.23%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                          | ViacomCBS, Inc                                                                  | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      200000 | PA      | $166077.22    | 0.00%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer Operating LP                                                    | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2675000 | PA      | $2605498.82   | 0.03%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SAKA ENERGI INDONESIA PT                  | Saka Energi Indonesia PT                                                        | CUSIP: 69371EAA3<br>LEI: 25490049636XFM5KBR83 | Long             | DBT              | CORP              | ID        |     3215000 | PA      | $3067858.97   | 0.03%             | 2024-05-05      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding            | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377REK6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     3100000 | PA      | $2576861.98   | 0.03%             | 2027-08-20      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR PO                  | Korea Hydro & Nuclear Power Co Ltd                                              | CUSIP: 50064YAP8<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |     3000000 | PA      | $2642079.54   | 0.03%             | 2026-04-27      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note                                                     | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    33830000 | PA      | $24155412.98  | 0.26%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                     | Serbia Treasury Bonds                                                           | CUSIP: AR1346840<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   290000000 | PA      | $2518692.01   | 0.03%             | 2028-02-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                        | Dominican Republic Government International Bond                                | CUSIP: 25714PDW5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     3725000 | PA      | $3063893.67   | 0.03%             | 2048-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                      | Saudi Arabian Oil Co                                                            | CUSIP: 80414L2K0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     3175000 | PA      | $2612720.20   | 0.03%             | 2030-11-24      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3138WHKM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4558507 | PA      | $4233637.34   | 0.05%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                    | Mid-America Apartments LP                                                       | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $4833913.95   | 0.05%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                            | AutoNation, Inc                                                                 | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      980000 | PA      | $781506.23    | 0.01%             | 2028-08-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                     | China Government Bond                                                           | CUSIP: BM4399226<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     5000000 | PA      | $742467.62    | 0.01%             | 2030-11-19      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                    | NXP BV                                                                          | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     1200000 | PA      | $1036973.03   | 0.01%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NMN HOLDINGS III CORP                     | NMN Holdings III Corp                                                           | CUSIP: 62923HAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      595875 | PA      | $521390.62    | 0.01%             | 2025-11-13      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                            | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2025000 | PA      | $1633314.66   | 0.02%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                  | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      685000 | PA      | $646909.16    | 0.01%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust              | GS Mortgage Securities Trust                                                    | CUSIP: 36264KAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5500000 | PA      | $4323946.00   | 0.05%             | 2053-12-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                              | ADT Corp                                                                        | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     1655000 | PA      | $1406466.76   | 0.02%             | 2032-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust                                             | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15055000 | PA      | $15264156.10  | 0.17%             | 2042-03-25      | Variable      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3136AGEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2575852 | PA      | $256144.78    | 0.00%             | 2043-09-25      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust              | GS Mortgage Securities Corp II                                                  | CUSIP: 36254JAA3<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |     1238000 | PA      | $1097871.28   | 0.01%             | 2037-09-10      | Variable      | 3.48%                 | Yes           |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                   | O'Reilly Automotive, Inc                                                        | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $1981364.70   | 0.02%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bank                                      | BANK                                                                            | CUSIP: 06650AAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4504831.50   | 0.05%             | 2050-11-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                     | Time Warner Cable LLC                                                           | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      250000 | PA      | $217806.71    | 0.00%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                   | Flagstar Mortgage Trust                                                         | CUSIP: 33852FAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6393048 | PA      | $4915733.46   | 0.05%             | 2051-06-01      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Hudson Yards                              | Hudson Yards Mortgage Trust                                                     | CUSIP: 44421LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2616401.70   | 0.03%             | 2038-08-10      | Variable      | 2.98%                 | Yes           |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                  | Sociedad Quimica y Minera de Chile S.A.                                         | CUSIP: 833636AL7<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |     2500000 | PA      | $1838593.55   | 0.02%             | 2051-09-10      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: —       |
| CVS HEALTH CORP                           | CVS Health Corp                                                                 | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    11250000 | PA      | $10199956.95  | 0.11%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                    | Republic of Uzbekistan Bond                                                     | CUSIP: 91822Q2D8<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  7990000000 | PA      | $688654.33    | 0.01%             | 2023-11-25      | Fixed         | 14.50%                | Yes           |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu            | JPMDB Commercial Mortgage Securities Trust                                      | CUSIP: 46652JBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6000000 | PA      | $4691416.20   | 0.05%             | 2053-05-13      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                          | SLG Office Trust                                                                | CUSIP: 78449RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11415000 | PA      | $8004758.48   | 0.09%             | 2041-07-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FINANCING SA                       | Altice Financing S.A.                                                           | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | LON              | CORP              | LU        |      484530 | PA      | $468782.72    | 0.01%             | 2026-01-31      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                 | Myriad International Holdings BV                                                | CUSIP: 62856RAD7<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      437000 | PA      | $412650.72    | 0.00%             | 2027-07-06      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup, Inc                                                                  | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $16175802.80  | 0.18%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Federal Home Loan Mortgage Corp (FHLMC)                                         | CUSIP: 3133BEXK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    26784178 | PA      | $25781304.49  | 0.28%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                        | Kennedy-Wilson, Inc                                                             | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1110295.48   | 0.01%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140JAV88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1175765 | PA      | $1123423.58   | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                   | Digital Realty Trust LP                                                         | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1362107.41   | 0.01%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| LIFEPOINT HEALTH INC                      | RegionalCare Hospital Partners Holdings, Inc                                    | CUSIP: 75915TAD4<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |     1359493 | PA      | $1284891.20   | 0.01%             | 2025-11-16      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                        | CUSIP: 46654TBQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12806716 | PA      | $9847321.88   | 0.11%             | 2052-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust               | Diamond Resorts Owner Trust                                                     | CUSIP: 25273CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2459080 | PA      | $2230072.06   | 0.02%             | 2033-11-21      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Bond                                                     | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1900000 | PA      | $2075601.57   | 0.02%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                    | Mid-America Apartments LP                                                       | CUSIP: 59523UAM9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1020386.19   | 0.01%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group, Inc                                                        | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     5875000 | PA      | $5178965.54   | 0.06%             | 2026-12-09      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| SERVPRO MASTER ISSUER, LLC                | SERVPRO Master Issuer LLC                                                       | CUSIP: 817743AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11659400 | PA      | $10327488.44  | 0.11%             | 2049-10-25      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag            | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 94989HBF6<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-MBS          | CORP              | US        |     2100000 | PA      | $1928162.04   | 0.02%             | 2048-05-15      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR/CAN/MAGNUM/MI                  | Cedar Fair LP                                                                   | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1088028.32   | 0.01%             | 2025-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                   | HCA, Inc                                                                        | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $3580159.71   | 0.04%             | 2052-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association (GNMA)                                 | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    44279090 | PA      | $40685984.07  | 0.44%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                    | Verizon Communications, Inc                                                     | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     2568000 | PA      | $2035658.94   | 0.02%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                          | LPL Holdings, Inc                                                               | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     3425000 | PA      | $2980092.50   | 0.03%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT                   | Midwest Connector Capital Co LLC                                                | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      710000 | PA      | $641410.70    | 0.01%             | 2029-04-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                   | Asbury Automotive Group, Inc                                                    | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     2670000 | PA      | $2249848.80   | 0.02%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Bank                                      | BANK                                                                            | CUSIP: 06541RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2112185.75   | 0.02%             | 2052-12-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                 | ONEOK, Inc                                                                      | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $964327.40    | 0.01%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                  | Healthcare Trust of America Holdings LP                                         | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     4125000 | PA      | $3839375.27   | 0.04%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                    | DBS Group Holdings Ltd                                                          | CUSIP: 24023MAA2<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |     1525000 | PA      | $1508456.28   | 0.02%             | 2028-12-11      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| APPLE INC                                 | Apple, Inc                                                                      | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1041397.12   | 0.01%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                        | HERO Funding Trust                                                              | CUSIP: 42771AAA4<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | US        |      705570 | PA      | $643006.64    | 0.01%             | 2048-09-20      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                | Federal National Mortgage Association (FNMA)                                    | CUSIP: 3140XGV30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    75655593 | PA      | $66733793.78  | 0.73%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                               | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BAZ1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     3000000 | PA      | $2620362.84   | 0.03%             | 2029-09-30      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                     | Tenet Healthcare Corp                                                           | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $2769808.00   | 0.03%             | 2030-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Sierra Receivables Funding Co             | Sierra Timeshare Receivables Funding LLC                                        | CUSIP: 82652QAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1847155 | PA      | $1689381.37   | 0.02%             | 2037-11-20      | Fixed         | 1.34%                 | Yes           |                  2 | On Loan: No      |
| Sierra Receivables Funding Co             | Sierra Timeshare Receivables Funding LLC                                        | CUSIP: 82653EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      788546 | PA      | $757991.53    | 0.01%             | 2036-01-20      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                          | BAT Capital Corp                                                                | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    12520000 | PA      | $9768319.72   | 0.11%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                       | Anthem, Inc                                                                     | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     9160000 | PA      | $7577559.07   | 0.08%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                      | Entergy Arkansas LLC                                                            | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $602954.28    | 0.01%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage             | CGMS Commercial Mortgage Trust                                                  | CUSIP: 17326CAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1175400 | PA      | $1078056.66   | 0.01%             | 2050-08-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                        | CUSIP: 46592WBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2436688 | PA      | $1873615.02   | 0.02%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                       | AssuredPartners, Inc                                                            | CUSIP: 04621HAS2<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |      384866 | PA      | $373705.28    | 0.00%             | 2027-02-12      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                              | Peraton Corp                                                                    | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |      716146 | PA      | $700631.01    | 0.01%             | 2028-02-01      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM Mortgage Trust                                                             | CUSIP: 12593ABE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2288166.25   | 0.02%             | 2048-05-10      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                       | Petroleos Mexicanos                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2700000 | PA      | $2043489.60   | 0.02%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                       | Select Medical Corp                                                             | CUSIP: 816194AV6<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |      946734 | PA      | $930520.75    | 0.01%             | 2025-03-06      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag            | Wells Fargo Commercial Mortgage Trust                                           | CUSIP: 95000TBS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      387000 | PA      | $359306.51    | 0.00%             | 2050-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                          | T-Mobile USA, Inc                                                               | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $899670.59    | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM                             | Bank Hapoalim BM                                                                | CUSIP: BR9645804<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |     4000000 | PA      | $3438744.00   | 0.04%             | 2032-01-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ECO SERVICES OPERATIONS                   | Eco Services Operations Corp                                                    | CUSIP: 27922JAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1201700 | PA      | $1185927.69   | 0.01%             | 2028-06-09      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| MRCD Mortgage Trust                       | MRCD Mortgage Trust                                                             | CUSIP: 55348UAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3500000 | PA      | $3096789.85   | 0.03%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| AERCAP GLOBAL AVIATION T                  | AerCap Global Aviation                                                          | CUSIP: 00773HAA5<br>LEI: 635400FBSV8LXXNRV758 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4241793.78   | 0.05%             | 2045-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MYLAN INC                                 | Mylan, Inc                                                                      | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     4075000 | PA      | $3769696.76   | 0.04%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust                                             | CUSIP: 20753DAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     7910000 | PA      | $8082248.16   | 0.09%             | 2042-09-25      | Variable      | 8.69%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities             | GS Mortgage-Backed Securities Trust                                             | CUSIP: 36264TAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7066110 | PA      | $5649925.54   | 0.06%             | 2052-07-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | J.P. Morgan Mortgage Trust                                                      | CUSIP: 46593FAP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7216859 | PA      | $5995111.49   | 0.07%             | 2052-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark Mortgage Trust                                                        | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1380000 | PA      | $1301817.34   | 0.01%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se            | Natixis Commercial Mortgage Securities Trust                                    | CUSIP: 63875DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      703488 | PA      | $650467.61    | 0.01%             | 2038-12-15      | Fixed         | 2.97%                 | Yes           |                  2 | On Loan: No      |
| Orange Lake Timeshare Trust               | Orange Lake Timeshare Trust                                                     | CUSIP: 68504WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      445070 | PA      | $430536.62    | 0.00%             | 2030-11-08      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust             | UBS Commercial Mortgage Trust                                                   | CUSIP: 90353KAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2250000 | PA      | $2135502.23   | 0.02%             | 2051-10-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Trust                    | Invitation Homes Trust                                                          | CUSIP: 46187XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      799963 | PA      | $786483.95    | 0.01%             | 2038-01-17      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                  | EQM Midstream Partners LP                                                       | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |      276000 | PA      | $266339.12    | 0.00%             | 2025-07-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| JSM GLOBAL SARL                           | JSM Global Sarl                                                                 | CUSIP: 46592BAA0<br>LEI: 222100JFIJNVE1XMFY68 | Long             | DBT              | CORP              | LU        |     4500000 | PA      | $2998125.00   | 0.03%             | 2030-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| ANHEUSER-BUSCH INBEV WOR                  | Anheuser-Busch InBev Worldwide, Inc                                             | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    10260000 | PA      | $10127568.02  | 0.11%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST FIN AUTH REVENUE              | Michigan Finance Authority                                                      | CUSIP: 59447TUG6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     6650000 | PA      | $6446952.89   | 0.07%             | 2049-09-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                          | Black Hills Corp                                                                | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      850000 | PA      | $786080.45    | 0.01%             | 2027-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                | Akbank T.A.S.                                                                   | CUSIP: 00971YAJ9<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |     1500000 | PA      | $1346426.34   | 0.01%             | 2031-06-22      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust                                                        | CUSIP: 46649TAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1085048 | PA      | $899332.14    | 0.01%             | 2048-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Oak Hill Credit Partners                  | OHA Credit Funding 10 Ltd                                                       | CUSIP: 67707LAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     5450000 | PA      | $5273305.55   | 0.06%             | 2036-01-18      | Variable      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu            | JPMBB Commercial Mortgage Securities Trust                                      | CUSIP: 46644YBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6885000 | PA      | $6360397.43   | 0.07%             | 2048-08-15      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

**Name of Applicant:** TIAA-CREF Funds

**Signature:** E. Scott Wickerham

**Name of Signer:** E. Scott Wickerham

**Title:** Principal Financial Officer, Principal Accounting Officer and Treasurer