# EDGAR Filing Document

**Accession Number:** 0001282693
**File Stem:** 0000894189-25-015336
**Filing Date:** 2025-11
**Character Count:** 1151384
**Document Hash:** 21b8eee0a1d5d0d39929f3b681f11ae3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-25-015336.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0000894189-25-015336

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09997
- **FILM NUMBER:** 251522289

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

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

## Series and Classes Contracts Data

### Baird Aggregate Bond Fund (Series ID: S000000753)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000002163 | Institutional | BAGIX           |
| C000002164 | Investor      | BAGSX           |

## Nport-Ex

---

| | | | |
|:---|:---|:---|:---|
| **Baird Aggregate Bond Fund** | **Baird Aggregate Bond Fund** | **Baird Aggregate Bond Fund** | **Baird Aggregate Bond Fund** |
| **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** |
| **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** |
| **CORPORATE BONDS - 36.2%** | **CORPORATE BONDS - 36.2%** | **Par** | **Value**  |
| **Financials - 16.9%** | **Financials - 16.9%** | **Financials - 16.9%** | **Financials - 16.9%** |
|  200 Park Funding Trust, 5.74%, 02/15/2055 (Callable 08/15/2054) <sup>(a)</sup> | 200 Park Funding Trust, 5.74%, 02/15/2055 (Callable 08/15/2054) <sup>(a)</sup> | $21925000 | $22204739 |
| ABN AMRO Bank NV | ABN AMRO Bank NV | ABN AMRO Bank NV | ABN AMRO Bank NV |
| &nbsp;&nbsp; 4.80%, 04/18/2026 <sup>(a)</sup> | &nbsp;&nbsp; 4.80%, 04/18/2026 <sup>(a)</sup> | 42935000 | 42997211 |
| &nbsp;&nbsp; 1.54% to 06/16/2026 then 1 yr. CMT Rate + 0.80%, 06/16/2027 (Callable 06/16/2026) <sup>(a)</sup> | &nbsp;&nbsp; 1.54% to 06/16/2026 then 1 yr. CMT Rate + 0.80%, 06/16/2027 (Callable 06/16/2026) <sup>(a)</sup> | 16900000 | 16567389 |
| &nbsp;&nbsp; 6.34% to 09/18/2026 then 1 yr. CMT Rate + 1.65%, 09/18/2027 (Callable 09/18/2026) <sup>(a)</sup> | &nbsp;&nbsp; 6.34% to 09/18/2026 then 1 yr. CMT Rate + 1.65%, 09/18/2027 (Callable 09/18/2026) <sup>(a)</sup> | 31025000 | 31628085 |
| &nbsp;&nbsp; 4.99% to 12/03/2027 then 1 yr. CMT Rate + 0.78%, 12/03/2028 (Callable 12/03/2027) <sup>(a)</sup> | &nbsp;&nbsp; 4.99% to 12/03/2027 then 1 yr. CMT Rate + 0.78%, 12/03/2028 (Callable 12/03/2027) <sup>(a)</sup> | 51250000 | 52043044 |
| &nbsp;&nbsp; 5.52% to 12/03/2034 then 1 yr. CMT Rate + 1.25%, 12/03/2035 (Callable 12/03/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.52% to 12/03/2034 then 1 yr. CMT Rate + 1.25%, 12/03/2035 (Callable 12/03/2034) <sup>(a)</sup> | 10000000 | 10369643 |
| &nbsp;&nbsp; 3.32% to 03/13/2032 then 5 yr. CMT Rate + 1.90%, 03/13/2037 (Callable 12/13/2031) <sup>(a)</sup> | &nbsp;&nbsp; 3.32% to 03/13/2032 then 5 yr. CMT Rate + 1.90%, 03/13/2037 (Callable 12/13/2031) <sup>(a)</sup> | 5000000 | 4512539 |
|  AEGON Funding Co. LLC, 5.50%, 04/16/2027 (Callable 03/16/2027) <sup>(a)</sup> | AEGON Funding Co. LLC, 5.50%, 04/16/2027 (Callable 03/16/2027) <sup>(a)</sup> | 31625000 | 32178116 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust |
| &nbsp;&nbsp; 2.45%, 10/29/2026 (Callable 09/29/2026) | &nbsp;&nbsp; 2.45%, 10/29/2026 (Callable 09/29/2026) | 9350000 | 9186233 |
| &nbsp;&nbsp; 6.45%, 04/15/2027 (Callable 03/15/2027) | &nbsp;&nbsp; 6.45%, 04/15/2027 (Callable 03/15/2027) | 19546000 | 20157130 |
| &nbsp;&nbsp; 5.75%, 06/06/2028 (Callable 05/06/2028) | &nbsp;&nbsp; 5.75%, 06/06/2028 (Callable 05/06/2028) | 30000000 | 31082723 |
| &nbsp;&nbsp; 3.00%, 10/29/2028 (Callable 08/29/2028) | &nbsp;&nbsp; 3.00%, 10/29/2028 (Callable 08/29/2028) | 44806000 | 43179206 |
| &nbsp;&nbsp; 4.63%, 09/10/2029 (Callable 08/10/2029) | &nbsp;&nbsp; 4.63%, 09/10/2029 (Callable 08/10/2029) | 8000000 | 8070097 |
| &nbsp;&nbsp; 3.30%, 01/30/2032 (Callable 10/30/2031) | &nbsp;&nbsp; 3.30%, 01/30/2032 (Callable 10/30/2031) | 10000000 | 9208935 |
|  Aetna, Inc., 6.63%, 06/15/2036 | Aetna, Inc., 6.63%, 06/15/2036 | 9165000 | 10076799 |
| Agree LP | Agree LP | Agree LP | Agree LP |
| &nbsp;&nbsp; 2.90%, 10/01/2030 (Callable 07/01/2030) | &nbsp;&nbsp; 2.90%, 10/01/2030 (Callable 07/01/2030) | 5000000 | 4662601 |
| &nbsp;&nbsp; 4.80%, 10/01/2032 (Callable 07/01/2032) | &nbsp;&nbsp; 4.80%, 10/01/2032 (Callable 07/01/2032) | 7000000 | 7047592 |
| AIB Group PLC | AIB Group PLC | AIB Group PLC | AIB Group PLC |
| &nbsp;&nbsp; 6.61% to 09/13/2028 then SOFR + 2.33%, 09/13/2029 (Callable 09/13/2028) <sup>(a)</sup> | &nbsp;&nbsp; 6.61% to 09/13/2028 then SOFR + 2.33%, 09/13/2029 (Callable 09/13/2028) <sup>(a)</sup> | 45345000 | 48135438 |
| &nbsp;&nbsp; 5.87% to 03/28/2034 then SOFR + 1.91%, 03/28/2035 (Callable 03/28/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.87% to 03/28/2034 then SOFR + 1.91%, 03/28/2035 (Callable 03/28/2034) <sup>(a)</sup> | 39575000 | 41632314 |
|  AIG SunAmerica Global Financing X, 6.90%, 03/15/2032 <sup>(a)</sup> | AIG SunAmerica Global Financing X, 6.90%, 03/15/2032 <sup>(a)</sup> | 25000000 | 27902463 |
|  Air Lease Corp., 5.85%, 12/15/2027 (Callable 11/15/2027) | Air Lease Corp., 5.85%, 12/15/2027 (Callable 11/15/2027) | 10000000 | 10300092 |
| Aircastle Ltd. | Aircastle Ltd. | Aircastle Ltd. | Aircastle Ltd. |
| &nbsp;&nbsp; 2.85%, 01/26/2028 (Callable 11/26/2027) <sup>(a)</sup> | &nbsp;&nbsp; 2.85%, 01/26/2028 (Callable 11/26/2027) <sup>(a)</sup> | 12131000 | 11697548 |
| &nbsp;&nbsp; 6.50%, 07/18/2028 (Callable 06/18/2028) <sup>(a)</sup> | &nbsp;&nbsp; 6.50%, 07/18/2028 (Callable 06/18/2028) <sup>(a)</sup> | 9482000 | 9964058 |
| &nbsp;&nbsp; 5.95%, 02/15/2029 (Callable 01/15/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.95%, 02/15/2029 (Callable 01/15/2029) <sup>(a)</sup> | 23000000 | 23986813 |
|  Aircastle Ltd. / Aircastle Ireland DAC, 5.00%, 09/15/2030 (Callable 08/15/2030) <sup>(a)</sup> | Aircastle Ltd. / Aircastle Ireland DAC, 5.00%, 09/15/2030 (Callable 08/15/2030) <sup>(a)</sup> | 12595000 | 12689301 |
|  Ally Financial, Inc., 5.54% to 01/17/2030 then SOFR + 1.73%, 01/17/2031 (Callable 01/17/2030) | Ally Financial, Inc., 5.54% to 01/17/2030 then SOFR + 1.73%, 01/17/2031 (Callable 01/17/2030) | 8444000 | 8601999 |
|  American International Group, Inc., 5.13%, 03/27/2033 (Callable 12/27/2032) | American International Group, Inc., 5.13%, 03/27/2033 (Callable 12/27/2032) | 10500000 | 10801613 |
|  American National Global Funding, 5.55%, 01/28/2030 <sup>(a)</sup> | American National Global Funding, 5.55%, 01/28/2030 <sup>(a)</sup> | 15000000 | 15451746 |
| American National Group, Inc. | American National Group, Inc. | American National Group, Inc. | American National Group, Inc. |
| &nbsp;&nbsp; 5.75%, 10/01/2029 (Callable 09/01/2029) | &nbsp;&nbsp; 5.75%, 10/01/2029 (Callable 09/01/2029) | 16500000 | 17067968 |
| &nbsp;&nbsp; 6.00%, 07/15/2035 (Callable 04/15/2035) | &nbsp;&nbsp; 6.00%, 07/15/2035 (Callable 04/15/2035) | 59600000 | 60842805 |
| Americold Realty Operating Partnership LP | Americold Realty Operating Partnership LP | Americold Realty Operating Partnership LP | Americold Realty Operating Partnership LP |
| &nbsp;&nbsp; 5.60%, 05/15/2032 (Callable 03/15/2032) | &nbsp;&nbsp; 5.60%, 05/15/2032 (Callable 03/15/2032) | 21626000 | 21887840 |
| &nbsp;&nbsp; 5.41%, 09/12/2034 (Callable 06/12/2034) | &nbsp;&nbsp; 5.41%, 09/12/2034 (Callable 06/12/2034) | 10000000 | 9832128 |
|  AmFam Holdings, Inc., 2.81%, 03/11/2031 (Callable 12/11/2030) <sup>(a)</sup> | AmFam Holdings, Inc., 2.81%, 03/11/2031 (Callable 12/11/2030) <sup>(a)</sup> | 5900000 | 5123795 |
|  Aon Corp. / Aon Global Holdings PLC, 3.90%, 02/28/2052 (Callable 08/28/2051) | Aon Corp. / Aon Global Holdings PLC, 3.90%, 02/28/2052 (Callable 08/28/2051) | 5000000 | 3788114 |
|  Aon Global Ltd., 4.45%, 05/24/2043 (Callable 02/24/2043) | Aon Global Ltd., 4.45%, 05/24/2043 (Callable 02/24/2043) | 1274000 | 1104940 |
|  Aon North America, Inc., 5.75%, 03/01/2054 (Callable 09/01/2053) | Aon North America, Inc., 5.75%, 03/01/2054 (Callable 09/01/2053) | 10600000 | 10675057 |
| Arthur J Gallagher & Co. | Arthur J Gallagher & Co. | Arthur J Gallagher & Co. | Arthur J Gallagher & Co. |
| &nbsp;&nbsp; 3.50%, 05/20/2051 (Callable 11/20/2050) | &nbsp;&nbsp; 3.50%, 05/20/2051 (Callable 11/20/2050) | 5625000 | 3988003 |
| &nbsp;&nbsp; 5.75%, 03/02/2053 (Callable 09/02/2052) | &nbsp;&nbsp; 5.75%, 03/02/2053 (Callable 09/02/2052) | 5000000 | 4978009 |
| &nbsp;&nbsp; 5.75%, 07/15/2054 (Callable 01/15/2054) | &nbsp;&nbsp; 5.75%, 07/15/2054 (Callable 01/15/2054) | 9000000 | 8969122 |
|  ASB Bank Ltd., 5.28% to 06/17/2027 then 5 yr. CMT Rate + 2.25%, 06/17/2032 (Callable 06/17/2027) <sup>(a)</sup> | ASB Bank Ltd., 5.28% to 06/17/2027 then 5 yr. CMT Rate + 2.25%, 06/17/2032 (Callable 06/17/2027) <sup>(a)</sup> | 4350000 | 4404166 |
|  Assurant, Inc., 5.55%, 02/15/2036 (Callable 11/15/2035) | Assurant, Inc., 5.55%, 02/15/2036 (Callable 11/15/2035) | 9250000 | 9374406 |
| Australia & New Zealand Banking Group Ltd. | Australia & New Zealand Banking Group Ltd. | Australia & New Zealand Banking Group Ltd. | Australia & New Zealand Banking Group Ltd. |
| &nbsp;&nbsp; 6.74%, 12/08/2032 <sup>(a)</sup> | &nbsp;&nbsp; 6.74%, 12/08/2032 <sup>(a)</sup> | 38113000 | 42152029 |
| &nbsp;&nbsp; 5.20% to 09/30/2034 then 1 yr. CMT Rate + 1.47%, 09/30/2035 (Callable 09/30/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.20% to 09/30/2034 then 1 yr. CMT Rate + 1.47%, 09/30/2035 (Callable 09/30/2034) <sup>(a)</sup> | 37350000 | 37509281 |
| &nbsp;&nbsp; 2.57% to 11/25/2030 then 5 yr. CMT Rate + 1.70%, 11/25/2035 (Callable 11/25/2030) <sup>(a)</sup> | &nbsp;&nbsp; 2.57% to 11/25/2030 then 5 yr. CMT Rate + 1.70%, 11/25/2035 (Callable 11/25/2030) <sup>(a)</sup> | 15000000 | 13376933 |
| &nbsp;&nbsp; 5.82% to 06/18/2035 then 1 yr. CMT Rate + 1.35%, 06/18/2036 (Callable 06/18/2035) <sup>(a)</sup> | &nbsp;&nbsp; 5.82% to 06/18/2035 then 1 yr. CMT Rate + 1.35%, 06/18/2036 (Callable 06/18/2035) <sup>(a)</sup> | 12000000 | 12449820 |
| Aviation Capital Group LLC | Aviation Capital Group LLC | Aviation Capital Group LLC | Aviation Capital Group LLC |
| &nbsp;&nbsp; 6.25%, 04/15/2028 (Callable 03/15/2028) <sup>(a)</sup> | &nbsp;&nbsp; 6.25%, 04/15/2028 (Callable 03/15/2028) <sup>(a)</sup> | 31000000 | 32315736 |
| &nbsp;&nbsp; 5.38%, 07/15/2029 (Callable 06/15/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.38%, 07/15/2029 (Callable 06/15/2029) <sup>(a)</sup> | 19760000 | 20239830 |
| &nbsp;&nbsp; 5.13%, 04/10/2030 (Callable 03/10/2030) <sup>(a)</sup> | &nbsp;&nbsp; 5.13%, 04/10/2030 (Callable 03/10/2030) <sup>(a)</sup> | 15000000 | 15227555 |
| &nbsp;&nbsp; 6.38%, 07/15/2030 (Callable 05/15/2030) <sup>(a)</sup> | &nbsp;&nbsp; 6.38%, 07/15/2030 (Callable 05/15/2030) <sup>(a)</sup> | 6500000 | 6951616 |
| &nbsp;&nbsp; 4.80%, 10/24/2030 (Callable 09/24/2030) <sup>(a)</sup> | &nbsp;&nbsp; 4.80%, 10/24/2030 (Callable 09/24/2030) <sup>(a)</sup> | 12125000 | 12113897 |
| Avolon Holdings Funding Ltd. | Avolon Holdings Funding Ltd. | Avolon Holdings Funding Ltd. | Avolon Holdings Funding Ltd. |
| &nbsp;&nbsp; 4.95%, 01/15/2028 (Callable 12/15/2027) <sup>(a)</sup> | &nbsp;&nbsp; 4.95%, 01/15/2028 (Callable 12/15/2027) <sup>(a)</sup> | 24000000 | 24240947 |
| &nbsp;&nbsp; 5.38%, 05/30/2030 (Callable 04/30/2030) <sup>(a)</sup> | &nbsp;&nbsp; 5.38%, 05/30/2030 (Callable 04/30/2030) <sup>(a)</sup> | 8000000 | 8206282 |
| Banco Santander SA | Banco Santander SA | Banco Santander SA | Banco Santander SA |
| &nbsp;&nbsp; 5.18%, 11/19/2025 | &nbsp;&nbsp; 5.18%, 11/19/2025 | 25983000 | 26005089 |
| &nbsp;&nbsp; 1.72% to 09/14/2026 then 1 yr. CMT Rate + 0.90%, 09/14/2027 (Callable 09/14/2026) | &nbsp;&nbsp; 1.72% to 09/14/2026 then 1 yr. CMT Rate + 0.90%, 09/14/2027 (Callable 09/14/2026) | 11325000 | 11051154 |
| &nbsp;&nbsp; 4.38%, 04/12/2028 | &nbsp;&nbsp; 4.38%, 04/12/2028 | 13400000 | 13433918 |
| &nbsp;&nbsp; 6.61%, 11/07/2028 | &nbsp;&nbsp; 6.61%, 11/07/2028 | 15000000 | 16037862 |
| &nbsp;&nbsp; 5.54% to 03/14/2029 then 1 yr. CMT Rate + 1.45%, 03/14/2030 (Callable 03/14/2029) | &nbsp;&nbsp; 5.54% to 03/14/2029 then 1 yr. CMT Rate + 1.45%, 03/14/2030 (Callable 03/14/2029) | 15600000 | 16157128 |
| &nbsp;&nbsp; 3.49%, 05/28/2030 | &nbsp;&nbsp; 3.49%, 05/28/2030 | 5000000 | 4810103 |
| &nbsp;&nbsp; 2.75%, 12/03/2030 | &nbsp;&nbsp; 2.75%, 12/03/2030 | 19250000 | 17468749 |
| &nbsp;&nbsp; 5.44%, 07/15/2031 | &nbsp;&nbsp; 5.44%, 07/15/2031 | 10000000 | 10496667 |
| &nbsp;&nbsp; 3.23% to 11/22/2031 then 1 yr. CMT Rate + 1.60%, 11/22/2032 (Callable 08/22/2031) | &nbsp;&nbsp; 3.23% to 11/22/2031 then 1 yr. CMT Rate + 1.60%, 11/22/2032 (Callable 08/22/2031) | 35000000 | 31849720 |
| &nbsp;&nbsp; 6.92%, 08/08/2033 | &nbsp;&nbsp; 6.92%, 08/08/2033 | 9800000 | 10898419 |
| &nbsp;&nbsp; 6.35%, 03/14/2034 | &nbsp;&nbsp; 6.35%, 03/14/2034 | 36500000 | 39131919 |
| Bank of America Corp. | Bank of America Corp. | Bank of America Corp. | Bank of America Corp. |
| &nbsp;&nbsp; 1.73% to 07/22/2026 then SOFR + 0.96%, 07/22/2027 (Callable 07/22/2026) | &nbsp;&nbsp; 1.73% to 07/22/2026 then SOFR + 0.96%, 07/22/2027 (Callable 07/22/2026) | 35000000 | 34301000 |
| &nbsp;&nbsp; 4.38% to 04/27/2027 then SOFR + 1.58%, 04/27/2028 (Callable 04/27/2027) | &nbsp;&nbsp; 4.38% to 04/27/2027 then SOFR + 1.58%, 04/27/2028 (Callable 04/27/2027) | 16000000 | 16057663 |
| &nbsp;&nbsp; 6.20% to 11/10/2027 then SOFR + 1.99%, 11/10/2028 (Callable 11/10/2027) | &nbsp;&nbsp; 6.20% to 11/10/2027 then SOFR + 1.99%, 11/10/2028 (Callable 11/10/2027) | 11425000 | 11905983 |
| &nbsp;&nbsp; 3.42% to 12/20/2027 then 3 mo. Term SOFR + 1.30%, 12/20/2028 (Callable 12/20/2027) | &nbsp;&nbsp; 3.42% to 12/20/2027 then 3 mo. Term SOFR + 1.30%, 12/20/2028 (Callable 12/20/2027) | 37683000 | 37108076 |
| &nbsp;&nbsp; 3.97% to 03/05/2028 then 3 mo. Term SOFR + 1.33%, 03/05/2029 (Callable 03/05/2028) | &nbsp;&nbsp; 3.97% to 03/05/2028 then 3 mo. Term SOFR + 1.33%, 03/05/2029 (Callable 03/05/2028) | 14230000 | 14160814 |
| &nbsp;&nbsp; 2.09% to 06/14/2028 then SOFR + 1.06%, 06/14/2029 (Callable 06/14/2028) | &nbsp;&nbsp; 2.09% to 06/14/2028 then SOFR + 1.06%, 06/14/2029 (Callable 06/14/2028) | 15000000 | 14208421 |
| &nbsp;&nbsp; 4.27% to 07/23/2028 then 3 mo. Term SOFR + 1.57%, 07/23/2029 (Callable 07/23/2028) | &nbsp;&nbsp; 4.27% to 07/23/2028 then 3 mo. Term SOFR + 1.57%, 07/23/2029 (Callable 07/23/2028) | 39821000 | 39958803 |
| &nbsp;&nbsp; 3.19% to 07/23/2029 then 3 mo. Term SOFR + 1.44%, 07/23/2030 (Callable 07/23/2029) | &nbsp;&nbsp; 3.19% to 07/23/2029 then 3 mo. Term SOFR + 1.44%, 07/23/2030 (Callable 07/23/2029) | 5000000 | 4815987 |
| &nbsp;&nbsp; 2.50% to 02/13/2030 then 3 mo. Term SOFR + 1.25%, 02/13/2031 (Callable 02/13/2030) | &nbsp;&nbsp; 2.50% to 02/13/2030 then 3 mo. Term SOFR + 1.25%, 02/13/2031 (Callable 02/13/2030) | 13000000 | 12031545 |
| &nbsp;&nbsp; 2.59% to 04/29/2030 then SOFR + 2.15%, 04/29/2031 (Callable 04/29/2030) | &nbsp;&nbsp; 2.59% to 04/29/2030 then SOFR + 2.15%, 04/29/2031 (Callable 04/29/2030) | 60000000 | 55601198 |
| &nbsp;&nbsp; 1.90% to 07/23/2030 then SOFR + 1.53%, 07/23/2031 (Callable 07/23/2030) | &nbsp;&nbsp; 1.90% to 07/23/2030 then SOFR + 1.53%, 07/23/2031 (Callable 07/23/2030) | 10000000 | 8932109 |
| &nbsp;&nbsp; 1.92% to 10/24/2030 then SOFR + 1.37%, 10/24/2031 (Callable 10/24/2030) | &nbsp;&nbsp; 1.92% to 10/24/2030 then SOFR + 1.37%, 10/24/2031 (Callable 10/24/2030) | 5000000 | 4440851 |
| &nbsp;&nbsp; 2.69% to 04/22/2031 then SOFR + 1.32%, 04/22/2032 (Callable 04/22/2031) | &nbsp;&nbsp; 2.69% to 04/22/2031 then SOFR + 1.32%, 04/22/2032 (Callable 04/22/2031) | 15000000 | 13664702 |
| &nbsp;&nbsp; 2.30% to 07/21/2031 then SOFR + 1.22%, 07/21/2032 (Callable 07/21/2031) | &nbsp;&nbsp; 2.30% to 07/21/2031 then SOFR + 1.22%, 07/21/2032 (Callable 07/21/2031) | 5000000 | 4435013 |
| &nbsp;&nbsp; 2.97% to 02/04/2032 then SOFR + 1.33%, 02/04/2033 (Callable 02/04/2032) | &nbsp;&nbsp; 2.97% to 02/04/2032 then SOFR + 1.33%, 02/04/2033 (Callable 02/04/2032) | 28925000 | 26340164 |
| &nbsp;&nbsp; 5.29% to 04/25/2033 then SOFR + 1.91%, 04/25/2034 (Callable 04/25/2033) | &nbsp;&nbsp; 5.29% to 04/25/2033 then SOFR + 1.91%, 04/25/2034 (Callable 04/25/2033) | 16500000 | 17071224 |
| &nbsp;&nbsp; 5.47% to 01/23/2034 then SOFR + 1.65%, 01/23/2035 (Callable 01/23/2034) | &nbsp;&nbsp; 5.47% to 01/23/2034 then SOFR + 1.65%, 01/23/2035 (Callable 01/23/2034) | 10000000 | 10442311 |
| &nbsp;&nbsp; 7.75%, 05/14/2038 | &nbsp;&nbsp; 7.75%, 05/14/2038 | 1138000 | 1389857 |
| Bank of Ireland Group PLC | Bank of Ireland Group PLC | Bank of Ireland Group PLC | Bank of Ireland Group PLC |
| &nbsp;&nbsp; 2.03% to 09/30/2026 then 1 yr. CMT Rate + 1.10%, 09/30/2027 (Callable 09/30/2026) <sup>(a)</sup> | &nbsp;&nbsp; 2.03% to 09/30/2026 then 1 yr. CMT Rate + 1.10%, 09/30/2027 (Callable 09/30/2026) <sup>(a)</sup> | 20975000 | 20498407 |
| &nbsp;&nbsp; 5.60% (SOFR + 1.62%), 03/20/2030 (Callable 03/20/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.60% (SOFR + 1.62%), 03/20/2030 (Callable 03/20/2029) <sup>(a)</sup> | 67824000 | 70337171 |
| Bank of Montreal | Bank of Montreal | Bank of Montreal | Bank of Montreal |
| &nbsp;&nbsp; 5.37%, 06/04/2027 | &nbsp;&nbsp; 5.37%, 06/04/2027 | 18000000 | 18395603 |
| &nbsp;&nbsp; 5.00% to 01/27/2028 then SOFR + 0.67%, 01/27/2029 (Callable 01/27/2028) | &nbsp;&nbsp; 5.00% to 01/27/2028 then SOFR + 0.67%, 01/27/2029 (Callable 01/27/2028) | 15500000 | 15801786 |
| &nbsp;&nbsp; 3.09% to 01/10/2032 then 5 yr. CMT Rate + 1.40%, 01/10/2037 (Callable 01/10/2032) | &nbsp;&nbsp; 3.09% to 01/10/2032 then 5 yr. CMT Rate + 1.40%, 01/10/2037 (Callable 01/10/2032) | 32576000 | 28997403 |
| Bank of Nova Scotia | Bank of Nova Scotia | Bank of Nova Scotia | Bank of Nova Scotia |
| &nbsp;&nbsp; 5.40%, 06/04/2027 | &nbsp;&nbsp; 5.40%, 06/04/2027 | 40000000 | 40914676 |
| &nbsp;&nbsp; 5.25%, 06/12/2028 | &nbsp;&nbsp; 5.25%, 06/12/2028 | 10000000 | 10314632 |
| &nbsp;&nbsp; 4.93% to 02/14/2028 then SOFR + 0.89%, 02/14/2029 (Callable 02/14/2028) | &nbsp;&nbsp; 4.93% to 02/14/2028 then SOFR + 0.89%, 02/14/2029 (Callable 02/14/2028) | 45000000 | 45758218 |
| &nbsp;&nbsp; 4.59% to 05/04/2032 then 5 yr. CMT Rate + 2.05%, 05/04/2037 (Callable 02/04/2032) | &nbsp;&nbsp; 4.59% to 05/04/2032 then 5 yr. CMT Rate + 2.05%, 05/04/2037 (Callable 02/04/2032) | 23300000 | 22548292 |
| Banque Federative du Credit Mutuel SA | Banque Federative du Credit Mutuel SA | Banque Federative du Credit Mutuel SA | Banque Federative du Credit Mutuel SA |
| &nbsp;&nbsp; 4.75%, 07/13/2027 <sup>(a)</sup> | &nbsp;&nbsp; 4.75%, 07/13/2027 <sup>(a)</sup> | 22290000 | 22532256 |
| &nbsp;&nbsp; 5.19%, 02/16/2028 <sup>(a)</sup> | &nbsp;&nbsp; 5.19%, 02/16/2028 <sup>(a)</sup> | 14500000 | 14816251 |
| &nbsp;&nbsp; 5.79%, 07/13/2028 <sup>(a)</sup> | &nbsp;&nbsp; 5.79%, 07/13/2028 <sup>(a)</sup> | 12000000 | 12494613 |
| Barclays PLC | Barclays PLC | Barclays PLC | Barclays PLC |
| &nbsp;&nbsp; 4.34%, 01/10/2028 (Callable 01/08/2027) | &nbsp;&nbsp; 4.34%, 01/10/2028 (Callable 01/08/2027) | 20000000 | 20002924 |
| &nbsp;&nbsp; 5.09% to 02/25/2028 then SOFR + 0.96%, 02/25/2029 (Callable 02/25/2028) | &nbsp;&nbsp; 5.09% to 02/25/2028 then SOFR + 0.96%, 02/25/2029 (Callable 02/25/2028) | 17000000 | 17305362 |
| &nbsp;&nbsp; 4.48% to 11/11/2028 then SOFR + 1.08%, 11/11/2029 (Callable 11/11/2028) | &nbsp;&nbsp; 4.48% to 11/11/2028 then SOFR + 1.08%, 11/11/2029 (Callable 11/11/2028) | 8000000 | 8014132 |
| &nbsp;&nbsp; 5.69% to 03/12/2029 then SOFR + 1.74%, 03/12/2030 (Callable 03/12/2029) | &nbsp;&nbsp; 5.69% to 03/12/2029 then SOFR + 1.74%, 03/12/2030 (Callable 03/12/2029) | 5875000 | 6104113 |
| &nbsp;&nbsp; 5.37% to 02/25/2030 then SOFR + 1.23%, 02/25/2031 (Callable 02/25/2030) | &nbsp;&nbsp; 5.37% to 02/25/2030 then SOFR + 1.23%, 02/25/2031 (Callable 02/25/2030) | 12125000 | 12502726 |
| &nbsp;&nbsp; 6.22% to 05/09/2033 then SOFR + 2.98%, 05/09/2034 (Callable 05/09/2033) | &nbsp;&nbsp; 6.22% to 05/09/2033 then SOFR + 2.98%, 05/09/2034 (Callable 05/09/2033) | 52900000 | 56908702 |
| &nbsp;&nbsp; 6.69% to 09/13/2033 then SOFR + 2.62%, 09/13/2034 (Callable 09/13/2033) | &nbsp;&nbsp; 6.69% to 09/13/2033 then SOFR + 2.62%, 09/13/2034 (Callable 09/13/2033) | 32225000 | 35653860 |
| &nbsp;&nbsp; 5.34% to 09/10/2034 then SOFR + 1.91%, 09/10/2035 (Callable 09/10/2034) | &nbsp;&nbsp; 5.34% to 09/10/2034 then SOFR + 1.91%, 09/10/2035 (Callable 09/10/2034) | 60000000 | 60866206 |
| &nbsp;&nbsp; 5.79% to 02/25/2035 then SOFR + 1.59%, 02/25/2036 (Callable 02/25/2035) | &nbsp;&nbsp; 5.79% to 02/25/2035 then SOFR + 1.59%, 02/25/2036 (Callable 02/25/2035) | 18000000 | 18785067 |
|  Beacon Funding Trust, 6.27%, 08/15/2054 (Callable 02/15/2054) <sup>(a)</sup> | Beacon Funding Trust, 6.27%, 08/15/2054 (Callable 02/15/2054) <sup>(a)</sup> | 37750000 | 38630640 |
|  Belrose Funding Trust II, 6.79%, 05/15/2055 (Callable 11/15/2054) <sup>(a)</sup> | Belrose Funding Trust II, 6.79%, 05/15/2055 (Callable 11/15/2054) <sup>(a)</sup> | 14000000 | 15161120 |
|  BGC Group, Inc., 6.60%, 06/10/2029 (Callable 05/10/2029) | BGC Group, Inc., 6.60%, 06/10/2029 (Callable 05/10/2029) | 19542000 | 20324795 |
| BNP Paribas SA | BNP Paribas SA | BNP Paribas SA | BNP Paribas SA |
| &nbsp;&nbsp; 4.38%, 05/12/2026 <sup>(a)</sup> | &nbsp;&nbsp; 4.38%, 05/12/2026 <sup>(a)</sup> | 45131000 | 45045853 |
| &nbsp;&nbsp; 1.32% to 01/13/2026 then SOFR + 1.00%, 01/13/2027 (Callable 01/13/2026) <sup>(a)</sup> | &nbsp;&nbsp; 1.32% to 01/13/2026 then SOFR + 1.00%, 01/13/2027 (Callable 01/13/2026) <sup>(a)</sup> | 28350000 | 28091154 |
| &nbsp;&nbsp; 4.63%, 03/13/2027 <sup>(a)</sup> | &nbsp;&nbsp; 4.63%, 03/13/2027 <sup>(a)</sup> | 2325000 | 2333476 |
| &nbsp;&nbsp; 2.59% to 01/20/2027 then SOFR + 1.23%, 01/20/2028 (Callable 01/20/2027) <sup>(a)</sup> | &nbsp;&nbsp; 2.59% to 01/20/2027 then SOFR + 1.23%, 01/20/2028 (Callable 01/20/2027) <sup>(a)</sup> | 2175000 | 2128053 |
| &nbsp;&nbsp; 1.90% to 09/30/2027 then SOFR + 1.61%, 09/30/2028 (Callable 09/30/2027) <sup>(a)</sup> | &nbsp;&nbsp; 1.90% to 09/30/2027 then SOFR + 1.61%, 09/30/2028 (Callable 09/30/2027) <sup>(a)</sup> | 27000000 | 25744053 |
| &nbsp;&nbsp; 4.79% to 05/09/2028 then SOFR + 1.45%, 05/09/2029 (Callable 05/09/2028) <sup>(a)</sup> | &nbsp;&nbsp; 4.79% to 05/09/2028 then SOFR + 1.45%, 05/09/2029 (Callable 05/09/2028) <sup>(a)</sup> | 10000000 | 10093132 |
| &nbsp;&nbsp; 5.34% (1 yr. CMT Rate + 1.50%), 06/12/2029 (Callable 06/12/2028) <sup>(a)</sup> | &nbsp;&nbsp; 5.34% (1 yr. CMT Rate + 1.50%), 06/12/2029 (Callable 06/12/2028) <sup>(a)</sup> | 13025000 | 13380947 |
| &nbsp;&nbsp; 2.16% to 09/15/2028 then SOFR + 1.22%, 09/15/2029 (Callable 09/15/2028) <sup>(a)</sup> | &nbsp;&nbsp; 2.16% to 09/15/2028 then SOFR + 1.22%, 09/15/2029 (Callable 09/15/2028) <sup>(a)</sup> | 19538000 | 18324443 |
| &nbsp;&nbsp; 5.18% to 01/09/2029 then SOFR + 1.52%, 01/09/2030 (Callable 01/09/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.18% to 01/09/2029 then SOFR + 1.52%, 01/09/2030 (Callable 01/09/2029) <sup>(a)</sup> | 6500000 | 6668258 |
| &nbsp;&nbsp; 5.28% to 11/19/2029 then SOFR + 1.28%, 11/19/2030 (Callable 11/19/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.28% to 11/19/2029 then SOFR + 1.28%, 11/19/2030 (Callable 11/19/2029) <sup>(a)</sup> | 32300000 | 33177319 |
| &nbsp;&nbsp; 5.09% to 05/09/2030 then SOFR + 1.68%, 05/09/2031 (Callable 05/09/2030) <sup>(a)</sup> | &nbsp;&nbsp; 5.09% to 05/09/2030 then SOFR + 1.68%, 05/09/2031 (Callable 05/09/2030) <sup>(a)</sup> | 5000000 | 5095539 |
| &nbsp;&nbsp; 2.87% to 04/19/2031 then 3 mo. Term SOFR + 1.39%, 04/19/2032 (Callable 04/19/2031) <sup>(a)</sup> | &nbsp;&nbsp; 2.87% to 04/19/2031 then 3 mo. Term SOFR + 1.39%, 04/19/2032 (Callable 04/19/2031) <sup>(a)</sup> | 32075000 | 29139376 |
| &nbsp;&nbsp; 3.13% to 01/20/2032 then SOFR + 1.56%, 01/20/2033 (Callable 01/20/2032) <sup>(a)</sup> | &nbsp;&nbsp; 3.13% to 01/20/2032 then SOFR + 1.56%, 01/20/2033 (Callable 01/20/2032) <sup>(a)</sup> | 10000000 | 9100574 |
| &nbsp;&nbsp; 2.59% to 08/12/2030 then 5 yr. CMT Rate + 2.05%, 08/12/2035 (Callable 08/12/2030) <sup>(a)</sup> | &nbsp;&nbsp; 2.59% to 08/12/2030 then 5 yr. CMT Rate + 2.05%, 08/12/2035 (Callable 08/12/2030) <sup>(a)</sup> | 14000000 | 12548952 |
| &nbsp;&nbsp; 5.91% to 11/19/2034 then SOFR + 1.92%, 11/19/2035 (Callable 11/19/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.91% to 11/19/2034 then SOFR + 1.92%, 11/19/2035 (Callable 11/19/2034) <sup>(a)</sup> | 7600000 | 7875170 |
| BPCE SA | BPCE SA | BPCE SA | BPCE SA |
| &nbsp;&nbsp; 1.65% to 10/06/2025 then SOFR + 1.52%, 10/06/2026 (Callable 10/06/2025) <sup>(a)</sup> | &nbsp;&nbsp; 1.65% to 10/06/2025 then SOFR + 1.52%, 10/06/2026 (Callable 10/06/2025) <sup>(a)</sup> | 25000000 | 24989896 |
| &nbsp;&nbsp; 5.72% to 01/18/2029 then SOFR + 1.96%, 01/18/2030 (Callable 01/18/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.72% to 01/18/2029 then SOFR + 1.96%, 01/18/2030 (Callable 01/18/2029) <sup>(a)</sup> | 5400000 | 5584407 |
| &nbsp;&nbsp; 5.88% to 01/14/2030 then SOFR + 1.68%, 01/14/2031 (Callable 01/14/2030) <sup>(a)</sup> | &nbsp;&nbsp; 5.88% to 01/14/2030 then SOFR + 1.68%, 01/14/2031 (Callable 01/14/2030) <sup>(a)</sup> | 8700000 | 9086093 |
| &nbsp;&nbsp; 5.39% to 05/28/2030 then SOFR + 1.58%, 05/28/2031 (Callable 05/28/2030) <sup>(a)</sup> | &nbsp;&nbsp; 5.39% to 05/28/2030 then SOFR + 1.58%, 05/28/2031 (Callable 05/28/2030) <sup>(a)</sup> | 15000000 | 15389165 |
| &nbsp;&nbsp; 2.28% to 01/20/2031 then SOFR + 1.31%, 01/20/2032 (Callable 01/20/2031) <sup>(a)</sup> | &nbsp;&nbsp; 2.28% to 01/20/2031 then SOFR + 1.31%, 01/20/2032 (Callable 01/20/2031) <sup>(a)</sup> | 18350000 | 16182152 |
| &nbsp;&nbsp; 3.12% to 10/19/2031 then SOFR + 1.73%, 10/19/2032 (Callable 10/19/2031) <sup>(a)</sup> | &nbsp;&nbsp; 3.12% to 10/19/2031 then SOFR + 1.73%, 10/19/2032 (Callable 10/19/2031) <sup>(a)</sup> | 49720000 | 44077250 |
| &nbsp;&nbsp; 7.00% to 10/19/2033 then SOFR + 2.59%, 10/19/2034 (Callable 10/19/2033) <sup>(a)</sup> | &nbsp;&nbsp; 7.00% to 10/19/2033 then SOFR + 2.59%, 10/19/2034 (Callable 10/19/2033) <sup>(a)</sup> | 10000000 | 11155746 |
| &nbsp;&nbsp; 6.51% to 01/18/2034 then SOFR + 2.79%, 01/18/2035 (Callable 01/18/2034) <sup>(a)</sup> | &nbsp;&nbsp; 6.51% to 01/18/2034 then SOFR + 2.79%, 01/18/2035 (Callable 01/18/2034) <sup>(a)</sup> | 12500000 | 13281950 |
| &nbsp;&nbsp; 5.94% to 05/30/2034 then SOFR + 1.85%, 05/30/2035 (Callable 05/30/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.94% to 05/30/2034 then SOFR + 1.85%, 05/30/2035 (Callable 05/30/2034) <sup>(a)</sup> | 16000000 | 16759313 |
| &nbsp;&nbsp; 6.03% to 05/28/2035 then SOFR + 1.96%, 05/28/2036 (Callable 05/28/2035) <sup>(a)</sup> | &nbsp;&nbsp; 6.03% to 05/28/2035 then SOFR + 1.96%, 05/28/2036 (Callable 05/28/2035) <sup>(a)</sup> | 18500000 | 19482253 |
|  Broadstone Net Lease LLC, 5.00%, 11/01/2032 (Callable 09/01/2032) | Broadstone Net Lease LLC, 5.00%, 11/01/2032 (Callable 09/01/2032) | 6000000 | 5964165 |
| Brown & Brown, Inc. | Brown & Brown, Inc. | Brown & Brown, Inc. | Brown & Brown, Inc. |
| &nbsp;&nbsp; 4.50%, 03/15/2029 (Callable 12/15/2028) | &nbsp;&nbsp; 4.50%, 03/15/2029 (Callable 12/15/2028) | 23825000 | 23874571 |
| &nbsp;&nbsp; 2.38%, 03/15/2031 (Callable 12/15/2030) | &nbsp;&nbsp; 2.38%, 03/15/2031 (Callable 12/15/2030) | 36789000 | 32731676 |
| &nbsp;&nbsp; 4.20%, 03/17/2032 (Callable 12/17/2031) | &nbsp;&nbsp; 4.20%, 03/17/2032 (Callable 12/17/2031) | 15000000 | 14472867 |
| &nbsp;&nbsp; 4.95%, 03/17/2052 (Callable 09/17/2051) | &nbsp;&nbsp; 4.95%, 03/17/2052 (Callable 09/17/2051) | 9500000 | 8367157 |
| Canadian Imperial Bank of Commerce | Canadian Imperial Bank of Commerce | Canadian Imperial Bank of Commerce | Canadian Imperial Bank of Commerce |
| &nbsp;&nbsp; 4.86% to 03/31/2028 then SOFR + 1.03%, 03/30/2029 (Callable 03/31/2028) | &nbsp;&nbsp; 4.86% to 03/31/2028 then SOFR + 1.03%, 03/30/2029 (Callable 03/31/2028) | 20000000 | 20310193 |
| &nbsp;&nbsp; 4.63% to 09/11/2029 then SOFR + 1.34%, 09/11/2030 (Callable 09/11/2029) | &nbsp;&nbsp; 4.63% to 09/11/2029 then SOFR + 1.34%, 09/11/2030 (Callable 09/11/2029) | 8000000 | 8091410 |
| &nbsp;&nbsp; 5.25% to 01/13/2030 then SOFR + 1.11%, 01/13/2031 (Callable 01/13/2030) | &nbsp;&nbsp; 5.25% to 01/13/2030 then SOFR + 1.11%, 01/13/2031 (Callable 01/13/2030) | 15000000 | 15488954 |
| &nbsp;&nbsp; 4.58% to 09/08/2030 then SOFR + 1.17%, 09/08/2031 (Callable 09/08/2030) | &nbsp;&nbsp; 4.58% to 09/08/2030 then SOFR + 1.17%, 09/08/2031 (Callable 09/08/2030) | 10000000 | 10032851 |
| &nbsp;&nbsp; 6.09%, 10/03/2033 (Callable 07/03/2033) | &nbsp;&nbsp; 6.09%, 10/03/2033 (Callable 07/03/2033) | 20000000 | 21762902 |
| Cantor Fitzgerald LP | Cantor Fitzgerald LP | Cantor Fitzgerald LP | Cantor Fitzgerald LP |
| &nbsp;&nbsp; 4.50%, 04/14/2027 (Callable 01/14/2027) <sup>(a)</sup> | &nbsp;&nbsp; 4.50%, 04/14/2027 (Callable 01/14/2027) <sup>(a)</sup> | 17450000 | 17311106 |
| &nbsp;&nbsp; 7.20%, 12/12/2028 (Callable 11/12/2028) <sup>(a)</sup> | &nbsp;&nbsp; 7.20%, 12/12/2028 (Callable 11/12/2028) <sup>(a)</sup> | 14250000 | 15224668 |
| Capital One Financial Corp. | Capital One Financial Corp. | Capital One Financial Corp. | Capital One Financial Corp. |
| &nbsp;&nbsp; 4.10%, 02/09/2027 (Callable 11/09/2026) | &nbsp;&nbsp; 4.10%, 02/09/2027 (Callable 11/09/2026) | 38019000 | 37955841 |
| &nbsp;&nbsp; 3.65%, 05/11/2027 (Callable 04/11/2027) | &nbsp;&nbsp; 3.65%, 05/11/2027 (Callable 04/11/2027) | 26750000 | 26537042 |
| &nbsp;&nbsp; 5.47% to 02/01/2028 then SOFR + 2.08%, 02/01/2029 (Callable 02/01/2028) | &nbsp;&nbsp; 5.47% to 02/01/2028 then SOFR + 2.08%, 02/01/2029 (Callable 02/01/2028) | 12938000 | 13268092 |
| &nbsp;&nbsp; 6.31% to 06/08/2028 then SOFR + 2.64%, 06/08/2029 (Callable 06/08/2028) | &nbsp;&nbsp; 6.31% to 06/08/2028 then SOFR + 2.64%, 06/08/2029 (Callable 06/08/2028) | 40205000 | 42175529 |
| &nbsp;&nbsp; 3.27% to 03/01/2029 then SOFR + 1.79%, 03/01/2030 (Callable 03/01/2029) | &nbsp;&nbsp; 3.27% to 03/01/2029 then SOFR + 1.79%, 03/01/2030 (Callable 03/01/2029) | 23862000 | 22996037 |
| &nbsp;&nbsp; 7.62% to 10/30/2030 then SOFR + 3.07%, 10/30/2031 (Callable 10/30/2030) | &nbsp;&nbsp; 7.62% to 10/30/2030 then SOFR + 3.07%, 10/30/2031 (Callable 10/30/2030) | 8000000 | 9047940 |
| &nbsp;&nbsp; 5.82% to 02/01/2033 then SOFR + 2.60%, 02/01/2034 (Callable 02/01/2033) | &nbsp;&nbsp; 5.82% to 02/01/2033 then SOFR + 2.60%, 02/01/2034 (Callable 02/01/2033) | 12700000 | 13318583 |
| &nbsp;&nbsp; 7.96% to 11/02/2033 then SOFR + 3.37%, 11/02/2034 (Callable 11/02/2033) | &nbsp;&nbsp; 7.96% to 11/02/2033 then SOFR + 3.37%, 11/02/2034 (Callable 11/02/2033) | 23000000 | 27193611 |
| &nbsp;&nbsp; 6.05% to 02/01/2034 then SOFR + 2.26%, 02/01/2035 (Callable 02/01/2034) | &nbsp;&nbsp; 6.05% to 02/01/2034 then SOFR + 2.26%, 02/01/2035 (Callable 02/01/2034) | 7950000 | 8439063 |
| Capital One NA | Capital One NA | Capital One NA | Capital One NA |
| &nbsp;&nbsp; 5.97% to 08/09/2028 then 5 yr. Mid Swap Rate USD + 1.73%, 08/09/2028 | &nbsp;&nbsp; 5.97% to 08/09/2028 then 5 yr. Mid Swap Rate USD + 1.73%, 08/09/2028 | 6264000 | 6486224 |
| &nbsp;&nbsp; 4.65%, 09/13/2028 (Callable 06/13/2028) | &nbsp;&nbsp; 4.65%, 09/13/2028 (Callable 06/13/2028) | 32508000 | 32898113 |
| Centene Corp. | Centene Corp. | Centene Corp. | Centene Corp. |
| &nbsp;&nbsp; 2.45%, 07/15/2028 (Callable 05/15/2028) | &nbsp;&nbsp; 2.45%, 07/15/2028 (Callable 05/15/2028) | 18084000 | 16804249 |
| &nbsp;&nbsp; 4.63%, 12/15/2029 (Callable 10/31/2025) | &nbsp;&nbsp; 4.63%, 12/15/2029 (Callable 10/31/2025) | 25000000 | 24234405 |
| &nbsp;&nbsp; 3.38%, 02/15/2030 (Callable 10/16/2025) | &nbsp;&nbsp; 3.38%, 02/15/2030 (Callable 10/16/2025) | 15325000 | 14094202 |
| &nbsp;&nbsp; 3.00%, 10/15/2030 (Callable 07/15/2030) | &nbsp;&nbsp; 3.00%, 10/15/2030 (Callable 07/15/2030) | 13061000 | 11670491 |
| &nbsp;&nbsp; 2.50%, 03/01/2031 (Callable 12/01/2030) | &nbsp;&nbsp; 2.50%, 03/01/2031 (Callable 12/01/2030) | 50000000 | 43070700 |
| &nbsp;&nbsp; 2.63%, 08/01/2031 (Callable 05/01/2031) | &nbsp;&nbsp; 2.63%, 08/01/2031 (Callable 05/01/2031) | 17675000 | 15183270 |
|  Charles Schwab Corp., 2.90%, 03/03/2032 (Callable 12/03/2031) | Charles Schwab Corp., 2.90%, 03/03/2032 (Callable 12/03/2031) | 5000000 | 4558045 |
| Citigroup, Inc. | Citigroup, Inc. | Citigroup, Inc. | Citigroup, Inc. |
| &nbsp;&nbsp; 3.89% to 01/10/2027 then 3 mo. Term SOFR + 1.82%, 01/10/2028 (Callable 01/10/2027) | &nbsp;&nbsp; 3.89% to 01/10/2027 then 3 mo. Term SOFR + 1.82%, 01/10/2028 (Callable 01/10/2027) | 40600000 | 40434257 |
| &nbsp;&nbsp; 3.67% to 07/24/2027 then 3 mo. Term SOFR + 1.65%, 07/24/2028 (Callable 07/24/2027) | &nbsp;&nbsp; 3.67% to 07/24/2027 then 3 mo. Term SOFR + 1.65%, 07/24/2028 (Callable 07/24/2027) | 3142000 | 3114278 |
| &nbsp;&nbsp; 3.52% to 10/27/2027 then 3 mo. Term SOFR + 1.41%, 10/27/2028 (Callable 10/27/2027) | &nbsp;&nbsp; 3.52% to 10/27/2027 then 3 mo. Term SOFR + 1.41%, 10/27/2028 (Callable 10/27/2027) | 11900000 | 11741430 |
| &nbsp;&nbsp; 4.79% to 03/04/2028 then SOFR + 0.87%, 03/04/2029 (Callable 03/04/2028) | &nbsp;&nbsp; 4.79% to 03/04/2028 then SOFR + 0.87%, 03/04/2029 (Callable 03/04/2028) | 40000000 | 40515208 |
| &nbsp;&nbsp; 4.54% to 09/19/2029 then SOFR + 1.34%, 09/19/2030 (Callable 09/19/2029) | &nbsp;&nbsp; 4.54% to 09/19/2029 then SOFR + 1.34%, 09/19/2030 (Callable 09/19/2029) | 28350000 | 28481922 |
| &nbsp;&nbsp; 4.41% to 03/31/2030 then SOFR + 3.91%, 03/31/2031 (Callable 03/31/2030) | &nbsp;&nbsp; 4.41% to 03/31/2030 then SOFR + 3.91%, 03/31/2031 (Callable 03/31/2030) | 26105000 | 26061010 |
| &nbsp;&nbsp; 4.95% to 05/07/2030 then SOFR + 1.46%, 05/07/2031 (Callable 05/07/2030) | &nbsp;&nbsp; 4.95% to 05/07/2030 then SOFR + 1.46%, 05/07/2031 (Callable 05/07/2030) | 14000000 | 14266020 |
| &nbsp;&nbsp; 2.57% to 06/03/2030 then SOFR + 2.11%, 06/03/2031 (Callable 06/03/2030) | &nbsp;&nbsp; 2.57% to 06/03/2030 then SOFR + 2.11%, 06/03/2031 (Callable 06/03/2030) | 25000000 | 23002215 |
| &nbsp;&nbsp; 4.50% to 09/11/2030 then SOFR + 1.17%, 09/11/2031 (Callable 09/11/2030) | &nbsp;&nbsp; 4.50% to 09/11/2030 then SOFR + 1.17%, 09/11/2031 (Callable 09/11/2030) | 14000000 | 14007568 |
| &nbsp;&nbsp; 2.56% to 05/01/2031 then SOFR + 1.17%, 05/01/2032 (Callable 05/01/2031) | &nbsp;&nbsp; 2.56% to 05/01/2031 then SOFR + 1.17%, 05/01/2032 (Callable 05/01/2031) | 6000000 | 5407793 |
| &nbsp;&nbsp; 2.52% to 11/03/2031 then SOFR + 1.18%, 11/03/2032 (Callable 11/03/2031) | &nbsp;&nbsp; 2.52% to 11/03/2031 then SOFR + 1.18%, 11/03/2032 (Callable 11/03/2031) | 11460000 | 10180779 |
| &nbsp;&nbsp; 3.79% to 03/17/2032 then SOFR + 1.94%, 03/17/2033 (Callable 03/17/2032) | &nbsp;&nbsp; 3.79% to 03/17/2032 then SOFR + 1.94%, 03/17/2033 (Callable 03/17/2032) | 18000000 | 17099693 |
| &nbsp;&nbsp; 6.27% to 11/17/2032 then SOFR + 2.34%, 11/17/2033 (Callable 11/17/2032) | &nbsp;&nbsp; 6.27% to 11/17/2032 then SOFR + 2.34%, 11/17/2033 (Callable 11/17/2032) | 29000000 | 31649609 |
| &nbsp;&nbsp; 5.33% to 03/27/2035 then SOFR + 1.47%, 03/27/2036 (Callable 03/27/2035) | &nbsp;&nbsp; 5.33% to 03/27/2035 then SOFR + 1.47%, 03/27/2036 (Callable 03/27/2035) | 55275000 | 56502204 |
|  Citizens Bank NA/Providence RI, 3.75%, 02/18/2026 (Callable 11/18/2025) | Citizens Bank NA/Providence RI, 3.75%, 02/18/2026 (Callable 11/18/2025) | 12120000 | 12090959 |
| Citizens Financial Group, Inc. | Citizens Financial Group, Inc. | Citizens Financial Group, Inc. | Citizens Financial Group, Inc. |
| &nbsp;&nbsp; 2.85%, 07/27/2026 (Callable 04/27/2026) | &nbsp;&nbsp; 2.85%, 07/27/2026 (Callable 04/27/2026) | 10000000 | 9890269 |
| &nbsp;&nbsp; 5.84% to 01/23/2029 then SOFR + 2.01%, 01/23/2030 (Callable 01/23/2029) | &nbsp;&nbsp; 5.84% to 01/23/2029 then SOFR + 2.01%, 01/23/2030 (Callable 01/23/2029) | 10000000 | 10422832 |
| &nbsp;&nbsp; 3.25%, 04/30/2030 (Callable 01/30/2030) | &nbsp;&nbsp; 3.25%, 04/30/2030 (Callable 01/30/2030) | 28925000 | 27384137 |
| &nbsp;&nbsp; 6.65% to 04/25/2034 then SOFR + 2.33%, 04/25/2035 (Callable 04/25/2034) | &nbsp;&nbsp; 6.65% to 04/25/2034 then SOFR + 2.33%, 04/25/2035 (Callable 04/25/2034) | 10000000 | 11003096 |
| CNA Financial Corp. | CNA Financial Corp. | CNA Financial Corp. | CNA Financial Corp. |
| &nbsp;&nbsp; 3.45%, 08/15/2027 (Callable 05/15/2027) | &nbsp;&nbsp; 3.45%, 08/15/2027 (Callable 05/15/2027) | 12000000 | 11855219 |
| &nbsp;&nbsp; 3.90%, 05/01/2029 (Callable 02/01/2029) | &nbsp;&nbsp; 3.90%, 05/01/2029 (Callable 02/01/2029) | 7000000 | 6909599 |
| &nbsp;&nbsp; 2.05%, 08/15/2030 (Callable 05/15/2030) | &nbsp;&nbsp; 2.05%, 08/15/2030 (Callable 05/15/2030) | 1000000 | 892706 |
| &nbsp;&nbsp; 5.50%, 06/15/2033 (Callable 03/15/2033) | &nbsp;&nbsp; 5.50%, 06/15/2033 (Callable 03/15/2033) | 15225000 | 15800826 |
| CNO Global Funding | CNO Global Funding | CNO Global Funding | CNO Global Funding |
| &nbsp;&nbsp; 5.88%, 06/04/2027 <sup>(a)</sup> | &nbsp;&nbsp; 5.88%, 06/04/2027 <sup>(a)</sup> | 37000000 | 37959253 |
| &nbsp;&nbsp; 4.88%, 12/10/2027 <sup>(a)</sup> | &nbsp;&nbsp; 4.88%, 12/10/2027 <sup>(a)</sup> | 15325000 | 15523002 |
| &nbsp;&nbsp; 2.65%, 01/06/2029 <sup>(a)</sup> | &nbsp;&nbsp; 2.65%, 01/06/2029 <sup>(a)</sup> | 10000000 | 9459341 |
|  Comerica Bank, 5.33% to 08/25/2032 then SOFR + 2.61%, 08/25/2033 (Callable 08/25/2032) | Comerica Bank, 5.33% to 08/25/2032 then SOFR + 2.61%, 08/25/2033 (Callable 08/25/2032) | 15325000 | 15313708 |
| Commonwealth Bank of Australia | Commonwealth Bank of Australia | Commonwealth Bank of Australia | Commonwealth Bank of Australia |
| &nbsp;&nbsp; 2.69%, 03/11/2031 <sup>(a)</sup> | &nbsp;&nbsp; 2.69%, 03/11/2031 <sup>(a)</sup> | 41000000 | 37090485 |
| &nbsp;&nbsp; 3.78%, 03/14/2032 <sup>(a)</sup> | &nbsp;&nbsp; 3.78%, 03/14/2032 <sup>(a)</sup> | 17800000 | 16846745 |
| &nbsp;&nbsp; 5.84%, 03/13/2034 <sup>(a)</sup> | &nbsp;&nbsp; 5.84%, 03/13/2034 <sup>(a)</sup> | 10000000 | 10500824 |
| &nbsp;&nbsp; 3.61% to 09/12/2029 then 5 yr. CMT Rate + 2.05%, 09/12/2034 (Callable 09/12/2029) <sup>(a)</sup> | &nbsp;&nbsp; 3.61% to 09/12/2029 then 5 yr. CMT Rate + 2.05%, 09/12/2034 (Callable 09/12/2029) <sup>(a)</sup> | 10000000 | 9598852 |
| Cooperatieve Rabobank UA | Cooperatieve Rabobank UA | Cooperatieve Rabobank UA | Cooperatieve Rabobank UA |
| &nbsp;&nbsp; 3.75%, 07/21/2026 | &nbsp;&nbsp; 3.75%, 07/21/2026 | 20829000 | 20732846 |
| &nbsp;&nbsp; 4.66% to 08/22/2027 then 1 yr. CMT Rate + 1.75%, 08/22/2028 (Callable 08/22/2027) <sup>(a)</sup> | &nbsp;&nbsp; 4.66% to 08/22/2027 then 1 yr. CMT Rate + 1.75%, 08/22/2028 (Callable 08/22/2027) <sup>(a)</sup> | 12000000 | 12100677 |
| Corebridge Global Funding | Corebridge Global Funding | Corebridge Global Funding | Corebridge Global Funding |
| &nbsp;&nbsp; 4.90%, 01/07/2028 <sup>(a)</sup> | &nbsp;&nbsp; 4.90%, 01/07/2028 <sup>(a)</sup> | 18000000 | 18305014 |
| &nbsp;&nbsp; 5.20%, 01/12/2029 <sup>(a)</sup> | &nbsp;&nbsp; 5.20%, 01/12/2029 <sup>(a)</sup> | 5000000 | 5140464 |
| &nbsp;&nbsp; 5.20%, 06/24/2029 <sup>(a)</sup> | &nbsp;&nbsp; 5.20%, 06/24/2029 <sup>(a)</sup> | 10000000 | 10266044 |
| Credit Agricole SA | Credit Agricole SA | Credit Agricole SA | Credit Agricole SA |
| &nbsp;&nbsp; 4.63% to 09/11/2027 then SOFR + 1.21%, 09/11/2028 (Callable 09/11/2027) <sup>(a)</sup> | &nbsp;&nbsp; 4.63% to 09/11/2027 then SOFR + 1.21%, 09/11/2028 (Callable 09/11/2027) <sup>(a)</sup> | 12000000 | 12075872 |
| &nbsp;&nbsp; 5.23% to 01/09/2028 then SOFR + 1.13%, 01/09/2029 (Callable 01/09/2028) <sup>(a)</sup> | &nbsp;&nbsp; 5.23% to 01/09/2028 then SOFR + 1.13%, 01/09/2029 (Callable 01/09/2028) <sup>(a)</sup> | 17000000 | 17326127 |
| &nbsp;&nbsp; 6.32% to 10/03/2028 then SOFR + 1.86%, 10/03/2029 (Callable 10/03/2028) <sup>(a)</sup> | &nbsp;&nbsp; 6.32% to 10/03/2028 then SOFR + 1.86%, 10/03/2029 (Callable 10/03/2028) <sup>(a)</sup> | 34221000 | 36076801 |
| &nbsp;&nbsp; 3.25%, 01/14/2030 <sup>(a)</sup> | &nbsp;&nbsp; 3.25%, 01/14/2030 <sup>(a)</sup> | 6800000 | 6415394 |
| &nbsp;&nbsp; 4.00% to 01/10/2028 then 5 yr. Swap Rate USD + 1.64%, 01/10/2033 (Callable 01/10/2028) <sup>(a)</sup> | &nbsp;&nbsp; 4.00% to 01/10/2028 then 5 yr. Swap Rate USD + 1.64%, 01/10/2033 (Callable 01/10/2028) <sup>(a)</sup> | 8000000 | 7879875 |
| &nbsp;&nbsp; 5.51%, 07/05/2033 <sup>(a)</sup> | &nbsp;&nbsp; 5.51%, 07/05/2033 <sup>(a)</sup> | 32000000 | 33760644 |
| &nbsp;&nbsp; 6.25% to 01/10/2034 then SOFR + 2.67%, 01/10/2035 (Callable 01/10/2034) <sup>(a)</sup> | &nbsp;&nbsp; 6.25% to 01/10/2034 then SOFR + 2.67%, 01/10/2035 (Callable 01/10/2034) <sup>(a)</sup> | 7000000 | 7386345 |
|  Credit Agricole SA/London, 4.13%, 01/10/2027 <sup>(a)</sup> | Credit Agricole SA/London, 4.13%, 01/10/2027 <sup>(a)</sup> | 17867000 | 17835262 |
|  Credit Suisse USA LLC, 7.13%, 07/15/2032 | Credit Suisse USA LLC, 7.13%, 07/15/2032 | 5063000 | 5821145 |
| Danske Bank AS | Danske Bank AS | Danske Bank AS | Danske Bank AS |
| &nbsp;&nbsp; 4.30% to 04/01/2027 then 1 yr. CMT Rate + 1.75%, 04/01/2028 (Callable 04/01/2027) <sup>(a)</sup> | &nbsp;&nbsp; 4.30% to 04/01/2027 then 1 yr. CMT Rate + 1.75%, 04/01/2028 (Callable 04/01/2027) <sup>(a)</sup> | 23530000 | 23551843 |
| &nbsp;&nbsp; 5.71% to 03/01/2029 then 1 yr. CMT Rate + 1.40%, 03/01/2030 (Callable 03/01/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.71% to 03/01/2029 then 1 yr. CMT Rate + 1.40%, 03/01/2030 (Callable 03/01/2029) <sup>(a)</sup> | 36318000 | 37786115 |
| &nbsp;&nbsp; 4.61% to 10/02/2029 then 1 yr. CMT Rate + 1.10%, 10/02/2030 (Callable 10/02/2029) <sup>(a)</sup> | &nbsp;&nbsp; 4.61% to 10/02/2029 then 1 yr. CMT Rate + 1.10%, 10/02/2030 (Callable 10/02/2029) <sup>(a)</sup> | 15000000 | 15078436 |
| &nbsp;&nbsp; 5.02% to 03/04/2030 then 1 yr. CMT Rate + 0.93%, 03/04/2031 (Callable 03/04/2030) <sup>(a)</sup> | &nbsp;&nbsp; 5.02% to 03/04/2030 then 1 yr. CMT Rate + 0.93%, 03/04/2031 (Callable 03/04/2030) <sup>(a)</sup> | 10000000 | 10188970 |
| Deutsche Bank AG/New York NY | Deutsche Bank AG/New York NY | Deutsche Bank AG/New York NY | Deutsche Bank AG/New York NY |
| &nbsp;&nbsp; 2.13% to 11/24/2025 then SOFR + 1.87%, 11/24/2026 (Callable 11/24/2025) | &nbsp;&nbsp; 2.13% to 11/24/2025 then SOFR + 1.87%, 11/24/2026 (Callable 11/24/2025) | 22755000 | 22671678 |
| &nbsp;&nbsp; 7.15% to 07/13/2026 then SOFR + 2.52%, 07/13/2027 (Callable 07/13/2026) | &nbsp;&nbsp; 7.15% to 07/13/2026 then SOFR + 2.52%, 07/13/2027 (Callable 07/13/2026) | 32425000 | 33118959 |
| &nbsp;&nbsp; 2.31% to 11/16/2026 then SOFR + 1.22%, 11/16/2027 (Callable 11/16/2026) | &nbsp;&nbsp; 2.31% to 11/16/2026 then SOFR + 1.22%, 11/16/2027 (Callable 11/16/2026) | 19435000 | 19009808 |
| &nbsp;&nbsp; 6.72% to 01/18/2028 then SOFR + 3.18%, 01/18/2029 (Callable 01/18/2028) | &nbsp;&nbsp; 6.72% to 01/18/2028 then SOFR + 3.18%, 01/18/2029 (Callable 01/18/2028) | 10000000 | 10501391 |
| &nbsp;&nbsp; 6.82% to 11/20/2028 then SOFR + 2.51%, 11/20/2029 (Callable 11/20/2028) | &nbsp;&nbsp; 6.82% to 11/20/2028 then SOFR + 2.51%, 11/20/2029 (Callable 11/20/2028) | 25649000 | 27435674 |
| &nbsp;&nbsp; 5.00% to 09/11/2029 then SOFR + 1.70%, 09/11/2030 (Callable 09/11/2029) | &nbsp;&nbsp; 5.00% to 09/11/2029 then SOFR + 1.70%, 09/11/2030 (Callable 09/11/2029) | 27750000 | 28147392 |
| &nbsp;&nbsp; 5.30% to 05/09/2030 then SOFR + 1.72%, 05/09/2031 (Callable 05/09/2030) | &nbsp;&nbsp; 5.30% to 05/09/2030 then SOFR + 1.72%, 05/09/2031 (Callable 05/09/2030) | 7500000 | 7682726 |
| &nbsp;&nbsp; 4.95% to 08/04/2030 then SOFR + 1.30%, 08/04/2031 (Callable 08/04/2030) | &nbsp;&nbsp; 4.95% to 08/04/2030 then SOFR + 1.30%, 08/04/2031 (Callable 08/04/2030) | 13500000 | 13627667 |
| &nbsp;&nbsp; 3.73% to 01/14/2031 then SOFR + 2.76%, 01/14/2032 (Callable 10/14/2030) | &nbsp;&nbsp; 3.73% to 01/14/2031 then SOFR + 2.76%, 01/14/2032 (Callable 10/14/2030) | 12240000 | 11478605 |
| &nbsp;&nbsp; 3.04% to 05/28/2031 then SOFR + 1.72%, 05/28/2032 (Callable 05/28/2031) | &nbsp;&nbsp; 3.04% to 05/28/2031 then SOFR + 1.72%, 05/28/2032 (Callable 05/28/2031) | 14000000 | 12788815 |
| &nbsp;&nbsp; 3.74% to 01/07/2032 then SOFR + 2.26%, 01/07/2033 (Callable 10/07/2031) | &nbsp;&nbsp; 3.74% to 01/07/2032 then SOFR + 2.26%, 01/07/2033 (Callable 10/07/2031) | 87215000 | 80330492 |
|  Digital Realty Trust LP, 5.55%, 01/15/2028 (Callable 12/15/2027) | Digital Realty Trust LP, 5.55%, 01/15/2028 (Callable 12/15/2027) | 9775000 | 10061730 |
| Elevance Health, Inc. | Elevance Health, Inc. | Elevance Health, Inc. | Elevance Health, Inc. |
| &nbsp;&nbsp; 5.20%, 02/15/2035 (Callable 11/15/2034) | &nbsp;&nbsp; 5.20%, 02/15/2035 (Callable 11/15/2034) | 9975000 | 10166342 |
| &nbsp;&nbsp; 5.10%, 01/15/2044 | &nbsp;&nbsp; 5.10%, 01/15/2044 | 1584000 | 1498448 |
| &nbsp;&nbsp; 4.38%, 12/01/2047 (Callable 06/01/2047) | &nbsp;&nbsp; 4.38%, 12/01/2047 (Callable 06/01/2047) | 8650000 | 7213896 |
| &nbsp;&nbsp; 5.13%, 02/15/2053 (Callable 08/15/2052) | &nbsp;&nbsp; 5.13%, 02/15/2053 (Callable 08/15/2052) | 8150000 | 7444063 |
| &nbsp;&nbsp; 5.70%, 02/15/2055 (Callable 08/15/2054) | &nbsp;&nbsp; 5.70%, 02/15/2055 (Callable 08/15/2054) | 13825000 | 13683298 |
|  Equitable Financial Life Global Funding, 5.45%, 03/03/2028 <sup>(a)</sup> | Equitable Financial Life Global Funding, 5.45%, 03/03/2028 <sup>(a)</sup> | 6000000 | 6170800 |
|  Equitable Holdings, Inc., 4.57%, 02/15/2029 (Callable 11/15/2028) <sup>(a)</sup> | Equitable Holdings, Inc., 4.57%, 02/15/2029 (Callable 11/15/2028) <sup>(a)</sup> | 2183000 | 2192229 |
| Extra Space Storage LP | Extra Space Storage LP | Extra Space Storage LP | Extra Space Storage LP |
| &nbsp;&nbsp; 5.70%, 04/01/2028 (Callable 03/01/2028) | &nbsp;&nbsp; 5.70%, 04/01/2028 (Callable 03/01/2028) | 25000000 | 25820317 |
| &nbsp;&nbsp; 5.50%, 07/01/2030 (Callable 05/01/2030) | &nbsp;&nbsp; 5.50%, 07/01/2030 (Callable 05/01/2030) | 10000000 | 10425751 |
| &nbsp;&nbsp; 2.55%, 06/01/2031 (Callable 03/01/2031) | &nbsp;&nbsp; 2.55%, 06/01/2031 (Callable 03/01/2031) | 10750000 | 9671839 |
| &nbsp;&nbsp; 5.40%, 06/15/2035 (Callable 03/15/2035) | &nbsp;&nbsp; 5.40%, 06/15/2035 (Callable 03/15/2035) | 9050000 | 9245215 |
| Federation des Caisses Desjardins du Quebec | Federation des Caisses Desjardins du Quebec | Federation des Caisses Desjardins du Quebec | Federation des Caisses Desjardins du Quebec |
| &nbsp;&nbsp; 4.55%, 08/23/2027 <sup>(a)</sup> | &nbsp;&nbsp; 4.55%, 08/23/2027 <sup>(a)</sup> | 24325000 | 24569839 |
| &nbsp;&nbsp; 5.70%, 03/14/2028 <sup>(a)</sup> | &nbsp;&nbsp; 5.70%, 03/14/2028 <sup>(a)</sup> | 18700000 | 19381924 |
| &nbsp;&nbsp; 4.57%, 08/26/2030 <sup>(a)</sup> | &nbsp;&nbsp; 4.57%, 08/26/2030 <sup>(a)</sup> | 10000000 | 10055319 |
|  Fifth Third Bancorp, 4.77% to 07/28/2029 then SOFR + 2.13%, 07/28/2030 (Callable 07/28/2029) | Fifth Third Bancorp, 4.77% to 07/28/2029 then SOFR + 2.13%, 07/28/2030 (Callable 07/28/2029) | 7525000 | 7609593 |
|  First Citizens BancShares, Inc./NC, 5.23% to 03/12/2030 then SOFR + 1.41%, 03/12/2031 (Callable 03/12/2030) | First Citizens BancShares, Inc./NC, 5.23% to 03/12/2030 then SOFR + 1.41%, 03/12/2031 (Callable 03/12/2030) | 17500000 | 17759117 |
|  First Industrial LP, 5.25%, 01/15/2031 (Callable 12/15/2030) | First Industrial LP, 5.25%, 01/15/2031 (Callable 12/15/2030) | 10000000 | 10251779 |
|  Five Corners Funding Trust II, 2.85%, 05/15/2030 (Callable 02/15/2030) <sup>(a)</sup> | Five Corners Funding Trust II, 2.85%, 05/15/2030 (Callable 02/15/2030) <sup>(a)</sup> | 30000000 | 28101718 |
|  Five Corners Funding Trust III, 5.79%, 02/15/2033 (Callable 11/15/2032) <sup>(a)</sup> | Five Corners Funding Trust III, 5.79%, 02/15/2033 (Callable 11/15/2032) <sup>(a)</sup> | 8000000 | 8459115 |
|  Five Corners Funding Trust IV, 6.00%, 02/15/2053 (Callable 08/15/2052) <sup>(a)</sup> | Five Corners Funding Trust IV, 6.00%, 02/15/2053 (Callable 08/15/2052) <sup>(a)</sup> | 10000000 | 10466113 |
|  FMR LLC, 4.95%, 02/01/2033 <sup>(a)</sup> | FMR LLC, 4.95%, 02/01/2033 <sup>(a)</sup> | 1750000 | 1765486 |
|  Globe Life, Inc., 4.55%, 09/15/2028 (Callable 06/15/2028) | Globe Life, Inc., 4.55%, 09/15/2028 (Callable 06/15/2028) | 5000000 | 5044286 |
|  Goldman Sachs Bank USA/New York NY, 5.41% to 05/21/2026 then SOFR + 0.75%, 05/21/2027 (Callable 05/21/2026) | Goldman Sachs Bank USA/New York NY, 5.41% to 05/21/2026 then SOFR + 0.75%, 05/21/2027 (Callable 05/21/2026) | 5000000 | 5038382 |
|  Goldman Sachs Capital I, 6.35%, 02/15/2034 | Goldman Sachs Capital I, 6.35%, 02/15/2034 | 1553000 | 1659222 |
| Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. |
| &nbsp;&nbsp; 2.64% to 02/24/2027 then SOFR + 1.11%, 02/24/2028 (Callable 02/24/2027) | &nbsp;&nbsp; 2.64% to 02/24/2027 then SOFR + 1.11%, 02/24/2028 (Callable 02/24/2027) | 89350000 | 87471194 |
| &nbsp;&nbsp; 4.94% (SOFR + 1.32%), 04/23/2028 (Callable 04/23/2027) | &nbsp;&nbsp; 4.94% (SOFR + 1.32%), 04/23/2028 (Callable 04/23/2027) | 5000000 | 5058533 |
| &nbsp;&nbsp; 3.69% to 06/05/2027 then 3 mo. Term SOFR + 1.77%, 06/05/2028 (Callable 06/05/2027) | &nbsp;&nbsp; 3.69% to 06/05/2027 then 3 mo. Term SOFR + 1.77%, 06/05/2028 (Callable 06/05/2027) | 23775000 | 23604008 |
| &nbsp;&nbsp; 3.81% to 04/23/2028 then 3 mo. Term SOFR + 1.42%, 04/23/2029 (Callable 04/23/2028) | &nbsp;&nbsp; 3.81% to 04/23/2028 then 3 mo. Term SOFR + 1.42%, 04/23/2029 (Callable 04/23/2028) | 10000000 | 9914743 |
| &nbsp;&nbsp; 4.22% to 05/01/2028 then 3 mo. Term SOFR + 1.56%, 05/01/2029 (Callable 05/01/2028) | &nbsp;&nbsp; 4.22% to 05/01/2028 then 3 mo. Term SOFR + 1.56%, 05/01/2029 (Callable 05/01/2028) | 43348000 | 43398577 |
| &nbsp;&nbsp; 3.80%, 03/15/2030 (Callable 12/15/2029) | &nbsp;&nbsp; 3.80%, 03/15/2030 (Callable 12/15/2029) | 30000000 | 29525539 |
| &nbsp;&nbsp; 5.05% to 07/23/2029 then SOFR + 1.21%, 07/23/2030 (Callable 07/23/2029) | &nbsp;&nbsp; 5.05% to 07/23/2029 then SOFR + 1.21%, 07/23/2030 (Callable 07/23/2029) | 15000000 | 15375951 |
| &nbsp;&nbsp; 4.69% to 10/23/2029 then SOFR + 1.14%, 10/23/2030 (Callable 10/23/2029) | &nbsp;&nbsp; 4.69% to 10/23/2029 then SOFR + 1.14%, 10/23/2030 (Callable 10/23/2029) | 15000000 | 15191170 |
| &nbsp;&nbsp; 1.99% to 01/27/2031 then SOFR + 1.09%, 01/27/2032 (Callable 01/27/2031) | &nbsp;&nbsp; 1.99% to 01/27/2031 then SOFR + 1.09%, 01/27/2032 (Callable 01/27/2031) | 10000000 | 8824310 |
| &nbsp;&nbsp; 2.62% to 04/22/2031 then SOFR + 1.28%, 04/22/2032 (Callable 04/22/2031) | &nbsp;&nbsp; 2.62% to 04/22/2031 then SOFR + 1.28%, 04/22/2032 (Callable 04/22/2031) | 9625000 | 8731985 |
| &nbsp;&nbsp; 2.38% to 07/21/2031 then SOFR + 1.25%, 07/21/2032 (Callable 07/21/2031) | &nbsp;&nbsp; 2.38% to 07/21/2031 then SOFR + 1.25%, 07/21/2032 (Callable 07/21/2031) | 30000000 | 26774961 |
| Guardian Life Global Funding | Guardian Life Global Funding | Guardian Life Global Funding | Guardian Life Global Funding |
| &nbsp;&nbsp; 5.55%, 10/28/2027 <sup>(a)</sup> | &nbsp;&nbsp; 5.55%, 10/28/2027 <sup>(a)</sup> | 16350000 | 16860699 |
| &nbsp;&nbsp; 4.33%, 10/06/2030 <sup>(a)</sup> | &nbsp;&nbsp; 4.33%, 10/06/2030 <sup>(a)</sup> | 61400000 | 61486325 |
| Guardian Life Insurance Co. of America | Guardian Life Insurance Co. of America | Guardian Life Insurance Co. of America | Guardian Life Insurance Co. of America |
| &nbsp;&nbsp; 3.70%, 01/22/2070 (Callable 07/22/2069) <sup>(a)</sup> | &nbsp;&nbsp; 3.70%, 01/22/2070 (Callable 07/22/2069) <sup>(a)</sup> | 7211000 | 4959960 |
| &nbsp;&nbsp; 4.85%, 01/24/2077 <sup>(a)</sup> | &nbsp;&nbsp; 4.85%, 01/24/2077 <sup>(a)</sup> | 24727000 | 20821539 |
| Hanover Insurance Group, Inc. | Hanover Insurance Group, Inc. | Hanover Insurance Group, Inc. | Hanover Insurance Group, Inc. |
| &nbsp;&nbsp; 2.50%, 09/01/2030 (Callable 06/01/2030) | &nbsp;&nbsp; 2.50%, 09/01/2030 (Callable 06/01/2030) | 10550000 | 9518019 |
| &nbsp;&nbsp; 5.50%, 09/01/2035 (Callable 06/01/2035) | &nbsp;&nbsp; 5.50%, 09/01/2035 (Callable 06/01/2035) | 27500000 | 27824164 |
|  Health Care Service Corp. A Mutual Legal Reserve Co., 2.20%, 06/01/2030 (Callable 03/01/2030) <sup>(a)</sup> | Health Care Service Corp. A Mutual Legal Reserve Co., 2.20%, 06/01/2030 (Callable 03/01/2030) <sup>(a)</sup> | 6125000 | 5537550 |
|  Healthpeak OP LLC, 5.25%, 12/15/2032 (Callable 09/15/2032) | Healthpeak OP LLC, 5.25%, 12/15/2032 (Callable 09/15/2032) | 4000000 | 4113247 |
|  Henneman Trust, 6.58%, 05/15/2055 (Callable 11/15/2054) <sup>(a)</sup> | Henneman Trust, 6.58%, 05/15/2055 (Callable 11/15/2054) <sup>(a)</sup> | 8800000 | 9385416 |
|  High Street Funding Trust II, 4.68%, 02/15/2048 (Callable 11/15/2047) <sup>(a)</sup> | High Street Funding Trust II, 4.68%, 02/15/2048 (Callable 11/15/2047) <sup>(a)</sup> | 2000000 | 1755389 |
|  Horizon Mutual Holdings, Inc., 6.20%, 11/15/2034 (Callable 08/15/2034) <sup>(a)</sup> | Horizon Mutual Holdings, Inc., 6.20%, 11/15/2034 (Callable 08/15/2034) <sup>(a)</sup> | 15000000 | 14663898 |
| Host Hotels & Resorts LP | Host Hotels & Resorts LP | Host Hotels & Resorts LP | Host Hotels & Resorts LP |
| &nbsp;&nbsp; 5.70%, 06/15/2032 (Callable 04/15/2032) | &nbsp;&nbsp; 5.70%, 06/15/2032 (Callable 04/15/2032) | 15000000 | 15451869 |
| &nbsp;&nbsp; 5.50%, 04/15/2035 (Callable 01/15/2035) | &nbsp;&nbsp; 5.50%, 04/15/2035 (Callable 01/15/2035) | 6000000 | 6039583 |
|  HSBC Bank USA NA, 7.00%, 01/15/2039 | HSBC Bank USA NA, 7.00%, 01/15/2039 | 4200000 | 4952557 |
| HSBC Holdings PLC | HSBC Holdings PLC | HSBC Holdings PLC | HSBC Holdings PLC |
| &nbsp;&nbsp; 2.01% to 09/22/2027 then SOFR + 1.73%, 09/22/2028 (Callable 09/22/2027) | &nbsp;&nbsp; 2.01% to 09/22/2027 then SOFR + 1.73%, 09/22/2028 (Callable 09/22/2027) | 17286000 | 16560387 |
| &nbsp;&nbsp; 5.13% to 11/19/2027 then SOFR + 1.04%, 11/19/2028 (Callable 11/19/2027) | &nbsp;&nbsp; 5.13% to 11/19/2027 then SOFR + 1.04%, 11/19/2028 (Callable 11/19/2027) | 35000000 | 35623936 |
| &nbsp;&nbsp; 4.90% to 03/03/2028 then SOFR + 1.03%, 03/03/2029 (Callable 03/03/2028) | &nbsp;&nbsp; 4.90% to 03/03/2028 then SOFR + 1.03%, 03/03/2029 (Callable 03/03/2028) | 26000000 | 26377541 |
| &nbsp;&nbsp; 6.16% to 03/09/2028 then SOFR + 1.97%, 03/09/2029 (Callable 03/09/2028) | &nbsp;&nbsp; 6.16% to 03/09/2028 then SOFR + 1.97%, 03/09/2029 (Callable 03/09/2028) | 8250000 | 8604009 |
| &nbsp;&nbsp; 4.58% to 06/19/2028 then 3 mo. Term SOFR + 1.80%, 06/19/2029 (Callable 06/19/2028) | &nbsp;&nbsp; 4.58% to 06/19/2028 then 3 mo. Term SOFR + 1.80%, 06/19/2029 (Callable 06/19/2028) | 35000000 | 35247589 |
| &nbsp;&nbsp; 2.21% to 08/17/2028 then SOFR + 1.29%, 08/17/2029 (Callable 08/17/2028) | &nbsp;&nbsp; 2.21% to 08/17/2028 then SOFR + 1.29%, 08/17/2029 (Callable 08/17/2028) | 23200000 | 21899374 |
| &nbsp;&nbsp; 3.97% to 05/22/2029 then 3 mo. Term SOFR + 1.87%, 05/22/2030 (Callable 05/22/2029) | &nbsp;&nbsp; 3.97% to 05/22/2029 then 3 mo. Term SOFR + 1.87%, 05/22/2030 (Callable 05/22/2029) | 9000000 | 8863746 |
| &nbsp;&nbsp; 5.29% to 11/19/2029 then SOFR + 1.29%, 11/19/2030 (Callable 11/19/2029) | &nbsp;&nbsp; 5.29% to 11/19/2029 then SOFR + 1.29%, 11/19/2030 (Callable 11/19/2029) | 24600000 | 25374991 |
| &nbsp;&nbsp; 2.80% to 05/24/2031 then SOFR + 1.19%, 05/24/2032 (Callable 05/24/2031) | &nbsp;&nbsp; 2.80% to 05/24/2031 then SOFR + 1.19%, 05/24/2032 (Callable 05/24/2031) | 37085000 | 33613805 |
|  Humana, Inc., 5.55%, 05/01/2035 (Callable 02/01/2035) | Humana, Inc., 5.55%, 05/01/2035 (Callable 02/01/2035) | 22000000 | 22412688 |
| Huntington Bancshares, Inc./OH | Huntington Bancshares, Inc./OH | Huntington Bancshares, Inc./OH | Huntington Bancshares, Inc./OH |
| &nbsp;&nbsp; 4.44% to 08/04/2027 then SOFR + 1.97%, 08/04/2028 (Callable 08/04/2027) | &nbsp;&nbsp; 4.44% to 08/04/2027 then SOFR + 1.97%, 08/04/2028 (Callable 08/04/2027) | 9500000 | 9541474 |
| &nbsp;&nbsp; 5.27% to 01/15/2030 then SOFR + 1.28%, 01/15/2031 (Callable 01/15/2030) | &nbsp;&nbsp; 5.27% to 01/15/2030 then SOFR + 1.28%, 01/15/2031 (Callable 01/15/2030) | 16000000 | 16490682 |
| &nbsp;&nbsp; 5.02% to 05/17/2032 then SOFR + 2.05%, 05/17/2033 (Callable 05/17/2032) | &nbsp;&nbsp; 5.02% to 05/17/2032 then SOFR + 2.05%, 05/17/2033 (Callable 05/17/2032) | 3775000 | 3800663 |
| &nbsp;&nbsp; 5.71% to 02/02/2034 then SOFR + 1.87%, 02/02/2035 (Callable 02/02/2034) | &nbsp;&nbsp; 5.71% to 02/02/2034 then SOFR + 1.87%, 02/02/2035 (Callable 02/02/2034) | 10150000 | 10579090 |
| Huntington National Bank | Huntington National Bank | Huntington National Bank | Huntington National Bank |
| &nbsp;&nbsp; 4.27%, 11/25/2026 | &nbsp;&nbsp; 4.27%, 11/25/2026 | 4600000 | 4573038 |
| &nbsp;&nbsp; 5.65%, 01/10/2030 (Callable 11/10/2029) | &nbsp;&nbsp; 5.65%, 01/10/2030 (Callable 11/10/2029) | 1500000 | 1569115 |
|  ING Groep NV, 5.55% to 03/19/2034 then SOFR + 1.77%, 03/19/2035 (Callable 03/19/2034) | ING Groep NV, 5.55% to 03/19/2034 then SOFR + 1.77%, 03/19/2035 (Callable 03/19/2034) | 6000000 | 6233118 |
| Jackson National Life Global Funding | Jackson National Life Global Funding | Jackson National Life Global Funding | Jackson National Life Global Funding |
| &nbsp;&nbsp; 4.90%, 01/13/2027 <sup>(a)</sup> | &nbsp;&nbsp; 4.90%, 01/13/2027 <sup>(a)</sup> | 25400000 | 25607740 |
| &nbsp;&nbsp; 5.55%, 07/02/2027 <sup>(a)</sup> | &nbsp;&nbsp; 5.55%, 07/02/2027 <sup>(a)</sup> | 30000000 | 30651152 |
| &nbsp;&nbsp; 4.55%, 09/09/2030 <sup>(a)</sup> | &nbsp;&nbsp; 4.55%, 09/09/2030 <sup>(a)</sup> | 15000000 | 15015233 |
|  Janus Henderson US Holdings, Inc., 5.45%, 09/10/2034 (Callable 06/10/2034) | Janus Henderson US Holdings, Inc., 5.45%, 09/10/2034 (Callable 06/10/2034) | 10000000 | 10109162 |
| Jefferies Financial Group, Inc. | Jefferies Financial Group, Inc. | Jefferies Financial Group, Inc. | Jefferies Financial Group, Inc. |
| &nbsp;&nbsp; 5.88%, 07/21/2028 (Callable 06/21/2028) | &nbsp;&nbsp; 5.88%, 07/21/2028 (Callable 06/21/2028) | 18000000 | 18740874 |
| &nbsp;&nbsp; 4.15%, 01/23/2030 | &nbsp;&nbsp; 4.15%, 01/23/2030 | 10000000 | 9872967 |
| &nbsp;&nbsp; 6.20%, 04/14/2034 (Callable 01/14/2034) | &nbsp;&nbsp; 6.20%, 04/14/2034 (Callable 01/14/2034) | 20000000 | 21263930 |
| &nbsp;&nbsp; 6.25%, 01/15/2036 | &nbsp;&nbsp; 6.25%, 01/15/2036 | 1390000 | 1482078 |
| JPMorgan Chase & Co. | JPMorgan Chase & Co. | JPMorgan Chase & Co. | JPMorgan Chase & Co. |
| &nbsp;&nbsp; 1.47% to 09/22/2026 then SOFR + 0.77%, 09/22/2027 (Callable 09/22/2026) | &nbsp;&nbsp; 1.47% to 09/22/2026 then SOFR + 0.77%, 09/22/2027 (Callable 09/22/2026) | 12025000 | 11721851 |
| &nbsp;&nbsp; 5.57% to 04/22/2027 then SOFR + 0.93%, 04/22/2028 (Callable 04/22/2027) | &nbsp;&nbsp; 5.57% to 04/22/2027 then SOFR + 0.93%, 04/22/2028 (Callable 04/22/2027) | 3000000 | 3065524 |
| &nbsp;&nbsp; 4.98% to 07/22/2027 then SOFR + 0.93%, 07/22/2028 (Callable 07/22/2027) | &nbsp;&nbsp; 4.98% to 07/22/2027 then SOFR + 0.93%, 07/22/2028 (Callable 07/22/2027) | 42500000 | 43147460 |
| &nbsp;&nbsp; 4.85% to 07/25/2027 then SOFR + 1.99%, 07/25/2028 (Callable 07/25/2027) | &nbsp;&nbsp; 4.85% to 07/25/2027 then SOFR + 1.99%, 07/25/2028 (Callable 07/25/2027) | 60619000 | 61420477 |
| &nbsp;&nbsp; 4.51% to 10/22/2027 then SOFR + 0.86%, 10/22/2028 (Callable 10/22/2027) | &nbsp;&nbsp; 4.51% to 10/22/2027 then SOFR + 0.86%, 10/22/2028 (Callable 10/22/2027) | 34000000 | 34290499 |
| &nbsp;&nbsp; 4.92% to 01/24/2028 then SOFR + 0.80%, 01/24/2029 (Callable 01/24/2028) | &nbsp;&nbsp; 4.92% to 01/24/2028 then SOFR + 0.80%, 01/24/2029 (Callable 01/24/2028) | 25000000 | 25450724 |
| &nbsp;&nbsp; 2.07% to 06/01/2028 then SOFR + 1.02%, 06/01/2029 (Callable 06/01/2028) | &nbsp;&nbsp; 2.07% to 06/01/2028 then SOFR + 1.02%, 06/01/2029 (Callable 06/01/2028) | 25000000 | 23721995 |
| &nbsp;&nbsp; 5.30% to 07/24/2028 then SOFR + 1.45%, 07/24/2029 (Callable 07/24/2028) | &nbsp;&nbsp; 5.30% to 07/24/2028 then SOFR + 1.45%, 07/24/2029 (Callable 07/24/2028) | 10000000 | 10303304 |
| &nbsp;&nbsp; 6.09% to 10/23/2028 then SOFR + 1.57%, 10/23/2029 (Callable 10/23/2028) | &nbsp;&nbsp; 6.09% to 10/23/2028 then SOFR + 1.57%, 10/23/2029 (Callable 10/23/2028) | 30000000 | 31658245 |
| &nbsp;&nbsp; 3.70% to 05/06/2029 then 3 mo. Term SOFR + 1.42%, 05/06/2030 (Callable 05/06/2029) | &nbsp;&nbsp; 3.70% to 05/06/2029 then 3 mo. Term SOFR + 1.42%, 05/06/2030 (Callable 05/06/2029) | 15000000 | 14741997 |
| &nbsp;&nbsp; 2.52% to 04/22/2030 then SOFR + 2.04%, 04/22/2031 (Callable 04/22/2030) | &nbsp;&nbsp; 2.52% to 04/22/2030 then SOFR + 2.04%, 04/22/2031 (Callable 04/22/2030) | 28000000 | 25970844 |
| &nbsp;&nbsp; 1.95% to 02/04/2031 then SOFR + 1.07%, 02/04/2032 (Callable 02/04/2031) | &nbsp;&nbsp; 1.95% to 02/04/2031 then SOFR + 1.07%, 02/04/2032 (Callable 02/04/2031) | 22000000 | 19447287 |
| &nbsp;&nbsp; 2.58% to 04/22/2031 then 3 mo. Term SOFR + 1.25%, 04/22/2032 (Callable 04/22/2031) | &nbsp;&nbsp; 2.58% to 04/22/2031 then 3 mo. Term SOFR + 1.25%, 04/22/2032 (Callable 04/22/2031) | 10000000 | 9088137 |
| &nbsp;&nbsp; 5.35% to 06/01/2033 then SOFR + 1.85%, 06/01/2034 (Callable 06/01/2033) | &nbsp;&nbsp; 5.35% to 06/01/2033 then SOFR + 1.85%, 06/01/2034 (Callable 06/01/2033) | 2500000 | 2604893 |
| &nbsp;&nbsp; 5.77% to 04/22/2034 then SOFR + 1.49%, 04/22/2035 (Callable 04/22/2034) | &nbsp;&nbsp; 5.77% to 04/22/2034 then SOFR + 1.49%, 04/22/2035 (Callable 04/22/2034) | 26500000 | 28232757 |
| &nbsp;&nbsp; 5.60%, 07/15/2041 | &nbsp;&nbsp; 5.60%, 07/15/2041 | 4106000 | 4293969 |
| KBC Group NV | KBC Group NV | KBC Group NV | KBC Group NV |
| &nbsp;&nbsp; 5.80% to 01/19/2028 then 1 yr. CMT Rate + 2.10%, 01/19/2029 (Callable 01/19/2028) <sup>(a)</sup> | &nbsp;&nbsp; 5.80% to 01/19/2028 then 1 yr. CMT Rate + 2.10%, 01/19/2029 (Callable 01/19/2028) <sup>(a)</sup> | 18500000 | 19111389 |
| &nbsp;&nbsp; 4.93% to 10/16/2029 then 1 yr. CMT Rate + 1.07%, 10/16/2030 (Callable 10/16/2029) <sup>(a)</sup> | &nbsp;&nbsp; 4.93% to 10/16/2029 then 1 yr. CMT Rate + 1.07%, 10/16/2030 (Callable 10/16/2029) <sup>(a)</sup> | 18375000 | 18690718 |
|  Kemper Corp., 3.80%, 02/23/2032 (Callable 11/23/2031) | Kemper Corp., 3.80%, 02/23/2032 (Callable 11/23/2031) | 8000000 | 7363859 |
|  KeyBank NA, 3.40%, 05/20/2026 | KeyBank NA, 3.40%, 05/20/2026 | 18965000 | 18860478 |
| KeyBank NA/Cleveland OH | KeyBank NA/Cleveland OH | KeyBank NA/Cleveland OH | KeyBank NA/Cleveland OH |
| &nbsp;&nbsp; 4.90%, 08/08/2032 | &nbsp;&nbsp; 4.90%, 08/08/2032 | 6000000 | 5956489 |
| &nbsp;&nbsp; 5.00%, 01/26/2033 (Callable 10/26/2032) | &nbsp;&nbsp; 5.00%, 01/26/2033 (Callable 10/26/2032) | 5000000 | 5032215 |
| Liberty Mutual Group, Inc. | Liberty Mutual Group, Inc. | Liberty Mutual Group, Inc. | Liberty Mutual Group, Inc. |
| &nbsp;&nbsp; 4.57%, 02/01/2029 <sup>(a)</sup> | &nbsp;&nbsp; 4.57%, 02/01/2029 <sup>(a)</sup> | 2087000 | 2100526 |
| &nbsp;&nbsp; 3.95%, 10/15/2050 (Callable 04/15/2050) <sup>(a)</sup> | &nbsp;&nbsp; 3.95%, 10/15/2050 (Callable 04/15/2050) <sup>(a)</sup> | 2231000 | 1708696 |
| &nbsp;&nbsp; 5.50%, 06/15/2052 (Callable 12/15/2051) <sup>(a)</sup> | &nbsp;&nbsp; 5.50%, 06/15/2052 (Callable 12/15/2051) <sup>(a)</sup> | 5150000 | 4927293 |
|  Liberty Mutual Insurance Co., 7.70%, 10/15/2097 <sup>(a)</sup> | Liberty Mutual Insurance Co., 7.70%, 10/15/2097 <sup>(a)</sup> | 465000 | 534012 |
| Lincoln National Corp. | Lincoln National Corp. | Lincoln National Corp. | Lincoln National Corp. |
| &nbsp;&nbsp; 3.05%, 01/15/2030 (Callable 10/15/2029) | &nbsp;&nbsp; 3.05%, 01/15/2030 (Callable 10/15/2029) | 20010000 | 19004643 |
| &nbsp;&nbsp; 2.33%, 08/15/2030 (Callable 05/15/2030) <sup>(a)</sup> | &nbsp;&nbsp; 2.33%, 08/15/2030 (Callable 05/15/2030) <sup>(a)</sup> | 23950000 | 21664730 |
|  Lineage OP LP, 5.25%, 07/15/2030 (Callable 06/15/2030) <sup>(a)</sup> | Lineage OP LP, 5.25%, 07/15/2030 (Callable 06/15/2030) <sup>(a)</sup> | 27000000 | 27368312 |
| Lloyds Banking Group PLC | Lloyds Banking Group PLC | Lloyds Banking Group PLC | Lloyds Banking Group PLC |
| &nbsp;&nbsp; 1.63% to 05/11/2026 then 1 yr. CMT Rate + 0.85%, 05/11/2027 (Callable 05/11/2026) | &nbsp;&nbsp; 1.63% to 05/11/2026 then 1 yr. CMT Rate + 0.85%, 05/11/2027 (Callable 05/11/2026) | 10000000 | 9839028 |
| &nbsp;&nbsp; 3.57% to 11/07/2027 then 3 mo. LIBOR US + 1.21%, 11/07/2028 (Callable 11/07/2027) <sup>(b)</sup> | &nbsp;&nbsp; 3.57% to 11/07/2027 then 3 mo. LIBOR US + 1.21%, 11/07/2028 (Callable 11/07/2027) <sup>(b)</sup> | 18500000 | 18257076 |
| &nbsp;&nbsp; 5.09% to 11/26/2027 then 1 yr. CMT Rate + 0.85%, 11/26/2028 (Callable 11/26/2027) | &nbsp;&nbsp; 5.09% to 11/26/2027 then 1 yr. CMT Rate + 0.85%, 11/26/2028 (Callable 11/26/2027) | 30000000 | 30534217 |
| &nbsp;&nbsp; 5.68% to 01/05/2034 then 1 yr. CMT Rate + 1.75%, 01/05/2035 (Callable 01/05/2034) | &nbsp;&nbsp; 5.68% to 01/05/2034 then 1 yr. CMT Rate + 1.75%, 01/05/2035 (Callable 01/05/2034) | 12000000 | 12579622 |
| &nbsp;&nbsp; 5.59% to 11/26/2034 then 1 yr. CMT Rate + 1.20%, 11/26/2035 (Callable 11/26/2034) | &nbsp;&nbsp; 5.59% to 11/26/2034 then 1 yr. CMT Rate + 1.20%, 11/26/2035 (Callable 11/26/2034) | 15000000 | 15590329 |
| LPL Holdings, Inc. | LPL Holdings, Inc. | LPL Holdings, Inc. | LPL Holdings, Inc. |
| &nbsp;&nbsp; 6.75%, 11/17/2028 (Callable 10/17/2028) | &nbsp;&nbsp; 6.75%, 11/17/2028 (Callable 10/17/2028) | 36030000 | 38456948 |
| &nbsp;&nbsp; 4.00%, 03/15/2029 (Callable 10/31/2025) <sup>(a)</sup> | &nbsp;&nbsp; 4.00%, 03/15/2029 (Callable 10/31/2025) <sup>(a)</sup> | 6500000 | 6356582 |
| &nbsp;&nbsp; 5.20%, 03/15/2030 (Callable 02/15/2030) | &nbsp;&nbsp; 5.20%, 03/15/2030 (Callable 02/15/2030) | 13375000 | 13658071 |
| &nbsp;&nbsp; 4.38%, 05/15/2031 (Callable 05/15/2026) <sup>(a)</sup> | &nbsp;&nbsp; 4.38%, 05/15/2031 (Callable 05/15/2026) <sup>(a)</sup> | 5000000 | 4840246 |
| &nbsp;&nbsp; 6.00%, 05/20/2034 (Callable 02/20/2034) | &nbsp;&nbsp; 6.00%, 05/20/2034 (Callable 02/20/2034) | 32814000 | 34286567 |
| &nbsp;&nbsp; 5.65%, 03/15/2035 (Callable 12/15/2034) | &nbsp;&nbsp; 5.65%, 03/15/2035 (Callable 12/15/2034) | 12000000 | 12226342 |
| &nbsp;&nbsp; 5.75%, 06/15/2035 (Callable 03/15/2035) | &nbsp;&nbsp; 5.75%, 06/15/2035 (Callable 03/15/2035) | 11500000 | 11792573 |
| LXP Industrial Trust | LXP Industrial Trust | LXP Industrial Trust | LXP Industrial Trust |
| &nbsp;&nbsp; 6.75%, 11/15/2028 (Callable 10/15/2028) | &nbsp;&nbsp; 6.75%, 11/15/2028 (Callable 10/15/2028) | 11974000 | 12728058 |
| &nbsp;&nbsp; 2.70%, 09/15/2030 (Callable 06/15/2030) | &nbsp;&nbsp; 2.70%, 09/15/2030 (Callable 06/15/2030) | 14800000 | 13522962 |
| &nbsp;&nbsp; 2.38%, 10/01/2031 (Callable 07/01/2031) | &nbsp;&nbsp; 2.38%, 10/01/2031 (Callable 07/01/2031) | 5747000 | 4985519 |
| Macquarie Airfinance Holdings Ltd. | Macquarie Airfinance Holdings Ltd. | Macquarie Airfinance Holdings Ltd. | Macquarie Airfinance Holdings Ltd. |
| &nbsp;&nbsp; 6.40%, 03/26/2029 (Callable 02/26/2029) <sup>(a)</sup> | &nbsp;&nbsp; 6.40%, 03/26/2029 (Callable 02/26/2029) <sup>(a)</sup> | 6115000 | 6439809 |
| &nbsp;&nbsp; 6.50%, 03/26/2031 (Callable 01/26/2031) <sup>(a)</sup> | &nbsp;&nbsp; 6.50%, 03/26/2031 (Callable 01/26/2031) <sup>(a)</sup> | 8375000 | 8971335 |
| Macquarie Bank Ltd. | Macquarie Bank Ltd. | Macquarie Bank Ltd. | Macquarie Bank Ltd. |
| &nbsp;&nbsp; 3.62%, 06/03/2030 <sup>(a)</sup> | &nbsp;&nbsp; 3.62%, 06/03/2030 <sup>(a)</sup> | 12550000 | 11958788 |
| &nbsp;&nbsp; 5.64% to 08/13/2035 then 1 yr. CMT Rate + 1.45%, 08/13/2036 (Callable 08/13/2035) <sup>(a)</sup> | &nbsp;&nbsp; 5.64% to 08/13/2035 then 1 yr. CMT Rate + 1.45%, 08/13/2036 (Callable 08/13/2035) <sup>(a)</sup> | 15000000 | 15194458 |
| Macquarie Group Ltd. | Macquarie Group Ltd. | Macquarie Group Ltd. | Macquarie Group Ltd. |
| &nbsp;&nbsp; 3.76% to 11/28/2027 then 3 mo. Term SOFR + 1.63%, 11/28/2028 (Callable 11/28/2027) <sup>(a)</sup> | &nbsp;&nbsp; 3.76% to 11/28/2027 then 3 mo. Term SOFR + 1.63%, 11/28/2028 (Callable 11/28/2027) <sup>(a)</sup> | 9000000 | 8894762 |
| &nbsp;&nbsp; 2.87% to 01/14/2032 then SOFR + 1.53%, 01/14/2033 (Callable 01/14/2032) <sup>(a)</sup> | &nbsp;&nbsp; 2.87% to 01/14/2032 then SOFR + 1.53%, 01/14/2033 (Callable 01/14/2032) <sup>(a)</sup> | 56525000 | 50974044 |
| &nbsp;&nbsp; 4.44% to 06/21/2032 then SOFR + 2.41%, 06/21/2033 (Callable 06/21/2032) <sup>(a)</sup> | &nbsp;&nbsp; 4.44% to 06/21/2032 then SOFR + 2.41%, 06/21/2033 (Callable 06/21/2032) <sup>(a)</sup> | 9000000 | 8848990 |
|  Manulife Financial Corp., 5.38%, 03/04/2046 | Manulife Financial Corp., 5.38%, 03/04/2046 | 5150000 | 5140519 |
|  Maple Grove Funding Trust I, 4.16%, 08/15/2051 (Callable 02/15/2051) <sup>(a)</sup> | Maple Grove Funding Trust I, 4.16%, 08/15/2051 (Callable 02/15/2051) <sup>(a)</sup> | 28600000 | 20110095 |
| Marsh & McLennan Cos., Inc. | Marsh & McLennan Cos., Inc. | Marsh & McLennan Cos., Inc. | Marsh & McLennan Cos., Inc. |
| &nbsp;&nbsp; 2.25%, 11/15/2030 (Callable 08/15/2030) | &nbsp;&nbsp; 2.25%, 11/15/2030 (Callable 08/15/2030) | 5000000 | 4530366 |
| &nbsp;&nbsp; 5.88%, 08/01/2033 | &nbsp;&nbsp; 5.88%, 08/01/2033 | 8429000 | 9114578 |
| &nbsp;&nbsp; 4.35%, 01/30/2047 (Callable 07/30/2046) | &nbsp;&nbsp; 4.35%, 01/30/2047 (Callable 07/30/2046) | 3450000 | 2951845 |
| &nbsp;&nbsp; 5.45%, 03/15/2053 (Callable 09/15/2052) | &nbsp;&nbsp; 5.45%, 03/15/2053 (Callable 09/15/2052) | 3700000 | 3661388 |
| Massachusetts Mutual Life Insurance Co. | Massachusetts Mutual Life Insurance Co. | Massachusetts Mutual Life Insurance Co. | Massachusetts Mutual Life Insurance Co. |
| &nbsp;&nbsp; 5.38%, 12/01/2041 <sup>(a)</sup> | &nbsp;&nbsp; 5.38%, 12/01/2041 <sup>(a)</sup> | 6000000 | 5613587 |
| &nbsp;&nbsp; 5.67%, 12/01/2052 (Callable 06/01/2052) <sup>(a)</sup> | &nbsp;&nbsp; 5.67%, 12/01/2052 (Callable 06/01/2052) <sup>(a)</sup> | 20000000 | 19895362 |
| &nbsp;&nbsp; 5.08% (3 mo. LIBOR US + 3.19%), 02/15/2069 (Callable 02/15/2049) <sup>(a)(b)</sup> | &nbsp;&nbsp; 5.08% (3 mo. LIBOR US + 3.19%), 02/15/2069 (Callable 02/15/2049) <sup>(a)(b)</sup> | 40670000 | 36966317 |
| &nbsp;&nbsp; 3.73%, 10/15/2070 <sup>(a)</sup> | &nbsp;&nbsp; 3.73%, 10/15/2070 <sup>(a)</sup> | 17472000 | 11750854 |
| &nbsp;&nbsp; 4.90%, 04/01/2077 <sup>(a)</sup> | &nbsp;&nbsp; 4.90%, 04/01/2077 <sup>(a)</sup> | 11175000 | 9474001 |
|  MBIA Insurance Corp., 15.84% (3 mo. Term SOFR + 11.52%), 01/15/2033 (Callable 01/15/2028) <sup>(a)(c)</sup> | MBIA Insurance Corp., 15.84% (3 mo. Term SOFR + 11.52%), 01/15/2033 (Callable 01/15/2028) <sup>(a)(c)</sup> | 714000 | 7140 |
|  MetLife, Inc., 4.88%, 11/13/2043 | MetLife, Inc., 4.88%, 11/13/2043 | 3375000 | 3181897 |
| Metropolitan Life Global Funding I | Metropolitan Life Global Funding I | Metropolitan Life Global Funding I | Metropolitan Life Global Funding I |
| &nbsp;&nbsp; 2.95%, 04/09/2030 <sup>(a)</sup> | &nbsp;&nbsp; 2.95%, 04/09/2030 <sup>(a)</sup> | 22375000 | 21158574 |
| &nbsp;&nbsp; 1.55%, 01/07/2031 <sup>(a)</sup> | &nbsp;&nbsp; 1.55%, 01/07/2031 <sup>(a)</sup> | 650000 | 567481 |
| &nbsp;&nbsp; 5.15%, 03/28/2033 <sup>(a)</sup> | &nbsp;&nbsp; 5.15%, 03/28/2033 <sup>(a)</sup> | 19475000 | 20174384 |
| Mitsubishi UFJ Financial Group, Inc. | Mitsubishi UFJ Financial Group, Inc. | Mitsubishi UFJ Financial Group, Inc. | Mitsubishi UFJ Financial Group, Inc. |
| &nbsp;&nbsp; 5.02% to 07/20/2027 then 1 yr. CMT Rate + 1.95%, 07/20/2028 (Callable 07/20/2027) | &nbsp;&nbsp; 5.02% to 07/20/2027 then 1 yr. CMT Rate + 1.95%, 07/20/2028 (Callable 07/20/2027) | 6700000 | 6800849 |
| &nbsp;&nbsp; 5.35% to 09/13/2027 then 1 yr. CMT Rate + 1.90%, 09/13/2028 (Callable 09/13/2027) | &nbsp;&nbsp; 5.35% to 09/13/2027 then 1 yr. CMT Rate + 1.90%, 09/13/2028 (Callable 09/13/2027) | 13600000 | 13902120 |
| &nbsp;&nbsp; 5.48% to 02/22/2030 then 1 yr. CMT Rate + 1.53%, 02/22/2031 (Callable 02/22/2030) | &nbsp;&nbsp; 5.48% to 02/22/2030 then 1 yr. CMT Rate + 1.53%, 02/22/2031 (Callable 02/22/2030) | 3525000 | 3672541 |
| &nbsp;&nbsp; 5.16% to 04/24/2030 then 1 yr. CMT Rate + 1.17%, 04/24/2031 (Callable 04/24/2030) | &nbsp;&nbsp; 5.16% to 04/24/2030 then 1 yr. CMT Rate + 1.17%, 04/24/2031 (Callable 04/24/2030) | 8500000 | 8758501 |
| &nbsp;&nbsp; 5.43% to 04/17/2034 then 1 yr. CMT Rate + 1.00%, 04/17/2035 (Callable 04/17/2034) | &nbsp;&nbsp; 5.43% to 04/17/2034 then 1 yr. CMT Rate + 1.00%, 04/17/2035 (Callable 04/17/2034) | 7000000 | 7284469 |
| Mizuho Financial Group, Inc. | Mizuho Financial Group, Inc. | Mizuho Financial Group, Inc. | Mizuho Financial Group, Inc. |
| &nbsp;&nbsp; 1.23% to 05/22/2026 then 1 yr. CMT Rate + 0.67%, 05/22/2027 (Callable 05/22/2026) | &nbsp;&nbsp; 1.23% to 05/22/2026 then 1 yr. CMT Rate + 0.67%, 05/22/2027 (Callable 05/22/2026) | 8000000 | 7846958 |
| &nbsp;&nbsp; 5.41% to 09/13/2027 then 1 yr. CMT Rate + 2.05%, 09/13/2028 (Callable 09/13/2027) | &nbsp;&nbsp; 5.41% to 09/13/2027 then 1 yr. CMT Rate + 2.05%, 09/13/2028 (Callable 09/13/2027) | 6725000 | 6887358 |
| &nbsp;&nbsp; 5.78% to 07/06/2028 then 1 yr. CMT Rate + 1.65%, 07/06/2029 (Callable 07/06/2028) | &nbsp;&nbsp; 5.78% to 07/06/2028 then 1 yr. CMT Rate + 1.65%, 07/06/2029 (Callable 07/06/2028) | 10000000 | 10421255 |
| &nbsp;&nbsp; 4.71% to 07/08/2030 then 1 yr. CMT Rate + 0.92%, 07/08/2031 (Callable 07/08/2030) | &nbsp;&nbsp; 4.71% to 07/08/2030 then 1 yr. CMT Rate + 0.92%, 07/08/2031 (Callable 07/08/2030) | 13725000 | 13886562 |
| &nbsp;&nbsp; 1.98% to 09/08/2030 then 3 mo. Term SOFR + 1.53%, 09/08/2031 (Callable 09/08/2030) | &nbsp;&nbsp; 1.98% to 09/08/2030 then 3 mo. Term SOFR + 1.53%, 09/08/2031 (Callable 09/08/2030) | 10000000 | 8907292 |
| Morgan Stanley | Morgan Stanley | Morgan Stanley | Morgan Stanley |
| &nbsp;&nbsp; 3.59%, 07/22/2028 (Callable 07/22/2027) <sup>(d)</sup> | &nbsp;&nbsp; 3.59%, 07/22/2028 (Callable 07/22/2027) <sup>(d)</sup> | 12000000 | 11873714 |
| &nbsp;&nbsp; 6.30% to 10/18/2027 then SOFR + 2.24%, 10/18/2028 (Callable 10/18/2027) | &nbsp;&nbsp; 6.30% to 10/18/2027 then SOFR + 2.24%, 10/18/2028 (Callable 10/18/2027) | 62625000 | 65260820 |
| &nbsp;&nbsp; 3.77% to 01/24/2028 then 3 mo. Term SOFR + 1.40%, 01/24/2029 (Callable 01/24/2028) | &nbsp;&nbsp; 3.77% to 01/24/2028 then 3 mo. Term SOFR + 1.40%, 01/24/2029 (Callable 01/24/2028) | 1000000 | 991332 |
| &nbsp;&nbsp; 5.12% to 02/01/2028 then SOFR + 1.73%, 02/01/2029 (Callable 02/01/2028) | &nbsp;&nbsp; 5.12% to 02/01/2028 then SOFR + 1.73%, 02/01/2029 (Callable 02/01/2028) | 8300000 | 8478848 |
| &nbsp;&nbsp; 3.62% to 04/01/2030 then SOFR + 3.12%, 04/01/2031 (Callable 04/01/2030) | &nbsp;&nbsp; 3.62% to 04/01/2030 then SOFR + 3.12%, 04/01/2031 (Callable 04/01/2030) | 10000000 | 9703034 |
| &nbsp;&nbsp; 1.93% to 04/28/2031 then SOFR + 1.02%, 04/28/2032 (Callable 04/28/2031) | &nbsp;&nbsp; 1.93% to 04/28/2031 then SOFR + 1.02%, 04/28/2032 (Callable 04/28/2031) | 25000000 | 21818193 |
| &nbsp;&nbsp; 2.24% to 07/21/2031 then SOFR + 1.18%, 07/21/2032 (Callable 07/21/2031) | &nbsp;&nbsp; 2.24% to 07/21/2031 then SOFR + 1.18%, 07/21/2032 (Callable 07/21/2031) | 25000000 | 22079854 |
| &nbsp;&nbsp; 6.34% to 10/18/2032 then SOFR + 2.56%, 10/18/2033 (Callable 10/18/2032) | &nbsp;&nbsp; 6.34% to 10/18/2032 then SOFR + 2.56%, 10/18/2033 (Callable 10/18/2032) | 20000000 | 21980829 |
| &nbsp;&nbsp; 5.42% to 07/21/2033 then SOFR + 1.88%, 07/21/2034 (Callable 07/21/2033) | &nbsp;&nbsp; 5.42% to 07/21/2033 then SOFR + 1.88%, 07/21/2034 (Callable 07/21/2033) | 8000000 | 8335209 |
|  Mutual of Omaha Cos. Global Funding, 5.35%, 04/09/2027 <sup>(a)</sup> | Mutual of Omaha Cos. Global Funding, 5.35%, 04/09/2027 <sup>(a)</sup> | 12000000 | 12203141 |
|  Mutual of Omaha Insurance Co., 6.14% to 01/16/2054 then 10 yr. CMT Rate + 2.95%, 01/16/2064 (Callable 10/16/2053) <sup>(a)</sup> | Mutual of Omaha Insurance Co., 6.14% to 01/16/2054 then 10 yr. CMT Rate + 2.95%, 01/16/2064 (Callable 10/16/2053) <sup>(a)</sup> | 9500000 | 9806518 |
| National Australia Bank Ltd. | National Australia Bank Ltd. | National Australia Bank Ltd. | National Australia Bank Ltd. |
| &nbsp;&nbsp; 2.33%, 08/21/2030 <sup>(a)</sup> | &nbsp;&nbsp; 2.33%, 08/21/2030 <sup>(a)</sup> | 83282000 | 74962325 |
| &nbsp;&nbsp; 2.99%, 05/21/2031 <sup>(a)</sup> | &nbsp;&nbsp; 2.99%, 05/21/2031 <sup>(a)</sup> | 19911000 | 18161256 |
| &nbsp;&nbsp; 6.43%, 01/12/2033 <sup>(a)</sup> | &nbsp;&nbsp; 6.43%, 01/12/2033 <sup>(a)</sup> | 28262000 | 30769893 |
| &nbsp;&nbsp; 3.93% to 08/02/2029 then 5 yr. CMT Rate + 1.88%, 08/02/2034 (Callable 08/02/2029) <sup>(a)</sup> | &nbsp;&nbsp; 3.93% to 08/02/2029 then 5 yr. CMT Rate + 1.88%, 08/02/2034 (Callable 08/02/2029) <sup>(a)</sup> | 10000000 | 9697883 |
| &nbsp;&nbsp; 5.90% to 01/14/2035 then 1 yr. CMT Rate + 1.30%, 01/14/2036 (Callable 01/14/2035) <sup>(a)</sup> | &nbsp;&nbsp; 5.90% to 01/14/2035 then 1 yr. CMT Rate + 1.30%, 01/14/2036 (Callable 01/14/2035) <sup>(a)</sup> | 9000000 | 9456574 |
| &nbsp;&nbsp; 3.35% to 01/12/2032 then 5 yr. CMT Rate + 1.70%, 01/12/2037 (Callable 01/12/2032) <sup>(a)</sup> | &nbsp;&nbsp; 3.35% to 01/12/2032 then 5 yr. CMT Rate + 1.70%, 01/12/2037 (Callable 01/12/2032) <sup>(a)</sup> | 10000000 | 9062389 |
| National Bank of Canada | National Bank of Canada | National Bank of Canada | National Bank of Canada |
| &nbsp;&nbsp; 4.95% to 02/01/2027 then SOFR + 0.80%, 02/01/2028 (Callable 02/01/2027) | &nbsp;&nbsp; 4.95% to 02/01/2027 then SOFR + 0.80%, 02/01/2028 (Callable 02/01/2027) | 10000000 | 10111252 |
| &nbsp;&nbsp; 5.60%, 12/18/2028 | &nbsp;&nbsp; 5.60%, 12/18/2028 | 13000000 | 13561222 |
| &nbsp;&nbsp; 4.50%, 10/10/2029 | &nbsp;&nbsp; 4.50%, 10/10/2029 | 15000000 | 15131538 |
| Nationwide Building Society | Nationwide Building Society | Nationwide Building Society | Nationwide Building Society |
| &nbsp;&nbsp; 4.00%, 09/14/2026 <sup>(a)</sup> | &nbsp;&nbsp; 4.00%, 09/14/2026 <sup>(a)</sup> | 73507000 | 73327654 |
| &nbsp;&nbsp; 6.56% to 10/18/2026 then SOFR + 1.91%, 10/18/2027 (Callable 10/18/2026) <sup>(a)</sup> | &nbsp;&nbsp; 6.56% to 10/18/2026 then SOFR + 1.91%, 10/18/2027 (Callable 10/18/2026) <sup>(a)</sup> | 12000000 | 12273217 |
| &nbsp;&nbsp; 4.30% to 03/08/2028 then 3 mo. LIBOR US + 1.45%, 03/08/2029 (Callable 03/08/2028) <sup>(a)(b)</sup> | &nbsp;&nbsp; 4.30% to 03/08/2028 then 3 mo. LIBOR US + 1.45%, 03/08/2029 (Callable 03/08/2028) <sup>(a)(b)</sup> | 11948000 | 11936689 |
| &nbsp;&nbsp; 4.65% to 07/14/2028 then SOFR + 1.06%, 07/14/2029 (Callable 07/14/2028) <sup>(a)</sup> | &nbsp;&nbsp; 4.65% to 07/14/2028 then SOFR + 1.06%, 07/14/2029 (Callable 07/14/2028) <sup>(a)</sup> | 53548000 | 53985511 |
| &nbsp;&nbsp; 3.96% to 07/18/2029 then 3 mo. LIBOR US + 1.86%, 07/18/2030 (Callable 07/18/2029) <sup>(a)(b)</sup> | &nbsp;&nbsp; 3.96% to 07/18/2029 then 3 mo. LIBOR US + 1.86%, 07/18/2030 (Callable 07/18/2029) <sup>(a)(b)</sup> | 32627000 | 32093034 |
|  Nationwide Financial Services, Inc., 3.90%, 11/30/2049 (Callable 05/30/2049) <sup>(a)</sup> | Nationwide Financial Services, Inc., 3.90%, 11/30/2049 (Callable 05/30/2049) <sup>(a)</sup> | 10000000 | 7699264 |
| Nationwide Mutual Insurance Co. | Nationwide Mutual Insurance Co. | Nationwide Mutual Insurance Co. | Nationwide Mutual Insurance Co. |
| &nbsp;&nbsp; 9.38%, 08/15/2039 <sup>(a)</sup> | &nbsp;&nbsp; 9.38%, 08/15/2039 <sup>(a)</sup> | 18340000 | 24868717 |
| &nbsp;&nbsp; 4.35%, 04/30/2050 (Callable 10/30/2049) <sup>(a)</sup> | &nbsp;&nbsp; 4.35%, 04/30/2050 (Callable 10/30/2049) <sup>(a)</sup> | 25000000 | 19810033 |
| NatWest Group PLC | NatWest Group PLC | NatWest Group PLC | NatWest Group PLC |
| &nbsp;&nbsp; 5.85% to 03/02/2026 then 1 yr. CMT Rate + 1.35%, 03/02/2027 (Callable 03/02/2026) | &nbsp;&nbsp; 5.85% to 03/02/2026 then 1 yr. CMT Rate + 1.35%, 03/02/2027 (Callable 03/02/2026) | 13000000 | 13077755 |
| &nbsp;&nbsp; 1.64% to 06/14/2026 then 1 yr. CMT Rate + 0.90%, 06/14/2027 (Callable 06/14/2026) | &nbsp;&nbsp; 1.64% to 06/14/2026 then 1 yr. CMT Rate + 0.90%, 06/14/2027 (Callable 06/14/2026) | 35000000 | 34338028 |
| &nbsp;&nbsp; 3.07% to 05/22/2027 then 1 yr. CMT Rate + 2.55%, 05/22/2028 (Callable 05/22/2027) | &nbsp;&nbsp; 3.07% to 05/22/2027 then 1 yr. CMT Rate + 2.55%, 05/22/2028 (Callable 05/22/2027) | 9236000 | 9073908 |
| &nbsp;&nbsp; 5.52% to 09/30/2027 then 1 yr. CMT Rate + 2.27%, 09/30/2028 (Callable 09/30/2027) | &nbsp;&nbsp; 5.52% to 09/30/2027 then 1 yr. CMT Rate + 2.27%, 09/30/2028 (Callable 09/30/2027) | 10000000 | 10248352 |
| &nbsp;&nbsp; 4.89% to 05/18/2028 then 3 mo. LIBOR US + 1.75%, 05/18/2029 (Callable 05/18/2028) <sup>(b)</sup> | &nbsp;&nbsp; 4.89% to 05/18/2028 then 3 mo. LIBOR US + 1.75%, 05/18/2029 (Callable 05/18/2028) <sup>(b)</sup> | 26150000 | 26560929 |
| &nbsp;&nbsp; 5.81% to 09/13/2028 then 1 yr. CMT Rate + 1.95%, 09/13/2029 (Callable 09/13/2028) | &nbsp;&nbsp; 5.81% to 09/13/2028 then 1 yr. CMT Rate + 1.95%, 09/13/2029 (Callable 09/13/2028) | 65500000 | 68294265 |
| &nbsp;&nbsp; 5.08% to 01/27/2029 then 3 mo. LIBOR US + 1.91%, 01/27/2030 (Callable 01/27/2029) <sup>(b)</sup> | &nbsp;&nbsp; 5.08% to 01/27/2029 then 3 mo. LIBOR US + 1.91%, 01/27/2030 (Callable 01/27/2029) <sup>(b)</sup> | 7000000 | 7149360 |
| &nbsp;&nbsp; 4.45% to 05/08/2029 then 3 mo. LIBOR US + 1.87%, 05/08/2030 (Callable 05/08/2029) <sup>(b)</sup> | &nbsp;&nbsp; 4.45% to 05/08/2029 then 3 mo. LIBOR US + 1.87%, 05/08/2030 (Callable 05/08/2029) <sup>(b)</sup> | 35000000 | 35085236 |
| &nbsp;&nbsp; 6.02% to 03/02/2033 then 1 yr. CMT Rate + 2.10%, 03/02/2034 (Callable 03/02/2033) | &nbsp;&nbsp; 6.02% to 03/02/2033 then 1 yr. CMT Rate + 2.10%, 03/02/2034 (Callable 03/02/2033) | 4700000 | 5044433 |
| &nbsp;&nbsp; 5.78% to 03/01/2034 then 1 yr. CMT Rate + 1.50%, 03/01/2035 (Callable 03/01/2034) | &nbsp;&nbsp; 5.78% to 03/01/2034 then 1 yr. CMT Rate + 1.50%, 03/01/2035 (Callable 03/01/2034) | 12000000 | 12654412 |
|  NatWest Markets PLC, 5.42%, 05/17/2027 <sup>(a)</sup> | NatWest Markets PLC, 5.42%, 05/17/2027 <sup>(a)</sup> | 32050000 | 32748758 |
| New York Life Global Funding | New York Life Global Funding | New York Life Global Funding | New York Life Global Funding |
| &nbsp;&nbsp; 4.70%, 01/29/2029 <sup>(a)</sup> | &nbsp;&nbsp; 4.70%, 01/29/2029 <sup>(a)</sup> | 5950000 | 6059035 |
| &nbsp;&nbsp; 5.00%, 06/06/2029 <sup>(a)</sup> | &nbsp;&nbsp; 5.00%, 06/06/2029 <sup>(a)</sup> | 12050000 | 12391943 |
| New York Life Insurance Co. | New York Life Insurance Co. | New York Life Insurance Co. | New York Life Insurance Co. |
| &nbsp;&nbsp; 6.75%, 11/15/2039 <sup>(a)</sup> | &nbsp;&nbsp; 6.75%, 11/15/2039 <sup>(a)</sup> | 12026000 | 13694140 |
| &nbsp;&nbsp; 3.75%, 05/15/2050 (Callable 11/15/2049) <sup>(a)</sup> | &nbsp;&nbsp; 3.75%, 05/15/2050 (Callable 11/15/2049) <sup>(a)</sup> | 17000000 | 12835859 |
| &nbsp;&nbsp; 4.45%, 05/15/2069 (Callable 11/15/2068) <sup>(a)</sup> | &nbsp;&nbsp; 4.45%, 05/15/2069 (Callable 11/15/2068) <sup>(a)</sup> | 16000000 | 12711937 |
|  NLG Global Funding, 4.35%, 09/15/2030 <sup>(a)</sup> | NLG Global Funding, 4.35%, 09/15/2030 <sup>(a)</sup> | 10000000 | 9895196 |
|  NNN REIT, Inc., 5.50%, 06/15/2034 (Callable 03/15/2034) | NNN REIT, Inc., 5.50%, 06/15/2034 (Callable 03/15/2034) | 6800000 | 7054413 |
| Nomura Holdings, Inc. | Nomura Holdings, Inc. | Nomura Holdings, Inc. | Nomura Holdings, Inc. |
| &nbsp;&nbsp; 1.65%, 07/14/2026 | &nbsp;&nbsp; 1.65%, 07/14/2026 | 32975000 | 32342954 |
| &nbsp;&nbsp; 5.59%, 07/02/2027 | &nbsp;&nbsp; 5.59%, 07/02/2027 | 20000000 | 20441616 |
| &nbsp;&nbsp; 5.39%, 07/06/2027 | &nbsp;&nbsp; 5.39%, 07/06/2027 | 10000000 | 10181586 |
| &nbsp;&nbsp; 2.17%, 07/14/2028 | &nbsp;&nbsp; 2.17%, 07/14/2028 | 16055000 | 15168754 |
| &nbsp;&nbsp; 2.71%, 01/22/2029 | &nbsp;&nbsp; 2.71%, 01/22/2029 | 8000000 | 7601502 |
| &nbsp;&nbsp; 3.10%, 01/16/2030 | &nbsp;&nbsp; 3.10%, 01/16/2030 | 2000000 | 1887525 |
|  Old Republic International Corp., 5.75%, 03/28/2034 (Callable 12/28/2033) | Old Republic International Corp., 5.75%, 03/28/2034 (Callable 12/28/2033) | 15000000 | 15636562 |
|  Peachtree Corners Funding Trust II, 6.01%, 05/15/2035 (Callable 02/15/2035) <sup>(a)</sup> | Peachtree Corners Funding Trust II, 6.01%, 05/15/2035 (Callable 02/15/2035) <sup>(a)</sup> | 6000000 | 6298271 |
|  Penn Mutual Life Insurance Co., 3.80%, 04/29/2061 <sup>(a)</sup> | Penn Mutual Life Insurance Co., 3.80%, 04/29/2061 <sup>(a)</sup> | 17038000 | 11389905 |
|  Pine Street Trust III, 6.22%, 05/15/2054 (Callable 11/15/2053) <sup>(a)</sup> | Pine Street Trust III, 6.22%, 05/15/2054 (Callable 11/15/2053) <sup>(a)</sup> | 10000000 | 10301767 |
| Principal Life Global Funding II | Principal Life Global Funding II | Principal Life Global Funding II | Principal Life Global Funding II |
| &nbsp;&nbsp; 5.50%, 06/28/2028 <sup>(a)</sup> | &nbsp;&nbsp; 5.50%, 06/28/2028 <sup>(a)</sup> | 40500000 | 41820535 |
| &nbsp;&nbsp; 5.10%, 01/25/2029 <sup>(a)</sup> | &nbsp;&nbsp; 5.10%, 01/25/2029 <sup>(a)</sup> | 13725000 | 14078250 |
| Prologis LP | Prologis LP | Prologis LP | Prologis LP |
| &nbsp;&nbsp; 4.75%, 06/15/2033 (Callable 03/15/2033) | &nbsp;&nbsp; 4.75%, 06/15/2033 (Callable 03/15/2033) | 19425000 | 19593243 |
| &nbsp;&nbsp; 5.13%, 01/15/2034 (Callable 10/15/2033) | &nbsp;&nbsp; 5.13%, 01/15/2034 (Callable 10/15/2033) | 21575000 | 22157980 |
| Protective Life Corp. | Protective Life Corp. | Protective Life Corp. | Protective Life Corp. |
| &nbsp;&nbsp; 4.30%, 09/30/2028 (Callable 06/30/2028) <sup>(a)</sup> | &nbsp;&nbsp; 4.30%, 09/30/2028 (Callable 06/30/2028) <sup>(a)</sup> | 10000000 | 9995356 |
| &nbsp;&nbsp; 8.45%, 10/15/2039 | &nbsp;&nbsp; 8.45%, 10/15/2039 | 2650000 | 3301995 |
|  Protective Life Global Funding, 5.22%, 06/12/2029 <sup>(a)</sup> | Protective Life Global Funding, 5.22%, 06/12/2029 <sup>(a)</sup> | 15250000 | 15778517 |
|  Prudential Financial, Inc., 6.63%, 12/01/2037 | Prudential Financial, Inc., 6.63%, 12/01/2037 | 5000000 | 5689130 |
|  Raymond James Financial, Inc., 4.65%, 04/01/2030 (Callable 01/01/2030) | Raymond James Financial, Inc., 4.65%, 04/01/2030 (Callable 01/01/2030) | 9700000 | 9840352 |
| Realty Income Corp. | Realty Income Corp. | Realty Income Corp. | Realty Income Corp. |
| &nbsp;&nbsp; 4.70%, 12/15/2028 (Callable 11/15/2028) | &nbsp;&nbsp; 4.70%, 12/15/2028 (Callable 11/15/2028) | 6625000 | 6744125 |
| &nbsp;&nbsp; 5.63%, 10/13/2032 (Callable 07/13/2032) | &nbsp;&nbsp; 5.63%, 10/13/2032 (Callable 07/13/2032) | 6725000 | 7127319 |
|  Sammons Financial Group Global Funding, 5.10%, 12/10/2029 <sup>(a)</sup> | Sammons Financial Group Global Funding, 5.10%, 12/10/2029 <sup>(a)</sup> | 17500000 | 17986766 |
| Sammons Financial Group, Inc. | Sammons Financial Group, Inc. | Sammons Financial Group, Inc. | Sammons Financial Group, Inc. |
| &nbsp;&nbsp; 3.35%, 04/16/2031 (Callable 01/16/2031) <sup>(a)</sup> | &nbsp;&nbsp; 3.35%, 04/16/2031 (Callable 01/16/2031) <sup>(a)</sup> | 14350000 | 13274501 |
| &nbsp;&nbsp; 4.75%, 04/08/2032 (Callable 01/08/2032) <sup>(a)</sup> | &nbsp;&nbsp; 4.75%, 04/08/2032 (Callable 01/08/2032) <sup>(a)</sup> | 23000000 | 22440634 |
| Santander UK Group Holdings PLC | Santander UK Group Holdings PLC | Santander UK Group Holdings PLC | Santander UK Group Holdings PLC |
| &nbsp;&nbsp; 1.67% to 06/14/2026 then SOFR + 0.99%, 06/14/2027 (Callable 06/14/2026) | &nbsp;&nbsp; 1.67% to 06/14/2026 then SOFR + 0.99%, 06/14/2027 (Callable 06/14/2026) | 9500000 | 9323020 |
| &nbsp;&nbsp; 3.82% to 11/03/2027 then 3 mo. LIBOR US + 1.40%, 11/03/2028 (Callable 11/03/2027) <sup>(b)</sup> | &nbsp;&nbsp; 3.82% to 11/03/2027 then 3 mo. LIBOR US + 1.40%, 11/03/2028 (Callable 11/03/2027) <sup>(b)</sup> | 20625000 | 20416465 |
| &nbsp;&nbsp; 6.53% to 01/10/2028 then SOFR + 2.60%, 01/10/2029 (Callable 01/10/2028) | &nbsp;&nbsp; 6.53% to 01/10/2028 then SOFR + 2.60%, 01/10/2029 (Callable 01/10/2028) | 27600000 | 28886724 |
| &nbsp;&nbsp; 4.32% to 09/22/2028 then SOFR + 1.07%, 09/22/2029 (Callable 09/22/2028) | &nbsp;&nbsp; 4.32% to 09/22/2028 then SOFR + 1.07%, 09/22/2029 (Callable 09/22/2028) | 13000000 | 12963803 |
| &nbsp;&nbsp; 5.69% to 04/15/2030 then SOFR + 1.52%, 04/15/2031 (Callable 04/15/2030) | &nbsp;&nbsp; 5.69% to 04/15/2030 then SOFR + 1.52%, 04/15/2031 (Callable 04/15/2030) | 7500000 | 7824659 |
|  Skandinaviska Enskilda Banken AB, 5.38%, 03/05/2029 <sup>(a)</sup> | Skandinaviska Enskilda Banken AB, 5.38%, 03/05/2029 <sup>(a)</sup> | 10000000 | 10365991 |
| SMBC Aviation Capital Finance DAC | SMBC Aviation Capital Finance DAC | SMBC Aviation Capital Finance DAC | SMBC Aviation Capital Finance DAC |
| &nbsp;&nbsp; 1.90%, 10/15/2026 (Callable 09/15/2026) <sup>(a)</sup> | &nbsp;&nbsp; 1.90%, 10/15/2026 (Callable 09/15/2026) <sup>(a)</sup> | 6725000 | 6554944 |
| &nbsp;&nbsp; 5.45%, 05/03/2028 (Callable 04/03/2028) <sup>(a)</sup> | &nbsp;&nbsp; 5.45%, 05/03/2028 (Callable 04/03/2028) <sup>(a)</sup> | 7000000 | 7175997 |
| &nbsp;&nbsp; 2.30%, 06/15/2028 (Callable 04/15/2028) <sup>(a)</sup> | &nbsp;&nbsp; 2.30%, 06/15/2028 (Callable 04/15/2028) <sup>(a)</sup> | 12000000 | 11382934 |
| &nbsp;&nbsp; 5.70%, 07/25/2033 (Callable 04/25/2033) <sup>(a)</sup> | &nbsp;&nbsp; 5.70%, 07/25/2033 (Callable 04/25/2033) <sup>(a)</sup> | 33475000 | 34986363 |
| &nbsp;&nbsp; 5.55%, 04/03/2034 (Callable 01/03/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.55%, 04/03/2034 (Callable 01/03/2034) <sup>(a)</sup> | 48550000 | 50174121 |
| Societe Generale SA | Societe Generale SA | Societe Generale SA | Societe Generale SA |
| &nbsp;&nbsp; 5.25%, 02/19/2027 <sup>(a)</sup> | &nbsp;&nbsp; 5.25%, 02/19/2027 <sup>(a)</sup> | 27000000 | 27292000 |
| &nbsp;&nbsp; 5.52% to 01/19/2027 then 1 yr. CMT Rate + 1.50%, 01/19/2028 (Callable 01/19/2027) <sup>(a)</sup> | &nbsp;&nbsp; 5.52% to 01/19/2027 then 1 yr. CMT Rate + 1.50%, 01/19/2028 (Callable 01/19/2027) <sup>(a)</sup> | 5000000 | 5066902 |
| &nbsp;&nbsp; 5.50% to 04/13/2028 then 1 yr. CMT Rate + 1.20%, 04/13/2029 (Callable 04/13/2028) <sup>(a)</sup> | &nbsp;&nbsp; 5.50% to 04/13/2028 then 1 yr. CMT Rate + 1.20%, 04/13/2029 (Callable 04/13/2028) <sup>(a)</sup> | 17225000 | 17587835 |
| &nbsp;&nbsp; 5.63% to 01/19/2029 then 1 yr. CMT Rate + 1.75%, 01/19/2030 (Callable 01/19/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.63% to 01/19/2029 then 1 yr. CMT Rate + 1.75%, 01/19/2030 (Callable 01/19/2029) <sup>(a)</sup> | 13000000 | 13392373 |
| &nbsp;&nbsp; 5.51% to 05/22/2030 then SOFR + 1.65%, 05/22/2031 (Callable 05/22/2030) <sup>(a)</sup> | &nbsp;&nbsp; 5.51% to 05/22/2030 then SOFR + 1.65%, 05/22/2031 (Callable 05/22/2030) <sup>(a)</sup> | 20000000 | 20573159 |
| &nbsp;&nbsp; 2.89% to 06/09/2031 then 1 yr. CMT Rate + 1.30%, 06/09/2032 (Callable 06/09/2031) <sup>(a)</sup> | &nbsp;&nbsp; 2.89% to 06/09/2031 then 1 yr. CMT Rate + 1.30%, 06/09/2032 (Callable 06/09/2031) <sup>(a)</sup> | 11775000 | 10552927 |
| &nbsp;&nbsp; 3.34% to 01/21/2032 then 1 yr. CMT Rate + 1.60%, 01/21/2033 (Callable 01/21/2032) <sup>(a)</sup> | &nbsp;&nbsp; 3.34% to 01/21/2032 then 1 yr. CMT Rate + 1.60%, 01/21/2033 (Callable 01/21/2032) <sup>(a)</sup> | 11816000 | 10749666 |
| &nbsp;&nbsp; 6.69% to 01/10/2033 then 1 yr. CMT Rate + 2.95%, 01/10/2034 (Callable 01/10/2033) <sup>(a)</sup> | &nbsp;&nbsp; 6.69% to 01/10/2033 then 1 yr. CMT Rate + 2.95%, 01/10/2034 (Callable 01/10/2033) <sup>(a)</sup> | 19500000 | 21239755 |
| &nbsp;&nbsp; 6.07% to 01/19/2034 then 1 yr. CMT Rate + 2.10%, 01/19/2035 (Callable 01/19/2034) <sup>(a)</sup> | &nbsp;&nbsp; 6.07% to 01/19/2034 then 1 yr. CMT Rate + 2.10%, 01/19/2035 (Callable 01/19/2034) <sup>(a)</sup> | 7000000 | 7354613 |
| &nbsp;&nbsp; 5.44% to 10/03/2035 then SOFR + 1.73%, 10/03/2036 (Callable 10/03/2035) <sup>(a)</sup> | &nbsp;&nbsp; 5.44% to 10/03/2035 then SOFR + 1.73%, 10/03/2036 (Callable 10/03/2035) <sup>(a)</sup> | 32250000 | 32166462 |
| &nbsp;&nbsp; 3.63%, 03/01/2041 <sup>(a)</sup> | &nbsp;&nbsp; 3.63%, 03/01/2041 <sup>(a)</sup> | 12000000 | 8957995 |
| &nbsp;&nbsp; 4.03% to 01/21/2042 then 1 yr. CMT Rate + 1.90%, 01/21/2043 (Callable 01/21/2042) <sup>(a)</sup> | &nbsp;&nbsp; 4.03% to 01/21/2042 then 1 yr. CMT Rate + 1.90%, 01/21/2043 (Callable 01/21/2042) <sup>(a)</sup> | 5000000 | 3873185 |
| Standard Chartered PLC | Standard Chartered PLC | Standard Chartered PLC | Standard Chartered PLC |
| &nbsp;&nbsp; 1.46% to 01/14/2026 then 1 yr. CMT Rate + 1.00%, 01/14/2027 (Callable 01/14/2026) <sup>(a)</sup> | &nbsp;&nbsp; 1.46% to 01/14/2026 then 1 yr. CMT Rate + 1.00%, 01/14/2027 (Callable 01/14/2026) <sup>(a)</sup> | 20658000 | 20462601 |
| &nbsp;&nbsp; 2.61% to 01/12/2027 then 1 yr. CMT Rate + 1.18%, 01/12/2028 (Callable 01/12/2027) <sup>(a)</sup> | &nbsp;&nbsp; 2.61% to 01/12/2027 then 1 yr. CMT Rate + 1.18%, 01/12/2028 (Callable 01/12/2027) <sup>(a)</sup> | 24000000 | 23478304 |
| &nbsp;&nbsp; 6.30% to 01/09/2028 then 1 yr. CMT Rate + 2.45%, 01/09/2029 (Callable 01/09/2028) <sup>(a)</sup> | &nbsp;&nbsp; 6.30% to 01/09/2028 then 1 yr. CMT Rate + 2.45%, 01/09/2029 (Callable 01/09/2028) <sup>(a)</sup> | 12000000 | 12484240 |
| &nbsp;&nbsp; 7.02% to 02/08/2029 then 1 yr. CMT Rate + 2.20%, 02/08/2030 (Callable 02/08/2029) <sup>(a)</sup> | &nbsp;&nbsp; 7.02% to 02/08/2029 then 1 yr. CMT Rate + 2.20%, 02/08/2030 (Callable 02/08/2029) <sup>(a)</sup> | 15500000 | 16721826 |
| &nbsp;&nbsp; 5.01% to 10/15/2029 then 1 yr. CMT Rate + 1.15%, 10/15/2030 (Callable 10/15/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.01% to 10/15/2029 then 1 yr. CMT Rate + 1.15%, 10/15/2030 (Callable 10/15/2029) <sup>(a)</sup> | 25350000 | 25795997 |
| &nbsp;&nbsp; 5.24% to 05/13/2030 then 1 yr. CMT Rate + 1.35%, 05/13/2031 (Callable 05/13/2030) <sup>(a)</sup> | &nbsp;&nbsp; 5.24% to 05/13/2030 then 1 yr. CMT Rate + 1.35%, 05/13/2031 (Callable 05/13/2030) <sup>(a)</sup> | 37500000 | 38549422 |
| &nbsp;&nbsp; 2.68% to 06/29/2031 then 1 yr. CMT Rate + 1.20%, 06/29/2032 (Callable 06/29/2031) <sup>(a)</sup> | &nbsp;&nbsp; 2.68% to 06/29/2031 then 1 yr. CMT Rate + 1.20%, 06/29/2032 (Callable 06/29/2031) <sup>(a)</sup> | 30700000 | 27456927 |
| &nbsp;&nbsp; 6.30% to 07/06/2033 then 1 yr. CMT Rate + 2.58%, 07/06/2034 (Callable 07/06/2033) <sup>(a)</sup> | &nbsp;&nbsp; 6.30% to 07/06/2033 then 1 yr. CMT Rate + 2.58%, 07/06/2034 (Callable 07/06/2033) <sup>(a)</sup> | 13850000 | 15019690 |
| &nbsp;&nbsp; 5.91% to 05/14/2034 then 1 yr. CMT Rate + 1.45%, 05/14/2035 (Callable 05/14/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.91% to 05/14/2034 then 1 yr. CMT Rate + 1.45%, 05/14/2035 (Callable 05/14/2034) <sup>(a)</sup> | 13500000 | 14255719 |
| &nbsp;&nbsp; 6.23% to 01/21/2035 then 1 yr. CMT Rate + 1.43%, 01/21/2036 (Callable 01/21/2035) <sup>(a)</sup> | &nbsp;&nbsp; 6.23% to 01/21/2035 then 1 yr. CMT Rate + 1.43%, 01/21/2036 (Callable 01/21/2035) <sup>(a)</sup> | 15000000 | 16226397 |
| &nbsp;&nbsp; 5.40% to 08/12/2035 then 1 yr. CMT Rate + 1.20%, 08/12/2036 (Callable 08/12/2035) <sup>(a)</sup> | &nbsp;&nbsp; 5.40% to 08/12/2035 then 1 yr. CMT Rate + 1.20%, 08/12/2036 (Callable 08/12/2035) <sup>(a)</sup> | 26000000 | 26381910 |
|  Stifel Financial Corp., 4.00%, 05/15/2030 (Callable 02/15/2030) | Stifel Financial Corp., 4.00%, 05/15/2030 (Callable 02/15/2030) | 51140000 | 50076713 |
| Sumitomo Mitsui Financial Group, Inc. | Sumitomo Mitsui Financial Group, Inc. | Sumitomo Mitsui Financial Group, Inc. | Sumitomo Mitsui Financial Group, Inc. |
| &nbsp;&nbsp; 2.13%, 07/08/2030 | &nbsp;&nbsp; 2.13%, 07/08/2030 | 7575000 | 6859425 |
| &nbsp;&nbsp; 5.85%, 07/13/2030 | &nbsp;&nbsp; 5.85%, 07/13/2030 | 20000000 | 21308141 |
| &nbsp;&nbsp; 5.77%, 01/13/2033 | &nbsp;&nbsp; 5.77%, 01/13/2033 | 33650000 | 35957704 |
| Svenska Handelsbanken AB | Svenska Handelsbanken AB | Svenska Handelsbanken AB | Svenska Handelsbanken AB |
| &nbsp;&nbsp; 1.42% to 06/11/2026 then 1 yr. CMT Rate + 0.63%, 06/11/2027 (Callable 06/11/2026) <sup>(a)</sup> | &nbsp;&nbsp; 1.42% to 06/11/2026 then 1 yr. CMT Rate + 0.63%, 06/11/2027 (Callable 06/11/2026) <sup>(a)</sup> | 15000000 | 14719527 |
| &nbsp;&nbsp; 5.50%, 06/15/2028 <sup>(a)</sup> | &nbsp;&nbsp; 5.50%, 06/15/2028 <sup>(a)</sup> | 15250000 | 15800027 |
|  Swedbank AB, 5.41%, 03/14/2029 <sup>(a)</sup> | Swedbank AB, 5.41%, 03/14/2029 <sup>(a)</sup> | 29950000 | 30996311 |
|  Symetra Life Insurance Co., 6.55%, 10/01/2055 (Callable 04/01/2055) <sup>(a)</sup> | Symetra Life Insurance Co., 6.55%, 10/01/2055 (Callable 04/01/2055) <sup>(a)</sup> | 7000000 | 7426091 |
|  Synchrony Bank, 5.63%, 08/23/2027 (Callable 07/23/2027) | Synchrony Bank, 5.63%, 08/23/2027 (Callable 07/23/2027) | 18250000 | 18634570 |
| Synchrony Financial | Synchrony Financial | Synchrony Financial | Synchrony Financial |
| &nbsp;&nbsp; 3.70%, 08/04/2026 (Callable 05/04/2026) | &nbsp;&nbsp; 3.70%, 08/04/2026 (Callable 05/04/2026) | 23023000 | 22874701 |
| &nbsp;&nbsp; 3.95%, 12/01/2027 (Callable 09/01/2027) | &nbsp;&nbsp; 3.95%, 12/01/2027 (Callable 09/01/2027) | 44825000 | 44311405 |
| &nbsp;&nbsp; 5.94% to 08/02/2029 then SOFR + 2.13%, 08/02/2030 (Callable 08/02/2029) | &nbsp;&nbsp; 5.94% to 08/02/2029 then SOFR + 2.13%, 08/02/2030 (Callable 08/02/2029) | 5875000 | 6089627 |
| &nbsp;&nbsp; 5.45% to 03/06/2030 then SOFR + 1.68%, 03/06/2031 (Callable 03/06/2030) | &nbsp;&nbsp; 5.45% to 03/06/2030 then SOFR + 1.68%, 03/06/2031 (Callable 03/06/2030) | 10000000 | 10189658 |
| &nbsp;&nbsp; 2.88%, 10/28/2031 (Callable 07/28/2031) | &nbsp;&nbsp; 2.88%, 10/28/2031 (Callable 07/28/2031) | 5000000 | 4428073 |
| &nbsp;&nbsp; 6.00% to 07/29/2035 then SOFR + 2.07%, 07/29/2036 (Callable 07/29/2035) | &nbsp;&nbsp; 6.00% to 07/29/2035 then SOFR + 2.07%, 07/29/2036 (Callable 07/29/2035) | 25884000 | 26475223 |
|  Toronto-Dominion Bank, 4.46%, 06/08/2032 | Toronto-Dominion Bank, 4.46%, 06/08/2032 | 19350000 | 19335315 |
|  Travelers Cos., Inc., 5.45%, 05/25/2053 (Callable 11/25/2052) | Travelers Cos., Inc., 5.45%, 05/25/2053 (Callable 11/25/2052) | 4000000 | 4001623 |
| Trinity Acquisition PLC | Trinity Acquisition PLC | Trinity Acquisition PLC | Trinity Acquisition PLC |
| &nbsp;&nbsp; 4.40%, 03/15/2026 (Callable 12/15/2025) | &nbsp;&nbsp; 4.40%, 03/15/2026 (Callable 12/15/2025) | 28055000 | 28063255 |
| &nbsp;&nbsp; 6.13%, 08/15/2043 | &nbsp;&nbsp; 6.13%, 08/15/2043 | 22561000 | 23200491 |
| Truist Financial Corp. | Truist Financial Corp. | Truist Financial Corp. | Truist Financial Corp. |
| &nbsp;&nbsp; 7.16% to 10/30/2028 then SOFR + 2.45%, 10/30/2029 (Callable 10/30/2028) | &nbsp;&nbsp; 7.16% to 10/30/2028 then SOFR + 2.45%, 10/30/2029 (Callable 10/30/2028) | 8000000 | 8664808 |
| &nbsp;&nbsp; 5.12% to 01/26/2033 then SOFR + 1.85%, 01/26/2034 (Callable 01/26/2033) | &nbsp;&nbsp; 5.12% to 01/26/2033 then SOFR + 1.85%, 01/26/2034 (Callable 01/26/2033) | 12000000 | 12191995 |
|  Trustage Financial Group, Inc., 4.63%, 04/15/2032 (Callable 01/15/2032) <sup>(a)</sup> | Trustage Financial Group, Inc., 4.63%, 04/15/2032 (Callable 01/15/2032) <sup>(a)</sup> | 12205000 | 11692201 |
| UBS Group AG | UBS Group AG | UBS Group AG | UBS Group AG |
| &nbsp;&nbsp; 5.71% (1 yr. CMT Rate + 1.55%), 01/12/2027 (Callable 01/12/2026) <sup>(a)</sup> | &nbsp;&nbsp; 5.71% (1 yr. CMT Rate + 1.55%), 01/12/2027 (Callable 01/12/2026) <sup>(a)</sup> | 4078000 | 4092408 |
| &nbsp;&nbsp; 1.36% to 01/30/2026 then 1 yr. CMT Rate + 1.08%, 01/30/2027 (Callable 01/30/2026) <sup>(a)</sup> | &nbsp;&nbsp; 1.36% to 01/30/2026 then 1 yr. CMT Rate + 1.08%, 01/30/2027 (Callable 01/30/2026) <sup>(a)</sup> | 21397000 | 21180833 |
| &nbsp;&nbsp; 1.49% to 08/10/2026 then 1 yr. CMT Rate + 0.85%, 08/10/2027 (Callable 08/10/2026) <sup>(a)</sup> | &nbsp;&nbsp; 1.49% to 08/10/2026 then 1 yr. CMT Rate + 0.85%, 08/10/2027 (Callable 08/10/2026) <sup>(a)</sup> | 9000000 | 8787972 |
| &nbsp;&nbsp; 4.28%, 01/09/2028 (Callable 01/09/2027) <sup>(a)</sup> | &nbsp;&nbsp; 4.28%, 01/09/2028 (Callable 01/09/2027) <sup>(a)</sup> | 18078000 | 18084695 |
| &nbsp;&nbsp; 4.25%, 03/23/2028 (Callable 03/23/2027) <sup>(a)</sup> | &nbsp;&nbsp; 4.25%, 03/23/2028 (Callable 03/23/2027) <sup>(a)</sup> | 17150000 | 17152072 |
| &nbsp;&nbsp; 3.87% to 01/12/2028 then 3 mo. LIBOR US + 1.41%, 01/12/2029 (Callable 01/12/2028) <sup>(a)(b)</sup> | &nbsp;&nbsp; 3.87% to 01/12/2028 then 3 mo. LIBOR US + 1.41%, 01/12/2029 (Callable 01/12/2028) <sup>(a)(b)</sup> | 72136000 | 71531748 |
| &nbsp;&nbsp; 4.19% to 04/01/2030 then SOFR + 3.73%, 04/01/2031 (Callable 04/01/2030) <sup>(a)</sup> | &nbsp;&nbsp; 4.19% to 04/01/2030 then SOFR + 3.73%, 04/01/2031 (Callable 04/01/2030) <sup>(a)</sup> | 20000000 | 19772879 |
| &nbsp;&nbsp; 2.10% to 02/11/2031 then 1 yr. CMT Rate + 1.00%, 02/11/2032 (Callable 02/11/2031) <sup>(a)</sup> | &nbsp;&nbsp; 2.10% to 02/11/2031 then 1 yr. CMT Rate + 1.00%, 02/11/2032 (Callable 02/11/2031) <sup>(a)</sup> | 49570000 | 43737638 |
| &nbsp;&nbsp; 3.09% to 05/14/2031 then SOFR + 1.73%, 05/14/2032 (Callable 05/14/2031) <sup>(a)</sup> | &nbsp;&nbsp; 3.09% to 05/14/2031 then SOFR + 1.73%, 05/14/2032 (Callable 05/14/2031) <sup>(a)</sup> | 23390000 | 21644332 |
| &nbsp;&nbsp; 6.54% to 08/12/2032 then SOFR + 3.92%, 08/12/2033 (Callable 08/12/2032) <sup>(a)</sup> | &nbsp;&nbsp; 6.54% to 08/12/2032 then SOFR + 3.92%, 08/12/2033 (Callable 08/12/2032) <sup>(a)</sup> | 6000000 | 6618503 |
| UnitedHealth Group, Inc. | UnitedHealth Group, Inc. | UnitedHealth Group, Inc. | UnitedHealth Group, Inc. |
| &nbsp;&nbsp; 2.75%, 05/15/2040 (Callable 11/15/2039) | &nbsp;&nbsp; 2.75%, 05/15/2040 (Callable 11/15/2039) | 7000000 | 5215896 |
| &nbsp;&nbsp; 4.75%, 05/15/2052 (Callable 11/15/2051) | &nbsp;&nbsp; 4.75%, 05/15/2052 (Callable 11/15/2051) | 8275000 | 7295263 |
| Wells Fargo & Co. | Wells Fargo & Co. | Wells Fargo & Co. | Wells Fargo & Co. |
| &nbsp;&nbsp; 3.53% to 03/24/2027 then SOFR + 1.51%, 03/24/2028 (Callable 03/24/2027) | &nbsp;&nbsp; 3.53% to 03/24/2027 then SOFR + 1.51%, 03/24/2028 (Callable 03/24/2027) | 3199000 | 3170450 |
| &nbsp;&nbsp; 5.71% to 04/22/2027 then SOFR + 1.07%, 04/22/2028 (Callable 04/22/2027) | &nbsp;&nbsp; 5.71% to 04/22/2027 then SOFR + 1.07%, 04/22/2028 (Callable 04/22/2027) | 10000000 | 10232349 |
| &nbsp;&nbsp; 2.39% to 06/02/2027 then SOFR + 2.10%, 06/02/2028 (Callable 06/02/2027) | &nbsp;&nbsp; 2.39% to 06/02/2027 then SOFR + 2.10%, 06/02/2028 (Callable 06/02/2027) | 64086000 | 62298338 |
| &nbsp;&nbsp; 4.81% to 07/25/2027 then SOFR + 1.98%, 07/25/2028 (Callable 07/25/2027) | &nbsp;&nbsp; 4.81% to 07/25/2027 then SOFR + 1.98%, 07/25/2028 (Callable 07/25/2027) | 23000000 | 23271477 |
| &nbsp;&nbsp; 4.97% (SOFR + 1.37%), 04/23/2029 (Callable 04/23/2028) | &nbsp;&nbsp; 4.97% (SOFR + 1.37%), 04/23/2029 (Callable 04/23/2028) | 12625000 | 12865400 |
| &nbsp;&nbsp; 5.57% to 07/25/2028 then SOFR + 1.74%, 07/25/2029 (Callable 07/25/2028) | &nbsp;&nbsp; 5.57% to 07/25/2028 then SOFR + 1.74%, 07/25/2029 (Callable 07/25/2028) | 44350000 | 45962205 |
| &nbsp;&nbsp; 3.35% to 03/02/2032 then SOFR + 1.50%, 03/02/2033 (Callable 03/02/2032) | &nbsp;&nbsp; 3.35% to 03/02/2032 then SOFR + 1.50%, 03/02/2033 (Callable 03/02/2032) | 5000000 | 4654375 |
| &nbsp;&nbsp; 5.39% to 04/24/2033 then SOFR + 2.02%, 04/24/2034 (Callable 04/24/2033) | &nbsp;&nbsp; 5.39% to 04/24/2033 then SOFR + 2.02%, 04/24/2034 (Callable 04/24/2033) | 23925000 | 24859527 |
| &nbsp;&nbsp; 6.49% to 10/23/2033 then SOFR + 2.06%, 10/23/2034 (Callable 10/23/2033) | &nbsp;&nbsp; 6.49% to 10/23/2033 then SOFR + 2.06%, 10/23/2034 (Callable 10/23/2033) | 25000000 | 27777318 |
| &nbsp;&nbsp; 5.50% to 01/23/2034 then SOFR + 1.78%, 01/23/2035 (Callable 01/23/2034) | &nbsp;&nbsp; 5.50% to 01/23/2034 then SOFR + 1.78%, 01/23/2035 (Callable 01/23/2034) | 10650000 | 11108917 |
| &nbsp;&nbsp; 3.07% to 04/30/2040 then SOFR + 2.53%, 04/30/2041 (Callable 04/30/2040) | &nbsp;&nbsp; 3.07% to 04/30/2040 then SOFR + 2.53%, 04/30/2041 (Callable 04/30/2040) | 25000000 | 19407183 |
|  Wells Fargo Bank NA, 5.85%, 02/01/2037 | Wells Fargo Bank NA, 5.85%, 02/01/2037 | 10000000 | 10594432 |
|  Western & Southern Financial Group, Inc., 5.75%, 07/15/2033 <sup>(a)</sup> | Western & Southern Financial Group, Inc., 5.75%, 07/15/2033 <sup>(a)</sup> | 8300000 | 8709498 |
| Westpac Banking Corp. | Westpac Banking Corp. | Westpac Banking Corp. | Westpac Banking Corp. |
| &nbsp;&nbsp; 4.32% to 11/23/2026 then 5 yr. Mid Swap Rate USD + 2.24%, 11/23/2031 (Callable 11/23/2026) | &nbsp;&nbsp; 4.32% to 11/23/2026 then 5 yr. Mid Swap Rate USD + 2.24%, 11/23/2031 (Callable 11/23/2026) | 8350000 | 8325663 |
| &nbsp;&nbsp; 5.41% to 08/10/2032 then 1 yr. CMT Rate + 2.68%, 08/10/2033 (Callable 08/10/2032) | &nbsp;&nbsp; 5.41% to 08/10/2032 then 1 yr. CMT Rate + 2.68%, 08/10/2033 (Callable 08/10/2032) | 5000000 | 5160154 |
| &nbsp;&nbsp; 6.82%, 11/17/2033 | &nbsp;&nbsp; 6.82%, 11/17/2033 | 4350000 | 4868666 |
| &nbsp;&nbsp; 4.11% to 07/24/2029 then 5 yr. CMT Rate + 2.00%, 07/24/2034 (Callable 07/24/2029) | &nbsp;&nbsp; 4.11% to 07/24/2029 then 5 yr. CMT Rate + 2.00%, 07/24/2034 (Callable 07/24/2029) | 10000000 | 9792767 |
| &nbsp;&nbsp; 2.67% to 11/15/2030 then 5 yr. CMT Rate + 1.75%, 11/15/2035 (Callable 11/15/2030) | &nbsp;&nbsp; 2.67% to 11/15/2030 then 5 yr. CMT Rate + 1.75%, 11/15/2035 (Callable 11/15/2030) | 13600000 | 12204303 |
| &nbsp;&nbsp; 4.42%, 07/24/2039 | &nbsp;&nbsp; 4.42%, 07/24/2039 | 10000000 | 9260727 |
| Willis North America, Inc. | Willis North America, Inc. | Willis North America, Inc. | Willis North America, Inc. |
| &nbsp;&nbsp; 4.65%, 06/15/2027 (Callable 05/15/2027) | &nbsp;&nbsp; 4.65%, 06/15/2027 (Callable 05/15/2027) | 8525000 | 8590381 |
| &nbsp;&nbsp; 2.95%, 09/15/2029 (Callable 06/15/2029) | &nbsp;&nbsp; 2.95%, 09/15/2029 (Callable 06/15/2029) | 7500000 | 7120487 |
| &nbsp;&nbsp; 5.35%, 05/15/2033 (Callable 02/15/2033) | &nbsp;&nbsp; 5.35%, 05/15/2033 (Callable 02/15/2033) | 11425000 | 11822980 |
| &nbsp;&nbsp; 5.05%, 09/15/2048 (Callable 03/15/2048) | &nbsp;&nbsp; 5.05%, 09/15/2048 (Callable 03/15/2048) | 10200000 | 9285735 |
| &nbsp;&nbsp; 5.90%, 03/05/2054 (Callable 09/05/2053) | &nbsp;&nbsp; 5.90%, 03/05/2054 (Callable 09/05/2053) | 23750000 | 24194393 |
|  WP Carey, Inc., 5.38%, 06/30/2034 (Callable 03/30/2034) | WP Carey, Inc., 5.38%, 06/30/2034 (Callable 03/30/2034) | 10000000 | 10246936 |
|  |  |  | 9490375639 |
| **Industrials - 17.9%** | **Industrials - 17.9%** | **Industrials - 17.9%** | **Industrials - 17.9%** |
| AbbVie, Inc. | AbbVie, Inc. | AbbVie, Inc. | AbbVie, Inc. |
| &nbsp;&nbsp; 4.55%, 03/15/2035 (Callable 09/15/2034) | &nbsp;&nbsp; 4.55%, 03/15/2035 (Callable 09/15/2034) | 26098000 | 25690866 |
| &nbsp;&nbsp; 4.50%, 05/14/2035 (Callable 11/14/2034) | &nbsp;&nbsp; 4.50%, 05/14/2035 (Callable 11/14/2034) | 17395000 | 17069711 |
| &nbsp;&nbsp; 4.30%, 05/14/2036 (Callable 11/14/2035) | &nbsp;&nbsp; 4.30%, 05/14/2036 (Callable 11/14/2035) | 6000000 | 5766412 |
| Adventist Health System/West | Adventist Health System/West | Adventist Health System/West | Adventist Health System/West |
| &nbsp;&nbsp; 2.95%, 03/01/2029 (Callable 12/01/2028) | &nbsp;&nbsp; 2.95%, 03/01/2029 (Callable 12/01/2028) | 19250000 | 18166109 |
| &nbsp;&nbsp; 3.63%, 03/01/2049 (Callable 09/01/2048) | &nbsp;&nbsp; 3.63%, 03/01/2049 (Callable 09/01/2048) | 9000000 | 6169215 |
|  AGCO Corp., 5.80%, 03/21/2034 (Callable 12/21/2033) | AGCO Corp., 5.80%, 03/21/2034 (Callable 12/21/2033) | 13500000 | 14033458 |
|  Agilent Technologies, Inc., 2.10%, 06/04/2030 (Callable 03/04/2030) | Agilent Technologies, Inc., 2.10%, 06/04/2030 (Callable 03/04/2030) | 14000000 | 12700889 |
|  Air Products and Chemicals, Inc., 2.70%, 05/15/2040 (Callable 11/15/2039) | Air Products and Chemicals, Inc., 2.70%, 05/15/2040 (Callable 11/15/2039) | 10425000 | 7776853 |
| Aker BP ASA | Aker BP ASA | Aker BP ASA | Aker BP ASA |
| &nbsp;&nbsp; 5.60%, 06/13/2028 (Callable 05/13/2028) <sup>(a)</sup> | &nbsp;&nbsp; 5.60%, 06/13/2028 (Callable 05/13/2028) <sup>(a)</sup> | 15500000 | 15982759 |
| &nbsp;&nbsp; 6.00%, 06/13/2033 (Callable 03/13/2033) <sup>(a)</sup> | &nbsp;&nbsp; 6.00%, 06/13/2033 (Callable 03/13/2033) <sup>(a)</sup> | 26500000 | 27806080 |
| &nbsp;&nbsp; 5.13%, 10/01/2034 (Callable 07/01/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.13%, 10/01/2034 (Callable 07/01/2034) <sup>(a)</sup> | 30825000 | 30300375 |
| Alcon Finance Corp. | Alcon Finance Corp. | Alcon Finance Corp. | Alcon Finance Corp. |
| &nbsp;&nbsp; 2.75%, 09/23/2026 (Callable 07/23/2026) <sup>(a)</sup> | &nbsp;&nbsp; 2.75%, 09/23/2026 (Callable 07/23/2026) <sup>(a)</sup> | 14770000 | 14577631 |
| &nbsp;&nbsp; 3.80%, 09/23/2049 (Callable 03/23/2049) <sup>(a)</sup> | &nbsp;&nbsp; 3.80%, 09/23/2049 (Callable 03/23/2049) <sup>(a)</sup> | 7000000 | 5387043 |
|  Allegion PLC, 3.50%, 10/01/2029 (Callable 07/01/2029) | Allegion PLC, 3.50%, 10/01/2029 (Callable 07/01/2029) | 21494000 | 20790621 |
| Allegion US Holding Co., Inc. | Allegion US Holding Co., Inc. | Allegion US Holding Co., Inc. | Allegion US Holding Co., Inc. |
| &nbsp;&nbsp; 3.55%, 10/01/2027 (Callable 07/01/2027) | &nbsp;&nbsp; 3.55%, 10/01/2027 (Callable 07/01/2027) | 11975000 | 11824922 |
| &nbsp;&nbsp; 5.41%, 07/01/2032 (Callable 04/01/2032) | &nbsp;&nbsp; 5.41%, 07/01/2032 (Callable 04/01/2032) | 13025000 | 13599860 |
| &nbsp;&nbsp; 5.60%, 05/29/2034 (Callable 02/28/2034) | &nbsp;&nbsp; 5.60%, 05/29/2034 (Callable 02/28/2034) | 10000000 | 10437255 |
| Amgen, Inc. | Amgen, Inc. | Amgen, Inc. | Amgen, Inc. |
| &nbsp;&nbsp; 3.15%, 02/21/2040 (Callable 08/21/2039) | &nbsp;&nbsp; 3.15%, 02/21/2040 (Callable 08/21/2039) | 13350000 | 10507351 |
| &nbsp;&nbsp; 4.40%, 05/01/2045 (Callable 11/01/2044) | &nbsp;&nbsp; 4.40%, 05/01/2045 (Callable 11/01/2044) | 12300000 | 10680423 |
| &nbsp;&nbsp; 4.20%, 02/22/2052 (Callable 08/22/2051) | &nbsp;&nbsp; 4.20%, 02/22/2052 (Callable 08/22/2051) | 4000000 | 3204378 |
| &nbsp;&nbsp; 5.65%, 03/02/2053 (Callable 09/02/2052) | &nbsp;&nbsp; 5.65%, 03/02/2053 (Callable 09/02/2052) | 37200000 | 37104851 |
|  Amrize Finance US LLC, 7.13%, 07/15/2036 <sup>(a)</sup> | Amrize Finance US LLC, 7.13%, 07/15/2036 <sup>(a)</sup> | 13596000 | 15640960 |
| Anglo American Capital PLC | Anglo American Capital PLC | Anglo American Capital PLC | Anglo American Capital PLC |
| &nbsp;&nbsp; 4.75%, 04/10/2027 <sup>(a)</sup> | &nbsp;&nbsp; 4.75%, 04/10/2027 <sup>(a)</sup> | 7237000 | 7289784 |
| &nbsp;&nbsp; 4.50%, 03/15/2028 (Callable 12/15/2027) <sup>(a)</sup> | &nbsp;&nbsp; 4.50%, 03/15/2028 (Callable 12/15/2027) <sup>(a)</sup> | 17570000 | 17668587 |
| &nbsp;&nbsp; 5.63%, 04/01/2030 (Callable 01/01/2030) <sup>(a)</sup> | &nbsp;&nbsp; 5.63%, 04/01/2030 (Callable 01/01/2030) <sup>(a)</sup> | 10439000 | 10895583 |
| &nbsp;&nbsp; 2.63%, 09/10/2030 (Callable 06/10/2030) <sup>(a)</sup> | &nbsp;&nbsp; 2.63%, 09/10/2030 (Callable 06/10/2030) <sup>(a)</sup> | 35675000 | 32742542 |
| &nbsp;&nbsp; 5.75%, 04/05/2034 (Callable 01/05/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.75%, 04/05/2034 (Callable 01/05/2034) <sup>(a)</sup> | 30000000 | 31486263 |
|  Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., 4.90%, 02/01/2046 (Callable 08/01/2045) | Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., 4.90%, 02/01/2046 (Callable 08/01/2045) | 48306000 | 45254503 |
|  Anheuser-Busch InBev Worldwide, Inc., 5.45%, 01/23/2039 (Callable 07/23/2038) | Anheuser-Busch InBev Worldwide, Inc., 5.45%, 01/23/2039 (Callable 07/23/2038) | 20150000 | 20819310 |
|  Apple, Inc., 2.65%, 05/11/2050 (Callable 11/11/2049) | Apple, Inc., 2.65%, 05/11/2050 (Callable 11/11/2049) | 10000000 | 6407247 |
|  AptarGroup, Inc., 3.60%, 03/15/2032 (Callable 12/15/2031) | AptarGroup, Inc., 3.60%, 03/15/2032 (Callable 12/15/2031) | 7500000 | 6968376 |
| ArcelorMittal SA | ArcelorMittal SA | ArcelorMittal SA | ArcelorMittal SA |
| &nbsp;&nbsp; 4.55%, 03/11/2026 | &nbsp;&nbsp; 4.55%, 03/11/2026 | 13000000 | 12996869 |
| &nbsp;&nbsp; 6.55%, 11/29/2027 (Callable 10/29/2027) | &nbsp;&nbsp; 6.55%, 11/29/2027 (Callable 10/29/2027) | 26009000 | 27138397 |
| &nbsp;&nbsp; 6.80%, 11/29/2032 (Callable 08/29/2032) | &nbsp;&nbsp; 6.80%, 11/29/2032 (Callable 08/29/2032) | 25000000 | 27810806 |
| &nbsp;&nbsp; 6.00%, 06/17/2034 (Callable 03/17/2034) | &nbsp;&nbsp; 6.00%, 06/17/2034 (Callable 03/17/2034) | 14600000 | 15587671 |
| &nbsp;&nbsp; 7.00%, 10/15/2039 <sup>(e)</sup> | &nbsp;&nbsp; 7.00%, 10/15/2039 <sup>(e)</sup> | 15906000 | 17863336 |
| &nbsp;&nbsp; 6.75%, 03/01/2041 <sup>(e)</sup> | &nbsp;&nbsp; 6.75%, 03/01/2041 <sup>(e)</sup> | 7328000 | 7954095 |
| &nbsp;&nbsp; 6.35%, 06/17/2054 (Callable 12/17/2053) | &nbsp;&nbsp; 6.35%, 06/17/2054 (Callable 12/17/2053) | 9000000 | 9401770 |
| Ashtead Capital, Inc. | Ashtead Capital, Inc. | Ashtead Capital, Inc. | Ashtead Capital, Inc. |
| &nbsp;&nbsp; 4.00%, 05/01/2028 (Callable 10/11/2025) <sup>(a)</sup> | &nbsp;&nbsp; 4.00%, 05/01/2028 (Callable 10/11/2025) <sup>(a)</sup> | 8010000 | 7942008 |
| &nbsp;&nbsp; 5.50%, 08/11/2032 (Callable 05/11/2032) <sup>(a)</sup> | &nbsp;&nbsp; 5.50%, 08/11/2032 (Callable 05/11/2032) <sup>(a)</sup> | 38369000 | 39705964 |
| &nbsp;&nbsp; 5.55%, 05/30/2033 (Callable 02/28/2033) <sup>(a)</sup> | &nbsp;&nbsp; 5.55%, 05/30/2033 (Callable 02/28/2033) <sup>(a)</sup> | 15000000 | 15471669 |
| &nbsp;&nbsp; 5.95%, 10/15/2033 (Callable 07/15/2033) <sup>(a)</sup> | &nbsp;&nbsp; 5.95%, 10/15/2033 (Callable 07/15/2033) <sup>(a)</sup> | 21434000 | 22656246 |
| &nbsp;&nbsp; 5.80%, 04/15/2034 (Callable 01/15/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.80%, 04/15/2034 (Callable 01/15/2034) <sup>(a)</sup> | 11000000 | 11525521 |
|  AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust, 6.09%, 12/15/2044 <sup>(a)</sup> | AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust, 6.09%, 12/15/2044 <sup>(a)</sup> | 70000000 | 70708799 |
| AT&T, Inc. | AT&T, Inc. | AT&T, Inc. | AT&T, Inc. |
| &nbsp;&nbsp; 2.55%, 12/01/2033 (Callable 09/01/2033) | &nbsp;&nbsp; 2.55%, 12/01/2033 (Callable 09/01/2033) | 22965000 | 19554910 |
| &nbsp;&nbsp; 5.40%, 02/15/2034 (Callable 11/15/2033) | &nbsp;&nbsp; 5.40%, 02/15/2034 (Callable 11/15/2033) | 12000000 | 12472140 |
| &nbsp;&nbsp; 4.90%, 08/15/2037 (Callable 02/14/2037) | &nbsp;&nbsp; 4.90%, 08/15/2037 (Callable 02/14/2037) | 20000000 | 19503590 |
| &nbsp;&nbsp; 3.50%, 09/15/2053 (Callable 03/15/2053) | &nbsp;&nbsp; 3.50%, 09/15/2053 (Callable 03/15/2053) | 10000000 | 6917030 |
| &nbsp;&nbsp; 5.70%, 11/01/2054 (Callable 05/01/2054) | &nbsp;&nbsp; 5.70%, 11/01/2054 (Callable 05/01/2054) | 7025000 | 6943266 |
| &nbsp;&nbsp; 3.55%, 09/15/2055 (Callable 03/15/2055) | &nbsp;&nbsp; 3.55%, 09/15/2055 (Callable 03/15/2055) | 61006000 | 42040336 |
| &nbsp;&nbsp; 6.05%, 08/15/2056 (Callable 02/15/2056) | &nbsp;&nbsp; 6.05%, 08/15/2056 (Callable 02/15/2056) | 14000000 | 14511340 |
| &nbsp;&nbsp; 3.80%, 12/01/2057 (Callable 06/01/2057) | &nbsp;&nbsp; 3.80%, 12/01/2057 (Callable 06/01/2057) | 19423000 | 13849522 |
| &nbsp;&nbsp; 3.65%, 09/15/2059 (Callable 03/15/2059) | &nbsp;&nbsp; 3.65%, 09/15/2059 (Callable 03/15/2059) | 49359000 | 33746983 |
|  Bacardi Ltd. / Bacardi-Martini BV, 5.40%, 06/15/2033 (Callable 03/15/2033) <sup>(a)</sup> | Bacardi Ltd. / Bacardi-Martini BV, 5.40%, 06/15/2033 (Callable 03/15/2033) <sup>(a)</sup> | 15000000 | 15154043 |
| BAE Systems PLC | BAE Systems PLC | BAE Systems PLC | BAE Systems PLC |
| &nbsp;&nbsp; 1.90%, 02/15/2031 (Callable 11/15/2030) <sup>(a)</sup> | &nbsp;&nbsp; 1.90%, 02/15/2031 (Callable 11/15/2030) <sup>(a)</sup> | 18500000 | 16280168 |
| &nbsp;&nbsp; 5.50%, 03/26/2054 (Callable 09/26/2053) <sup>(a)</sup> | &nbsp;&nbsp; 5.50%, 03/26/2054 (Callable 09/26/2053) <sup>(a)</sup> | 7200000 | 7301217 |
|  Bayer US Finance II LLC, 4.25%, 12/15/2025 (Callable 10/31/2025) <sup>(a)</sup> | Bayer US Finance II LLC, 4.25%, 12/15/2025 (Callable 10/31/2025) <sup>(a)</sup> | 14440000 | 14427357 |
|  Bayer US Finance LLC, 6.25%, 01/21/2029 (Callable 12/21/2028) <sup>(a)</sup> | Bayer US Finance LLC, 6.25%, 01/21/2029 (Callable 12/21/2028) <sup>(a)</sup> | 15000000 | 15773012 |
|  Bayport Polymers LLC, 4.74%, 04/14/2027 (Callable 03/14/2027) <sup>(a)</sup> | Bayport Polymers LLC, 4.74%, 04/14/2027 (Callable 03/14/2027) <sup>(a)</sup> | 61325000 | 61516111 |
|  Becle SAB de CV, 2.50%, 10/14/2031 (Callable 07/14/2031) <sup>(a)</sup> | Becle SAB de CV, 2.50%, 10/14/2031 (Callable 07/14/2031) <sup>(a)</sup> | 39493000 | 34122525 |
| Becton Dickinson & Co. | Becton Dickinson & Co. | Becton Dickinson & Co. | Becton Dickinson & Co. |
| &nbsp;&nbsp; 2.82%, 05/20/2030 (Callable 02/20/2030) | &nbsp;&nbsp; 2.82%, 05/20/2030 (Callable 02/20/2030) | 15000000 | 14056296 |
| &nbsp;&nbsp; 4.88%, 05/15/2044 (Callable 11/15/2043) | &nbsp;&nbsp; 4.88%, 05/15/2044 (Callable 11/15/2043) | 6815000 | 6170586 |
| Bell Telephone Co. of Canada or Bell Canada | Bell Telephone Co. of Canada or Bell Canada | Bell Telephone Co. of Canada or Bell Canada | Bell Telephone Co. of Canada or Bell Canada |
| &nbsp;&nbsp; 5.10%, 05/11/2033 (Callable 02/11/2033) | &nbsp;&nbsp; 5.10%, 05/11/2033 (Callable 02/11/2033) | 11825000 | 12033592 |
| &nbsp;&nbsp; 4.46%, 04/01/2048 (Callable 10/01/2047) | &nbsp;&nbsp; 4.46%, 04/01/2048 (Callable 10/01/2047) | 1225000 | 1023535 |
| Berry Global, Inc. | Berry Global, Inc. | Berry Global, Inc. | Berry Global, Inc. |
| &nbsp;&nbsp; 5.50%, 04/15/2028 (Callable 03/15/2028) | &nbsp;&nbsp; 5.50%, 04/15/2028 (Callable 03/15/2028) | 19345000 | 19889740 |
| &nbsp;&nbsp; 5.80%, 06/15/2031 (Callable 04/15/2031) | &nbsp;&nbsp; 5.80%, 06/15/2031 (Callable 04/15/2031) | 31000000 | 32776069 |
|  Bimbo Bakeries USA, Inc., 4.00%, 05/17/2051 (Callable 11/17/2050) <sup>(a)</sup> | Bimbo Bakeries USA, Inc., 4.00%, 05/17/2051 (Callable 11/17/2050) <sup>(a)</sup> | 20009000 | 15132929 |
| Boardwalk Pipelines LP | Boardwalk Pipelines LP | Boardwalk Pipelines LP | Boardwalk Pipelines LP |
| &nbsp;&nbsp; 5.95%, 06/01/2026 (Callable 03/01/2026) | &nbsp;&nbsp; 5.95%, 06/01/2026 (Callable 03/01/2026) | 29081000 | 29264562 |
| &nbsp;&nbsp; 4.45%, 07/15/2027 (Callable 04/15/2027) | &nbsp;&nbsp; 4.45%, 07/15/2027 (Callable 04/15/2027) | 15227000 | 15257987 |
| &nbsp;&nbsp; 4.80%, 05/03/2029 (Callable 02/03/2029) | &nbsp;&nbsp; 4.80%, 05/03/2029 (Callable 02/03/2029) | 16918000 | 17161628 |
| &nbsp;&nbsp; 3.40%, 02/15/2031 (Callable 11/15/2030) | &nbsp;&nbsp; 3.40%, 02/15/2031 (Callable 11/15/2030) | 5825000 | 5454985 |
| &nbsp;&nbsp; 3.60%, 09/01/2032 (Callable 06/01/2032) | &nbsp;&nbsp; 3.60%, 09/01/2032 (Callable 06/01/2032) | 25550000 | 23647258 |
| &nbsp;&nbsp; 5.63%, 08/01/2034 (Callable 05/01/2034) | &nbsp;&nbsp; 5.63%, 08/01/2034 (Callable 05/01/2034) | 9825000 | 10194247 |
| Boeing Co. | Boeing Co. | Boeing Co. | Boeing Co. |
| &nbsp;&nbsp; 2.20%, 02/04/2026 (Callable 10/11/2025) | &nbsp;&nbsp; 2.20%, 02/04/2026 (Callable 10/11/2025) | 47500000 | 47140252 |
| &nbsp;&nbsp; 5.04%, 05/01/2027 (Callable 03/01/2027) | &nbsp;&nbsp; 5.04%, 05/01/2027 (Callable 03/01/2027) | 5140000 | 5195063 |
| &nbsp;&nbsp; 5.15%, 05/01/2030 (Callable 02/01/2030) | &nbsp;&nbsp; 5.15%, 05/01/2030 (Callable 02/01/2030) | 26150000 | 26833968 |
|  Bon Secours Mercy Health, Inc., 3.46%, 06/01/2030 (Callable 12/01/2029) | Bon Secours Mercy Health, Inc., 3.46%, 06/01/2030 (Callable 12/01/2029) | 8900000 | 8624703 |
|  BorgWarner, Inc., 4.95%, 08/15/2029 (Callable 07/15/2029) | BorgWarner, Inc., 4.95%, 08/15/2029 (Callable 07/15/2029) | 7200000 | 7351181 |
| BP Capital Markets America, Inc. | BP Capital Markets America, Inc. | BP Capital Markets America, Inc. | BP Capital Markets America, Inc. |
| &nbsp;&nbsp; 4.81%, 02/13/2033 (Callable 11/13/2032) | &nbsp;&nbsp; 4.81%, 02/13/2033 (Callable 11/13/2032) | 7600000 | 7689388 |
| &nbsp;&nbsp; 4.89%, 09/11/2033 (Callable 06/11/2033) | &nbsp;&nbsp; 4.89%, 09/11/2033 (Callable 06/11/2033) | 8350000 | 8470959 |
|  Bristol-Myers Squibb Co., 3.70%, 03/15/2052 (Callable 09/15/2051) | Bristol-Myers Squibb Co., 3.70%, 03/15/2052 (Callable 09/15/2051) | 10000000 | 7462969 |
|  British Telecommunications PLC, 9.63%, 12/15/2030 <sup>(e)</sup> | British Telecommunications PLC, 9.63%, 12/15/2030 <sup>(e)</sup> | 83243000 | 102494935 |
| Broadcom, Inc. | Broadcom, Inc. | Broadcom, Inc. | Broadcom, Inc. |
| &nbsp;&nbsp; 4.00%, 04/15/2029 (Callable 02/15/2029) <sup>(a)</sup> | &nbsp;&nbsp; 4.00%, 04/15/2029 (Callable 02/15/2029) <sup>(a)</sup> | 6000000 | 5972114 |
| &nbsp;&nbsp; 4.75%, 04/15/2029 (Callable 01/15/2029) | &nbsp;&nbsp; 4.75%, 04/15/2029 (Callable 01/15/2029) | 43900000 | 44791893 |
| &nbsp;&nbsp; 5.00%, 04/15/2030 (Callable 01/15/2030) | &nbsp;&nbsp; 5.00%, 04/15/2030 (Callable 01/15/2030) | 11000000 | 11335000 |
| &nbsp;&nbsp; 4.15%, 11/15/2030 (Callable 08/15/2030) | &nbsp;&nbsp; 4.15%, 11/15/2030 (Callable 08/15/2030) | 6000000 | 5976395 |
| &nbsp;&nbsp; 4.15%, 04/15/2032 (Callable 01/15/2032) <sup>(a)</sup> | &nbsp;&nbsp; 4.15%, 04/15/2032 (Callable 01/15/2032) <sup>(a)</sup> | 18000000 | 17651972 |
| &nbsp;&nbsp; 3.47%, 04/15/2034 (Callable 01/15/2034) <sup>(a)</sup> | &nbsp;&nbsp; 3.47%, 04/15/2034 (Callable 01/15/2034) <sup>(a)</sup> | 15000000 | 13689014 |
| &nbsp;&nbsp; 3.14%, 11/15/2035 (Callable 08/15/2035) <sup>(a)</sup> | &nbsp;&nbsp; 3.14%, 11/15/2035 (Callable 08/15/2035) <sup>(a)</sup> | 12000000 | 10381988 |
| &nbsp;&nbsp; 3.50%, 02/15/2041 (Callable 08/15/2040) <sup>(a)</sup> | &nbsp;&nbsp; 3.50%, 02/15/2041 (Callable 08/15/2040) <sup>(a)</sup> | 21000000 | 17281467 |
|  Broadridge Financial Solutions, Inc., 2.90%, 12/01/2029 (Callable 09/01/2029) | Broadridge Financial Solutions, Inc., 2.90%, 12/01/2029 (Callable 09/01/2029) | 11300000 | 10668680 |
|  Brunswick Corp./DE, 5.85%, 03/18/2029 (Callable 02/18/2029) | Brunswick Corp./DE, 5.85%, 03/18/2029 (Callable 02/18/2029) | 20000000 | 20694629 |
| Bunge Ltd. Finance Corp. | Bunge Ltd. Finance Corp. | Bunge Ltd. Finance Corp. | Bunge Ltd. Finance Corp. |
| &nbsp;&nbsp; 2.00%, 04/21/2026 (Callable 03/21/2026) | &nbsp;&nbsp; 2.00%, 04/21/2026 (Callable 03/21/2026) | 23641000 | 23362274 |
| &nbsp;&nbsp; 3.25%, 08/15/2026 (Callable 05/15/2026) | &nbsp;&nbsp; 3.25%, 08/15/2026 (Callable 05/15/2026) | 5050000 | 5013263 |
| &nbsp;&nbsp; 4.90%, 04/21/2027 (Callable 03/21/2027) | &nbsp;&nbsp; 4.90%, 04/21/2027 (Callable 03/21/2027) | 45000000 | 45511759 |
| &nbsp;&nbsp; 3.20%, 04/21/2031 (Callable 01/01/2031) | &nbsp;&nbsp; 3.20%, 04/21/2031 (Callable 01/01/2031) | 80745000 | 75620837 |
| &nbsp;&nbsp; 5.25%, 04/21/2032 (Callable 01/01/2032) | &nbsp;&nbsp; 5.25%, 04/21/2032 (Callable 01/01/2032) | 16631000 | 17127894 |
|  Burlington Northern Santa Fe LLC, 4.15%, 04/01/2045 (Callable 10/01/2044) | Burlington Northern Santa Fe LLC, 4.15%, 04/01/2045 (Callable 10/01/2044) | 3275000 | 2794521 |
|  Cameron LNG LLC, 3.30%, 01/15/2035 (Callable 09/15/2034) <sup>(a)</sup> | Cameron LNG LLC, 3.30%, 01/15/2035 (Callable 09/15/2034) <sup>(a)</sup> | 20000000 | 17365974 |
|  Canadian Natural Resources Ltd., 6.50%, 02/15/2037 | Canadian Natural Resources Ltd., 6.50%, 02/15/2037 | 982000 | 1067962 |
| Canadian Pacific Railway Co. | Canadian Pacific Railway Co. | Canadian Pacific Railway Co. | Canadian Pacific Railway Co. |
| &nbsp;&nbsp; 4.70%, 05/01/2048 (Callable 11/01/2047) | &nbsp;&nbsp; 4.70%, 05/01/2048 (Callable 11/01/2047) | 10075000 | 8991327 |
| &nbsp;&nbsp; 3.50%, 05/01/2050 (Callable 11/01/2049) | &nbsp;&nbsp; 3.50%, 05/01/2050 (Callable 11/01/2049) | 12000000 | 8801212 |
|  Cargill, Inc., 4.75%, 04/24/2033 (Callable 01/24/2033) <sup>(a)</sup> | Cargill, Inc., 4.75%, 04/24/2033 (Callable 01/24/2033) <sup>(a)</sup> | 10200000 | 10327277 |
| Carlisle Cos., Inc. | Carlisle Cos., Inc. | Carlisle Cos., Inc. | Carlisle Cos., Inc. |
| &nbsp;&nbsp; 2.75%, 03/01/2030 (Callable 12/01/2029) | &nbsp;&nbsp; 2.75%, 03/01/2030 (Callable 12/01/2029) | 16000000 | 14991387 |
| &nbsp;&nbsp; 5.25%, 09/15/2035 (Callable 06/15/2035) | &nbsp;&nbsp; 5.25%, 09/15/2035 (Callable 06/15/2035) | 5000000 | 5060500 |
| Carrier Global Corp. | Carrier Global Corp. | Carrier Global Corp. | Carrier Global Corp. |
| &nbsp;&nbsp; 2.49%, 02/15/2027 (Callable 12/15/2026) | &nbsp;&nbsp; 2.49%, 02/15/2027 (Callable 12/15/2026) | 25975000 | 25423214 |
| &nbsp;&nbsp; 2.72%, 02/15/2030 (Callable 11/15/2029) | &nbsp;&nbsp; 2.72%, 02/15/2030 (Callable 11/15/2029) | 6861000 | 6430027 |
| &nbsp;&nbsp; 2.70%, 02/15/2031 (Callable 11/15/2030) | &nbsp;&nbsp; 2.70%, 02/15/2031 (Callable 11/15/2030) | 18500000 | 16981019 |
| &nbsp;&nbsp; 5.90%, 03/15/2034 (Callable 12/15/2033) | &nbsp;&nbsp; 5.90%, 03/15/2034 (Callable 12/15/2033) | 12423000 | 13330419 |
| &nbsp;&nbsp; 3.38%, 04/05/2040 (Callable 10/05/2039) | &nbsp;&nbsp; 3.38%, 04/05/2040 (Callable 10/05/2039) | 10000000 | 8073230 |
| &nbsp;&nbsp; 6.20%, 03/15/2054 (Callable 09/15/2053) | &nbsp;&nbsp; 6.20%, 03/15/2054 (Callable 09/15/2053) | 2448000 | 2654427 |
|  CBRE Services, Inc., 5.95%, 08/15/2034 (Callable 05/15/2034) | CBRE Services, Inc., 5.95%, 08/15/2034 (Callable 05/15/2034) | 20000000 | 21332715 |
|  CCL Industries, Inc., 3.05%, 06/01/2030 (Callable 03/01/2030) <sup>(a)</sup> | CCL Industries, Inc., 3.05%, 06/01/2030 (Callable 03/01/2030) <sup>(a)</sup> | 20000000 | 18801297 |
|  CDW LLC / CDW Finance Corp., 2.67%, 12/01/2026 (Callable 11/01/2026) | CDW LLC / CDW Finance Corp., 2.67%, 12/01/2026 (Callable 11/01/2026) | 9000000 | 8829234 |
| Celanese US Holdings LLC | Celanese US Holdings LLC | Celanese US Holdings LLC | Celanese US Holdings LLC |
| &nbsp;&nbsp; 6.83%, 07/15/2029 (Callable 05/15/2029) <sup>(e)</sup> | &nbsp;&nbsp; 6.83%, 07/15/2029 (Callable 05/15/2029) <sup>(e)</sup> | 9075000 | 9371653 |
| &nbsp;&nbsp; 7.05%, 11/15/2030 (Callable 09/15/2030) <sup>(e)</sup> | &nbsp;&nbsp; 7.05%, 11/15/2030 (Callable 09/15/2030) <sup>(e)</sup> | 15000000 | 15483495 |
|  Cellnex Finance Co. SA, 3.88%, 07/07/2041 (Callable 04/07/2041) <sup>(a)</sup> | Cellnex Finance Co. SA, 3.88%, 07/07/2041 (Callable 04/07/2041) <sup>(a)</sup> | 51774000 | 41252457 |
|  Celulosa Arauco y Constitucion SA, 3.88%, 11/02/2027 (Callable 08/02/2027) | Celulosa Arauco y Constitucion SA, 3.88%, 11/02/2027 (Callable 08/02/2027) | 12000000 | 11866978 |
|  Cencora, Inc., 4.63%, 12/15/2027 (Callable 11/15/2027) | Cencora, Inc., 4.63%, 12/15/2027 (Callable 11/15/2027) | 15000000 | 15169457 |
|  CF Industries, Inc., 5.15%, 03/15/2034 | CF Industries, Inc., 5.15%, 03/15/2034 | 3000000 | 3027469 |
| Charter Communications Operating LLC | Charter Communications Operating LLC | Charter Communications Operating LLC | Charter Communications Operating LLC |
| &nbsp;&nbsp; 3.75%, 02/15/2028 (Callable 11/15/2027) | &nbsp;&nbsp; 3.75%, 02/15/2028 (Callable 11/15/2027) | 5000000 | 4923127 |
| &nbsp;&nbsp; 6.38%, 10/23/2035 (Callable 04/23/2035) | &nbsp;&nbsp; 6.38%, 10/23/2035 (Callable 04/23/2035) | 85471000 | 89541938 |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital |
| &nbsp;&nbsp; 5.05%, 03/30/2029 (Callable 12/30/2028) | &nbsp;&nbsp; 5.05%, 03/30/2029 (Callable 12/30/2028) | 36857000 | 37339534 |
| &nbsp;&nbsp; 6.55%, 06/01/2034 (Callable 03/01/2034) | &nbsp;&nbsp; 6.55%, 06/01/2034 (Callable 03/01/2034) | 45140000 | 48106449 |
| &nbsp;&nbsp; 3.50%, 06/01/2041 (Callable 12/01/2040) | &nbsp;&nbsp; 3.50%, 06/01/2041 (Callable 12/01/2040) | 22375000 | 16324882 |
| &nbsp;&nbsp; 3.50%, 03/01/2042 (Callable 09/01/2041) | &nbsp;&nbsp; 3.50%, 03/01/2042 (Callable 09/01/2041) | 11300000 | 8138778 |
| &nbsp;&nbsp; 4.40%, 12/01/2061 (Callable 06/01/2061) | &nbsp;&nbsp; 4.40%, 12/01/2061 (Callable 06/01/2061) | 24375000 | 16889638 |
| Cheniere Energy Partners LP | Cheniere Energy Partners LP | Cheniere Energy Partners LP | Cheniere Energy Partners LP |
| &nbsp;&nbsp; 5.95%, 06/30/2033 (Callable 12/30/2032) | &nbsp;&nbsp; 5.95%, 06/30/2033 (Callable 12/30/2032) | 26550000 | 28105765 |
| &nbsp;&nbsp; 5.75%, 08/15/2034 (Callable 02/15/2034) | &nbsp;&nbsp; 5.75%, 08/15/2034 (Callable 02/15/2034) | 11750000 | 12215176 |
| &nbsp;&nbsp; 5.55%, 10/30/2035 (Callable 04/30/2035) <sup>(a)</sup> | &nbsp;&nbsp; 5.55%, 10/30/2035 (Callable 04/30/2035) <sup>(a)</sup> | 8825000 | 9015731 |
|  Choice Hotels International, Inc., 5.85%, 08/01/2034 (Callable 05/01/2034) | Choice Hotels International, Inc., 5.85%, 08/01/2034 (Callable 05/01/2034) | 10750000 | 10994464 |
|  Church & Dwight Co., Inc., 5.00%, 06/15/2052 (Callable 12/15/2051) | Church & Dwight Co., Inc., 5.00%, 06/15/2052 (Callable 12/15/2051) | 6725000 | 6254723 |
|  Cia Cervecerias Unidas SA, 3.35%, 01/19/2032 (Callable 10/19/2031) <sup>(a)</sup> | Cia Cervecerias Unidas SA, 3.35%, 01/19/2032 (Callable 10/19/2031) <sup>(a)</sup> | 25000000 | 22521246 |
| Cigna Group | Cigna Group | Cigna Group | Cigna Group |
| &nbsp;&nbsp; 2.40%, 03/15/2030 (Callable 12/15/2029) | &nbsp;&nbsp; 2.40%, 03/15/2030 (Callable 12/15/2029) | 13034000 | 12030446 |
| &nbsp;&nbsp; 4.80%, 08/15/2038 (Callable 02/15/2038) | &nbsp;&nbsp; 4.80%, 08/15/2038 (Callable 02/15/2038) | 5000000 | 4771201 |
| CNH Industrial Capital LLC | CNH Industrial Capital LLC | CNH Industrial Capital LLC | CNH Industrial Capital LLC |
| &nbsp;&nbsp; 1.88%, 01/15/2026 (Callable 12/15/2025) | &nbsp;&nbsp; 1.88%, 01/15/2026 (Callable 12/15/2025) | 20000000 | 19845622 |
| &nbsp;&nbsp; 4.75%, 03/21/2028 (Callable 02/21/2028) | &nbsp;&nbsp; 4.75%, 03/21/2028 (Callable 02/21/2028) | 15000000 | 15167209 |
|  CNH Industrial NV, 3.85%, 11/15/2027 (Callable 08/15/2027) | CNH Industrial NV, 3.85%, 11/15/2027 (Callable 08/15/2027) | 23656000 | 23537569 |
|  Colonial Enterprises, Inc., 5.63%, 11/15/2035 (Callable 08/15/2035) <sup>(a)</sup> | Colonial Enterprises, Inc., 5.63%, 11/15/2035 (Callable 08/15/2035) <sup>(a)</sup> | 10000000 | 10073689 |
|  Columbia Pipeline Group, Inc., 5.80%, 06/01/2045 (Callable 12/01/2044) | Columbia Pipeline Group, Inc., 5.80%, 06/01/2045 (Callable 12/01/2044) | 10776000 | 10724705 |
|  Columbia Pipelines Holding Co. LLC, 5.10%, 10/01/2031 (Callable 08/01/2031) <sup>(a)</sup> | Columbia Pipelines Holding Co. LLC, 5.10%, 10/01/2031 (Callable 08/01/2031) <sup>(a)</sup> | 10000000 | 10154314 |
| Columbia Pipelines Operating Co. LLC | Columbia Pipelines Operating Co. LLC | Columbia Pipelines Operating Co. LLC | Columbia Pipelines Operating Co. LLC |
| &nbsp;&nbsp; 6.04%, 11/15/2033 (Callable 08/15/2033) <sup>(a)</sup> | &nbsp;&nbsp; 6.04%, 11/15/2033 (Callable 08/15/2033) <sup>(a)</sup> | 17300000 | 18459728 |
| &nbsp;&nbsp; 6.50%, 08/15/2043 (Callable 02/15/2043) <sup>(a)</sup> | &nbsp;&nbsp; 6.50%, 08/15/2043 (Callable 02/15/2043) <sup>(a)</sup> | 10000000 | 10665444 |
| Comcast Corp. | Comcast Corp. | Comcast Corp. | Comcast Corp. |
| &nbsp;&nbsp; 3.55%, 05/01/2028 (Callable 02/01/2028) | &nbsp;&nbsp; 3.55%, 05/01/2028 (Callable 02/01/2028) | 9125000 | 9032878 |
| &nbsp;&nbsp; 3.20%, 07/15/2036 (Callable 01/15/2036) | &nbsp;&nbsp; 3.20%, 07/15/2036 (Callable 01/15/2036) | 6000000 | 5112099 |
| &nbsp;&nbsp; 3.97%, 11/01/2047 (Callable 05/01/2047) | &nbsp;&nbsp; 3.97%, 11/01/2047 (Callable 05/01/2047) | 8622000 | 6737516 |
| &nbsp;&nbsp; 5.35%, 05/15/2053 (Callable 11/15/2052) | &nbsp;&nbsp; 5.35%, 05/15/2053 (Callable 11/15/2052) | 19000000 | 17816179 |
| &nbsp;&nbsp; 2.99%, 11/01/2063 (Callable 05/01/2063) | &nbsp;&nbsp; 2.99%, 11/01/2063 (Callable 05/01/2063) | 14646000 | 8363114 |
|  CommonSpirit Health, 3.35%, 10/01/2029 (Callable 04/01/2029) | CommonSpirit Health, 3.35%, 10/01/2029 (Callable 04/01/2029) | 17635000 | 17032279 |
| Conagra Brands, Inc. | Conagra Brands, Inc. | Conagra Brands, Inc. | Conagra Brands, Inc. |
| &nbsp;&nbsp; 7.13%, 10/01/2026 | &nbsp;&nbsp; 7.13%, 10/01/2026 | 6672000 | 6863152 |
| &nbsp;&nbsp; 7.00%, 10/01/2028 | &nbsp;&nbsp; 7.00%, 10/01/2028 | 4300000 | 4600292 |
| &nbsp;&nbsp; 5.30%, 11/01/2038 (Callable 05/01/2038) | &nbsp;&nbsp; 5.30%, 11/01/2038 (Callable 05/01/2038) | 5000000 | 4800380 |
|  Concentrix Corp., 6.60%, 08/02/2028 (Callable 07/02/2028) | Concentrix Corp., 6.60%, 08/02/2028 (Callable 07/02/2028) | 62000000 | 64895162 |
|  Constellation Brands, Inc., 4.90%, 05/01/2033 (Callable 02/01/2033) | Constellation Brands, Inc., 4.90%, 05/01/2033 (Callable 02/01/2033) | 7950000 | 8024311 |
|  Corning, Inc., 4.38%, 11/15/2057 (Callable 05/15/2057) | Corning, Inc., 4.38%, 11/15/2057 (Callable 05/15/2057) | 9000000 | 7455169 |
| Cox Communications, Inc. | Cox Communications, Inc. | Cox Communications, Inc. | Cox Communications, Inc. |
| &nbsp;&nbsp; 3.35%, 09/15/2026 (Callable 06/15/2026) <sup>(a)</sup> | &nbsp;&nbsp; 3.35%, 09/15/2026 (Callable 06/15/2026) <sup>(a)</sup> | 25300000 | 25113750 |
| &nbsp;&nbsp; 5.70%, 06/15/2033 (Callable 03/15/2033) <sup>(a)</sup> | &nbsp;&nbsp; 5.70%, 06/15/2033 (Callable 03/15/2033) <sup>(a)</sup> | 5900000 | 6028916 |
| &nbsp;&nbsp; 4.80%, 02/01/2035 (Callable 08/01/2034) <sup>(a)</sup> | &nbsp;&nbsp; 4.80%, 02/01/2035 (Callable 08/01/2034) <sup>(a)</sup> | 14000000 | 13224436 |
| &nbsp;&nbsp; 3.60%, 06/15/2051 (Callable 12/15/2050) <sup>(a)</sup> | &nbsp;&nbsp; 3.60%, 06/15/2051 (Callable 12/15/2050) <sup>(a)</sup> | 21000000 | 13649117 |
|  Crown Castle, Inc., 5.10%, 05/01/2033 (Callable 02/01/2033) | Crown Castle, Inc., 5.10%, 05/01/2033 (Callable 02/01/2033) | 20400000 | 20644069 |
|  CSL Finance PLC, 4.05%, 04/27/2029 (Callable 02/27/2029) <sup>(a)</sup> | CSL Finance PLC, 4.05%, 04/27/2029 (Callable 02/27/2029) <sup>(a)</sup> | 7500000 | 7479865 |
|  CSX Corp., 4.65%, 03/01/2068 (Callable 09/01/2067) | CSX Corp., 4.65%, 03/01/2068 (Callable 09/01/2067) | 9000000 | 7604894 |
| CVS Health Corp. | CVS Health Corp. | CVS Health Corp. | CVS Health Corp. |
| &nbsp;&nbsp; 3.63%, 04/01/2027 (Callable 02/01/2027) | &nbsp;&nbsp; 3.63%, 04/01/2027 (Callable 02/01/2027) | 3000000 | 2974341 |
| &nbsp;&nbsp; 3.25%, 08/15/2029 (Callable 05/15/2029) | &nbsp;&nbsp; 3.25%, 08/15/2029 (Callable 05/15/2029) | 8000000 | 7669179 |
| &nbsp;&nbsp; 5.30%, 06/01/2033 (Callable 03/01/2033) | &nbsp;&nbsp; 5.30%, 06/01/2033 (Callable 03/01/2033) | 6500000 | 6653823 |
| &nbsp;&nbsp; 4.78%, 03/25/2038 (Callable 09/25/2037) | &nbsp;&nbsp; 4.78%, 03/25/2038 (Callable 09/25/2037) | 40234000 | 37708805 |
| &nbsp;&nbsp; 5.13%, 07/20/2045 (Callable 01/20/2045) | &nbsp;&nbsp; 5.13%, 07/20/2045 (Callable 01/20/2045) | 44155000 | 40082345 |
| &nbsp;&nbsp; 5.05%, 03/25/2048 (Callable 09/25/2047) | &nbsp;&nbsp; 5.05%, 03/25/2048 (Callable 09/25/2047) | 42525000 | 37836089 |
| &nbsp;&nbsp; 5.88%, 06/01/2053 (Callable 12/01/2052) | &nbsp;&nbsp; 5.88%, 06/01/2053 (Callable 12/01/2052) | 9000000 | 8843410 |
| &nbsp;&nbsp; 6.05%, 06/01/2054 (Callable 12/01/2053) | &nbsp;&nbsp; 6.05%, 06/01/2054 (Callable 12/01/2053) | 14225000 | 14389106 |
|  CVS Pass-Through Trust Series 2013, Series 2013, 4.70%, 01/10/2036 (Callable 07/10/2035) <sup>(a)</sup> | CVS Pass-Through Trust Series 2013, Series 2013, 4.70%, 01/10/2036 (Callable 07/10/2035) <sup>(a)</sup> | 8418663 | 8057592 |
|  DCP Midstream Operating LP, 5.13%, 05/15/2029 (Callable 02/15/2029) | DCP Midstream Operating LP, 5.13%, 05/15/2029 (Callable 02/15/2029) | 10000000 | 10225829 |
|  Dell International LLC / EMC Corp., 5.30%, 10/01/2029 (Callable 07/01/2029) | Dell International LLC / EMC Corp., 5.30%, 10/01/2029 (Callable 07/01/2029) | 6000000 | 6195628 |
|  DENTSPLY SIRONA, Inc., 3.25%, 06/01/2030 (Callable 03/01/2030) | DENTSPLY SIRONA, Inc., 3.25%, 06/01/2030 (Callable 03/01/2030) | 53000000 | 48768057 |
|  Deutsche Telekom International Finance BV, 8.75%, 06/15/2030 <sup>(e)</sup> | Deutsche Telekom International Finance BV, 8.75%, 06/15/2030 <sup>(e)</sup> | 8661000 | 10208796 |
|  Diamondback Energy, Inc., 5.55%, 04/01/2035 (Callable 01/01/2035) | Diamondback Energy, Inc., 5.55%, 04/01/2035 (Callable 01/01/2035) | 10500000 | 10779261 |
|  Dignity Health, 5.27%, 11/01/2064 | Dignity Health, 5.27%, 11/01/2064 | 2921000 | 2641962 |
|  Dollar General Corp., 3.50%, 04/03/2030 (Callable 01/03/2030) | Dollar General Corp., 3.50%, 04/03/2030 (Callable 01/03/2030) | 7000000 | 6723086 |
| DT Midstream, Inc. | DT Midstream, Inc. | DT Midstream, Inc. | DT Midstream, Inc. |
| &nbsp;&nbsp; 4.13%, 06/15/2029 (Callable 10/31/2025) <sup>(a)</sup> | &nbsp;&nbsp; 4.13%, 06/15/2029 (Callable 10/31/2025) <sup>(a)</sup> | 8500000 | 8293145 |
| &nbsp;&nbsp; 5.80%, 12/15/2034 (Callable 09/15/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.80%, 12/15/2034 (Callable 09/15/2034) <sup>(a)</sup> | 7150000 | 7371581 |
|  DuPont de Nemours, Inc., 5.32%, 11/15/2038 (Callable 05/15/2038) | DuPont de Nemours, Inc., 5.32%, 11/15/2038 (Callable 05/15/2038) | 17857000 | 18294776 |
| DXC Technology Co. | DXC Technology Co. | DXC Technology Co. | DXC Technology Co. |
| &nbsp;&nbsp; 1.80%, 09/15/2026 (Callable 08/15/2026) | &nbsp;&nbsp; 1.80%, 09/15/2026 (Callable 08/15/2026) | 29300000 | 28602772 |
| &nbsp;&nbsp; 2.38%, 09/15/2028 (Callable 07/15/2028) | &nbsp;&nbsp; 2.38%, 09/15/2028 (Callable 07/15/2028) | 79300000 | 74739879 |
|  Eagle Materials, Inc., 2.50%, 07/01/2031 (Callable 04/01/2031) | Eagle Materials, Inc., 2.50%, 07/01/2031 (Callable 04/01/2031) | 8700000 | 7841410 |
|  Eastern Energy Gas Holdings LLC, 5.65%, 10/15/2054 (Callable 04/15/2054) | Eastern Energy Gas Holdings LLC, 5.65%, 10/15/2054 (Callable 04/15/2054) | 8500000 | 8374232 |
| Eastern Gas Transmission & Storage, Inc. | Eastern Gas Transmission & Storage, Inc. | Eastern Gas Transmission & Storage, Inc. | Eastern Gas Transmission & Storage, Inc. |
| &nbsp;&nbsp; 4.80%, 11/01/2043 (Callable 05/01/2043) | &nbsp;&nbsp; 4.80%, 11/01/2043 (Callable 05/01/2043) | 4017000 | 3613406 |
| &nbsp;&nbsp; 4.60%, 12/15/2044 (Callable 06/15/2044) | &nbsp;&nbsp; 4.60%, 12/15/2044 (Callable 06/15/2044) | 3674000 | 3206330 |
|  Edwards Lifesciences Corp., 4.30%, 06/15/2028 (Callable 03/15/2028) | Edwards Lifesciences Corp., 4.30%, 06/15/2028 (Callable 03/15/2028) | 18000000 | 18062616 |
| Element Fleet Management Corp. | Element Fleet Management Corp. | Element Fleet Management Corp. | Element Fleet Management Corp. |
| &nbsp;&nbsp; 6.27%, 06/26/2026 (Callable 05/26/2026) <sup>(a)</sup> | &nbsp;&nbsp; 6.27%, 06/26/2026 (Callable 05/26/2026) <sup>(a)</sup> | 40000000 | 40517580 |
| &nbsp;&nbsp; 5.64%, 03/13/2027 (Callable 02/13/2027) <sup>(a)</sup> | &nbsp;&nbsp; 5.64%, 03/13/2027 (Callable 02/13/2027) <sup>(a)</sup> | 10000000 | 10188588 |
| &nbsp;&nbsp; 6.32%, 12/04/2028 (Callable 11/04/2028) <sup>(a)</sup> | &nbsp;&nbsp; 6.32%, 12/04/2028 (Callable 11/04/2028) <sup>(a)</sup> | 9900000 | 10484476 |
| &nbsp;&nbsp; 5.04%, 03/25/2030 (Callable 02/25/2030) <sup>(a)</sup> | &nbsp;&nbsp; 5.04%, 03/25/2030 (Callable 02/25/2030) <sup>(a)</sup> | 14000000 | 14280834 |
| Enbridge Energy Partners LP | Enbridge Energy Partners LP | Enbridge Energy Partners LP | Enbridge Energy Partners LP |
| &nbsp;&nbsp; 7.50%, 04/15/2038 | &nbsp;&nbsp; 7.50%, 04/15/2038 | 4500000 | 5310317 |
| &nbsp;&nbsp; 7.38%, 10/15/2045 (Callable 04/15/2045) | &nbsp;&nbsp; 7.38%, 10/15/2045 (Callable 04/15/2045) | 20000000 | 23443634 |
|  Enbridge, Inc., 6.20%, 11/15/2030 (Callable 09/15/2030) | Enbridge, Inc., 6.20%, 11/15/2030 (Callable 09/15/2030) | 8725000 | 9415386 |
| Energy Transfer LP | Energy Transfer LP | Energy Transfer LP | Energy Transfer LP |
| &nbsp;&nbsp; 3.90%, 07/15/2026 (Callable 04/15/2026) | &nbsp;&nbsp; 3.90%, 07/15/2026 (Callable 04/15/2026) | 10000000 | 9979007 |
| &nbsp;&nbsp; 5.50%, 06/01/2027 (Callable 03/01/2027) | &nbsp;&nbsp; 5.50%, 06/01/2027 (Callable 03/01/2027) | 7019000 | 7140710 |
| &nbsp;&nbsp; 4.00%, 10/01/2027 (Callable 07/01/2027) | &nbsp;&nbsp; 4.00%, 10/01/2027 (Callable 07/01/2027) | 2000000 | 1992879 |
| &nbsp;&nbsp; 6.00%, 02/01/2029 (Callable 10/31/2025) <sup>(a)</sup> | &nbsp;&nbsp; 6.00%, 02/01/2029 (Callable 10/31/2025) <sup>(a)</sup> | 44900000 | 45538675 |
| &nbsp;&nbsp; 5.25%, 04/15/2029 (Callable 01/15/2029) | &nbsp;&nbsp; 5.25%, 04/15/2029 (Callable 01/15/2029) | 22866000 | 23525990 |
| &nbsp;&nbsp; 3.75%, 05/15/2030 (Callable 02/15/2030) | &nbsp;&nbsp; 3.75%, 05/15/2030 (Callable 02/15/2030) | 3475000 | 3374469 |
| &nbsp;&nbsp; 7.38%, 02/01/2031 (Callable 02/01/2026) <sup>(a)</sup> | &nbsp;&nbsp; 7.38%, 02/01/2031 (Callable 02/01/2026) <sup>(a)</sup> | 10450000 | 10914840 |
| &nbsp;&nbsp; 4.90%, 03/15/2035 (Callable 09/15/2034) | &nbsp;&nbsp; 4.90%, 03/15/2035 (Callable 09/15/2034) | 4550000 | 4427679 |
| &nbsp;&nbsp; 5.70%, 04/01/2035 (Callable 01/01/2035) | &nbsp;&nbsp; 5.70%, 04/01/2035 (Callable 01/01/2035) | 16950000 | 17502222 |
| &nbsp;&nbsp; 6.63%, 10/15/2036 | &nbsp;&nbsp; 6.63%, 10/15/2036 | 15094000 | 16441177 |
| &nbsp;&nbsp; 5.80%, 06/15/2038 (Callable 12/15/2037) | &nbsp;&nbsp; 5.80%, 06/15/2038 (Callable 12/15/2037) | 9539000 | 9702792 |
| &nbsp;&nbsp; 7.50%, 07/01/2038 | &nbsp;&nbsp; 7.50%, 07/01/2038 | 20979000 | 24378242 |
| &nbsp;&nbsp; 6.05%, 06/01/2041 (Callable 12/01/2040) | &nbsp;&nbsp; 6.05%, 06/01/2041 (Callable 12/01/2040) | 1611000 | 1640940 |
| &nbsp;&nbsp; 6.50%, 02/01/2042 (Callable 08/01/2041) | &nbsp;&nbsp; 6.50%, 02/01/2042 (Callable 08/01/2041) | 7603000 | 8052769 |
| &nbsp;&nbsp; 5.95%, 10/01/2043 (Callable 04/01/2043) | &nbsp;&nbsp; 5.95%, 10/01/2043 (Callable 04/01/2043) | 3550000 | 3505030 |
| &nbsp;&nbsp; 6.13%, 12/15/2045 (Callable 06/15/2045) | &nbsp;&nbsp; 6.13%, 12/15/2045 (Callable 06/15/2045) | 5797000 | 5836285 |
| &nbsp;&nbsp; 5.40%, 10/01/2047 (Callable 04/01/2047) | &nbsp;&nbsp; 5.40%, 10/01/2047 (Callable 04/01/2047) | 22425000 | 20526738 |
| &nbsp;&nbsp; 6.00%, 06/15/2048 (Callable 12/15/2047) | &nbsp;&nbsp; 6.00%, 06/15/2048 (Callable 12/15/2047) | 13000000 | 12812028 |
| &nbsp;&nbsp; 6.25%, 04/15/2049 (Callable 10/15/2048) | &nbsp;&nbsp; 6.25%, 04/15/2049 (Callable 10/15/2048) | 3850000 | 3886230 |
| &nbsp;&nbsp; 6.20%, 04/01/2055 (Callable 10/01/2054) | &nbsp;&nbsp; 6.20%, 04/01/2055 (Callable 10/01/2054) | 9000000 | 9054060 |
| Eni SpA | Eni SpA | Eni SpA | Eni SpA |
| &nbsp;&nbsp; 4.25%, 05/09/2029 (Callable 02/09/2029) <sup>(a)</sup> | &nbsp;&nbsp; 4.25%, 05/09/2029 (Callable 02/09/2029) <sup>(a)</sup> | 18250000 | 18242630 |
| &nbsp;&nbsp; 5.75%, 05/19/2035 (Callable 02/19/2035) <sup>(a)</sup> | &nbsp;&nbsp; 5.75%, 05/19/2035 (Callable 02/19/2035) <sup>(a)</sup> | 6675000 | 6952813 |
| &nbsp;&nbsp; 5.95%, 05/15/2054 (Callable 11/15/2053) <sup>(a)</sup> | &nbsp;&nbsp; 5.95%, 05/15/2054 (Callable 11/15/2053) <sup>(a)</sup> | 11000000 | 10996377 |
|  Enterprise Products Operating LLC, 5.75%, 03/01/2035 | Enterprise Products Operating LLC, 5.75%, 03/01/2035 | 5630000 | 5946712 |
| EQT Corp. | EQT Corp. | EQT Corp. | EQT Corp. |
| &nbsp;&nbsp; 5.70%, 04/01/2028 (Callable 03/01/2028) | &nbsp;&nbsp; 5.70%, 04/01/2028 (Callable 03/01/2028) | 10000000 | 10336200 |
| &nbsp;&nbsp; 4.50%, 01/15/2029 (Callable 07/15/2028) | &nbsp;&nbsp; 4.50%, 01/15/2029 (Callable 07/15/2028) | 11066000 | 11067588 |
| &nbsp;&nbsp; 7.00%, 02/01/2030 (Callable 11/01/2029) <sup>(e)</sup> | &nbsp;&nbsp; 7.00%, 02/01/2030 (Callable 11/01/2029) <sup>(e)</sup> | 5493000 | 5980468 |
| &nbsp;&nbsp; 7.50%, 06/01/2030 (Callable 12/01/2029) | &nbsp;&nbsp; 7.50%, 06/01/2030 (Callable 12/01/2029) | 3000000 | 3309375 |
| &nbsp;&nbsp; 4.75%, 01/15/2031 (Callable 07/15/2030) | &nbsp;&nbsp; 4.75%, 01/15/2031 (Callable 07/15/2030) | 3000000 | 2993884 |
|  Equifax, Inc., 5.10%, 06/01/2028 (Callable 05/01/2028) | Equifax, Inc., 5.10%, 06/01/2028 (Callable 05/01/2028) | 15000000 | 15334509 |
| Equinix, Inc. | Equinix, Inc. | Equinix, Inc. | Equinix, Inc. |
| &nbsp;&nbsp; 3.20%, 11/18/2029 (Callable 08/18/2029) | &nbsp;&nbsp; 3.20%, 11/18/2029 (Callable 08/18/2029) | 2000000 | 1915336 |
| &nbsp;&nbsp; 2.15%, 07/15/2030 (Callable 04/15/2030) | &nbsp;&nbsp; 2.15%, 07/15/2030 (Callable 04/15/2030) | 7675000 | 6925334 |
|  ERAC USA Finance LLC, 3.30%, 12/01/2026 (Callable 09/01/2026) <sup>(a)</sup> | ERAC USA Finance LLC, 3.30%, 12/01/2026 (Callable 09/01/2026) <sup>(a)</sup> | 20625000 | 20420877 |
|  FedEx Corp., 4.95%, 10/17/2048 (Callable 04/17/2048) <sup>(a)</sup> | FedEx Corp., 4.95%, 10/17/2048 (Callable 04/17/2048) <sup>(a)</sup> | 15000000 | 12983580 |
|  Ferguson Enterprises, Inc., 5.00%, 10/03/2034 (Callable 07/03/2034) | Ferguson Enterprises, Inc., 5.00%, 10/03/2034 (Callable 07/03/2034) | 12000000 | 12082270 |
| Ferguson Finance PLC | Ferguson Finance PLC | Ferguson Finance PLC | Ferguson Finance PLC |
| &nbsp;&nbsp; 4.50%, 10/24/2028 (Callable 07/24/2028) <sup>(a)</sup> | &nbsp;&nbsp; 4.50%, 10/24/2028 (Callable 07/24/2028) <sup>(a)</sup> | 43025000 | 43245097 |
| &nbsp;&nbsp; 3.25%, 06/02/2030 (Callable 03/02/2030) <sup>(a)</sup> | &nbsp;&nbsp; 3.25%, 06/02/2030 (Callable 03/02/2030) <sup>(a)</sup> | 28100000 | 26670295 |
| &nbsp;&nbsp; 4.65%, 04/20/2032 (Callable 01/20/2032) <sup>(a)</sup> | &nbsp;&nbsp; 4.65%, 04/20/2032 (Callable 01/20/2032) <sup>(a)</sup> | 28125000 | 27873743 |
|  Fibercop SpA, 7.20%, 07/18/2036 (Callable 04/18/2036) <sup>(a)</sup> | Fibercop SpA, 7.20%, 07/18/2036 (Callable 04/18/2036) <sup>(a)</sup> | 4102000 | 4132264 |
| Fidelity National Information Services, Inc. | Fidelity National Information Services, Inc. | Fidelity National Information Services, Inc. | Fidelity National Information Services, Inc. |
| &nbsp;&nbsp; 5.10%, 07/15/2032 (Callable 04/15/2032) | &nbsp;&nbsp; 5.10%, 07/15/2032 (Callable 04/15/2032) | 4900000 | 5021574 |
| &nbsp;&nbsp; 3.10%, 03/01/2041 (Callable 09/01/2040) | &nbsp;&nbsp; 3.10%, 03/01/2041 (Callable 09/01/2040) | 7100000 | 5360319 |
| &nbsp;&nbsp; 4.50%, 08/15/2046 (Callable 02/15/2046) | &nbsp;&nbsp; 4.50%, 08/15/2046 (Callable 02/15/2046) | 23965000 | 20128195 |
| Fiserv, Inc. | Fiserv, Inc. | Fiserv, Inc. | Fiserv, Inc. |
| &nbsp;&nbsp; 4.20%, 10/01/2028 (Callable 07/01/2028) | &nbsp;&nbsp; 4.20%, 10/01/2028 (Callable 07/01/2028) | 5000000 | 4997626 |
| &nbsp;&nbsp; 3.50%, 07/01/2029 (Callable 04/01/2029) | &nbsp;&nbsp; 3.50%, 07/01/2029 (Callable 04/01/2029) | 4307000 | 4186143 |
| &nbsp;&nbsp; 2.65%, 06/01/2030 (Callable 03/01/2030) | &nbsp;&nbsp; 2.65%, 06/01/2030 (Callable 03/01/2030) | 28900000 | 26758209 |
| &nbsp;&nbsp; 5.63%, 08/21/2033 (Callable 05/21/2033) | &nbsp;&nbsp; 5.63%, 08/21/2033 (Callable 05/21/2033) | 17000000 | 17847478 |
| &nbsp;&nbsp; 5.15%, 08/12/2034 (Callable 05/12/2034) | &nbsp;&nbsp; 5.15%, 08/12/2034 (Callable 05/12/2034) | 20000000 | 20239053 |
| &nbsp;&nbsp; 4.40%, 07/01/2049 (Callable 01/01/2049) | &nbsp;&nbsp; 4.40%, 07/01/2049 (Callable 01/01/2049) | 11000000 | 9069505 |
|  Flex Intermediate Holdco LLC, 3.36%, 06/30/2031 (Callable 12/30/2030) <sup>(a)</sup> | Flex Intermediate Holdco LLC, 3.36%, 06/30/2031 (Callable 12/30/2030) <sup>(a)</sup> | 16000000 | 14716961 |
| Flex Ltd. | Flex Ltd. | Flex Ltd. | Flex Ltd. |
| &nbsp;&nbsp; 3.75%, 02/01/2026 (Callable 01/01/2026) | &nbsp;&nbsp; 3.75%, 02/01/2026 (Callable 01/01/2026) | 15000000 | 14943456 |
| &nbsp;&nbsp; 6.00%, 01/15/2028 (Callable 12/15/2027) | &nbsp;&nbsp; 6.00%, 01/15/2028 (Callable 12/15/2027) | 20000000 | 20661698 |
| &nbsp;&nbsp; 4.88%, 06/15/2029 (Callable 03/15/2029) | &nbsp;&nbsp; 4.88%, 06/15/2029 (Callable 03/15/2029) | 30902000 | 31225247 |
| &nbsp;&nbsp; 4.88%, 05/12/2030 (Callable 02/12/2030) | &nbsp;&nbsp; 4.88%, 05/12/2030 (Callable 02/12/2030) | 21830000 | 22044887 |
|  Florida Gas Transmission Co. LLC, 2.55%, 07/01/2030 (Callable 04/01/2030) <sup>(a)</sup> | Florida Gas Transmission Co. LLC, 2.55%, 07/01/2030 (Callable 04/01/2030) <sup>(a)</sup> | 18500000 | 16982786 |
|  Flowserve Corp., 2.80%, 01/15/2032 (Callable 10/15/2031) | Flowserve Corp., 2.80%, 01/15/2032 (Callable 10/15/2031) | 9625000 | 8521470 |
|  FMC Corp., 3.20%, 10/01/2026 (Callable 08/01/2026) | FMC Corp., 3.20%, 10/01/2026 (Callable 08/01/2026) | 5000000 | 4944651 |
| Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC |
| &nbsp;&nbsp; 5.80%, 03/05/2027 (Callable 02/05/2027) | &nbsp;&nbsp; 5.80%, 03/05/2027 (Callable 02/05/2027) | 10000000 | 10101163 |
| &nbsp;&nbsp; 5.92%, 03/20/2028 (Callable 02/20/2028) | &nbsp;&nbsp; 5.92%, 03/20/2028 (Callable 02/20/2028) | 21475000 | 21842803 |
| &nbsp;&nbsp; 6.80%, 11/07/2028 (Callable 10/07/2028) | &nbsp;&nbsp; 6.80%, 11/07/2028 (Callable 10/07/2028) | 15000000 | 15660814 |
| &nbsp;&nbsp; 5.30%, 09/06/2029 (Callable 08/06/2029) | &nbsp;&nbsp; 5.30%, 09/06/2029 (Callable 08/06/2029) | 38000000 | 37905326 |
| Fortune Brands Innovations, Inc. | Fortune Brands Innovations, Inc. | Fortune Brands Innovations, Inc. | Fortune Brands Innovations, Inc. |
| &nbsp;&nbsp; 3.25%, 09/15/2029 (Callable 06/15/2029) | &nbsp;&nbsp; 3.25%, 09/15/2029 (Callable 06/15/2029) | 15000000 | 14356111 |
| &nbsp;&nbsp; 5.88%, 06/01/2033 (Callable 03/01/2033) | &nbsp;&nbsp; 5.88%, 06/01/2033 (Callable 03/01/2033) | 24000000 | 25446117 |
|  Fox Corp., 6.50%, 10/13/2033 (Callable 07/13/2033) | Fox Corp., 6.50%, 10/13/2033 (Callable 07/13/2033) | 7000000 | 7706627 |
| Freeport-McMoRan, Inc. | Freeport-McMoRan, Inc. | Freeport-McMoRan, Inc. | Freeport-McMoRan, Inc. |
| &nbsp;&nbsp; 4.25%, 03/01/2030 (Callable 10/31/2025) | &nbsp;&nbsp; 4.25%, 03/01/2030 (Callable 10/31/2025) | 8000000 | 7908656 |
| &nbsp;&nbsp; 4.63%, 08/01/2030 (Callable 10/31/2025) | &nbsp;&nbsp; 4.63%, 08/01/2030 (Callable 10/31/2025) | 5000000 | 4951413 |
| &nbsp;&nbsp; 5.45%, 03/15/2043 (Callable 09/15/2042) | &nbsp;&nbsp; 5.45%, 03/15/2043 (Callable 09/15/2042) | 21975000 | 21165894 |
| Fresenius Medical Care US Finance III, Inc. | Fresenius Medical Care US Finance III, Inc. | Fresenius Medical Care US Finance III, Inc. | Fresenius Medical Care US Finance III, Inc. |
| &nbsp;&nbsp; 1.88%, 12/01/2026 (Callable 11/01/2026) <sup>(a)</sup> | &nbsp;&nbsp; 1.88%, 12/01/2026 (Callable 11/01/2026) <sup>(a)</sup> | 4200000 | 4068277 |
| &nbsp;&nbsp; 3.75%, 06/15/2029 (Callable 03/15/2029) <sup>(a)</sup> | &nbsp;&nbsp; 3.75%, 06/15/2029 (Callable 03/15/2029) <sup>(a)</sup> | 35200000 | 34284359 |
| &nbsp;&nbsp; 2.38%, 02/16/2031 (Callable 11/16/2030) <sup>(a)</sup> | &nbsp;&nbsp; 2.38%, 02/16/2031 (Callable 11/16/2030) <sup>(a)</sup> | 25000000 | 22076468 |
| &nbsp;&nbsp; 3.00%, 12/01/2031 (Callable 09/01/2031) <sup>(a)</sup> | &nbsp;&nbsp; 3.00%, 12/01/2031 (Callable 09/01/2031) <sup>(a)</sup> | 10000000 | 8919974 |
|  GE Capital Funding LLC, 4.55%, 05/15/2032 (Callable 02/15/2032) | GE Capital Funding LLC, 4.55%, 05/15/2032 (Callable 02/15/2032) | 10716000 | 10831172 |
|  General Motors Co., 5.63%, 04/15/2030 (Callable 03/15/2030) | General Motors Co., 5.63%, 04/15/2030 (Callable 03/15/2030) | 19775000 | 20501213 |
| General Motors Financial Co., Inc. | General Motors Financial Co., Inc. | General Motors Financial Co., Inc. | General Motors Financial Co., Inc. |
| &nbsp;&nbsp; 1.25%, 01/08/2026 (Callable 12/08/2025) | &nbsp;&nbsp; 1.25%, 01/08/2026 (Callable 12/08/2025) | 19000000 | 18842814 |
| &nbsp;&nbsp; 5.40%, 04/06/2026 | &nbsp;&nbsp; 5.40%, 04/06/2026 | 20000000 | 20110168 |
| &nbsp;&nbsp; 2.35%, 02/26/2027 (Callable 01/26/2027) | &nbsp;&nbsp; 2.35%, 02/26/2027 (Callable 01/26/2027) | 11000000 | 10715200 |
| &nbsp;&nbsp; 5.05%, 04/04/2028 | &nbsp;&nbsp; 5.05%, 04/04/2028 | 17600000 | 17882928 |
| &nbsp;&nbsp; 5.80%, 06/23/2028 (Callable 05/23/2028) | &nbsp;&nbsp; 5.80%, 06/23/2028 (Callable 05/23/2028) | 30000000 | 31088051 |
| &nbsp;&nbsp; 5.80%, 01/07/2029 (Callable 12/07/2028) | &nbsp;&nbsp; 5.80%, 01/07/2029 (Callable 12/07/2028) | 10000000 | 10392552 |
| &nbsp;&nbsp; 5.55%, 07/15/2029 (Callable 06/15/2029) | &nbsp;&nbsp; 5.55%, 07/15/2029 (Callable 06/15/2029) | 21000000 | 21684891 |
| &nbsp;&nbsp; 4.90%, 10/06/2029 (Callable 09/06/2029) | &nbsp;&nbsp; 4.90%, 10/06/2029 (Callable 09/06/2029) | 12000000 | 12138724 |
| &nbsp;&nbsp; 5.45%, 07/15/2030 (Callable 06/15/2030) | &nbsp;&nbsp; 5.45%, 07/15/2030 (Callable 06/15/2030) | 15000000 | 15452809 |
| Genpact Luxembourg SARL/Genpact USA, Inc. | Genpact Luxembourg SARL/Genpact USA, Inc. | Genpact Luxembourg SARL/Genpact USA, Inc. | Genpact Luxembourg SARL/Genpact USA, Inc. |
| &nbsp;&nbsp; 1.75%, 04/10/2026 (Callable 03/10/2026) | &nbsp;&nbsp; 1.75%, 04/10/2026 (Callable 03/10/2026) | 25000000 | 24638672 |
| &nbsp;&nbsp; 6.00%, 06/04/2029 (Callable 05/04/2029) | &nbsp;&nbsp; 6.00%, 06/04/2029 (Callable 05/04/2029) | 6400000 | 6658042 |
| Genuine Parts Co. | Genuine Parts Co. | Genuine Parts Co. | Genuine Parts Co. |
| &nbsp;&nbsp; 4.95%, 08/15/2029 (Callable 07/15/2029) | &nbsp;&nbsp; 4.95%, 08/15/2029 (Callable 07/15/2029) | 5000000 | 5088234 |
| &nbsp;&nbsp; 6.88%, 11/01/2033 (Callable 08/01/2033) | &nbsp;&nbsp; 6.88%, 11/01/2033 (Callable 08/01/2033) | 26375000 | 29528470 |
|  Gilead Sciences, Inc., 4.60%, 09/01/2035 (Callable 03/01/2035) | Gilead Sciences, Inc., 4.60%, 09/01/2035 (Callable 03/01/2035) | 4600000 | 4548366 |
|  Glencore Finance Canada Ltd., 5.55%, 10/25/2042 <sup>(a)(e)</sup> | Glencore Finance Canada Ltd., 5.55%, 10/25/2042 <sup>(a)(e)</sup> | 5000000 | 4907036 |
| Glencore Funding LLC | Glencore Funding LLC | Glencore Funding LLC | Glencore Funding LLC |
| &nbsp;&nbsp; 4.00%, 03/27/2027 (Callable 12/27/2026) <sup>(a)</sup> | &nbsp;&nbsp; 4.00%, 03/27/2027 (Callable 12/27/2026) <sup>(a)</sup> | 25550000 | 25428460 |
| &nbsp;&nbsp; 3.88%, 10/27/2027 (Callable 07/27/2027) <sup>(a)</sup> | &nbsp;&nbsp; 3.88%, 10/27/2027 (Callable 07/27/2027) <sup>(a)</sup> | 2000000 | 1983897 |
| &nbsp;&nbsp; 4.88%, 03/12/2029 (Callable 12/12/2028) <sup>(a)</sup> | &nbsp;&nbsp; 4.88%, 03/12/2029 (Callable 12/12/2028) <sup>(a)</sup> | 11000000 | 11175428 |
| &nbsp;&nbsp; 5.37%, 04/04/2029 (Callable 03/04/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.37%, 04/04/2029 (Callable 03/04/2029) <sup>(a)</sup> | 17525000 | 18057700 |
| &nbsp;&nbsp; 2.50%, 09/01/2030 (Callable 06/01/2030) <sup>(a)</sup> | &nbsp;&nbsp; 2.50%, 09/01/2030 (Callable 06/01/2030) <sup>(a)</sup> | 61437000 | 56045720 |
| &nbsp;&nbsp; 5.70%, 05/08/2033 (Callable 02/08/2033) <sup>(a)</sup> | &nbsp;&nbsp; 5.70%, 05/08/2033 (Callable 02/08/2033) <sup>(a)</sup> | 20000000 | 21122000 |
| &nbsp;&nbsp; 5.67%, 04/01/2035 (Callable 01/01/2035) <sup>(a)</sup> | &nbsp;&nbsp; 5.67%, 04/01/2035 (Callable 01/01/2035) <sup>(a)</sup> | 17950000 | 18656010 |
| &nbsp;&nbsp; 3.88%, 04/27/2051 (Callable 10/27/2050) <sup>(a)</sup> | &nbsp;&nbsp; 3.88%, 04/27/2051 (Callable 10/27/2050) <sup>(a)</sup> | 6000000 | 4515134 |
| &nbsp;&nbsp; 3.38%, 09/23/2051 (Callable 03/23/2051) <sup>(a)</sup> | &nbsp;&nbsp; 3.38%, 09/23/2051 (Callable 03/23/2051) <sup>(a)</sup> | 6000000 | 4111659 |
| Global Payments, Inc. | Global Payments, Inc. | Global Payments, Inc. | Global Payments, Inc. |
| &nbsp;&nbsp; 4.80%, 04/01/2026 (Callable 01/01/2026) | &nbsp;&nbsp; 4.80%, 04/01/2026 (Callable 01/01/2026) | 6990000 | 6997741 |
| &nbsp;&nbsp; 2.15%, 01/15/2027 (Callable 12/15/2026) | &nbsp;&nbsp; 2.15%, 01/15/2027 (Callable 12/15/2026) | 6840000 | 6664746 |
| &nbsp;&nbsp; 3.20%, 08/15/2029 (Callable 05/15/2029) | &nbsp;&nbsp; 3.20%, 08/15/2029 (Callable 05/15/2029) | 7500000 | 7122631 |
| &nbsp;&nbsp; 2.90%, 05/15/2030 (Callable 02/15/2030) | &nbsp;&nbsp; 2.90%, 05/15/2030 (Callable 02/15/2030) | 14467000 | 13389096 |
|  Gruma SAB de CV, 5.39%, 12/09/2034 (Callable 10/09/2034) <sup>(a)</sup> | Gruma SAB de CV, 5.39%, 12/09/2034 (Callable 10/09/2034) <sup>(a)</sup> | 10000000 | 10215000 |
| Grupo Bimbo SAB de CV | Grupo Bimbo SAB de CV | Grupo Bimbo SAB de CV | Grupo Bimbo SAB de CV |
| &nbsp;&nbsp; 4.88%, 06/27/2044 <sup>(a)</sup> | &nbsp;&nbsp; 4.88%, 06/27/2044 <sup>(a)</sup> | 8250000 | 7428042 |
| &nbsp;&nbsp; 4.70%, 11/10/2047 (Callable 05/10/2047) <sup>(a)</sup> | &nbsp;&nbsp; 4.70%, 11/10/2047 (Callable 05/10/2047) <sup>(a)</sup> | 25400000 | 22030944 |
| &nbsp;&nbsp; 4.00%, 09/06/2049 <sup>(a)</sup> | &nbsp;&nbsp; 4.00%, 09/06/2049 <sup>(a)</sup> | 7300000 | 5574249 |
|  Harbour Energy PLC, 6.33%, 04/01/2035 (Callable 01/01/2035) <sup>(a)</sup> | Harbour Energy PLC, 6.33%, 04/01/2035 (Callable 01/01/2035) <sup>(a)</sup> | 5000000 | 5134576 |
| HCA, Inc. | HCA, Inc. | HCA, Inc. | HCA, Inc. |
| &nbsp;&nbsp; 4.50%, 02/15/2027 (Callable 08/15/2026) | &nbsp;&nbsp; 4.50%, 02/15/2027 (Callable 08/15/2026) | 15000000 | 15027471 |
| &nbsp;&nbsp; 4.13%, 06/15/2029 (Callable 03/15/2029) | &nbsp;&nbsp; 4.13%, 06/15/2029 (Callable 03/15/2029) | 15000000 | 14869997 |
| &nbsp;&nbsp; 3.50%, 09/01/2030 (Callable 03/01/2030) | &nbsp;&nbsp; 3.50%, 09/01/2030 (Callable 03/01/2030) | 14405000 | 13759110 |
| &nbsp;&nbsp; 5.50%, 03/01/2032 (Callable 01/01/2032) | &nbsp;&nbsp; 5.50%, 03/01/2032 (Callable 01/01/2032) | 12000000 | 12501976 |
| &nbsp;&nbsp; 3.63%, 03/15/2032 (Callable 12/15/2031) | &nbsp;&nbsp; 3.63%, 03/15/2032 (Callable 12/15/2031) | 16000000 | 15010431 |
| &nbsp;&nbsp; 5.45%, 09/15/2034 (Callable 06/15/2034) | &nbsp;&nbsp; 5.45%, 09/15/2034 (Callable 06/15/2034) | 6000000 | 6154743 |
| &nbsp;&nbsp; 5.75%, 03/01/2035 (Callable 12/01/2034) | &nbsp;&nbsp; 5.75%, 03/01/2035 (Callable 12/01/2034) | 10225000 | 10689974 |
| &nbsp;&nbsp; 4.63%, 03/15/2052 (Callable 09/15/2051) | &nbsp;&nbsp; 4.63%, 03/15/2052 (Callable 09/15/2051) | 20000000 | 16514984 |
| &nbsp;&nbsp; 5.90%, 06/01/2053 (Callable 12/01/2052) | &nbsp;&nbsp; 5.90%, 06/01/2053 (Callable 12/01/2052) | 8275000 | 8170302 |
| &nbsp;&nbsp; 6.00%, 04/01/2054 (Callable 10/01/2053) | &nbsp;&nbsp; 6.00%, 04/01/2054 (Callable 10/01/2053) | 13925000 | 13952272 |
| &nbsp;&nbsp; 6.20%, 03/01/2055 (Callable 09/01/2054) | &nbsp;&nbsp; 6.20%, 03/01/2055 (Callable 09/01/2054) | 5700000 | 5884010 |
|  Helmerich & Payne, Inc., 4.85%, 12/01/2029 (Callable 11/01/2029) | Helmerich & Payne, Inc., 4.85%, 12/01/2029 (Callable 11/01/2029) | 10000000 | 9957856 |
| Hewlett Packard Enterprise Co. | Hewlett Packard Enterprise Co. | Hewlett Packard Enterprise Co. | Hewlett Packard Enterprise Co. |
| &nbsp;&nbsp; 4.15%, 09/15/2028 (Callable 08/15/2028) | &nbsp;&nbsp; 4.15%, 09/15/2028 (Callable 08/15/2028) | 12000000 | 11986433 |
| &nbsp;&nbsp; 4.85%, 10/15/2031 (Callable 08/15/2031) | &nbsp;&nbsp; 4.85%, 10/15/2031 (Callable 08/15/2031) | 6500000 | 6567866 |
| &nbsp;&nbsp; 5.60%, 10/15/2054 (Callable 04/15/2054) | &nbsp;&nbsp; 5.60%, 10/15/2054 (Callable 04/15/2054) | 18000000 | 17214547 |
| HF Sinclair Corp. | HF Sinclair Corp. | HF Sinclair Corp. | HF Sinclair Corp. |
| &nbsp;&nbsp; 5.00%, 02/01/2028 (Callable 10/11/2025) | &nbsp;&nbsp; 5.00%, 02/01/2028 (Callable 10/11/2025) | 23037000 | 23086099 |
| &nbsp;&nbsp; 4.50%, 10/01/2030 (Callable 07/01/2030) | &nbsp;&nbsp; 4.50%, 10/01/2030 (Callable 07/01/2030) | 8000000 | 7881738 |
| &nbsp;&nbsp; 5.75%, 01/15/2031 (Callable 12/15/2030) | &nbsp;&nbsp; 5.75%, 01/15/2031 (Callable 12/15/2030) | 13875000 | 14360984 |
| &nbsp;&nbsp; 5.50%, 09/01/2032 (Callable 07/01/2032) | &nbsp;&nbsp; 5.50%, 09/01/2032 (Callable 07/01/2032) | 5000000 | 5082420 |
|  HP, Inc., 3.00%, 06/17/2027 (Callable 04/17/2027) | HP, Inc., 3.00%, 06/17/2027 (Callable 04/17/2027) | 35000000 | 34331568 |
|  Hubbell, Inc., 3.15%, 08/15/2027 (Callable 05/15/2027) | Hubbell, Inc., 3.15%, 08/15/2027 (Callable 05/15/2027) | 11700000 | 11489773 |
|  Huntington Ingalls Industries, Inc., 2.04%, 08/16/2028 (Callable 06/16/2028) | Huntington Ingalls Industries, Inc., 2.04%, 08/16/2028 (Callable 06/16/2028) | 35838000 | 33659200 |
|  Hyatt Hotels Corp., 5.75%, 03/30/2032 (Callable 01/30/2032) | Hyatt Hotels Corp., 5.75%, 03/30/2032 (Callable 01/30/2032) | 15000000 | 15643799 |
| Hyundai Capital America | Hyundai Capital America | Hyundai Capital America | Hyundai Capital America |
| &nbsp;&nbsp; 1.65%, 09/17/2026 (Callable 08/17/2026) <sup>(a)</sup> | &nbsp;&nbsp; 1.65%, 09/17/2026 (Callable 08/17/2026) <sup>(a)</sup> | 22550000 | 22000651 |
| &nbsp;&nbsp; 5.28%, 06/24/2027 <sup>(a)</sup> | &nbsp;&nbsp; 5.28%, 06/24/2027 <sup>(a)</sup> | 26000000 | 26400937 |
| &nbsp;&nbsp; 4.88%, 11/01/2027 <sup>(a)</sup> | &nbsp;&nbsp; 4.88%, 11/01/2027 <sup>(a)</sup> | 30300000 | 30638328 |
| &nbsp;&nbsp; 5.68%, 06/26/2028 (Callable 05/26/2028) <sup>(a)</sup> | &nbsp;&nbsp; 5.68%, 06/26/2028 (Callable 05/26/2028) <sup>(a)</sup> | 36375000 | 37544721 |
| &nbsp;&nbsp; 6.10%, 09/21/2028 (Callable 08/21/2028) <sup>(a)</sup> | &nbsp;&nbsp; 6.10%, 09/21/2028 (Callable 08/21/2028) <sup>(a)</sup> | 40000000 | 41834247 |
| &nbsp;&nbsp; 4.55%, 09/26/2029 (Callable 08/26/2029) <sup>(a)</sup> | &nbsp;&nbsp; 4.55%, 09/26/2029 (Callable 08/26/2029) <sup>(a)</sup> | 30000000 | 30059272 |
|  Ingredion, Inc., 2.90%, 06/01/2030 (Callable 03/01/2030) | Ingredion, Inc., 2.90%, 06/01/2030 (Callable 03/01/2030) | 26775000 | 25110047 |
| Intel Corp. | Intel Corp. | Intel Corp. | Intel Corp. |
| &nbsp;&nbsp; 5.20%, 02/10/2033 (Callable 11/10/2032) | &nbsp;&nbsp; 5.20%, 02/10/2033 (Callable 11/10/2032) | 5000000 | 5111824 |
| &nbsp;&nbsp; 4.90%, 08/05/2052 (Callable 02/05/2052) | &nbsp;&nbsp; 4.90%, 08/05/2052 (Callable 02/05/2052) | 10000000 | 8601151 |
| &nbsp;&nbsp; 5.70%, 02/10/2053 (Callable 08/10/2052) | &nbsp;&nbsp; 5.70%, 02/10/2053 (Callable 08/10/2052) | 7175000 | 6938751 |
|  International Business Machines Corp., 4.15%, 05/15/2039 | International Business Machines Corp., 4.15%, 05/15/2039 | 11325000 | 10166929 |
|  International Flavors & Fragrances, Inc., 1.83%, 10/15/2027 (Callable 08/15/2027) <sup>(a)</sup> | International Flavors & Fragrances, Inc., 1.83%, 10/15/2027 (Callable 08/15/2027) <sup>(a)</sup> | 5394000 | 5131741 |
| IQVIA, Inc. | IQVIA, Inc. | IQVIA, Inc. | IQVIA, Inc. |
| &nbsp;&nbsp; 5.70%, 05/15/2028 (Callable 04/15/2028) | &nbsp;&nbsp; 5.70%, 05/15/2028 (Callable 04/15/2028) | 8475000 | 8743657 |
| &nbsp;&nbsp; 6.25%, 02/01/2029 (Callable 01/01/2029) | &nbsp;&nbsp; 6.25%, 02/01/2029 (Callable 01/01/2029) | 12000000 | 12631620 |
| J M Smucker Co. | J M Smucker Co. | J M Smucker Co. | J M Smucker Co. |
| &nbsp;&nbsp; 2.38%, 03/15/2030 (Callable 12/15/2029) | &nbsp;&nbsp; 2.38%, 03/15/2030 (Callable 12/15/2029) | 9125000 | 8426551 |
| &nbsp;&nbsp; 6.50%, 11/15/2053 (Callable 05/15/2053) | &nbsp;&nbsp; 6.50%, 11/15/2053 (Callable 05/15/2053) | 3950000 | 4358171 |
| JAB Holdings BV | JAB Holdings BV | JAB Holdings BV | JAB Holdings BV |
| &nbsp;&nbsp; 2.20%, 11/23/2030 (Callable 08/23/2030) <sup>(a)</sup> | &nbsp;&nbsp; 2.20%, 11/23/2030 (Callable 08/23/2030) <sup>(a)</sup> | 7426000 | 6520246 |
| &nbsp;&nbsp; 3.75%, 05/28/2051 (Callable 11/28/2050) <sup>(a)</sup> | &nbsp;&nbsp; 3.75%, 05/28/2051 (Callable 11/28/2050) <sup>(a)</sup> | 11750000 | 8147512 |
| &nbsp;&nbsp; 4.50%, 04/08/2052 (Callable 10/08/2051) <sup>(a)</sup> | &nbsp;&nbsp; 4.50%, 04/08/2052 (Callable 10/08/2051) <sup>(a)</sup> | 9000000 | 7111491 |
| Jacobs Engineering Group, Inc. | Jacobs Engineering Group, Inc. | Jacobs Engineering Group, Inc. | Jacobs Engineering Group, Inc. |
| &nbsp;&nbsp; 6.35%, 08/18/2028 (Callable 07/18/2028) | &nbsp;&nbsp; 6.35%, 08/18/2028 (Callable 07/18/2028) | 31750000 | 33526418 |
| &nbsp;&nbsp; 5.90%, 03/01/2033 (Callable 12/01/2032) | &nbsp;&nbsp; 5.90%, 03/01/2033 (Callable 12/01/2032) | 16784000 | 17744681 |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. |
| &nbsp;&nbsp; 6.25%, 03/01/2056 (Callable 09/01/2055) <sup>(a)</sup> | &nbsp;&nbsp; 6.25%, 03/01/2056 (Callable 09/01/2055) <sup>(a)</sup> | 23000000 | 23583970 |
| &nbsp;&nbsp; 6.38%, 04/15/2066 (Callable 10/15/2065) <sup>(a)</sup> | &nbsp;&nbsp; 6.38%, 04/15/2066 (Callable 10/15/2065) <sup>(a)</sup> | 10000000 | 10280400 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co./ JBS Lux Co. Sarl | JBS USA Holding Lux Sarl/ JBS USA Food Co./ JBS Lux Co. Sarl | JBS USA Holding Lux Sarl/ JBS USA Food Co./ JBS Lux Co. Sarl | JBS USA Holding Lux Sarl/ JBS USA Food Co./ JBS Lux Co. Sarl |
| &nbsp;&nbsp; 3.00%, 02/02/2029 (Callable 12/02/2028) | &nbsp;&nbsp; 3.00%, 02/02/2029 (Callable 12/02/2028) | 10000000 | 9585507 |
| &nbsp;&nbsp; 3.00%, 05/15/2032 (Callable 02/15/2032) | &nbsp;&nbsp; 3.00%, 05/15/2032 (Callable 02/15/2032) | 18525000 | 16573838 |
| &nbsp;&nbsp; 5.75%, 04/01/2033 (Callable 01/01/2033) | &nbsp;&nbsp; 5.75%, 04/01/2033 (Callable 01/01/2033) | 36150000 | 37752529 |
| &nbsp;&nbsp; 6.75%, 03/15/2034 (Callable 12/15/2033) | &nbsp;&nbsp; 6.75%, 03/15/2034 (Callable 12/15/2033) | 12750000 | 14095170 |
|  JBS USA LUX Sarl / JBS USA Food Co. / JBS USA Foods Group, 5.95%, 04/20/2035 (Callable 01/20/2035) <sup>(a)</sup> | JBS USA LUX Sarl / JBS USA Food Co. / JBS USA Foods Group, 5.95%, 04/20/2035 (Callable 01/20/2035) <sup>(a)</sup> | 12000000 | 12606028 |
| Johnson Controls International PLC | Johnson Controls International PLC | Johnson Controls International PLC | Johnson Controls International PLC |
| &nbsp;&nbsp; 6.00%, 01/15/2036 | &nbsp;&nbsp; 6.00%, 01/15/2036 | 892000 | 972527 |
| &nbsp;&nbsp; 4.50%, 02/15/2047 (Callable 08/15/2046) | &nbsp;&nbsp; 4.50%, 02/15/2047 (Callable 08/15/2046) | 4400000 | 3809386 |
| &nbsp;&nbsp; 4.95%, 07/02/2064 (Callable 01/02/2064) <sup>(e)</sup> | &nbsp;&nbsp; 4.95%, 07/02/2064 (Callable 01/02/2064) <sup>(e)</sup> | 4029000 | 3511376 |
|  Jones Lang LaSalle, Inc., 6.88%, 12/01/2028 (Callable 11/01/2028) | Jones Lang LaSalle, Inc., 6.88%, 12/01/2028 (Callable 11/01/2028) | 8675000 | 9313336 |
|  Kellanova, 2.10%, 06/01/2030 (Callable 03/01/2030) | Kellanova, 2.10%, 06/01/2030 (Callable 03/01/2030) | 20000000 | 18130210 |
|  Keurig Dr Pepper, Inc., 3.95%, 04/15/2029 (Callable 02/15/2029) | Keurig Dr Pepper, Inc., 3.95%, 04/15/2029 (Callable 02/15/2029) | 17650000 | 17360693 |
| Keysight Technologies, Inc. | Keysight Technologies, Inc. | Keysight Technologies, Inc. | Keysight Technologies, Inc. |
| &nbsp;&nbsp; 4.60%, 04/06/2027 (Callable 01/06/2027) | &nbsp;&nbsp; 4.60%, 04/06/2027 (Callable 01/06/2027) | 36562000 | 36731173 |
| &nbsp;&nbsp; 4.95%, 10/15/2034 (Callable 07/15/2034) | &nbsp;&nbsp; 4.95%, 10/15/2034 (Callable 07/15/2034) | 10000000 | 10063273 |
|  Kimberly-Clark de Mexico SAB de CV, 2.43%, 07/01/2031 (Callable 04/01/2031) <sup>(a)</sup> | Kimberly-Clark de Mexico SAB de CV, 2.43%, 07/01/2031 (Callable 04/01/2031) <sup>(a)</sup> | 19321000 | 17542599 |
| Kinder Morgan Energy Partners LP | Kinder Morgan Energy Partners LP | Kinder Morgan Energy Partners LP | Kinder Morgan Energy Partners LP |
| &nbsp;&nbsp; 7.30%, 08/15/2033 | &nbsp;&nbsp; 7.30%, 08/15/2033 | 8103000 | 9269060 |
| &nbsp;&nbsp; 5.80%, 03/15/2035 | &nbsp;&nbsp; 5.80%, 03/15/2035 | 2150000 | 2252925 |
| &nbsp;&nbsp; 6.50%, 02/01/2037 | &nbsp;&nbsp; 6.50%, 02/01/2037 | 6400000 | 6929440 |
| &nbsp;&nbsp; 6.95%, 01/15/2038 | &nbsp;&nbsp; 6.95%, 01/15/2038 | 14008000 | 15751556 |
| &nbsp;&nbsp; 6.50%, 09/01/2039 | &nbsp;&nbsp; 6.50%, 09/01/2039 | 5359000 | 5801860 |
| &nbsp;&nbsp; 7.50%, 11/15/2040 | &nbsp;&nbsp; 7.50%, 11/15/2040 | 8317000 | 9750903 |
| Kinder Morgan, Inc. | Kinder Morgan, Inc. | Kinder Morgan, Inc. | Kinder Morgan, Inc. |
| &nbsp;&nbsp; 8.05%, 10/15/2030 | &nbsp;&nbsp; 8.05%, 10/15/2030 | 3670000 | 4218359 |
| &nbsp;&nbsp; 7.80%, 08/01/2031 | &nbsp;&nbsp; 7.80%, 08/01/2031 | 16745000 | 19424524 |
| &nbsp;&nbsp; 7.75%, 01/15/2032 | &nbsp;&nbsp; 7.75%, 01/15/2032 | 44260000 | 51465040 |
|  Kinross Gold Corp., 6.88%, 09/01/2041 (Callable 03/01/2041) | Kinross Gold Corp., 6.88%, 09/01/2041 (Callable 03/01/2041) | 3000000 | 3324550 |
| Kraft Heinz Foods Co. | Kraft Heinz Foods Co. | Kraft Heinz Foods Co. | Kraft Heinz Foods Co. |
| &nbsp;&nbsp; 5.00%, 07/15/2035 (Callable 01/15/2035) | &nbsp;&nbsp; 5.00%, 07/15/2035 (Callable 01/15/2035) | 10613000 | 10530606 |
| &nbsp;&nbsp; 7.13%, 08/01/2039 <sup>(a)</sup> | &nbsp;&nbsp; 7.13%, 08/01/2039 <sup>(a)</sup> | 1425000 | 1625587 |
| Kyndryl Holdings, Inc. | Kyndryl Holdings, Inc. | Kyndryl Holdings, Inc. | Kyndryl Holdings, Inc. |
| &nbsp;&nbsp; 2.05%, 10/15/2026 (Callable 09/15/2026) | &nbsp;&nbsp; 2.05%, 10/15/2026 (Callable 09/15/2026) | 17300000 | 16896929 |
| &nbsp;&nbsp; 2.70%, 10/15/2028 (Callable 08/15/2028) | &nbsp;&nbsp; 2.70%, 10/15/2028 (Callable 08/15/2028) | 50000000 | 47629557 |
|  L3Harris Technologies, Inc., 5.40%, 07/31/2033 (Callable 04/30/2033) | L3Harris Technologies, Inc., 5.40%, 07/31/2033 (Callable 04/30/2033) | 20500000 | 21367940 |
| Leidos, Inc. | Leidos, Inc. | Leidos, Inc. | Leidos, Inc. |
| &nbsp;&nbsp; 4.38%, 05/15/2030 (Callable 02/15/2030) | &nbsp;&nbsp; 4.38%, 05/15/2030 (Callable 02/15/2030) | 47279000 | 47130508 |
| &nbsp;&nbsp; 2.30%, 02/15/2031 (Callable 11/15/2030) | &nbsp;&nbsp; 2.30%, 02/15/2031 (Callable 11/15/2030) | 8175000 | 7294549 |
| &nbsp;&nbsp; 5.40%, 03/15/2032 (Callable 01/15/2032) | &nbsp;&nbsp; 5.40%, 03/15/2032 (Callable 01/15/2032) | 13000000 | 13505480 |
| &nbsp;&nbsp; 7.13%, 07/01/2032 | &nbsp;&nbsp; 7.13%, 07/01/2032 | 5000000 | 5592674 |
| &nbsp;&nbsp; 5.75%, 03/15/2033 (Callable 12/15/2032) | &nbsp;&nbsp; 5.75%, 03/15/2033 (Callable 12/15/2032) | 23000000 | 24291995 |
|  Lennar Corp., 5.20%, 07/30/2030 (Callable 06/30/2030) | Lennar Corp., 5.20%, 07/30/2030 (Callable 06/30/2030) | 11000000 | 11329516 |
| LG Energy Solution Ltd. | LG Energy Solution Ltd. | LG Energy Solution Ltd. | LG Energy Solution Ltd. |
| &nbsp;&nbsp; 5.50%, 07/02/2034 <sup>(a)</sup> | &nbsp;&nbsp; 5.50%, 07/02/2034 <sup>(a)</sup> | 18000000 | 18228820 |
| &nbsp;&nbsp; 5.88%, 04/02/2035 <sup>(a)</sup> | &nbsp;&nbsp; 5.88%, 04/02/2035 <sup>(a)</sup> | 7500000 | 7748522 |
|  LKQ Corp., 5.75%, 06/15/2028 (Callable 05/15/2028) | LKQ Corp., 5.75%, 06/15/2028 (Callable 05/15/2028) | 12000000 | 12403211 |
|  Lowe's Cos., Inc., 5.85%, 04/01/2063 (Callable 10/01/2062) | Lowe's Cos., Inc., 5.85%, 04/01/2063 (Callable 10/01/2062) | 3450000 | 3481571 |
| LYB International Finance III LLC | LYB International Finance III LLC | LYB International Finance III LLC | LYB International Finance III LLC |
| &nbsp;&nbsp; 2.25%, 10/01/2030 (Callable 07/01/2030) | &nbsp;&nbsp; 2.25%, 10/01/2030 (Callable 07/01/2030) | 5925000 | 5289312 |
| &nbsp;&nbsp; 5.50%, 03/01/2034 (Callable 12/01/2033) | &nbsp;&nbsp; 5.50%, 03/01/2034 (Callable 12/01/2033) | 15000000 | 15086747 |
| Marathon Petroleum Corp. | Marathon Petroleum Corp. | Marathon Petroleum Corp. | Marathon Petroleum Corp. |
| &nbsp;&nbsp; 5.15%, 03/01/2030 (Callable 02/01/2030) | &nbsp;&nbsp; 5.15%, 03/01/2030 (Callable 02/01/2030) | 14200000 | 14594498 |
| &nbsp;&nbsp; 4.75%, 09/15/2044 (Callable 03/15/2044) | &nbsp;&nbsp; 4.75%, 09/15/2044 (Callable 03/15/2044) | 1950000 | 1678361 |
| Marriott International, Inc./MD | Marriott International, Inc./MD | Marriott International, Inc./MD | Marriott International, Inc./MD |
| &nbsp;&nbsp; 5.00%, 10/15/2027 (Callable 09/15/2027) | &nbsp;&nbsp; 5.00%, 10/15/2027 (Callable 09/15/2027) | 12950000 | 13175357 |
| &nbsp;&nbsp; 4.90%, 04/15/2029 (Callable 03/15/2029) | &nbsp;&nbsp; 4.90%, 04/15/2029 (Callable 03/15/2029) | 10000000 | 10208331 |
| &nbsp;&nbsp; 4.80%, 03/15/2030 (Callable 02/15/2030) | &nbsp;&nbsp; 4.80%, 03/15/2030 (Callable 02/15/2030) | 15000000 | 15274738 |
| &nbsp;&nbsp; 5.35%, 03/15/2035 (Callable 12/15/2034) | &nbsp;&nbsp; 5.35%, 03/15/2035 (Callable 12/15/2034) | 15000000 | 15340863 |
|  Marshfield Clinic Health System, Inc., 2.70%, 02/15/2030 (Callable 08/15/2029) | Marshfield Clinic Health System, Inc., 2.70%, 02/15/2030 (Callable 08/15/2029) | 23125000 | 21396971 |
| Martin Marietta Materials, Inc. | Martin Marietta Materials, Inc. | Martin Marietta Materials, Inc. | Martin Marietta Materials, Inc. |
| &nbsp;&nbsp; 2.50%, 03/15/2030 (Callable 12/15/2029) | &nbsp;&nbsp; 2.50%, 03/15/2030 (Callable 12/15/2029) | 6200000 | 5761626 |
| &nbsp;&nbsp; 6.25%, 05/01/2037 | &nbsp;&nbsp; 6.25%, 05/01/2037 | 893000 | 954549 |
| MasTec, Inc. | MasTec, Inc. | MasTec, Inc. | MasTec, Inc. |
| &nbsp;&nbsp; 4.50%, 08/15/2028 (Callable 10/31/2025) <sup>(a)</sup> | &nbsp;&nbsp; 4.50%, 08/15/2028 (Callable 10/31/2025) <sup>(a)</sup> | 5000000 | 4986583 |
| &nbsp;&nbsp; 5.90%, 06/15/2029 (Callable 05/15/2029) | &nbsp;&nbsp; 5.90%, 06/15/2029 (Callable 05/15/2029) | 10000000 | 10466755 |
|  Mercedes-Benz Finance North America LLC, 5.25%, 11/29/2027 <sup>(a)</sup> | Mercedes-Benz Finance North America LLC, 5.25%, 11/29/2027 <sup>(a)</sup> | 8225000 | 8412577 |
|  Meritage Homes Corp., 5.65%, 03/15/2035 (Callable 12/15/2034) | Meritage Homes Corp., 5.65%, 03/15/2035 (Callable 12/15/2034) | 7550000 | 7666039 |
|  Microsoft Corp., 2.92%, 03/17/2052 (Callable 09/17/2051) | Microsoft Corp., 2.92%, 03/17/2052 (Callable 09/17/2051) | 3125000 | 2119457 |
|  Midwest Connector Capital Co. LLC, 4.63%, 04/01/2029 (Callable 01/01/2029) <sup>(a)</sup> | Midwest Connector Capital Co. LLC, 4.63%, 04/01/2029 (Callable 01/01/2029) <sup>(a)</sup> | 36022000 | 36178709 |
| Mohawk Industries, Inc. | Mohawk Industries, Inc. | Mohawk Industries, Inc. | Mohawk Industries, Inc. |
| &nbsp;&nbsp; 5.85%, 09/18/2028 (Callable 08/18/2028) | &nbsp;&nbsp; 5.85%, 09/18/2028 (Callable 08/18/2028) | 13300000 | 13895654 |
| &nbsp;&nbsp; 3.63%, 05/15/2030 (Callable 02/15/2030) | &nbsp;&nbsp; 3.63%, 05/15/2030 (Callable 02/15/2030) | 10000000 | 9632902 |
| Mosaic Co. | Mosaic Co. | Mosaic Co. | Mosaic Co. |
| &nbsp;&nbsp; 5.45%, 11/15/2033 (Callable 05/15/2033) | &nbsp;&nbsp; 5.45%, 11/15/2033 (Callable 05/15/2033) | 2000000 | 2063970 |
| &nbsp;&nbsp; 4.88%, 11/15/2041 (Callable 05/15/2041) | &nbsp;&nbsp; 4.88%, 11/15/2041 (Callable 05/15/2041) | 5000000 | 4549189 |
| MPLX LP | MPLX LP | MPLX LP | MPLX LP |
| &nbsp;&nbsp; 4.13%, 03/01/2027 (Callable 12/01/2026) | &nbsp;&nbsp; 4.13%, 03/01/2027 (Callable 12/01/2026) | 11975000 | 11958135 |
| &nbsp;&nbsp; 2.65%, 08/15/2030 (Callable 05/15/2030) | &nbsp;&nbsp; 2.65%, 08/15/2030 (Callable 05/15/2030) | 22125000 | 20312575 |
| &nbsp;&nbsp; 5.00%, 01/15/2033 (Callable 11/15/2032) | &nbsp;&nbsp; 5.00%, 01/15/2033 (Callable 11/15/2032) | 9675000 | 9651426 |
| &nbsp;&nbsp; 5.00%, 03/01/2033 (Callable 12/01/2032) | &nbsp;&nbsp; 5.00%, 03/01/2033 (Callable 12/01/2032) | 10000000 | 10002485 |
| &nbsp;&nbsp; 5.50%, 06/01/2034 (Callable 03/01/2034) | &nbsp;&nbsp; 5.50%, 06/01/2034 (Callable 03/01/2034) | 25000000 | 25477276 |
| &nbsp;&nbsp; 4.50%, 04/15/2038 (Callable 10/15/2037) | &nbsp;&nbsp; 4.50%, 04/15/2038 (Callable 10/15/2037) | 8725000 | 7891860 |
| &nbsp;&nbsp; 5.95%, 04/01/2055 (Callable 10/01/2054) | &nbsp;&nbsp; 5.95%, 04/01/2055 (Callable 10/01/2054) | 11450000 | 11193394 |
| MSCI, Inc. | MSCI, Inc. | MSCI, Inc. | MSCI, Inc. |
| &nbsp;&nbsp; 3.63%, 09/01/2030 (Callable 10/31/2025) <sup>(a)</sup> | &nbsp;&nbsp; 3.63%, 09/01/2030 (Callable 10/31/2025) <sup>(a)</sup> | 11186000 | 10676578 |
| &nbsp;&nbsp; 3.88%, 02/15/2031 (Callable 10/31/2025) <sup>(a)</sup> | &nbsp;&nbsp; 3.88%, 02/15/2031 (Callable 10/31/2025) <sup>(a)</sup> | 16031000 | 15359949 |
| Mylan, Inc. | Mylan, Inc. | Mylan, Inc. | Mylan, Inc. |
| &nbsp;&nbsp; 4.55%, 04/15/2028 (Callable 01/15/2028) | &nbsp;&nbsp; 4.55%, 04/15/2028 (Callable 01/15/2028) | 17505000 | 17436735 |
| &nbsp;&nbsp; 5.20%, 04/15/2048 (Callable 10/15/2047) | &nbsp;&nbsp; 5.20%, 04/15/2048 (Callable 10/15/2047) | 9000000 | 7374379 |
|  NGPL PipeCo LLC, 4.88%, 08/15/2027 (Callable 02/15/2027) <sup>(a)</sup> | NGPL PipeCo LLC, 4.88%, 08/15/2027 (Callable 02/15/2027) <sup>(a)</sup> | 32000000 | 32077914 |
|  Nissan Motor Acceptance Co. LLC, 5.30%, 09/13/2027 <sup>(a)</sup> | Nissan Motor Acceptance Co. LLC, 5.30%, 09/13/2027 <sup>(a)</sup> | 26800000 | 26768242 |
|  Nordson Corp., 4.50%, 12/15/2029 (Callable 11/15/2029) | Nordson Corp., 4.50%, 12/15/2029 (Callable 11/15/2029) | 18000000 | 18097944 |
|  Norfolk Southern Corp., 3.05%, 05/15/2050 (Callable 11/15/2049) | Norfolk Southern Corp., 3.05%, 05/15/2050 (Callable 11/15/2049) | 17000000 | 11523149 |
|  Nova Southeastern University, Inc., 4.81%, 04/01/2053 | Nova Southeastern University, Inc., 4.81%, 04/01/2053 | 7200000 | 6168387 |
|  Nutrien Ltd., 4.20%, 04/01/2029 (Callable 01/01/2029) | Nutrien Ltd., 4.20%, 04/01/2029 (Callable 01/01/2029) | 7000000 | 6989434 |
| nVent Finance Sarl | nVent Finance Sarl | nVent Finance Sarl | nVent Finance Sarl |
| &nbsp;&nbsp; 4.55%, 04/15/2028 (Callable 01/15/2028) | &nbsp;&nbsp; 4.55%, 04/15/2028 (Callable 01/15/2028) | 32634000 | 32752727 |
| &nbsp;&nbsp; 5.65%, 05/15/2033 (Callable 02/15/2033) | &nbsp;&nbsp; 5.65%, 05/15/2033 (Callable 02/15/2033) | 5000000 | 5220705 |
|  NXP BV / NXP Funding LLC / NXP USA, Inc., 2.65%, 02/15/2032 (Callable 11/15/2031) | NXP BV / NXP Funding LLC / NXP USA, Inc., 2.65%, 02/15/2032 (Callable 11/15/2031) | 10000000 | 8895016 |
| Occidental Petroleum Corp. | Occidental Petroleum Corp. | Occidental Petroleum Corp. | Occidental Petroleum Corp. |
| &nbsp;&nbsp; 8.88%, 07/15/2030 (Callable 01/15/2030) | &nbsp;&nbsp; 8.88%, 07/15/2030 (Callable 01/15/2030) | 29260000 | 33805219 |
| &nbsp;&nbsp; 7.50%, 05/01/2031 | &nbsp;&nbsp; 7.50%, 05/01/2031 | 28703000 | 32239066 |
| &nbsp;&nbsp; 7.88%, 09/15/2031 | &nbsp;&nbsp; 7.88%, 09/15/2031 | 6320000 | 7186151 |
| &nbsp;&nbsp; 5.55%, 10/01/2034 (Callable 07/01/2034) | &nbsp;&nbsp; 5.55%, 10/01/2034 (Callable 07/01/2034) | 20400000 | 20698227 |
| &nbsp;&nbsp; 6.45%, 09/15/2036 | &nbsp;&nbsp; 6.45%, 09/15/2036 | 58151000 | 61795149 |
|  Ochsner LSU Health System of North Louisiana, 2.51%, 05/15/2031 (Callable 11/15/2030) | Ochsner LSU Health System of North Louisiana, 2.51%, 05/15/2031 (Callable 11/15/2030) | 26620000 | 22367506 |
|  ONEOK, Inc., 3.95%, 03/01/2050 (Callable 09/01/2049) | ONEOK, Inc., 3.95%, 03/01/2050 (Callable 09/01/2049) | 5100000 | 3754356 |
| Oracle Corp. | Oracle Corp. | Oracle Corp. | Oracle Corp. |
| &nbsp;&nbsp; 2.80%, 04/01/2027 (Callable 02/01/2027) | &nbsp;&nbsp; 2.80%, 04/01/2027 (Callable 02/01/2027) | 26225000 | 25711828 |
| &nbsp;&nbsp; 6.25%, 11/09/2032 (Callable 08/09/2032) | &nbsp;&nbsp; 6.25%, 11/09/2032 (Callable 08/09/2032) | 18000000 | 19560545 |
| &nbsp;&nbsp; 3.85%, 07/15/2036 (Callable 01/15/2036) | &nbsp;&nbsp; 3.85%, 07/15/2036 (Callable 01/15/2036) | 7500000 | 6678505 |
| &nbsp;&nbsp; 4.50%, 07/08/2044 (Callable 01/08/2044) | &nbsp;&nbsp; 4.50%, 07/08/2044 (Callable 01/08/2044) | 3000000 | 2561635 |
| &nbsp;&nbsp; 4.00%, 11/15/2047 (Callable 05/15/2047) | &nbsp;&nbsp; 4.00%, 11/15/2047 (Callable 05/15/2047) | 10250000 | 7943693 |
| &nbsp;&nbsp; 3.95%, 03/25/2051 (Callable 09/25/2050) | &nbsp;&nbsp; 3.95%, 03/25/2051 (Callable 09/25/2050) | 3300000 | 2453577 |
| &nbsp;&nbsp; 6.90%, 11/09/2052 (Callable 05/09/2052) | &nbsp;&nbsp; 6.90%, 11/09/2052 (Callable 05/09/2052) | 65400000 | 72767350 |
| &nbsp;&nbsp; 5.95%, 09/26/2055 (Callable 03/26/2055) | &nbsp;&nbsp; 5.95%, 09/26/2055 (Callable 03/26/2055) | 13300000 | 13259087 |
|  Orange SA, 9.00%, 03/01/2031 <sup>(e)</sup> | Orange SA, 9.00%, 03/01/2031 <sup>(e)</sup> | 29519000 | 35864366 |
|  PeaceHealth Obligated Group, 3.22%, 11/15/2050 (Callable 05/15/2050) | PeaceHealth Obligated Group, 3.22%, 11/15/2050 (Callable 05/15/2050) | 7200000 | 4655783 |
| Penske Truck Leasing Co. Lp / PTL Finance Corp. | Penske Truck Leasing Co. Lp / PTL Finance Corp. | Penske Truck Leasing Co. Lp / PTL Finance Corp. | Penske Truck Leasing Co. Lp / PTL Finance Corp. |
| &nbsp;&nbsp; 5.88%, 11/15/2027 (Callable 10/15/2027) <sup>(a)</sup> | &nbsp;&nbsp; 5.88%, 11/15/2027 (Callable 10/15/2027) <sup>(a)</sup> | 12000000 | 12376058 |
| &nbsp;&nbsp; 5.55%, 05/01/2028 (Callable 04/01/2028) <sup>(a)</sup> | &nbsp;&nbsp; 5.55%, 05/01/2028 (Callable 04/01/2028) <sup>(a)</sup> | 24065000 | 24780170 |
| &nbsp;&nbsp; 6.05%, 08/01/2028 (Callable 07/01/2028) <sup>(a)</sup> | &nbsp;&nbsp; 6.05%, 08/01/2028 (Callable 07/01/2028) <sup>(a)</sup> | 25000000 | 26103787 |
| &nbsp;&nbsp; 5.35%, 03/30/2029 (Callable 02/28/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.35%, 03/30/2029 (Callable 02/28/2029) <sup>(a)</sup> | 7500000 | 7713170 |
| &nbsp;&nbsp; 5.25%, 07/01/2029 (Callable 06/01/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.25%, 07/01/2029 (Callable 06/01/2029) <sup>(a)</sup> | 20000000 | 20565595 |
| &nbsp;&nbsp; 3.35%, 11/01/2029 (Callable 08/01/2029) <sup>(a)</sup> | &nbsp;&nbsp; 3.35%, 11/01/2029 (Callable 08/01/2029) <sup>(a)</sup> | 2199000 | 2106639 |
|  Perrigo Finance Unlimited Co., 4.90%, 06/15/2030 (Callable 03/15/2030) <sup>(e)</sup> | Perrigo Finance Unlimited Co., 4.90%, 06/15/2030 (Callable 03/15/2030) <sup>(e)</sup> | 10000000 | 9759632 |
|  Pfizer Investment Enterprises Pte Ltd., 5.30%, 05/19/2053 (Callable 11/19/2052) | Pfizer Investment Enterprises Pte Ltd., 5.30%, 05/19/2053 (Callable 11/19/2052) | 18650000 | 18023110 |
| Phillips 66 | Phillips 66 | Phillips 66 | Phillips 66 |
| &nbsp;&nbsp; 2.15%, 12/15/2030 (Callable 09/15/2030) | &nbsp;&nbsp; 2.15%, 12/15/2030 (Callable 09/15/2030) | 12000000 | 10712468 |
| &nbsp;&nbsp; 5.88%, 05/01/2042 | &nbsp;&nbsp; 5.88%, 05/01/2042 | 6000000 | 6154228 |
| &nbsp;&nbsp; 4.88%, 11/15/2044 (Callable 05/15/2044) | &nbsp;&nbsp; 4.88%, 11/15/2044 (Callable 05/15/2044) | 26130000 | 23313800 |
| Phillips 66 Co. | Phillips 66 Co. | Phillips 66 Co. | Phillips 66 Co. |
| &nbsp;&nbsp; 3.55%, 10/01/2026 (Callable 07/01/2026) | &nbsp;&nbsp; 3.55%, 10/01/2026 (Callable 07/01/2026) | 7000000 | 6956917 |
| &nbsp;&nbsp; 3.15%, 12/15/2029 (Callable 09/15/2029) | &nbsp;&nbsp; 3.15%, 12/15/2029 (Callable 09/15/2029) | 12000000 | 11468015 |
| Pilgrim's Pride Corp. | Pilgrim's Pride Corp. | Pilgrim's Pride Corp. | Pilgrim's Pride Corp. |
| &nbsp;&nbsp; 6.25%, 07/01/2033 (Callable 04/01/2033) | &nbsp;&nbsp; 6.25%, 07/01/2033 (Callable 04/01/2033) | 39117000 | 41755050 |
| &nbsp;&nbsp; 6.88%, 05/15/2034 (Callable 02/15/2034) | &nbsp;&nbsp; 6.88%, 05/15/2034 (Callable 02/15/2034) | 18000000 | 19873620 |
| Plains All American Pipeline LP / PAA Finance Corp. | Plains All American Pipeline LP / PAA Finance Corp. | Plains All American Pipeline LP / PAA Finance Corp. | Plains All American Pipeline LP / PAA Finance Corp. |
| &nbsp;&nbsp; 3.55%, 12/15/2029 (Callable 09/15/2029) | &nbsp;&nbsp; 3.55%, 12/15/2029 (Callable 09/15/2029) | 10000000 | 9655223 |
| &nbsp;&nbsp; 4.70%, 01/15/2031 (Callable 12/15/2030) | &nbsp;&nbsp; 4.70%, 01/15/2031 (Callable 12/15/2030) | 10000000 | 10021286 |
|  Premier Health Partners, 2.91%, 11/15/2026 (Callable 05/15/2026) | Premier Health Partners, 2.91%, 11/15/2026 (Callable 05/15/2026) | 33267000 | 32776895 |
| Quanta Services, Inc. | Quanta Services, Inc. | Quanta Services, Inc. | Quanta Services, Inc. |
| &nbsp;&nbsp; 2.90%, 10/01/2030 (Callable 07/01/2030) | &nbsp;&nbsp; 2.90%, 10/01/2030 (Callable 07/01/2030) | 8275000 | 7725085 |
| &nbsp;&nbsp; 5.25%, 08/09/2034 (Callable 05/09/2034) | &nbsp;&nbsp; 5.25%, 08/09/2034 (Callable 05/09/2034) | 10000000 | 10252020 |
|  Reckitt Benckiser Treasury Services PLC, 3.00%, 06/26/2027 (Callable 03/26/2027) <sup>(a)</sup> | Reckitt Benckiser Treasury Services PLC, 3.00%, 06/26/2027 (Callable 03/26/2027) <sup>(a)</sup> | 84730000 | 83253336 |
| Regal Rexnord Corp. | Regal Rexnord Corp. | Regal Rexnord Corp. | Regal Rexnord Corp. |
| &nbsp;&nbsp; 6.05%, 04/15/2028 (Callable 03/15/2028) | &nbsp;&nbsp; 6.05%, 04/15/2028 (Callable 03/15/2028) | 31017000 | 32084982 |
| &nbsp;&nbsp; 6.30%, 02/15/2030 (Callable 12/15/2029) | &nbsp;&nbsp; 6.30%, 02/15/2030 (Callable 12/15/2029) | 5000000 | 5301495 |
| &nbsp;&nbsp; 6.40%, 04/15/2033 (Callable 01/15/2033) | &nbsp;&nbsp; 6.40%, 04/15/2033 (Callable 01/15/2033) | 23129000 | 24830052 |
|  Reliance Industries Ltd., 2.88%, 01/12/2032 <sup>(a)</sup> | Reliance Industries Ltd., 2.88%, 01/12/2032 <sup>(a)</sup> | 26000000 | 23610364 |
| Reliance, Inc. | Reliance, Inc. | Reliance, Inc. | Reliance, Inc. |
| &nbsp;&nbsp; 2.15%, 08/15/2030 (Callable 05/15/2030) | &nbsp;&nbsp; 2.15%, 08/15/2030 (Callable 05/15/2030) | 10000000 | 8975453 |
| &nbsp;&nbsp; 6.85%, 11/15/2036 | &nbsp;&nbsp; 6.85%, 11/15/2036 | 6100000 | 6862645 |
|  Republic Services, Inc., 5.00%, 04/01/2034 (Callable 01/01/2034) | Republic Services, Inc., 5.00%, 04/01/2034 (Callable 01/01/2034) | 10000000 | 10257631 |
| Revvity, Inc. | Revvity, Inc. | Revvity, Inc. | Revvity, Inc. |
| &nbsp;&nbsp; 3.30%, 09/15/2029 (Callable 06/15/2029) | &nbsp;&nbsp; 3.30%, 09/15/2029 (Callable 06/15/2029) | 24200000 | 23143413 |
| &nbsp;&nbsp; 3.63%, 03/15/2051 (Callable 09/15/2050) | &nbsp;&nbsp; 3.63%, 03/15/2051 (Callable 09/15/2050) | 12000000 | 8495424 |
|  Rio Tinto Alcan, Inc., 5.75%, 06/01/2035 | Rio Tinto Alcan, Inc., 5.75%, 06/01/2035 | 446000 | 477027 |
| Rogers Communications, Inc. | Rogers Communications, Inc. | Rogers Communications, Inc. | Rogers Communications, Inc. |
| &nbsp;&nbsp; 3.80%, 03/15/2032 (Callable 12/15/2031) | &nbsp;&nbsp; 3.80%, 03/15/2032 (Callable 12/15/2031) | 13000000 | 12280284 |
| &nbsp;&nbsp; 4.50%, 03/15/2042 (Callable 09/15/2041) | &nbsp;&nbsp; 4.50%, 03/15/2042 (Callable 09/15/2041) | 9150000 | 7965929 |
| &nbsp;&nbsp; 5.45%, 10/01/2043 (Callable 04/01/2043) | &nbsp;&nbsp; 5.45%, 10/01/2043 (Callable 04/01/2043) | 16560000 | 15883140 |
|  Royalty Pharma PLC, 5.20%, 09/25/2035 (Callable 06/25/2035) | Royalty Pharma PLC, 5.20%, 09/25/2035 (Callable 06/25/2035) | 41050000 | 41015148 |
|  RPM International, Inc., 2.95%, 01/15/2032 (Callable 10/15/2031) | RPM International, Inc., 2.95%, 01/15/2032 (Callable 10/15/2031) | 8050000 | 7265164 |
| RTX Corp. | RTX Corp. | RTX Corp. | RTX Corp. |
| &nbsp;&nbsp; 3.50%, 03/15/2027 (Callable 12/15/2026) | &nbsp;&nbsp; 3.50%, 03/15/2027 (Callable 12/15/2026) | 9578000 | 9500781 |
| &nbsp;&nbsp; 2.25%, 07/01/2030 (Callable 04/01/2030) | &nbsp;&nbsp; 2.25%, 07/01/2030 (Callable 04/01/2030) | 24375000 | 22324573 |
| &nbsp;&nbsp; 4.35%, 04/15/2047 (Callable 10/15/2046) | &nbsp;&nbsp; 4.35%, 04/15/2047 (Callable 10/15/2046) | 9175000 | 7857419 |
| &nbsp;&nbsp; 3.13%, 07/01/2050 (Callable 01/01/2050) | &nbsp;&nbsp; 3.13%, 07/01/2050 (Callable 01/01/2050) | 6000000 | 4080157 |
| Ryder System, Inc. | Ryder System, Inc. | Ryder System, Inc. | Ryder System, Inc. |
| &nbsp;&nbsp; 5.65%, 03/01/2028 (Callable 02/01/2028) | &nbsp;&nbsp; 5.65%, 03/01/2028 (Callable 02/01/2028) | 14110000 | 14611057 |
| &nbsp;&nbsp; 5.25%, 06/01/2028 (Callable 05/01/2028) | &nbsp;&nbsp; 5.25%, 06/01/2028 (Callable 05/01/2028) | 12000000 | 12326099 |
| &nbsp;&nbsp; 4.90%, 12/01/2029 (Callable 11/01/2029) | &nbsp;&nbsp; 4.90%, 12/01/2029 (Callable 11/01/2029) | 15000000 | 15333265 |
| Sabine Pass Liquefaction LLC | Sabine Pass Liquefaction LLC | Sabine Pass Liquefaction LLC | Sabine Pass Liquefaction LLC |
| &nbsp;&nbsp; 4.50%, 05/15/2030 (Callable 11/15/2029) | &nbsp;&nbsp; 4.50%, 05/15/2030 (Callable 11/15/2029) | 43842000 | 43994930 |
| &nbsp;&nbsp; 5.90%, 09/15/2037 (Callable 03/15/2037) | &nbsp;&nbsp; 5.90%, 09/15/2037 (Callable 03/15/2037) | 9723900 | 10224907 |
|  Samarco Mineracao SA, 9.50% (or 9.50% PIK), 06/30/2031 (Callable 10/16/2025) <sup>(a)</sup> | Samarco Mineracao SA, 9.50% (or 9.50% PIK), 06/30/2031 (Callable 10/16/2025) <sup>(a)</sup> | 5526571 | 5555254 |
| Santos Finance Ltd. | Santos Finance Ltd. | Santos Finance Ltd. | Santos Finance Ltd. |
| &nbsp;&nbsp; 3.65%, 04/29/2031 (Callable 01/29/2031) <sup>(a)</sup> | &nbsp;&nbsp; 3.65%, 04/29/2031 (Callable 01/29/2031) <sup>(a)</sup> | 9000000 | 8401060 |
| &nbsp;&nbsp; 6.88%, 09/19/2033 (Callable 06/19/2033) <sup>(a)</sup> | &nbsp;&nbsp; 6.88%, 09/19/2033 (Callable 06/19/2033) <sup>(a)</sup> | 19600000 | 21555629 |
|  Sealed Air Corp., 1.57%, 10/15/2026 (Callable 09/15/2026) <sup>(a)</sup> | Sealed Air Corp., 1.57%, 10/15/2026 (Callable 09/15/2026) <sup>(a)</sup> | 8550000 | 8284879 |
|  Shell Finance US, Inc., 4.13%, 05/11/2035 | Shell Finance US, Inc., 4.13%, 05/11/2035 | 10000000 | 9603311 |
|  SK Hynix, Inc., 1.50%, 01/19/2026 <sup>(a)</sup> | SK Hynix, Inc., 1.50%, 01/19/2026 <sup>(a)</sup> | 21852000 | 21662740 |
|  SK Telecom Co. Ltd., 6.63%, 07/20/2027 <sup>(a)</sup> | SK Telecom Co. Ltd., 6.63%, 07/20/2027 <sup>(a)</sup> | 1339000 | 1393404 |
| Smith & Nephew PLC | Smith & Nephew PLC | Smith & Nephew PLC | Smith & Nephew PLC |
| &nbsp;&nbsp; 2.03%, 10/14/2030 (Callable 07/14/2030) | &nbsp;&nbsp; 2.03%, 10/14/2030 (Callable 07/14/2030) | 27625000 | 24694854 |
| &nbsp;&nbsp; 5.40%, 03/20/2034 (Callable 12/20/2033) | &nbsp;&nbsp; 5.40%, 03/20/2034 (Callable 12/20/2033) | 15000000 | 15486748 |
| Smithfield Foods, Inc. | Smithfield Foods, Inc. | Smithfield Foods, Inc. | Smithfield Foods, Inc. |
| &nbsp;&nbsp; 3.00%, 10/15/2030 (Callable 07/15/2030) <sup>(a)</sup> | &nbsp;&nbsp; 3.00%, 10/15/2030 (Callable 07/15/2030) <sup>(a)</sup> | 10000000 | 9136200 |
| &nbsp;&nbsp; 2.63%, 09/13/2031 (Callable 06/13/2031) <sup>(a)</sup> | &nbsp;&nbsp; 2.63%, 09/13/2031 (Callable 06/13/2031) <sup>(a)</sup> | 20000000 | 17519288 |
|  Smurfit Westrock Financing DAC, 5.42%, 01/15/2035 (Callable 10/15/2034) | Smurfit Westrock Financing DAC, 5.42%, 01/15/2035 (Callable 10/15/2034) | 10000000 | 10304706 |
| Solventum Corp. | Solventum Corp. | Solventum Corp. | Solventum Corp. |
| &nbsp;&nbsp; 5.60%, 03/23/2034 (Callable 12/23/2033) | &nbsp;&nbsp; 5.60%, 03/23/2034 (Callable 12/23/2033) | 30000000 | 31233881 |
| &nbsp;&nbsp; 5.90%, 04/30/2054 (Callable 10/30/2053) | &nbsp;&nbsp; 5.90%, 04/30/2054 (Callable 10/30/2053) | 34097000 | 35017855 |
|  Southern Copper Corp., 7.50%, 07/27/2035 | Southern Copper Corp., 7.50%, 07/27/2035 | 5000000 | 5916110 |
|  Spectra Energy Partners LP, 4.50%, 03/15/2045 (Callable 09/15/2044) | Spectra Energy Partners LP, 4.50%, 03/15/2045 (Callable 09/15/2044) | 12000000 | 10278381 |
|  Sprint Capital Corp., 6.88%, 11/15/2028 | Sprint Capital Corp., 6.88%, 11/15/2028 | 21552000 | 23182372 |
|  Stanley Black & Decker, Inc., 6.00%, 03/06/2028 (Callable 02/06/2028) | Stanley Black & Decker, Inc., 6.00%, 03/06/2028 (Callable 02/06/2028) | 2852000 | 2963473 |
|  Steel Dynamics, Inc., 3.25%, 01/15/2031 (Callable 10/15/2030) | Steel Dynamics, Inc., 3.25%, 01/15/2031 (Callable 10/15/2030) | 7000000 | 6613075 |
| Stellantis Finance US, Inc. | Stellantis Finance US, Inc. | Stellantis Finance US, Inc. | Stellantis Finance US, Inc. |
| &nbsp;&nbsp; 5.63%, 01/12/2028 (Callable 12/12/2027) <sup>(a)</sup> | &nbsp;&nbsp; 5.63%, 01/12/2028 (Callable 12/12/2027) <sup>(a)</sup> | 13750000 | 13987227 |
| &nbsp;&nbsp; 5.35%, 03/17/2028 (Callable 02/17/2028) <sup>(a)</sup> | &nbsp;&nbsp; 5.35%, 03/17/2028 (Callable 02/17/2028) <sup>(a)</sup> | 5193000 | 5258609 |
|  STERIS Irish FinCo UnLtd Co., 3.75%, 03/15/2051 (Callable 09/15/2050) | STERIS Irish FinCo UnLtd Co., 3.75%, 03/15/2051 (Callable 09/15/2050) | 7500000 | 5520011 |
|  Suntory Global Spirits, Inc., 6.63%, 07/15/2028 | Suntory Global Spirits, Inc., 6.63%, 07/15/2028 | 21270000 | 22414329 |
|  Syensqo Finance America LLC, 5.85%, 06/04/2034 (Callable 03/04/2034) <sup>(a)</sup> | Syensqo Finance America LLC, 5.85%, 06/04/2034 (Callable 03/04/2034) <sup>(a)</sup> | 13000000 | 13588397 |
|  Synopsys, Inc., 5.70%, 04/01/2055 (Callable 10/01/2054) | Synopsys, Inc., 5.70%, 04/01/2055 (Callable 10/01/2054) | 15000000 | 15138462 |
| Sysco Corp. | Sysco Corp. | Sysco Corp. | Sysco Corp. |
| &nbsp;&nbsp; 5.95%, 04/01/2030 (Callable 01/01/2030) | &nbsp;&nbsp; 5.95%, 04/01/2030 (Callable 01/01/2030) | 4000000 | 4239971 |
| &nbsp;&nbsp; 6.60%, 04/01/2050 (Callable 10/01/2049) | &nbsp;&nbsp; 6.60%, 04/01/2050 (Callable 10/01/2049) | 12455000 | 13841034 |
|  Takeda Pharmaceutical Co. Ltd., 3.18%, 07/09/2050 (Callable 01/09/2050) | Takeda Pharmaceutical Co. Ltd., 3.18%, 07/09/2050 (Callable 01/09/2050) | 10000000 | 6768562 |
| Targa Resources Corp. | Targa Resources Corp. | Targa Resources Corp. | Targa Resources Corp. |
| &nbsp;&nbsp; 5.20%, 07/01/2027 (Callable 06/01/2027) | &nbsp;&nbsp; 5.20%, 07/01/2027 (Callable 06/01/2027) | 15925000 | 16175961 |
| &nbsp;&nbsp; 6.13%, 03/15/2033 (Callable 12/15/2032) | &nbsp;&nbsp; 6.13%, 03/15/2033 (Callable 12/15/2032) | 22200000 | 23608797 |
| &nbsp;&nbsp; 5.55%, 08/15/2035 (Callable 05/15/2035) | &nbsp;&nbsp; 5.55%, 08/15/2035 (Callable 05/15/2035) | 26250000 | 26772896 |
| &nbsp;&nbsp; 5.65%, 02/15/2036 (Callable 11/15/2035) | &nbsp;&nbsp; 5.65%, 02/15/2036 (Callable 11/15/2035) | 23275000 | 23831593 |
|  TC PipeLines LP, 3.90%, 05/25/2027 (Callable 02/25/2027) | TC PipeLines LP, 3.90%, 05/25/2027 (Callable 02/25/2027) | 30327000 | 30152558 |
|  TD SYNNEX Corp., 1.75%, 08/09/2026 (Callable 07/09/2026) | TD SYNNEX Corp., 1.75%, 08/09/2026 (Callable 07/09/2026) | 34843000 | 34065388 |
|  Telecom Italia Capital SA, 7.20%, 07/18/2036 | Telecom Italia Capital SA, 7.20%, 07/18/2036 | 1373000 | 1481840 |
|  Teledyne FLIR LLC, 2.50%, 08/01/2030 (Callable 05/01/2030) | Teledyne FLIR LLC, 2.50%, 08/01/2030 (Callable 05/01/2030) | 7000000 | 6404709 |
| Telefonica Emisiones SA | Telefonica Emisiones SA | Telefonica Emisiones SA | Telefonica Emisiones SA |
| &nbsp;&nbsp; 4.67%, 03/06/2038 | &nbsp;&nbsp; 4.67%, 03/06/2038 | 10760000 | 9799949 |
| &nbsp;&nbsp; 5.21%, 03/08/2047 | &nbsp;&nbsp; 5.21%, 03/08/2047 | 33100000 | 29753103 |
| &nbsp;&nbsp; 4.90%, 03/06/2048 | &nbsp;&nbsp; 4.90%, 03/06/2048 | 29050000 | 24937153 |
| &nbsp;&nbsp; 5.52%, 03/01/2049 (Callable 09/01/2048) | &nbsp;&nbsp; 5.52%, 03/01/2049 (Callable 09/01/2048) | 3775000 | 3509200 |
|  Teva Pharmaceutical Finance Netherlands III BV, 3.15%, 10/01/2026 | Teva Pharmaceutical Finance Netherlands III BV, 3.15%, 10/01/2026 | 5888000 | 5783326 |
|  Textron, Inc., 3.00%, 06/01/2030 (Callable 03/01/2030) | Textron, Inc., 3.00%, 06/01/2030 (Callable 03/01/2030) | 19675000 | 18512241 |
| Time Warner Cable LLC | Time Warner Cable LLC | Time Warner Cable LLC | Time Warner Cable LLC |
| &nbsp;&nbsp; 6.55%, 05/01/2037 | &nbsp;&nbsp; 6.55%, 05/01/2037 | 893000 | 928954 |
| &nbsp;&nbsp; 6.75%, 06/15/2039 | &nbsp;&nbsp; 6.75%, 06/15/2039 | 2767000 | 2894892 |
| Timken Co. | Timken Co. | Timken Co. | Timken Co. |
| &nbsp;&nbsp; 4.50%, 12/15/2028 (Callable 09/15/2028) | &nbsp;&nbsp; 4.50%, 12/15/2028 (Callable 09/15/2028) | 6550000 | 6579392 |
| &nbsp;&nbsp; 4.13%, 04/01/2032 (Callable 01/01/2032) | &nbsp;&nbsp; 4.13%, 04/01/2032 (Callable 01/01/2032) | 9185000 | 8794957 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. | T-Mobile USA, Inc. | T-Mobile USA, Inc. |
| &nbsp;&nbsp; 3.38%, 04/15/2029 (Callable 10/11/2025) | &nbsp;&nbsp; 3.38%, 04/15/2029 (Callable 10/11/2025) | 10350000 | 10049122 |
| &nbsp;&nbsp; 3.88%, 04/15/2030 (Callable 01/15/2030) | &nbsp;&nbsp; 3.88%, 04/15/2030 (Callable 01/15/2030) | 119330000 | 117013629 |
| &nbsp;&nbsp; 2.55%, 02/15/2031 (Callable 11/15/2030) | &nbsp;&nbsp; 2.55%, 02/15/2031 (Callable 11/15/2030) | 20000000 | 18172414 |
| &nbsp;&nbsp; 3.50%, 04/15/2031 (Callable 04/15/2026) | &nbsp;&nbsp; 3.50%, 04/15/2031 (Callable 04/15/2026) | 7000000 | 6658656 |
| &nbsp;&nbsp; 4.38%, 04/15/2040 (Callable 10/15/2039) | &nbsp;&nbsp; 4.38%, 04/15/2040 (Callable 10/15/2039) | 24900000 | 22483190 |
| &nbsp;&nbsp; 5.65%, 01/15/2053 (Callable 07/15/2052) | &nbsp;&nbsp; 5.65%, 01/15/2053 (Callable 07/15/2052) | 13250000 | 13091598 |
| &nbsp;&nbsp; 3.60%, 11/15/2060 (Callable 05/15/2060) | &nbsp;&nbsp; 3.60%, 11/15/2060 (Callable 05/15/2060) | 19700000 | 13382306 |
|  Trane Technologies Financing Ltd., 5.25%, 03/03/2033 (Callable 12/03/2032) | Trane Technologies Financing Ltd., 5.25%, 03/03/2033 (Callable 12/03/2032) | 12300000 | 12798351 |
| TransCanada PipeLines Ltd. | TransCanada PipeLines Ltd. | TransCanada PipeLines Ltd. | TransCanada PipeLines Ltd. |
| &nbsp;&nbsp; 6.20%, 10/15/2037 | &nbsp;&nbsp; 6.20%, 10/15/2037 | 8400000 | 9001441 |
| &nbsp;&nbsp; 7.63%, 01/15/2039 | &nbsp;&nbsp; 7.63%, 01/15/2039 | 21327000 | 25506179 |
| Transcontinental Gas Pipe Line Co. LLC | Transcontinental Gas Pipe Line Co. LLC | Transcontinental Gas Pipe Line Co. LLC | Transcontinental Gas Pipe Line Co. LLC |
| &nbsp;&nbsp; 7.25%, 12/01/2026 | &nbsp;&nbsp; 7.25%, 12/01/2026 | 3500000 | 3607514 |
| &nbsp;&nbsp; 4.60%, 03/15/2048 (Callable 09/15/2047) | &nbsp;&nbsp; 4.60%, 03/15/2048 (Callable 09/15/2047) | 5150000 | 4468287 |
|  Triton Container International Ltd., 2.05%, 04/15/2026 (Callable 03/15/2026) <sup>(a)</sup> | Triton Container International Ltd., 2.05%, 04/15/2026 (Callable 03/15/2026) <sup>(a)</sup> | 21000000 | 20735778 |
|  Triton Container International Ltd. / TAL International Container Corp., 3.25%, 03/15/2032 (Callable 12/15/2031) | Triton Container International Ltd. / TAL International Container Corp., 3.25%, 03/15/2032 (Callable 12/15/2031) | 10000000 | 8928990 |
|  TTX Co., 4.60%, 02/01/2049 (Callable 08/01/2048) <sup>(a)</sup> | TTX Co., 4.60%, 02/01/2049 (Callable 08/01/2048) <sup>(a)</sup> | 8325000 | 7391296 |
|  Tyson Foods, Inc., 5.10%, 09/28/2048 (Callable 03/28/2048) | Tyson Foods, Inc., 5.10%, 09/28/2048 (Callable 03/28/2048) | 10000000 | 9227084 |
|  United Rentals North America, Inc., 6.00%, 12/15/2029 (Callable 12/15/2025) <sup>(a)</sup> | United Rentals North America, Inc., 6.00%, 12/15/2029 (Callable 12/15/2025) <sup>(a)</sup> | 45000000 | 46336905 |
| Universal Health Services, Inc. | Universal Health Services, Inc. | Universal Health Services, Inc. | Universal Health Services, Inc. |
| &nbsp;&nbsp; 1.65%, 09/01/2026 (Callable 08/01/2026) | &nbsp;&nbsp; 1.65%, 09/01/2026 (Callable 08/01/2026) | 24000000 | 23432437 |
| &nbsp;&nbsp; 2.65%, 10/15/2030 (Callable 07/15/2030) | &nbsp;&nbsp; 2.65%, 10/15/2030 (Callable 07/15/2030) | 10000000 | 9028127 |
| &nbsp;&nbsp; 5.05%, 10/15/2034 (Callable 07/15/2034) | &nbsp;&nbsp; 5.05%, 10/15/2034 (Callable 07/15/2034) | 10000000 | 9760113 |
|  UPMC, 5.04%, 05/15/2033 (Callable 02/15/2033) | UPMC, 5.04%, 05/15/2033 (Callable 02/15/2033) | 9275000 | 9449221 |
|  Utah Acquisition Sub, Inc., 3.95%, 06/15/2026 (Callable 03/15/2026) | Utah Acquisition Sub, Inc., 3.95%, 06/15/2026 (Callable 03/15/2026) | 22757000 | 22654212 |
| Vale Overseas Ltd. | Vale Overseas Ltd. | Vale Overseas Ltd. | Vale Overseas Ltd. |
| &nbsp;&nbsp; 3.75%, 07/08/2030 (Callable 04/08/2030) | &nbsp;&nbsp; 3.75%, 07/08/2030 (Callable 04/08/2030) | 28721000 | 27622344 |
| &nbsp;&nbsp; 6.13%, 06/12/2033 (Callable 03/12/2033) | &nbsp;&nbsp; 6.13%, 06/12/2033 (Callable 03/12/2033) | 42450000 | 45332737 |
| &nbsp;&nbsp; 6.88%, 11/21/2036 | &nbsp;&nbsp; 6.88%, 11/21/2036 | 45621000 | 51205740 |
| &nbsp;&nbsp; 6.40%, 06/28/2054 (Callable 12/28/2053) | &nbsp;&nbsp; 6.40%, 06/28/2054 (Callable 12/28/2053) | 28550000 | 29347173 |
| Valero Energy Corp. | Valero Energy Corp. | Valero Energy Corp. | Valero Energy Corp. |
| &nbsp;&nbsp; 2.15%, 09/15/2027 (Callable 07/15/2027) | &nbsp;&nbsp; 2.15%, 09/15/2027 (Callable 07/15/2027) | 14150000 | 13622975 |
| &nbsp;&nbsp; 4.00%, 04/01/2029 (Callable 01/01/2029) | &nbsp;&nbsp; 4.00%, 04/01/2029 (Callable 01/01/2029) | 15475000 | 15289735 |
| &nbsp;&nbsp; 6.63%, 06/15/2037 | &nbsp;&nbsp; 6.63%, 06/15/2037 | 2100000 | 2328621 |
| Var Energi ASA | Var Energi ASA | Var Energi ASA | Var Energi ASA |
| &nbsp;&nbsp; 5.00%, 05/18/2027 (Callable 04/18/2027) <sup>(a)</sup> | &nbsp;&nbsp; 5.00%, 05/18/2027 (Callable 04/18/2027) <sup>(a)</sup> | 23850000 | 24055015 |
| &nbsp;&nbsp; 7.50%, 01/15/2028 (Callable 12/15/2027) <sup>(a)</sup> | &nbsp;&nbsp; 7.50%, 01/15/2028 (Callable 12/15/2027) <sup>(a)</sup> | 65430000 | 69343129 |
| &nbsp;&nbsp; 8.00%, 11/15/2032 (Callable 08/15/2032) <sup>(a)</sup> | &nbsp;&nbsp; 8.00%, 11/15/2032 (Callable 08/15/2032) <sup>(a)</sup> | 15000000 | 17408108 |
| &nbsp;&nbsp; 6.50%, 05/22/2035 (Callable 02/22/2035) <sup>(a)</sup> | &nbsp;&nbsp; 6.50%, 05/22/2035 (Callable 02/22/2035) <sup>(a)</sup> | 20000000 | 21266130 |
| Venture Global Calcasieu Pass LLC | Venture Global Calcasieu Pass LLC | Venture Global Calcasieu Pass LLC | Venture Global Calcasieu Pass LLC |
| &nbsp;&nbsp; 3.88%, 08/15/2029 (Callable 02/15/2029) <sup>(a)</sup> | &nbsp;&nbsp; 3.88%, 08/15/2029 (Callable 02/15/2029) <sup>(a)</sup> | 24825000 | 23790680 |
| &nbsp;&nbsp; 6.25%, 01/15/2030 (Callable 10/15/2029) <sup>(a)</sup> | &nbsp;&nbsp; 6.25%, 01/15/2030 (Callable 10/15/2029) <sup>(a)</sup> | 40200000 | 41910510 |
| Verizon Communications, Inc. | Verizon Communications, Inc. | Verizon Communications, Inc. | Verizon Communications, Inc. |
| &nbsp;&nbsp; 2.55%, 03/21/2031 (Callable 12/21/2030) | &nbsp;&nbsp; 2.55%, 03/21/2031 (Callable 12/21/2030) | 4430000 | 4027800 |
| &nbsp;&nbsp; 2.36%, 03/15/2032 (Callable 12/15/2031) | &nbsp;&nbsp; 2.36%, 03/15/2032 (Callable 12/15/2031) | 5650000 | 4954712 |
| &nbsp;&nbsp; 4.50%, 08/10/2033 | &nbsp;&nbsp; 4.50%, 08/10/2033 | 16325000 | 16088833 |
| &nbsp;&nbsp; 4.27%, 01/15/2036 | &nbsp;&nbsp; 4.27%, 01/15/2036 | 17148000 | 16083805 |
| &nbsp;&nbsp; 5.25%, 03/16/2037 | &nbsp;&nbsp; 5.25%, 03/16/2037 | 28793000 | 29096178 |
| &nbsp;&nbsp; 5.40%, 07/02/2037 (Callable 04/02/2037) <sup>(a)</sup> | &nbsp;&nbsp; 5.40%, 07/02/2037 (Callable 04/02/2037) <sup>(a)</sup> | 3100000 | 3149476 |
| &nbsp;&nbsp; 4.81%, 03/15/2039 | &nbsp;&nbsp; 4.81%, 03/15/2039 | 37323000 | 35596493 |
| &nbsp;&nbsp; 2.65%, 11/20/2040 (Callable 05/20/2040) | &nbsp;&nbsp; 2.65%, 11/20/2040 (Callable 05/20/2040) | 10000000 | 7232559 |
| &nbsp;&nbsp; 3.40%, 03/22/2041 (Callable 09/22/2040) | &nbsp;&nbsp; 3.40%, 03/22/2041 (Callable 09/22/2040) | 4250000 | 3357961 |
| &nbsp;&nbsp; 4.86%, 08/21/2046 | &nbsp;&nbsp; 4.86%, 08/21/2046 | 2500000 | 2274708 |
| &nbsp;&nbsp; 3.70%, 03/22/2061 (Callable 09/22/2060) | &nbsp;&nbsp; 3.70%, 03/22/2061 (Callable 09/22/2060) | 13725000 | 9667809 |
| Viatris, Inc. | Viatris, Inc. | Viatris, Inc. | Viatris, Inc. |
| &nbsp;&nbsp; 3.85%, 06/22/2040 (Callable 12/22/2039) | &nbsp;&nbsp; 3.85%, 06/22/2040 (Callable 12/22/2039) | 13083000 | 9976886 |
| &nbsp;&nbsp; 4.00%, 06/22/2050 (Callable 12/22/2049) | &nbsp;&nbsp; 4.00%, 06/22/2050 (Callable 12/22/2049) | 40600000 | 27698272 |
|  VICI Properties LP, 4.75%, 02/15/2028 (Callable 01/15/2028) | VICI Properties LP, 4.75%, 02/15/2028 (Callable 01/15/2028) | 35000000 | 35294267 |
|  VICI Properties LP / VICI Note Co., Inc., 4.50%, 01/15/2028 (Callable 10/15/2027) <sup>(a)</sup> | VICI Properties LP / VICI Note Co., Inc., 4.50%, 01/15/2028 (Callable 10/15/2027) <sup>(a)</sup> | 16749000 | 16714510 |
| Videotron Ltd. | Videotron Ltd. | Videotron Ltd. | Videotron Ltd. |
| &nbsp;&nbsp; 3.63%, 06/15/2029 (Callable 10/31/2025) <sup>(a)</sup> | &nbsp;&nbsp; 3.63%, 06/15/2029 (Callable 10/31/2025) <sup>(a)</sup> | 11115000 | 10775645 |
| &nbsp;&nbsp; 5.70%, 01/15/2035 (Callable 10/15/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.70%, 01/15/2035 (Callable 10/15/2034) <sup>(a)</sup> | 20000000 | 20381592 |
|  Viper Energy Partners LLC, 4.90%, 08/01/2030 (Callable 07/01/2030) | Viper Energy Partners LLC, 4.90%, 08/01/2030 (Callable 07/01/2030) | 5000000 | 5037283 |
| Vodafone Group PLC | Vodafone Group PLC | Vodafone Group PLC | Vodafone Group PLC |
| &nbsp;&nbsp; 7.88%, 02/15/2030 | &nbsp;&nbsp; 7.88%, 02/15/2030 | 301000 | 343717 |
| &nbsp;&nbsp; 5.00%, 05/30/2038 | &nbsp;&nbsp; 5.00%, 05/30/2038 | 6800000 | 6701745 |
| &nbsp;&nbsp; 5.63%, 02/10/2053 (Callable 08/10/2052) | &nbsp;&nbsp; 5.63%, 02/10/2053 (Callable 08/10/2052) | 10000000 | 9733429 |
| &nbsp;&nbsp; 5.75%, 02/10/2063 (Callable 08/10/2062) | &nbsp;&nbsp; 5.75%, 02/10/2063 (Callable 08/10/2062) | 5000000 | 4869701 |
| Volkswagen Group of America Finance LLC | Volkswagen Group of America Finance LLC | Volkswagen Group of America Finance LLC | Volkswagen Group of America Finance LLC |
| &nbsp;&nbsp; 5.05%, 03/27/2028 (Callable 02/27/2028) <sup>(a)</sup> | &nbsp;&nbsp; 5.05%, 03/27/2028 (Callable 02/27/2028) <sup>(a)</sup> | 20900000 | 21173047 |
| &nbsp;&nbsp; 4.55%, 09/11/2028 (Callable 08/11/2028) <sup>(a)</sup> | &nbsp;&nbsp; 4.55%, 09/11/2028 (Callable 08/11/2028) <sup>(a)</sup> | 14900000 | 14948330 |
| &nbsp;&nbsp; 6.20%, 11/16/2028 (Callable 10/16/2028) <sup>(a)</sup> | &nbsp;&nbsp; 6.20%, 11/16/2028 (Callable 10/16/2028) <sup>(a)</sup> | 30000000 | 31404256 |
| Vontier Corp. | Vontier Corp. | Vontier Corp. | Vontier Corp. |
| &nbsp;&nbsp; 2.40%, 04/01/2028 (Callable 02/01/2028) | &nbsp;&nbsp; 2.40%, 04/01/2028 (Callable 02/01/2028) | 4921000 | 4681133 |
| &nbsp;&nbsp; 2.95%, 04/01/2031 (Callable 01/01/2031) | &nbsp;&nbsp; 2.95%, 04/01/2031 (Callable 01/01/2031) | 5275000 | 4818159 |
|  Vulcan Materials Co., 4.70%, 03/01/2048 (Callable 09/01/2047) | Vulcan Materials Co., 4.70%, 03/01/2048 (Callable 09/01/2047) | 3446000 | 3063363 |
| Warnermedia Holdings, Inc. | Warnermedia Holdings, Inc. | Warnermedia Holdings, Inc. | Warnermedia Holdings, Inc. |
| &nbsp;&nbsp; 4.05%, 03/15/2029 (Callable 01/15/2029) | &nbsp;&nbsp; 4.05%, 03/15/2029 (Callable 01/15/2029) | 5000000 | 4825000 |
| &nbsp;&nbsp; 4.28%, 03/15/2032 (Callable 12/15/2031) | &nbsp;&nbsp; 4.28%, 03/15/2032 (Callable 12/15/2031) | 34215000 | 31349494 |
|  Weir Group, Inc., 5.35%, 05/06/2030 (Callable 04/06/2030) <sup>(a)</sup> | Weir Group, Inc., 5.35%, 05/06/2030 (Callable 04/06/2030) <sup>(a)</sup> | 32000000 | 32919848 |
|  Western Digital Corp., 4.75%, 02/15/2026 (Callable 11/15/2025) | Western Digital Corp., 4.75%, 02/15/2026 (Callable 11/15/2025) | 850000 | 849504 |
| Western Midstream Operating LP | Western Midstream Operating LP | Western Midstream Operating LP | Western Midstream Operating LP |
| &nbsp;&nbsp; 4.05%, 02/01/2030 (Callable 11/01/2029) <sup>(e)</sup> | &nbsp;&nbsp; 4.05%, 02/01/2030 (Callable 11/01/2029) <sup>(e)</sup> | 10500000 | 10248921 |
| &nbsp;&nbsp; 6.15%, 04/01/2033 (Callable 01/01/2033) | &nbsp;&nbsp; 6.15%, 04/01/2033 (Callable 01/01/2033) | 4550000 | 4806713 |
| &nbsp;&nbsp; 5.45%, 11/15/2034 (Callable 08/15/2034) | &nbsp;&nbsp; 5.45%, 11/15/2034 (Callable 08/15/2034) | 20000000 | 20026760 |
| Westinghouse Air Brake Technologies Corp. | Westinghouse Air Brake Technologies Corp. | Westinghouse Air Brake Technologies Corp. | Westinghouse Air Brake Technologies Corp. |
| &nbsp;&nbsp; 3.45%, 11/15/2026 (Callable 08/15/2026) | &nbsp;&nbsp; 3.45%, 11/15/2026 (Callable 08/15/2026) | 28315000 | 28069181 |
| &nbsp;&nbsp; 4.70%, 09/15/2028 (Callable 06/15/2028) <sup>(e)</sup> | &nbsp;&nbsp; 4.70%, 09/15/2028 (Callable 06/15/2028) <sup>(e)</sup> | 4739000 | 4805048 |
|  WestRock MWV LLC, 8.20%, 01/15/2030 | WestRock MWV LLC, 8.20%, 01/15/2030 | 7963000 | 9120544 |
| Whistler Pipeline LLC | Whistler Pipeline LLC | Whistler Pipeline LLC | Whistler Pipeline LLC |
| &nbsp;&nbsp; 5.40%, 09/30/2029 (Callable 08/30/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.40%, 09/30/2029 (Callable 08/30/2029) <sup>(a)</sup> | 10000000 | 10284403 |
| &nbsp;&nbsp; 5.70%, 09/30/2031 (Callable 07/30/2031) <sup>(a)</sup> | &nbsp;&nbsp; 5.70%, 09/30/2031 (Callable 07/30/2031) <sup>(a)</sup> | 13775000 | 14320305 |
| &nbsp;&nbsp; 5.95%, 09/30/2034 (Callable 06/30/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.95%, 09/30/2034 (Callable 06/30/2034) <sup>(a)</sup> | 7395000 | 7622001 |
| Williams Cos., Inc. | Williams Cos., Inc. | Williams Cos., Inc. | Williams Cos., Inc. |
| &nbsp;&nbsp; 7.75%, 06/15/2031 | &nbsp;&nbsp; 7.75%, 06/15/2031 | 3400000 | 3919254 |
| &nbsp;&nbsp; 8.75%, 03/15/2032 <sup>(e)</sup> | &nbsp;&nbsp; 8.75%, 03/15/2032 <sup>(e)</sup> | 5750000 | 6977114 |
| &nbsp;&nbsp; 6.30%, 04/15/2040 | &nbsp;&nbsp; 6.30%, 04/15/2040 | 8417000 | 9115148 |
| &nbsp;&nbsp; 4.85%, 03/01/2048 (Callable 09/01/2047) | &nbsp;&nbsp; 4.85%, 03/01/2048 (Callable 09/01/2047) | 7000000 | 6207312 |
| Woodside Finance Ltd. | Woodside Finance Ltd. | Woodside Finance Ltd. | Woodside Finance Ltd. |
| &nbsp;&nbsp; 4.50%, 03/04/2029 (Callable 12/04/2028) <sup>(a)</sup> | &nbsp;&nbsp; 4.50%, 03/04/2029 (Callable 12/04/2028) <sup>(a)</sup> | 36118000 | 36093910 |
| &nbsp;&nbsp; 5.40%, 05/19/2030 (Callable 04/19/2030) | &nbsp;&nbsp; 5.40%, 05/19/2030 (Callable 04/19/2030) | 6362000 | 6533363 |
| &nbsp;&nbsp; 5.10%, 09/12/2034 (Callable 06/12/2034) | &nbsp;&nbsp; 5.10%, 09/12/2034 (Callable 06/12/2034) | 26000000 | 25801326 |
|  Yara International ASA, 3.80%, 06/06/2026 (Callable 03/06/2026) <sup>(a)</sup> | Yara International ASA, 3.80%, 06/06/2026 (Callable 03/06/2026) <sup>(a)</sup> | 23500000 | 23375983 |
| Zimmer Biomet Holdings, Inc. | Zimmer Biomet Holdings, Inc. | Zimmer Biomet Holdings, Inc. | Zimmer Biomet Holdings, Inc. |
| &nbsp;&nbsp; 5.20%, 09/15/2034 (Callable 06/15/2034) | &nbsp;&nbsp; 5.20%, 09/15/2034 (Callable 06/15/2034) | 30000000 | 30715085 |
| &nbsp;&nbsp; 5.75%, 11/30/2039 | &nbsp;&nbsp; 5.75%, 11/30/2039 | 11967000 | 12336481 |
|  |  |  | 10006215181 |
| **Utilities - 1.4%** | **Utilities - 1.4%** | **Utilities - 1.4%** | **Utilities - 1.4%** |
| Ameren Corp. | Ameren Corp. | Ameren Corp. | Ameren Corp. |
| &nbsp;&nbsp; 3.50%, 01/15/2031 (Callable 10/15/2030) | &nbsp;&nbsp; 3.50%, 01/15/2031 (Callable 10/15/2030) | 20000000 | 19090850 |
| &nbsp;&nbsp; 5.38%, 03/15/2035 (Callable 12/15/2034) | &nbsp;&nbsp; 5.38%, 03/15/2035 (Callable 12/15/2034) | 41650000 | 42763384 |
|  American Electric Power Co., Inc., 3.25%, 03/01/2050 (Callable 09/01/2049) | American Electric Power Co., Inc., 3.25%, 03/01/2050 (Callable 09/01/2049) | 10175000 | 6820019 |
| Berkshire Hathaway Energy Co. | Berkshire Hathaway Energy Co. | Berkshire Hathaway Energy Co. | Berkshire Hathaway Energy Co. |
| &nbsp;&nbsp; 3.70%, 07/15/2030 (Callable 04/15/2030) | &nbsp;&nbsp; 3.70%, 07/15/2030 (Callable 04/15/2030) | 18425000 | 18038553 |
| &nbsp;&nbsp; 2.85%, 05/15/2051 (Callable 11/15/2050) | &nbsp;&nbsp; 2.85%, 05/15/2051 (Callable 11/15/2050) | 13675000 | 8679224 |
| &nbsp;&nbsp; 4.60%, 05/01/2053 (Callable 11/01/2052) | &nbsp;&nbsp; 4.60%, 05/01/2053 (Callable 11/01/2052) | 21825000 | 18760288 |
|  Commonwealth Edison Co., 3.85%, 03/15/2052 (Callable 09/15/2051) | Commonwealth Edison Co., 3.85%, 03/15/2052 (Callable 09/15/2051) | 6050000 | 4611604 |
| Constellation Energy Generation LLC | Constellation Energy Generation LLC | Constellation Energy Generation LLC | Constellation Energy Generation LLC |
| &nbsp;&nbsp; 5.60%, 03/01/2028 (Callable 02/01/2028) | &nbsp;&nbsp; 5.60%, 03/01/2028 (Callable 02/01/2028) | 12600000 | 13021635 |
| &nbsp;&nbsp; 5.80%, 03/01/2033 (Callable 12/01/2032) | &nbsp;&nbsp; 5.80%, 03/01/2033 (Callable 12/01/2032) | 5000000 | 5341418 |
|  Consumers Energy Co., 3.50%, 08/01/2051 (Callable 02/01/2051) | Consumers Energy Co., 3.50%, 08/01/2051 (Callable 02/01/2051) | 9400000 | 6984428 |
|  Dominion Energy, Inc., 3.38%, 04/01/2030 (Callable 01/01/2030) | Dominion Energy, Inc., 3.38%, 04/01/2030 (Callable 01/01/2030) | 10000000 | 9605151 |
|  DTE Electric Co., 5.40%, 04/01/2053 (Callable 10/01/2052) | DTE Electric Co., 5.40%, 04/01/2053 (Callable 10/01/2052) | 9375000 | 9293206 |
| DTE Energy Co. | DTE Energy Co. | DTE Energy Co. | DTE Energy Co. |
| &nbsp;&nbsp; 4.88%, 06/01/2028 (Callable 05/01/2028) | &nbsp;&nbsp; 4.88%, 06/01/2028 (Callable 05/01/2028) | 19000000 | 19329230 |
| &nbsp;&nbsp; 5.10%, 03/01/2029 (Callable 02/01/2029) | &nbsp;&nbsp; 5.10%, 03/01/2029 (Callable 02/01/2029) | 12500000 | 12808129 |
| Duke Energy Corp. | Duke Energy Corp. | Duke Energy Corp. | Duke Energy Corp. |
| &nbsp;&nbsp; 3.50%, 06/15/2051 (Callable 12/15/2050) | &nbsp;&nbsp; 3.50%, 06/15/2051 (Callable 12/15/2050) | 4495000 | 3167321 |
| &nbsp;&nbsp; 6.10%, 09/15/2053 (Callable 03/15/2053) | &nbsp;&nbsp; 6.10%, 09/15/2053 (Callable 03/15/2053) | 13600000 | 14314896 |
| &nbsp;&nbsp; 5.80%, 06/15/2054 (Callable 12/15/2053) | &nbsp;&nbsp; 5.80%, 06/15/2054 (Callable 12/15/2053) | 7100000 | 7172962 |
|  Duke Energy Indiana LLC, 5.40%, 04/01/2053 (Callable 10/01/2052) | Duke Energy Indiana LLC, 5.40%, 04/01/2053 (Callable 10/01/2052) | 7000000 | 6849722 |
|  Duke Energy Ohio, Inc., 5.25%, 04/01/2033 (Callable 01/01/2033) | Duke Energy Ohio, Inc., 5.25%, 04/01/2033 (Callable 01/01/2033) | 5000000 | 5178348 |
|  Duke Energy Progress LLC, 4.00%, 04/01/2052 (Callable 10/01/2051) | Duke Energy Progress LLC, 4.00%, 04/01/2052 (Callable 10/01/2051) | 9600000 | 7564882 |
| Duquesne Light Holdings, Inc. | Duquesne Light Holdings, Inc. | Duquesne Light Holdings, Inc. | Duquesne Light Holdings, Inc. |
| &nbsp;&nbsp; 3.62%, 08/01/2027 (Callable 05/01/2027) <sup>(a)</sup> | &nbsp;&nbsp; 3.62%, 08/01/2027 (Callable 05/01/2027) <sup>(a)</sup> | 5350000 | 5240429 |
| &nbsp;&nbsp; 2.53%, 10/01/2030 (Callable 07/01/2030) <sup>(a)</sup> | &nbsp;&nbsp; 2.53%, 10/01/2030 (Callable 07/01/2030) <sup>(a)</sup> | 2550000 | 2291879 |
| &nbsp;&nbsp; 2.78%, 01/07/2032 (Callable 10/07/2031) <sup>(a)</sup> | &nbsp;&nbsp; 2.78%, 01/07/2032 (Callable 10/07/2031) <sup>(a)</sup> | 2810000 | 2489150 |
| Enel Finance International NV | Enel Finance International NV | Enel Finance International NV | Enel Finance International NV |
| &nbsp;&nbsp; 3.50%, 04/06/2028 <sup>(a)</sup> | &nbsp;&nbsp; 3.50%, 04/06/2028 <sup>(a)</sup> | 8000000 | 7854166 |
| &nbsp;&nbsp; 5.00%, 09/30/2035 (Callable 06/30/2035) <sup>(a)</sup> | &nbsp;&nbsp; 5.00%, 09/30/2035 (Callable 06/30/2035) <sup>(a)</sup> | 17350000 | 17096994 |
| &nbsp;&nbsp; 6.80%, 09/15/2037 <sup>(a)</sup> | &nbsp;&nbsp; 6.80%, 09/15/2037 <sup>(a)</sup> | 8440000 | 9481765 |
| &nbsp;&nbsp; 4.75%, 05/25/2047 <sup>(a)</sup> | &nbsp;&nbsp; 4.75%, 05/25/2047 <sup>(a)</sup> | 66700000 | 57772246 |
| &nbsp;&nbsp; 7.75%, 10/14/2052 (Callable 04/14/2052) <sup>(a)</sup> | &nbsp;&nbsp; 7.75%, 10/14/2052 (Callable 04/14/2052) <sup>(a)</sup> | 10000000 | 12315026 |
|  Engie SA, 5.88%, 04/10/2054 (Callable 10/10/2053) <sup>(a)</sup> | Engie SA, 5.88%, 04/10/2054 (Callable 10/10/2053) <sup>(a)</sup> | 6300000 | 6516129 |
| Essential Utilities, Inc. | Essential Utilities, Inc. | Essential Utilities, Inc. | Essential Utilities, Inc. |
| &nbsp;&nbsp; 2.70%, 04/15/2030 (Callable 01/15/2030) | &nbsp;&nbsp; 2.70%, 04/15/2030 (Callable 01/15/2030) | 14100000 | 13126192 |
| &nbsp;&nbsp; 5.25%, 08/15/2035 (Callable 05/15/2035) | &nbsp;&nbsp; 5.25%, 08/15/2035 (Callable 05/15/2035) | 10000000 | 10048867 |
|  Evergy Missouri West, Inc., 5.65%, 06/01/2034 (Callable 03/01/2034) <sup>(a)</sup> | Evergy Missouri West, Inc., 5.65%, 06/01/2034 (Callable 03/01/2034) <sup>(a)</sup> | 13700000 | 14137977 |
|  Eversource Energy, 1.65%, 08/15/2030 (Callable 05/15/2030) | Eversource Energy, 1.65%, 08/15/2030 (Callable 05/15/2030) | 9925000 | 8713333 |
| Exelon Corp. | Exelon Corp. | Exelon Corp. | Exelon Corp. |
| &nbsp;&nbsp; 4.05%, 04/15/2030 (Callable 01/15/2030) | &nbsp;&nbsp; 4.05%, 04/15/2030 (Callable 01/15/2030) | 8900000 | 8803646 |
| &nbsp;&nbsp; 4.95%, 06/15/2035 (Callable 12/15/2034) | &nbsp;&nbsp; 4.95%, 06/15/2035 (Callable 12/15/2034) | 3500000 | 3458261 |
| &nbsp;&nbsp; 4.10%, 03/15/2052 (Callable 09/15/2051) | &nbsp;&nbsp; 4.10%, 03/15/2052 (Callable 09/15/2051) | 5000000 | 3909731 |
|  Fells Point Funding Trust, 3.05%, 01/31/2027 (Callable 12/31/2026) <sup>(a)</sup> | Fells Point Funding Trust, 3.05%, 01/31/2027 (Callable 12/31/2026) <sup>(a)</sup> | 28100000 | 27644733 |
| FirstEnergy Corp. | FirstEnergy Corp. | FirstEnergy Corp. | FirstEnergy Corp. |
| &nbsp;&nbsp; 2.25%, 09/01/2030 (Callable 06/01/2030) | &nbsp;&nbsp; 2.25%, 09/01/2030 (Callable 06/01/2030) | 4300000 | 3863911 |
| &nbsp;&nbsp; 3.40%, 03/01/2050 (Callable 09/01/2049) | &nbsp;&nbsp; 3.40%, 03/01/2050 (Callable 09/01/2049) | 15000000 | 10472188 |
|  FirstEnergy Pennsylvania Electric Co., 5.20%, 04/01/2028 (Callable 03/01/2028) <sup>(a)</sup> | FirstEnergy Pennsylvania Electric Co., 5.20%, 04/01/2028 (Callable 03/01/2028) <sup>(a)</sup> | 8125000 | 8308576 |
|  FirstEnergy Transmission LLC, 2.87%, 09/15/2028 (Callable 07/15/2028) <sup>(a)</sup> | FirstEnergy Transmission LLC, 2.87%, 09/15/2028 (Callable 07/15/2028) <sup>(a)</sup> | 10000000 | 9608913 |
|  Interstate Power and Light Co., 2.30%, 06/01/2030 (Callable 03/01/2030) | Interstate Power and Light Co., 2.30%, 06/01/2030 (Callable 03/01/2030) | 9350000 | 8541741 |
| ITC Holdings Corp. | ITC Holdings Corp. | ITC Holdings Corp. | ITC Holdings Corp. |
| &nbsp;&nbsp; 3.35%, 11/15/2027 (Callable 08/15/2027) | &nbsp;&nbsp; 3.35%, 11/15/2027 (Callable 08/15/2027) | 25581000 | 25111245 |
| &nbsp;&nbsp; 2.95%, 05/14/2030 (Callable 02/14/2030) <sup>(a)</sup> | &nbsp;&nbsp; 2.95%, 05/14/2030 (Callable 02/14/2030) <sup>(a)</sup> | 10000000 | 9371850 |
| &nbsp;&nbsp; 5.65%, 05/09/2034 (Callable 02/09/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.65%, 05/09/2034 (Callable 02/09/2034) <sup>(a)</sup> | 7000000 | 7288334 |
|  KeySpan Corp., 8.00%, 11/15/2030 | KeySpan Corp., 8.00%, 11/15/2030 | 6500000 | 7428693 |
|  Liberty Utilities Co., 5.58%, 01/31/2029 (Callable 12/31/2028) <sup>(a)</sup> | Liberty Utilities Co., 5.58%, 01/31/2029 (Callable 12/31/2028) <sup>(a)</sup> | 11350000 | 11703440 |
|  Liberty Utilities Finance GP 1, 2.05%, 09/15/2030 (Callable 06/15/2030) <sup>(a)</sup> | Liberty Utilities Finance GP 1, 2.05%, 09/15/2030 (Callable 06/15/2030) <sup>(a)</sup> | 10000000 | 8923825 |
|  Massachusetts Electric Co., 5.87%, 02/26/2054 (Callable 08/26/2053) <sup>(a)</sup> | Massachusetts Electric Co., 5.87%, 02/26/2054 (Callable 08/26/2053) <sup>(a)</sup> | 10000000 | 10123071 |
|  MidAmerican Energy Co., 5.85%, 09/15/2054 (Callable 03/15/2054) | MidAmerican Energy Co., 5.85%, 09/15/2054 (Callable 03/15/2054) | 9850000 | 10370969 |
| National Grid PLC | National Grid PLC | National Grid PLC | National Grid PLC |
| &nbsp;&nbsp; 5.60%, 06/12/2028 (Callable 05/12/2028) | &nbsp;&nbsp; 5.60%, 06/12/2028 (Callable 05/12/2028) | 10000000 | 10348372 |
| &nbsp;&nbsp; 5.42%, 01/11/2034 (Callable 10/11/2033) | &nbsp;&nbsp; 5.42%, 01/11/2034 (Callable 10/11/2033) | 12410000 | 12871296 |
|  National Rural Utilities Cooperative Finance Corp., 8.00%, 03/01/2032 | National Rural Utilities Cooperative Finance Corp., 8.00%, 03/01/2032 | 4659000 | 5527227 |
| Niagara Mohawk Power Corp. | Niagara Mohawk Power Corp. | Niagara Mohawk Power Corp. | Niagara Mohawk Power Corp. |
| &nbsp;&nbsp; 5.66%, 01/17/2054 (Callable 07/17/2053) <sup>(a)</sup> | &nbsp;&nbsp; 5.66%, 01/17/2054 (Callable 07/17/2053) <sup>(a)</sup> | 7000000 | 6939810 |
| &nbsp;&nbsp; 6.00%, 07/03/2055 (Callable 01/03/2055) <sup>(a)</sup> | &nbsp;&nbsp; 6.00%, 07/03/2055 (Callable 01/03/2055) <sup>(a)</sup> | 9875000 | 10190413 |
| NiSource, Inc. | NiSource, Inc. | NiSource, Inc. | NiSource, Inc. |
| &nbsp;&nbsp; 5.20%, 07/01/2029 (Callable 06/01/2029) | &nbsp;&nbsp; 5.20%, 07/01/2029 (Callable 06/01/2029) | 15000000 | 15469570 |
| &nbsp;&nbsp; 3.60%, 05/01/2030 (Callable 02/01/2030) | &nbsp;&nbsp; 3.60%, 05/01/2030 (Callable 02/01/2030) | 7035000 | 6812386 |
| &nbsp;&nbsp; 5.35%, 04/01/2034 (Callable 01/01/2034) | &nbsp;&nbsp; 5.35%, 04/01/2034 (Callable 01/01/2034) | 13475000 | 13873427 |
| &nbsp;&nbsp; 5.25%, 02/15/2043 (Callable 08/15/2042) | &nbsp;&nbsp; 5.25%, 02/15/2043 (Callable 08/15/2042) | 5779000 | 5613779 |
| &nbsp;&nbsp; 3.95%, 03/30/2048 (Callable 09/30/2047) | &nbsp;&nbsp; 3.95%, 03/30/2048 (Callable 09/30/2047) | 11750000 | 9341158 |
| &nbsp;&nbsp; 5.85%, 04/01/2055 (Callable 10/01/2054) | &nbsp;&nbsp; 5.85%, 04/01/2055 (Callable 10/01/2054) | 11700000 | 11865318 |
|  NorthWestern Corp., 5.07%, 03/21/2030 (Callable 02/21/2030) <sup>(a)</sup> | NorthWestern Corp., 5.07%, 03/21/2030 (Callable 02/21/2030) <sup>(a)</sup> | 7325000 | 7503180 |
|  Oklahoma Gas and Electric Co., 5.60%, 04/01/2053 (Callable 10/01/2052) | Oklahoma Gas and Electric Co., 5.60%, 04/01/2053 (Callable 10/01/2052) | 5550000 | 5542108 |
|  Oncor Electric Delivery Co. LLC, 2.75%, 05/15/2030 (Callable 02/15/2030) | Oncor Electric Delivery Co. LLC, 2.75%, 05/15/2030 (Callable 02/15/2030) | 9500000 | 8912367 |
|  PSEG Power LLC, 5.20%, 05/15/2030 (Callable 04/15/2030) <sup>(a)</sup> | PSEG Power LLC, 5.20%, 05/15/2030 (Callable 04/15/2030) <sup>(a)</sup> | 14700000 | 15080813 |
|  RWE Finance US LLC, 6.25%, 04/16/2054 (Callable 10/16/2053) <sup>(a)</sup> | RWE Finance US LLC, 6.25%, 04/16/2054 (Callable 10/16/2053) <sup>(a)</sup> | 20000000 | 20752877 |
| Southern Co. | Southern Co. | Southern Co. | Southern Co. |
| &nbsp;&nbsp; 5.70%, 10/15/2032 (Callable 04/15/2032) | &nbsp;&nbsp; 5.70%, 10/15/2032 (Callable 04/15/2032) | 7000000 | 7412264 |
| &nbsp;&nbsp; 4.25%, 07/01/2036 (Callable 01/01/2036) | &nbsp;&nbsp; 4.25%, 07/01/2036 (Callable 01/01/2036) | 5525000 | 5133870 |
| Southern Co. Gas Capital Corp. | Southern Co. Gas Capital Corp. | Southern Co. Gas Capital Corp. | Southern Co. Gas Capital Corp. |
| &nbsp;&nbsp; 5.15%, 09/15/2032 (Callable 03/15/2032) | &nbsp;&nbsp; 5.15%, 09/15/2032 (Callable 03/15/2032) | 17100000 | 17550599 |
| &nbsp;&nbsp; 3.15%, 09/30/2051 (Callable 03/30/2051) | &nbsp;&nbsp; 3.15%, 09/30/2051 (Callable 03/30/2051) | 7850000 | 5122568 |
|  Tucson Electric Power Co., 5.50%, 04/15/2053 (Callable 10/15/2052) | Tucson Electric Power Co., 5.50%, 04/15/2053 (Callable 10/15/2052) | 5400000 | 5275813 |
|  Xcel Energy, Inc., 3.40%, 06/01/2030 (Callable 12/01/2029) | Xcel Energy, Inc., 3.40%, 06/01/2030 (Callable 12/01/2029) | 15000000 | 14378492 |
|  |  |  | 802930237 |
| **TOTAL CORPORATE BONDS** (Cost $20,643,952,199) | **TOTAL CORPORATE BONDS** (Cost $20,643,952,199) | **TOTAL CORPORATE BONDS** (Cost $20,643,952,199) | 20299521057 |
| **U.S. TREASURY SECURITIES - 29.6%** | **U.S. TREASURY SECURITIES - 29.6%** | **Par** | **Value**  |
| United States Treasury Note/Bond | United States Treasury Note/Bond | United States Treasury Note/Bond | United States Treasury Note/Bond |
| &nbsp;&nbsp; 4.63%, 06/15/2027 | &nbsp;&nbsp; 4.63%, 06/15/2027 | 112075000 | 113856818 |
| &nbsp;&nbsp; 3.13%, 08/31/2027 | &nbsp;&nbsp; 3.13%, 08/31/2027 | 105400000 | 104424227 |
| &nbsp;&nbsp; 3.88%, 11/30/2027 | &nbsp;&nbsp; 3.88%, 11/30/2027 | 669925000 | 673457809 |
| &nbsp;&nbsp; 4.00%, 12/15/2027 | &nbsp;&nbsp; 4.00%, 12/15/2027 | 190000000 | 191558593 |
| &nbsp;&nbsp; 4.25%, 01/15/2028 | &nbsp;&nbsp; 4.25%, 01/15/2028 | 1129850000 | 1145253030 |
| &nbsp;&nbsp; 3.75%, 04/15/2028 | &nbsp;&nbsp; 3.75%, 04/15/2028 | 582725000 | 584500493 |
| &nbsp;&nbsp; 3.63%, 08/15/2028 | &nbsp;&nbsp; 3.63%, 08/15/2028 | 635825000 | 635825000 |
| &nbsp;&nbsp; 1.13%, 08/31/2028 | &nbsp;&nbsp; 1.13%, 08/31/2028 | 56125000 | 52264214 |
| &nbsp;&nbsp; 2.38%, 03/31/2029 | &nbsp;&nbsp; 2.38%, 03/31/2029 | 808650000 | 774850953 |
| &nbsp;&nbsp; 2.75%, 05/31/2029 | &nbsp;&nbsp; 2.75%, 05/31/2029 | 301300000 | 291825528 |
| &nbsp;&nbsp; 3.88%, 12/31/2029 | &nbsp;&nbsp; 3.88%, 12/31/2029 | 217750000 | 219144961 |
| &nbsp;&nbsp; 4.13%, 08/31/2030 | &nbsp;&nbsp; 4.13%, 08/31/2030 | 207800000 | 211282273 |
| &nbsp;&nbsp; 4.38%, 11/30/2030 | &nbsp;&nbsp; 4.38%, 11/30/2030 | 327450000 | 336697905 |
| &nbsp;&nbsp; 4.00%, 01/31/2031 | &nbsp;&nbsp; 4.00%, 01/31/2031 | 366825000 | 370650871 |
| &nbsp;&nbsp; 1.38%, 11/15/2031 | &nbsp;&nbsp; 1.38%, 11/15/2031 | 650850000 | 563341187 |
| &nbsp;&nbsp; 1.88%, 02/15/2032 | &nbsp;&nbsp; 1.88%, 02/15/2032 | 807425000 | 716337367 |
| &nbsp;&nbsp; 2.88%, 05/15/2032 | &nbsp;&nbsp; 2.88%, 05/15/2032 | 741625000 | 697243379 |
| &nbsp;&nbsp; 4.00%, 06/30/2032 | &nbsp;&nbsp; 4.00%, 06/30/2032 | 486200000 | 488706969 |
| &nbsp;&nbsp; 3.50%, 02/15/2033 | &nbsp;&nbsp; 3.50%, 02/15/2033 | 97125000 | 94290923 |
| &nbsp;&nbsp; 4.38%, 05/15/2034 | &nbsp;&nbsp; 4.38%, 05/15/2034 | 126075000 | 128990484 |
| &nbsp;&nbsp; 4.63%, 02/15/2035 | &nbsp;&nbsp; 4.63%, 02/15/2035 | 233875000 | 243047285 |
| &nbsp;&nbsp; 1.13%, 08/15/2040 | &nbsp;&nbsp; 1.13%, 08/15/2040 | 65000000 | 40990625 |
| &nbsp;&nbsp; 1.38%, 11/15/2040 | &nbsp;&nbsp; 1.38%, 11/15/2040 | 346525000 | 226080492 |
| &nbsp;&nbsp; 2.25%, 05/15/2041 | &nbsp;&nbsp; 2.25%, 05/15/2041 | 567400000 | 420385775 |
| &nbsp;&nbsp; 1.75%, 08/15/2041 | &nbsp;&nbsp; 1.75%, 08/15/2041 | 662350000 | 449414821 |
| &nbsp;&nbsp; 2.00%, 11/15/2041 | &nbsp;&nbsp; 2.00%, 11/15/2041 | 435675000 | 305959574 |
| &nbsp;&nbsp; 2.38%, 02/15/2042 | &nbsp;&nbsp; 2.38%, 02/15/2042 | 1084050000 | 803297983 |
| &nbsp;&nbsp; 3.38%, 08/15/2042 | &nbsp;&nbsp; 3.38%, 08/15/2042 | 835525000 | 711893410 |
| &nbsp;&nbsp; 3.88%, 02/15/2043 | &nbsp;&nbsp; 3.88%, 02/15/2043 | 256500000 | 232803809 |
| &nbsp;&nbsp; 2.88%, 05/15/2043 | &nbsp;&nbsp; 2.88%, 05/15/2043 | 1053870000 | 825641278 |
| &nbsp;&nbsp; 3.88%, 05/15/2043 | &nbsp;&nbsp; 3.88%, 05/15/2043 | 964700000 | 873844853 |
| &nbsp;&nbsp; 4.63%, 05/15/2044 | &nbsp;&nbsp; 4.63%, 05/15/2044 | 335950000 | 333495989 |
| &nbsp;&nbsp; 2.50%, 02/15/2045 | &nbsp;&nbsp; 2.50%, 02/15/2045 | 795700000 | 569951205 |
| &nbsp;&nbsp; 2.88%, 05/15/2049 | &nbsp;&nbsp; 2.88%, 05/15/2049 | 596250000 | 434983008 |
| &nbsp;&nbsp; 2.25%, 08/15/2049 | &nbsp;&nbsp; 2.25%, 08/15/2049 | 73350000 | 46817930 |
| &nbsp;&nbsp; 2.38%, 05/15/2051 | &nbsp;&nbsp; 2.38%, 05/15/2051 | 939275000 | 604291382 |
| &nbsp;&nbsp; 2.88%, 05/15/2052 | &nbsp;&nbsp; 2.88%, 05/15/2052 | 953700000 | 680554359 |
| &nbsp;&nbsp; 4.75%, 11/15/2053 | &nbsp;&nbsp; 4.75%, 11/15/2053 | 70000000 | 70079297 |
| &nbsp;&nbsp; 4.25%, 02/15/2054 | &nbsp;&nbsp; 4.25%, 02/15/2054 | 365875000 | 337719777 |
| **TOTAL U.S. TREASURY SECURITIES** (Cost $17,254,142,942) | **TOTAL U.S. TREASURY SECURITIES** (Cost $17,254,142,942) | **TOTAL U.S. TREASURY SECURITIES** (Cost $17,254,142,942) | 16605755836 |
| **AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES - 19.5%** | **AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES - 19.5%** | **Par** | **Value**  |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp; Pool A89870, 4.50%, 11/01/2039 | &nbsp;&nbsp; Pool A89870, 4.50%, 11/01/2039 | 1090170 | 1097133 |
| &nbsp;&nbsp; Pool A90316, 4.50%, 12/01/2039 | &nbsp;&nbsp; Pool A90316, 4.50%, 12/01/2039 | 5183733 | 5213644 |
| &nbsp;&nbsp; Pool A91387, 5.00%, 03/01/2040 | &nbsp;&nbsp; Pool A91387, 5.00%, 03/01/2040 | 250235 | 256571 |
| &nbsp;&nbsp; Pool A93996, 4.50%, 09/01/2040 | &nbsp;&nbsp; Pool A93996, 4.50%, 09/01/2040 | 771629 | 773465 |
| &nbsp;&nbsp; Pool A96413, 4.00%, 01/01/2041 | &nbsp;&nbsp; Pool A96413, 4.00%, 01/01/2041 | 7255362 | 7081456 |
| &nbsp;&nbsp; Pool A97620, 4.50%, 03/01/2041 | &nbsp;&nbsp; Pool A97620, 4.50%, 03/01/2041 | 546437 | 547568 |
| &nbsp;&nbsp; Pool C00785, 6.50%, 06/01/2029 | &nbsp;&nbsp; Pool C00785, 6.50%, 06/01/2029 | 19136 | 19767 |
| &nbsp;&nbsp; Pool C03490, 4.50%, 08/01/2040 | &nbsp;&nbsp; Pool C03490, 4.50%, 08/01/2040 | 237325 | 238036 |
| &nbsp;&nbsp; Pool C03829, 4.00%, 03/01/2042 | &nbsp;&nbsp; Pool C03829, 4.00%, 03/01/2042 | 2270876 | 2215501 |
| &nbsp;&nbsp; Pool C09004, 3.50%, 07/01/2042 | &nbsp;&nbsp; Pool C09004, 3.50%, 07/01/2042 | 3040480 | 2878967 |
| &nbsp;&nbsp; Pool C09013, 3.00%, 09/01/2042 | &nbsp;&nbsp; Pool C09013, 3.00%, 09/01/2042 | 6716400 | 6186211 |
| &nbsp;&nbsp; Pool C09015, 3.00%, 10/01/2042 | &nbsp;&nbsp; Pool C09015, 3.00%, 10/01/2042 | 2014340 | 1855114 |
| &nbsp;&nbsp; Pool C09028, 3.50%, 01/01/2043 | &nbsp;&nbsp; Pool C09028, 3.50%, 01/01/2043 | 6271247 | 5922546 |
| &nbsp;&nbsp; Pool C91430, 3.00%, 03/01/2032 | &nbsp;&nbsp; Pool C91430, 3.00%, 03/01/2032 | 628637 | 609068 |
| &nbsp;&nbsp; Pool C91484, 3.00%, 08/01/2032 | &nbsp;&nbsp; Pool C91484, 3.00%, 08/01/2032 | 4198910 | 4083119 |
| &nbsp;&nbsp; Pool C91557, 3.00%, 09/01/2032 | &nbsp;&nbsp; Pool C91557, 3.00%, 09/01/2032 | 27969142 | 27176376 |
| &nbsp;&nbsp; Pool C91619, 3.00%, 04/01/2033 | &nbsp;&nbsp; Pool C91619, 3.00%, 04/01/2033 | 585583 | 565031 |
| &nbsp;&nbsp; Pool C91922, 3.50%, 03/01/2037 | &nbsp;&nbsp; Pool C91922, 3.50%, 03/01/2037 | 2094059 | 2024541 |
| &nbsp;&nbsp; Pool C91923, 4.00%, 03/01/2037 | &nbsp;&nbsp; Pool C91923, 4.00%, 03/01/2037 | 1176908 | 1163240 |
| &nbsp;&nbsp; Pool G01916, 5.00%, 09/01/2035 | &nbsp;&nbsp; Pool G01916, 5.00%, 09/01/2035 | 2955323 | 3028728 |
| &nbsp;&nbsp; Pool G04834, 5.00%, 03/01/2036 | &nbsp;&nbsp; Pool G04834, 5.00%, 03/01/2036 | 1219222 | 1249504 |
| &nbsp;&nbsp; Pool G05364, 5.00%, 08/01/2033 | &nbsp;&nbsp; Pool G05364, 5.00%, 08/01/2033 | 1330895 | 1350619 |
| &nbsp;&nbsp; Pool G06959, 3.50%, 10/01/2041 | &nbsp;&nbsp; Pool G06959, 3.50%, 10/01/2041 | 2319803 | 2215987 |
| &nbsp;&nbsp; Pool G07304, 3.50%, 12/01/2042 | &nbsp;&nbsp; Pool G07304, 3.50%, 12/01/2042 | 3475828 | 3295504 |
| &nbsp;&nbsp; Pool G07477, 4.00%, 01/01/2041 | &nbsp;&nbsp; Pool G07477, 4.00%, 01/01/2041 | 3731240 | 3641807 |
| &nbsp;&nbsp; Pool G07530, 3.50%, 05/01/2043 | &nbsp;&nbsp; Pool G07530, 3.50%, 05/01/2043 | 4239150 | 4039344 |
| &nbsp;&nbsp; Pool G07801, 4.00%, 10/01/2044 | &nbsp;&nbsp; Pool G07801, 4.00%, 10/01/2044 | 3132993 | 3029414 |
| &nbsp;&nbsp; Pool G07849, 3.50%, 05/01/2044 | &nbsp;&nbsp; Pool G07849, 3.50%, 05/01/2044 | 15004047 | 14171075 |
| &nbsp;&nbsp; Pool G07995, 5.50%, 01/01/2039 | &nbsp;&nbsp; Pool G07995, 5.50%, 01/01/2039 | 2869481 | 2944814 |
| &nbsp;&nbsp; Pool G08105, 5.50%, 01/01/2036 | &nbsp;&nbsp; Pool G08105, 5.50%, 01/01/2036 | 49414 | 51473 |
| &nbsp;&nbsp; Pool G08168, 6.00%, 12/01/2036 | &nbsp;&nbsp; Pool G08168, 6.00%, 12/01/2036 | 43088 | 45457 |
| &nbsp;&nbsp; Pool G08269, 5.50%, 05/01/2038 | &nbsp;&nbsp; Pool G08269, 5.50%, 05/01/2038 | 146697 | 152161 |
| &nbsp;&nbsp; Pool G08372, 4.50%, 11/01/2039 | &nbsp;&nbsp; Pool G08372, 4.50%, 11/01/2039 | 915726 | 921010 |
| &nbsp;&nbsp; Pool G08518, 3.00%, 02/01/2043 | &nbsp;&nbsp; Pool G08518, 3.00%, 02/01/2043 | 1056103 | 972302 |
| &nbsp;&nbsp; Pool G08528, 3.00%, 04/01/2043 | &nbsp;&nbsp; Pool G08528, 3.00%, 04/01/2043 | 2686976 | 2473203 |
| &nbsp;&nbsp; Pool G08534, 3.00%, 06/01/2043 | &nbsp;&nbsp; Pool G08534, 3.00%, 06/01/2043 | 22963054 | 21131306 |
| &nbsp;&nbsp; Pool G08540, 3.00%, 08/01/2043 | &nbsp;&nbsp; Pool G08540, 3.00%, 08/01/2043 | 1793863 | 1650393 |
| &nbsp;&nbsp; Pool G08595, 4.00%, 07/01/2044 | &nbsp;&nbsp; Pool G08595, 4.00%, 07/01/2044 | 1021565 | 987159 |
| &nbsp;&nbsp; Pool G08609, 3.50%, 10/01/2044 | &nbsp;&nbsp; Pool G08609, 3.50%, 10/01/2044 | 17307355 | 16294309 |
| &nbsp;&nbsp; Pool G08622, 3.00%, 01/01/2045 | &nbsp;&nbsp; Pool G08622, 3.00%, 01/01/2045 | 6335004 | 5770281 |
| &nbsp;&nbsp; Pool G08672, 4.00%, 10/01/2045 | &nbsp;&nbsp; Pool G08672, 4.00%, 10/01/2045 | 1526644 | 1470653 |
| &nbsp;&nbsp; Pool G08677, 4.00%, 11/01/2045 | &nbsp;&nbsp; Pool G08677, 4.00%, 11/01/2045 | 3384628 | 3260496 |
| &nbsp;&nbsp; Pool G08681, 3.50%, 12/01/2045 | &nbsp;&nbsp; Pool G08681, 3.50%, 12/01/2045 | 2621428 | 2463085 |
| &nbsp;&nbsp; Pool G08694, 4.00%, 02/01/2046 | &nbsp;&nbsp; Pool G08694, 4.00%, 02/01/2046 | 4426572 | 4227296 |
| &nbsp;&nbsp; Pool G08706, 3.50%, 05/01/2046 | &nbsp;&nbsp; Pool G08706, 3.50%, 05/01/2046 | 1955967 | 1832989 |
| &nbsp;&nbsp; Pool G08721, 3.00%, 09/01/2046 | &nbsp;&nbsp; Pool G08721, 3.00%, 09/01/2046 | 39100489 | 35378583 |
| &nbsp;&nbsp; Pool G08759, 4.50%, 04/01/2047 | &nbsp;&nbsp; Pool G08759, 4.50%, 04/01/2047 | 9062764 | 8964872 |
| &nbsp;&nbsp; Pool G08780, 4.00%, 09/01/2047 | &nbsp;&nbsp; Pool G08780, 4.00%, 09/01/2047 | 5155068 | 4961407 |
| &nbsp;&nbsp; Pool G30974, 3.50%, 01/01/2034 | &nbsp;&nbsp; Pool G30974, 3.50%, 01/01/2034 | 3893196 | 3825427 |
| &nbsp;&nbsp; Pool G60038, 3.50%, 01/01/2044 | &nbsp;&nbsp; Pool G60038, 3.50%, 01/01/2044 | 3490450 | 3297768 |
| &nbsp;&nbsp; Pool G60039, 3.00%, 04/01/2043 | &nbsp;&nbsp; Pool G60039, 3.00%, 04/01/2043 | 6279915 | 5782268 |
| &nbsp;&nbsp; Pool G60181, 4.50%, 01/01/2045 | &nbsp;&nbsp; Pool G60181, 4.50%, 01/01/2045 | 9676197 | 9663382 |
| &nbsp;&nbsp; Pool G60365, 5.00%, 02/01/2038 | &nbsp;&nbsp; Pool G60365, 5.00%, 02/01/2038 | 656932 | 666724 |
| &nbsp;&nbsp; Pool G60393, 3.50%, 01/01/2046 | &nbsp;&nbsp; Pool G60393, 3.50%, 01/01/2046 | 10571588 | 9950636 |
| &nbsp;&nbsp; Pool G60551, 4.00%, 04/01/2046 | &nbsp;&nbsp; Pool G60551, 4.00%, 04/01/2046 | 3157084 | 3037080 |
| &nbsp;&nbsp; Pool G60602, 3.50%, 11/01/2043 | &nbsp;&nbsp; Pool G60602, 3.50%, 11/01/2043 | 2237860 | 2121743 |
| &nbsp;&nbsp; Pool G60722, 3.00%, 10/01/2046 | &nbsp;&nbsp; Pool G60722, 3.00%, 10/01/2046 | 24745061 | 22399924 |
| &nbsp;&nbsp; Pool G60774, 3.00%, 10/01/2045 | &nbsp;&nbsp; Pool G60774, 3.00%, 10/01/2045 | 12524995 | 11527393 |
| &nbsp;&nbsp; Pool G60932, 3.50%, 02/01/2044 | &nbsp;&nbsp; Pool G60932, 3.50%, 02/01/2044 | 10708739 | 10118764 |
| &nbsp;&nbsp; Pool G60988, 3.00%, 05/01/2047 | &nbsp;&nbsp; Pool G60988, 3.00%, 05/01/2047 | 22684238 | 20539002 |
| &nbsp;&nbsp; Pool G60994, 3.50%, 01/01/2045 | &nbsp;&nbsp; Pool G60994, 3.50%, 01/01/2045 | 9910021 | 9364057 |
| &nbsp;&nbsp; Pool G61581, 4.00%, 08/01/2048 | &nbsp;&nbsp; Pool G61581, 4.00%, 08/01/2048 | 8359373 | 8042301 |
| &nbsp;&nbsp; Pool G67700, 3.50%, 08/01/2046 | &nbsp;&nbsp; Pool G67700, 3.50%, 08/01/2046 | 11376097 | 10659131 |
| &nbsp;&nbsp; Pool G67701, 3.00%, 10/01/2046 | &nbsp;&nbsp; Pool G67701, 3.00%, 10/01/2046 | 40396103 | 36988689 |
| &nbsp;&nbsp; Pool G67702, 4.00%, 01/01/2047 | &nbsp;&nbsp; Pool G67702, 4.00%, 01/01/2047 | 18795611 | 18123192 |
| &nbsp;&nbsp; Pool Q08998, 3.50%, 06/01/2042 | &nbsp;&nbsp; Pool Q08998, 3.50%, 06/01/2042 | 1302419 | 1236459 |
| &nbsp;&nbsp; Pool Q10378, 3.00%, 08/01/2042 | &nbsp;&nbsp; Pool Q10378, 3.00%, 08/01/2042 | 4668967 | 4302359 |
| &nbsp;&nbsp; Pool Q13205, 3.00%, 11/01/2042 | &nbsp;&nbsp; Pool Q13205, 3.00%, 11/01/2042 | 15982486 | 14725867 |
| &nbsp;&nbsp; Pool Q14875, 3.00%, 01/01/2043 | &nbsp;&nbsp; Pool Q14875, 3.00%, 01/01/2043 | 7754451 | 7144017 |
| &nbsp;&nbsp; Pool Q16902, 4.00%, 04/01/2043 | &nbsp;&nbsp; Pool Q16902, 4.00%, 04/01/2043 | 7818622 | 7608522 |
| &nbsp;&nbsp; Pool Q17640, 3.00%, 04/01/2043 | &nbsp;&nbsp; Pool Q17640, 3.00%, 04/01/2043 | 2198361 | 2024152 |
| &nbsp;&nbsp; Pool Q28765, 4.00%, 05/01/2044 | &nbsp;&nbsp; Pool Q28765, 4.00%, 05/01/2044 | 6013698 | 5855873 |
| &nbsp;&nbsp; Pool Q45864, 3.00%, 02/01/2047 | &nbsp;&nbsp; Pool Q45864, 3.00%, 02/01/2047 | 14773350 | 13340210 |
| &nbsp;&nbsp; Pool QB5689, 2.50%, 11/01/2050 | &nbsp;&nbsp; Pool QB5689, 2.50%, 11/01/2050 | 18472421 | 15838139 |
| &nbsp;&nbsp; Pool QC3874, 2.50%, 07/01/2051 | &nbsp;&nbsp; Pool QC3874, 2.50%, 07/01/2051 | 28283035 | 24223303 |
| &nbsp;&nbsp; Pool QC6017, 2.50%, 08/01/2051 | &nbsp;&nbsp; Pool QC6017, 2.50%, 08/01/2051 | 14822490 | 12772953 |
| &nbsp;&nbsp; Pool QC7500, 3.00%, 09/01/2051 | &nbsp;&nbsp; Pool QC7500, 3.00%, 09/01/2051 | 13741067 | 12307876 |
| &nbsp;&nbsp; Pool QC9160, 3.00%, 10/01/2051 | &nbsp;&nbsp; Pool QC9160, 3.00%, 10/01/2051 | 9350162 | 8292093 |
| &nbsp;&nbsp; Pool QD0744, 2.50%, 11/01/2051 | &nbsp;&nbsp; Pool QD0744, 2.50%, 11/01/2051 | 7776728 | 6655063 |
| &nbsp;&nbsp; Pool QE5105, 4.50%, 07/01/2052 | &nbsp;&nbsp; Pool QE5105, 4.50%, 07/01/2052 | 29726501 | 29131446 |
| &nbsp;&nbsp; Pool QK0430, 2.00%, 09/01/2040 | &nbsp;&nbsp; Pool QK0430, 2.00%, 09/01/2040 | 19997924 | 17537059 |
| &nbsp;&nbsp; Pool QN6719, 1.50%, 06/01/2036 | &nbsp;&nbsp; Pool QN6719, 1.50%, 06/01/2036 | 29183000 | 26183422 |
| &nbsp;&nbsp; Pool RA4375, 2.50%, 02/01/2051 | &nbsp;&nbsp; Pool RA4375, 2.50%, 02/01/2051 | 34740866 | 29840986 |
| &nbsp;&nbsp; Pool RA4562, 2.50%, 02/01/2051 | &nbsp;&nbsp; Pool RA4562, 2.50%, 02/01/2051 | 18107428 | 15557140 |
| &nbsp;&nbsp; Pool RA4637, 2.50%, 02/01/2051 | &nbsp;&nbsp; Pool RA4637, 2.50%, 02/01/2051 | 49607073 | 42521666 |
| &nbsp;&nbsp; Pool RA7679, 5.00%, 07/01/2052 | &nbsp;&nbsp; Pool RA7679, 5.00%, 07/01/2052 | 78706474 | 78886589 |
| &nbsp;&nbsp; Pool RB5086, 2.50%, 11/01/2040 | &nbsp;&nbsp; Pool RB5086, 2.50%, 11/01/2040 | 48961164 | 44274001 |
| &nbsp;&nbsp; Pool RB5089, 1.50%, 12/01/2040 | &nbsp;&nbsp; Pool RB5089, 1.50%, 12/01/2040 | 37961631 | 31751607 |
| &nbsp;&nbsp; Pool RB5090, 2.00%, 12/01/2040 | &nbsp;&nbsp; Pool RB5090, 2.00%, 12/01/2040 | 69215404 | 59965236 |
| &nbsp;&nbsp; Pool RB5095, 2.00%, 01/01/2041 | &nbsp;&nbsp; Pool RB5095, 2.00%, 01/01/2041 | 9970294 | 8739351 |
| &nbsp;&nbsp; Pool RB5105, 2.00%, 03/01/2041 | &nbsp;&nbsp; Pool RB5105, 2.00%, 03/01/2041 | 44607804 | 38559967 |
| &nbsp;&nbsp; Pool RB5131, 2.00%, 10/01/2041 | &nbsp;&nbsp; Pool RB5131, 2.00%, 10/01/2041 | 11813110 | 10216091 |
| &nbsp;&nbsp; Pool RB5145, 2.00%, 02/01/2042 | &nbsp;&nbsp; Pool RB5145, 2.00%, 02/01/2042 | 39299409 | 33965239 |
| &nbsp;&nbsp; Pool RC1703, 1.50%, 01/01/2036 | &nbsp;&nbsp; Pool RC1703, 1.50%, 01/01/2036 | 22077341 | 20020445 |
| &nbsp;&nbsp; Pool SB0743, 3.00%, 01/01/2034 | &nbsp;&nbsp; Pool SB0743, 3.00%, 01/01/2034 | 25893686 | 25194316 |
| &nbsp;&nbsp; Pool SB0794, 1.50%, 06/01/2036 | &nbsp;&nbsp; Pool SB0794, 1.50%, 06/01/2036 | 15228319 | 13701349 |
| &nbsp;&nbsp; Pool SB0967, 2.00%, 01/01/2037 | &nbsp;&nbsp; Pool SB0967, 2.00%, 01/01/2037 | 24859784 | 23055188 |
| &nbsp;&nbsp; Pool SB1138, 1.50%, 06/01/2036 | &nbsp;&nbsp; Pool SB1138, 1.50%, 06/01/2036 | 20965136 | 18869618 |
| &nbsp;&nbsp; Pool SB8088, 1.50%, 02/01/2036 | &nbsp;&nbsp; Pool SB8088, 1.50%, 02/01/2036 | 28920922 | 25949488 |
| &nbsp;&nbsp; Pool SB8500, 2.50%, 07/01/2035 | &nbsp;&nbsp; Pool SB8500, 2.50%, 07/01/2035 | 3798968 | 3591030 |
| &nbsp;&nbsp; Pool SC0052, 3.00%, 02/01/2040 | &nbsp;&nbsp; Pool SC0052, 3.00%, 02/01/2040 | 7528475 | 7014746 |
| &nbsp;&nbsp; Pool SC0208, 2.00%, 11/01/2041 | &nbsp;&nbsp; Pool SC0208, 2.00%, 11/01/2041 | 61603822 | 53472318 |
| &nbsp;&nbsp; Pool SC0242, 2.50%, 02/01/2042 | &nbsp;&nbsp; Pool SC0242, 2.50%, 02/01/2042 | 9346093 | 8349288 |
| &nbsp;&nbsp; Pool SC0392, 4.00%, 06/01/2038 | &nbsp;&nbsp; Pool SC0392, 4.00%, 06/01/2038 | 41387286 | 40774531 |
| &nbsp;&nbsp; Pool SC0526, 2.00%, 05/01/2042 | &nbsp;&nbsp; Pool SC0526, 2.00%, 05/01/2042 | 134491059 | 116997395 |
| &nbsp;&nbsp; Pool SD0295, 3.00%, 02/01/2049 | &nbsp;&nbsp; Pool SD0295, 3.00%, 02/01/2049 | 32909186 | 29918477 |
| &nbsp;&nbsp; Pool SD0580, 3.00%, 04/01/2051 | &nbsp;&nbsp; Pool SD0580, 3.00%, 04/01/2051 | 27346772 | 24226973 |
| &nbsp;&nbsp; Pool SD0614, 2.50%, 05/01/2051 | &nbsp;&nbsp; Pool SD0614, 2.50%, 05/01/2051 | 33411886 | 28454948 |
| &nbsp;&nbsp; Pool SD0649, 2.50%, 06/01/2051 | &nbsp;&nbsp; Pool SD0649, 2.50%, 06/01/2051 | 13946241 | 11875119 |
| &nbsp;&nbsp; Pool SD2039, 6.00%, 01/01/2053 | &nbsp;&nbsp; Pool SD2039, 6.00%, 01/01/2053 | 99254463 | 102603771 |
| &nbsp;&nbsp; Pool SD2164, 5.50%, 01/01/2053 | &nbsp;&nbsp; Pool SD2164, 5.50%, 01/01/2053 | 89008807 | 90734306 |
| &nbsp;&nbsp; Pool SD2176, 6.00%, 01/01/2053 | &nbsp;&nbsp; Pool SD2176, 6.00%, 01/01/2053 | 29968738 | 31070408 |
| &nbsp;&nbsp; Pool SD2230, 2.00%, 08/01/2051 | &nbsp;&nbsp; Pool SD2230, 2.00%, 08/01/2051 | 43095725 | 35032219 |
| &nbsp;&nbsp; Pool SD2903, 2.00%, 03/01/2051 | &nbsp;&nbsp; Pool SD2903, 2.00%, 03/01/2051 | 176437513 | 143690873 |
| &nbsp;&nbsp; Pool SD3431, 5.50%, 06/01/2053 | &nbsp;&nbsp; Pool SD3431, 5.50%, 06/01/2053 | 42667648 | 43291111 |
| &nbsp;&nbsp; Pool SD3595, 6.00%, 08/01/2053 | &nbsp;&nbsp; Pool SD3595, 6.00%, 08/01/2053 | 21019588 | 21885926 |
| &nbsp;&nbsp; Pool SD3860, 6.50%, 09/01/2053 | &nbsp;&nbsp; Pool SD3860, 6.50%, 09/01/2053 | 37855524 | 39638994 |
| &nbsp;&nbsp; Pool SD3906, 6.00%, 10/01/2053 | &nbsp;&nbsp; Pool SD3906, 6.00%, 10/01/2053 | 65130341 | 67270608 |
| &nbsp;&nbsp; Pool SD4316, 4.00%, 06/01/2046 | &nbsp;&nbsp; Pool SD4316, 4.00%, 06/01/2046 | 101486785 | 98003075 |
| &nbsp;&nbsp; Pool SD4957, 2.00%, 03/01/2051 | &nbsp;&nbsp; Pool SD4957, 2.00%, 03/01/2051 | 36782035 | 29723466 |
| &nbsp;&nbsp; Pool SD5594, 5.50%, 07/01/2053 | &nbsp;&nbsp; Pool SD5594, 5.50%, 07/01/2053 | 22895067 | 23168338 |
| &nbsp;&nbsp; Pool SD6407, 3.00%, 01/01/2050 | &nbsp;&nbsp; Pool SD6407, 3.00%, 01/01/2050 | 25492835 | 23089536 |
| &nbsp;&nbsp; Pool SD7507, 3.00%, 11/01/2049 | &nbsp;&nbsp; Pool SD7507, 3.00%, 11/01/2049 | 36957209 | 33326110 |
| &nbsp;&nbsp; Pool SD7516, 4.00%, 05/01/2050 | &nbsp;&nbsp; Pool SD7516, 4.00%, 05/01/2050 | 60757365 | 58165491 |
| &nbsp;&nbsp; Pool SD7525, 2.50%, 10/01/2050 | &nbsp;&nbsp; Pool SD7525, 2.50%, 10/01/2050 | 7081454 | 6105112 |
| &nbsp;&nbsp; Pool SD7526, 2.50%, 10/01/2050 | &nbsp;&nbsp; Pool SD7526, 2.50%, 10/01/2050 | 7337464 | 6305616 |
| &nbsp;&nbsp; Pool SD7538, 2.00%, 04/01/2051 | &nbsp;&nbsp; Pool SD7538, 2.00%, 04/01/2051 | 62185992 | 51485968 |
| &nbsp;&nbsp; Pool SD7541, 2.00%, 05/01/2051 | &nbsp;&nbsp; Pool SD7541, 2.00%, 05/01/2051 | 26664907 | 21873513 |
| &nbsp;&nbsp; Pool SD7548, 2.50%, 11/01/2051 | &nbsp;&nbsp; Pool SD7548, 2.50%, 11/01/2051 | 111113025 | 95638291 |
| &nbsp;&nbsp; Pool SD7553, 3.00%, 03/01/2052 | &nbsp;&nbsp; Pool SD7553, 3.00%, 03/01/2052 | 101629752 | 90845765 |
| &nbsp;&nbsp; Pool SD7555, 3.00%, 08/01/2052 | &nbsp;&nbsp; Pool SD7555, 3.00%, 08/01/2052 | 76699952 | 68561794 |
| &nbsp;&nbsp; Pool SD8331, 5.50%, 06/01/2053 | &nbsp;&nbsp; Pool SD8331, 5.50%, 06/01/2053 | 36500516 | 36924224 |
| &nbsp;&nbsp; Pool SF5020, 3.50%, 01/01/2047 | &nbsp;&nbsp; Pool SF5020, 3.50%, 01/01/2047 | 19958922 | 18788020 |
| &nbsp;&nbsp; Pool SI2074, 2.00%, 09/01/2050 | &nbsp;&nbsp; Pool SI2074, 2.00%, 09/01/2050 | 44735012 | 36441758 |
| &nbsp;&nbsp; Pool SI2076, 2.00%, 09/01/2050 | &nbsp;&nbsp; Pool SI2076, 2.00%, 09/01/2050 | 29012355 | 23621680 |
| &nbsp;&nbsp; Pool SI2077, 2.00%, 09/01/2050 | &nbsp;&nbsp; Pool SI2077, 2.00%, 09/01/2050 | 14720238 | 11994360 |
| &nbsp;&nbsp; Pool Z40130, 3.00%, 01/01/2046 | &nbsp;&nbsp; Pool Z40130, 3.00%, 01/01/2046 | 33865058 | 31210488 |
| &nbsp;&nbsp; Pool ZA2494, 3.50%, 02/01/2038 | &nbsp;&nbsp; Pool ZA2494, 3.50%, 02/01/2038 | 23550222 | 22677370 |
| &nbsp;&nbsp; Pool ZL3014, 3.50%, 04/01/2042 | &nbsp;&nbsp; Pool ZL3014, 3.50%, 04/01/2042 | 8617650 | 8155354 |
| &nbsp;&nbsp; Pool ZL3549, 3.50%, 08/01/2042 | &nbsp;&nbsp; Pool ZL3549, 3.50%, 08/01/2042 | 20036597 | 18924541 |
| &nbsp;&nbsp; Pool ZL3711, 3.50%, 09/01/2042 | &nbsp;&nbsp; Pool ZL3711, 3.50%, 09/01/2042 | 30283825 | 28621792 |
| &nbsp;&nbsp; Pool ZL4646, 3.00%, 01/01/2043 | &nbsp;&nbsp; Pool ZL4646, 3.00%, 01/01/2043 | 10822684 | 9951894 |
| &nbsp;&nbsp; Pool ZM8767, 4.50%, 10/01/2048 | &nbsp;&nbsp; Pool ZM8767, 4.50%, 10/01/2048 | 6734277 | 6635677 |
| &nbsp;&nbsp; Pool ZS4693, 3.00%, 12/01/2046 | &nbsp;&nbsp; Pool ZS4693, 3.00%, 12/01/2046 | 22718054 | 20530371 |
| &nbsp;&nbsp; Pool ZS4703, 3.00%, 02/01/2047 | &nbsp;&nbsp; Pool ZS4703, 3.00%, 02/01/2047 | 10629618 | 9605936 |
| &nbsp;&nbsp; Pool ZS4724, 4.50%, 06/01/2047 | &nbsp;&nbsp; Pool ZS4724, 4.50%, 06/01/2047 | 58103092 | 57342723 |
| &nbsp;&nbsp; Pool ZS4732, 4.50%, 08/01/2047 | &nbsp;&nbsp; Pool ZS4732, 4.50%, 08/01/2047 | 14888094 | 14703278 |
| &nbsp;&nbsp; Pool ZS7942, 3.00%, 02/01/2033 | &nbsp;&nbsp; Pool ZS7942, 3.00%, 02/01/2033 | 15972906 | 15559195 |
| &nbsp;&nbsp; Pool ZS8577, 2.50%, 08/01/2030 | &nbsp;&nbsp; Pool ZS8577, 2.50%, 08/01/2030 | 48639569 | 47128851 |
| &nbsp;&nbsp; Pool ZT0531, 3.50%, 04/01/2047 | &nbsp;&nbsp; Pool ZT0531, 3.50%, 04/01/2047 | 37432281 | 35073880 |
| &nbsp;&nbsp; Pool ZT1257, 3.00%, 01/01/2046 | &nbsp;&nbsp; Pool ZT1257, 3.00%, 01/01/2046 | 42944690 | 39530900 |
| &nbsp;&nbsp; Pool ZT2262, 3.00%, 06/01/2048 | &nbsp;&nbsp; Pool ZT2262, 3.00%, 06/01/2048 | 31061983 | 27415520 |
| &nbsp;&nbsp; Pool ZT2407, 3.50%, 03/01/2043 | &nbsp;&nbsp; Pool ZT2407, 3.50%, 03/01/2043 | 29470136 | 27741554 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| &nbsp;&nbsp; Pool 254903, 5.00%, 10/01/2033 | &nbsp;&nbsp; Pool 254903, 5.00%, 10/01/2033 | 4550111 | 4612381 |
| &nbsp;&nbsp; Pool 254949, 5.00%, 11/01/2033 | &nbsp;&nbsp; Pool 254949, 5.00%, 11/01/2033 | 12165 | 12332 |
| &nbsp;&nbsp; Pool 257203, 5.00%, 05/01/2028 | &nbsp;&nbsp; Pool 257203, 5.00%, 05/01/2028 | 20509 | 20628 |
| &nbsp;&nbsp; Pool 555285, 6.00%, 03/01/2033 | &nbsp;&nbsp; Pool 555285, 6.00%, 03/01/2033 | 10345 | 10711 |
| &nbsp;&nbsp; Pool 725025, 4.50%, 10/01/2033 | &nbsp;&nbsp; Pool 725025, 4.50%, 10/01/2033 | 3756599 | 3734660 |
| &nbsp;&nbsp; Pool 725425, 5.50%, 04/01/2034 | &nbsp;&nbsp; Pool 725425, 5.50%, 04/01/2034 | 1586090 | 1628420 |
| &nbsp;&nbsp; Pool 725773, 5.50%, 09/01/2034 | &nbsp;&nbsp; Pool 725773, 5.50%, 09/01/2034 | 62305 | 64034 |
| &nbsp;&nbsp; Pool 735060, 6.00%, 11/01/2034 | &nbsp;&nbsp; Pool 735060, 6.00%, 11/01/2034 | 33717 | 35112 |
| &nbsp;&nbsp; Pool 735228, 5.50%, 02/01/2035 | &nbsp;&nbsp; Pool 735228, 5.50%, 02/01/2035 | 146701 | 152272 |
| &nbsp;&nbsp; Pool 735676, 5.00%, 07/01/2035 | &nbsp;&nbsp; Pool 735676, 5.00%, 07/01/2035 | 1227038 | 1254982 |
| &nbsp;&nbsp; Pool 735925, 5.00%, 10/01/2035 | &nbsp;&nbsp; Pool 735925, 5.00%, 10/01/2035 | 628798 | 643523 |
| &nbsp;&nbsp; Pool 745275, 5.00%, 02/01/2036 | &nbsp;&nbsp; Pool 745275, 5.00%, 02/01/2036 | 889779 | 911168 |
| &nbsp;&nbsp; Pool 745946, 5.50%, 11/01/2036 | &nbsp;&nbsp; Pool 745946, 5.50%, 11/01/2036 | 63222 | 65782 |
| &nbsp;&nbsp; Pool 890355, 3.50%, 09/01/2041 | &nbsp;&nbsp; Pool 890355, 3.50%, 09/01/2041 | 5362932 | 5112909 |
| &nbsp;&nbsp; Pool AB0524, 4.00%, 04/01/2039 | &nbsp;&nbsp; Pool AB0524, 4.00%, 04/01/2039 | 3098935 | 3061895 |
| &nbsp;&nbsp; Pool AB1614, 4.00%, 10/01/2040 | &nbsp;&nbsp; Pool AB1614, 4.00%, 10/01/2040 | 9590059 | 9368727 |
| &nbsp;&nbsp; Pool AB3745, 4.00%, 10/01/2041 | &nbsp;&nbsp; Pool AB3745, 4.00%, 10/01/2041 | 1870354 | 1820241 |
| &nbsp;&nbsp; Pool AB6496, 3.00%, 10/01/2042 | &nbsp;&nbsp; Pool AB6496, 3.00%, 10/01/2042 | 8156377 | 7505230 |
| &nbsp;&nbsp; Pool AB8612, 3.00%, 03/01/2043 | &nbsp;&nbsp; Pool AB8612, 3.00%, 03/01/2043 | 12292175 | 11296770 |
| &nbsp;&nbsp; Pool AC5442, 4.50%, 11/01/2039 | &nbsp;&nbsp; Pool AC5442, 4.50%, 11/01/2039 | 51158 | 51392 |
| &nbsp;&nbsp; Pool AD0249, 5.50%, 04/01/2037 | &nbsp;&nbsp; Pool AD0249, 5.50%, 04/01/2037 | 376536 | 386053 |
| &nbsp;&nbsp; Pool AD8522, 4.00%, 08/01/2040 | &nbsp;&nbsp; Pool AD8522, 4.00%, 08/01/2040 | 396547 | 388130 |
| &nbsp;&nbsp; Pool AE0828, 3.50%, 02/01/2041 | &nbsp;&nbsp; Pool AE0828, 3.50%, 02/01/2041 | 3823538 | 3648055 |
| &nbsp;&nbsp; Pool AH0936, 3.50%, 12/01/2040 | &nbsp;&nbsp; Pool AH0936, 3.50%, 12/01/2040 | 2211166 | 2110371 |
| &nbsp;&nbsp; Pool AI7784, 4.50%, 07/01/2041 | &nbsp;&nbsp; Pool AI7784, 4.50%, 07/01/2041 | 2263691 | 2264267 |
| &nbsp;&nbsp; Pool AJ1407, 4.00%, 09/01/2041 | &nbsp;&nbsp; Pool AJ1407, 4.00%, 09/01/2041 | 506282 | 492508 |
| &nbsp;&nbsp; Pool AJ7689, 4.00%, 12/01/2041 | &nbsp;&nbsp; Pool AJ7689, 4.00%, 12/01/2041 | 2305761 | 2242557 |
| &nbsp;&nbsp; Pool AK2400, 4.00%, 02/01/2042 | &nbsp;&nbsp; Pool AK2400, 4.00%, 02/01/2042 | 12763916 | 12414002 |
| &nbsp;&nbsp; Pool AL0160, 4.50%, 05/01/2041 | &nbsp;&nbsp; Pool AL0160, 4.50%, 05/01/2041 | 2070132 | 2069307 |
| &nbsp;&nbsp; Pool AL3069, 3.00%, 02/01/2043 | &nbsp;&nbsp; Pool AL3069, 3.00%, 02/01/2043 | 11821702 | 10879271 |
| &nbsp;&nbsp; Pool AL5097, 4.50%, 09/01/2043 | &nbsp;&nbsp; Pool AL5097, 4.50%, 09/01/2043 | 3401253 | 3390569 |
| &nbsp;&nbsp; Pool AL6340, 5.00%, 06/01/2039 | &nbsp;&nbsp; Pool AL6340, 5.00%, 06/01/2039 | 2958928 | 3026271 |
| &nbsp;&nbsp; Pool AL7521, 5.00%, 06/01/2039 | &nbsp;&nbsp; Pool AL7521, 5.00%, 06/01/2039 | 4053535 | 4106287 |
| &nbsp;&nbsp; Pool AL7822, 4.00%, 07/01/2043 | &nbsp;&nbsp; Pool AL7822, 4.00%, 07/01/2043 | 8939494 | 8694450 |
| &nbsp;&nbsp; Pool AL7954, 5.00%, 07/01/2041 | &nbsp;&nbsp; Pool AL7954, 5.00%, 07/01/2041 | 3353129 | 3429425 |
| &nbsp;&nbsp; Pool AL8819, 3.50%, 10/01/2043 | &nbsp;&nbsp; Pool AL8819, 3.50%, 10/01/2043 | 17568016 | 16567286 |
| &nbsp;&nbsp; Pool AL9043, 3.50%, 09/01/2046 | &nbsp;&nbsp; Pool AL9043, 3.50%, 09/01/2046 | 3545809 | 3326416 |
| &nbsp;&nbsp; Pool AL9555, 4.00%, 02/01/2045 | &nbsp;&nbsp; Pool AL9555, 4.00%, 02/01/2045 | 5284764 | 5142107 |
| &nbsp;&nbsp; Pool AL9633, 3.00%, 11/01/2043 | &nbsp;&nbsp; Pool AL9633, 3.00%, 11/01/2043 | 8989749 | 8270381 |
| &nbsp;&nbsp; Pool AL9764, 4.50%, 02/01/2046 | &nbsp;&nbsp; Pool AL9764, 4.50%, 02/01/2046 | 8993530 | 8997651 |
| &nbsp;&nbsp; Pool AO2970, 3.00%, 05/01/2042 | &nbsp;&nbsp; Pool AO2970, 3.00%, 05/01/2042 | 2248417 | 2069855 |
| &nbsp;&nbsp; Pool AO8044, 3.50%, 07/01/2042 | &nbsp;&nbsp; Pool AO8044, 3.50%, 07/01/2042 | 32975655 | 31329180 |
| &nbsp;&nbsp; Pool AP0489, 3.50%, 08/01/2042 | &nbsp;&nbsp; Pool AP0489, 3.50%, 08/01/2042 | 2449417 | 2325596 |
| &nbsp;&nbsp; Pool AR9195, 3.00%, 03/01/2043 | &nbsp;&nbsp; Pool AR9195, 3.00%, 03/01/2043 | 2536185 | 2332664 |
| &nbsp;&nbsp; Pool AS0303, 3.00%, 08/01/2043 | &nbsp;&nbsp; Pool AS0303, 3.00%, 08/01/2043 | 1767604 | 1624094 |
| &nbsp;&nbsp; Pool AS4257, 4.00%, 01/01/2045 | &nbsp;&nbsp; Pool AS4257, 4.00%, 01/01/2045 | 1985034 | 1912778 |
| &nbsp;&nbsp; Pool AS5831, 4.00%, 09/01/2045 | &nbsp;&nbsp; Pool AS5831, 4.00%, 09/01/2045 | 1528820 | 1471437 |
| &nbsp;&nbsp; Pool AS6013, 4.00%, 10/01/2045 | &nbsp;&nbsp; Pool AS6013, 4.00%, 10/01/2045 | 1928037 | 1855271 |
| &nbsp;&nbsp; Pool AS6227, 4.00%, 11/01/2045 | &nbsp;&nbsp; Pool AS6227, 4.00%, 11/01/2045 | 7412524 | 7093027 |
| &nbsp;&nbsp; Pool AS7150, 3.00%, 05/01/2046 | &nbsp;&nbsp; Pool AS7150, 3.00%, 05/01/2046 | 5475458 | 4965242 |
| &nbsp;&nbsp; Pool AS7244, 3.50%, 05/01/2046 | &nbsp;&nbsp; Pool AS7244, 3.50%, 05/01/2046 | 9409462 | 8814903 |
| &nbsp;&nbsp; Pool AS7540, 3.00%, 07/01/2046 | &nbsp;&nbsp; Pool AS7540, 3.00%, 07/01/2046 | 12929042 | 11683971 |
| &nbsp;&nbsp; Pool AS8073, 2.50%, 10/01/2046 | &nbsp;&nbsp; Pool AS8073, 2.50%, 10/01/2046 | 10718241 | 9251445 |
| &nbsp;&nbsp; Pool AS8470, 3.00%, 12/01/2046 | &nbsp;&nbsp; Pool AS8470, 3.00%, 12/01/2046 | 11102435 | 10067718 |
| &nbsp;&nbsp; Pool AS9917, 4.00%, 07/01/2047 | &nbsp;&nbsp; Pool AS9917, 4.00%, 07/01/2047 | 29349941 | 28359314 |
| &nbsp;&nbsp; Pool AT2721, 3.00%, 05/01/2043 | &nbsp;&nbsp; Pool AT2721, 3.00%, 05/01/2043 | 12465832 | 11464165 |
| &nbsp;&nbsp; Pool AT2725, 3.00%, 05/01/2043 | &nbsp;&nbsp; Pool AT2725, 3.00%, 05/01/2043 | 6096083 | 5604964 |
| &nbsp;&nbsp; Pool AT5900, 3.00%, 06/01/2043 | &nbsp;&nbsp; Pool AT5900, 3.00%, 06/01/2043 | 2522590 | 2318837 |
| &nbsp;&nbsp; Pool AU1628, 3.00%, 07/01/2043 | &nbsp;&nbsp; Pool AU1628, 3.00%, 07/01/2043 | 1068895 | 982674 |
| &nbsp;&nbsp; Pool AU8844, 4.00%, 11/01/2043 | &nbsp;&nbsp; Pool AU8844, 4.00%, 11/01/2043 | 3284097 | 3190638 |
| &nbsp;&nbsp; Pool AW8165, 4.00%, 01/01/2042 | &nbsp;&nbsp; Pool AW8165, 4.00%, 01/01/2042 | 2980489 | 2902483 |
| &nbsp;&nbsp; Pool AX5316, 4.50%, 01/01/2042 | &nbsp;&nbsp; Pool AX5316, 4.50%, 01/01/2042 | 3510560 | 3512170 |
| &nbsp;&nbsp; Pool AY3374, 3.50%, 04/01/2045 | &nbsp;&nbsp; Pool AY3374, 3.50%, 04/01/2045 | 8674417 | 8154981 |
| &nbsp;&nbsp; Pool AZ7903, 4.00%, 06/01/2041 | &nbsp;&nbsp; Pool AZ7903, 4.00%, 06/01/2041 | 3843029 | 3743255 |
| &nbsp;&nbsp; Pool AZ9565, 3.50%, 12/01/2045 | &nbsp;&nbsp; Pool AZ9565, 3.50%, 12/01/2045 | 9817708 | 9229711 |
| &nbsp;&nbsp; Pool BC1445, 3.00%, 07/01/2046 | &nbsp;&nbsp; Pool BC1445, 3.00%, 07/01/2046 | 3888353 | 3526009 |
| &nbsp;&nbsp; Pool BE5069, 3.00%, 11/01/2046 | &nbsp;&nbsp; Pool BE5069, 3.00%, 11/01/2046 | 8195461 | 7438621 |
| &nbsp;&nbsp; Pool BF0212, 4.50%, 02/01/2041 | &nbsp;&nbsp; Pool BF0212, 4.50%, 02/01/2041 | 16261547 | 16263502 |
| &nbsp;&nbsp; Pool BF0231, 3.00%, 04/01/2042 | &nbsp;&nbsp; Pool BF0231, 3.00%, 04/01/2042 | 18729926 | 17856592 |
| &nbsp;&nbsp; Pool BF0241, 3.50%, 05/01/2052 | &nbsp;&nbsp; Pool BF0241, 3.50%, 05/01/2052 | 36458555 | 34139444 |
| &nbsp;&nbsp; Pool BF0345, 3.00%, 10/01/2043 | &nbsp;&nbsp; Pool BF0345, 3.00%, 10/01/2043 | 36233442 | 33023027 |
| &nbsp;&nbsp; Pool BF0386, 3.00%, 02/01/2049 | &nbsp;&nbsp; Pool BF0386, 3.00%, 02/01/2049 | 9375118 | 8426661 |
| &nbsp;&nbsp; Pool BF0414, 3.00%, 11/01/2059 | &nbsp;&nbsp; Pool BF0414, 3.00%, 11/01/2059 | 38944385 | 34031691 |
| &nbsp;&nbsp; Pool BF0500, 3.00%, 12/01/2054 | &nbsp;&nbsp; Pool BF0500, 3.00%, 12/01/2054 | 79035755 | 70044487 |
| &nbsp;&nbsp; Pool BF0546, 2.50%, 07/01/2061 | &nbsp;&nbsp; Pool BF0546, 2.50%, 07/01/2061 | 8101459 | 6606810 |
| &nbsp;&nbsp; Pool BF0617, 2.50%, 03/01/2062 | &nbsp;&nbsp; Pool BF0617, 2.50%, 03/01/2062 | 39240154 | 32000461 |
| &nbsp;&nbsp; Pool BF0656, 4.00%, 06/01/2062 | &nbsp;&nbsp; Pool BF0656, 4.00%, 06/01/2062 | 113405100 | 106422130 |
| &nbsp;&nbsp; Pool BH2594, 3.50%, 08/01/2047 | &nbsp;&nbsp; Pool BH2594, 3.50%, 08/01/2047 | 4055837 | 3788196 |
| &nbsp;&nbsp; Pool BH4101, 3.50%, 10/01/2047 | &nbsp;&nbsp; Pool BH4101, 3.50%, 10/01/2047 | 3911992 | 3650811 |
| &nbsp;&nbsp; Pool BH7071, 4.50%, 12/01/2047 | &nbsp;&nbsp; Pool BH7071, 4.50%, 12/01/2047 | 1873070 | 1839415 |
| &nbsp;&nbsp; Pool BH9277, 3.50%, 02/01/2048 | &nbsp;&nbsp; Pool BH9277, 3.50%, 02/01/2048 | 19117582 | 17789952 |
| &nbsp;&nbsp; Pool BM1031, 3.00%, 09/01/2043 | &nbsp;&nbsp; Pool BM1031, 3.00%, 09/01/2043 | 31315818 | 28799917 |
| &nbsp;&nbsp; Pool BM1066, 4.00%, 02/01/2047 | &nbsp;&nbsp; Pool BM1066, 4.00%, 02/01/2047 | 1912070 | 1839306 |
| &nbsp;&nbsp; Pool BM1428, 3.50%, 09/01/2043 | &nbsp;&nbsp; Pool BM1428, 3.50%, 09/01/2043 | 14964235 | 14110231 |
| &nbsp;&nbsp; Pool BM1753, 4.00%, 05/01/2037 | &nbsp;&nbsp; Pool BM1753, 4.00%, 05/01/2037 | 10537996 | 10383315 |
| &nbsp;&nbsp; Pool BM2003, 4.00%, 10/01/2047 | &nbsp;&nbsp; Pool BM2003, 4.00%, 10/01/2047 | 9868721 | 9488006 |
| &nbsp;&nbsp; Pool BM2005, 4.00%, 12/01/2047 | &nbsp;&nbsp; Pool BM2005, 4.00%, 12/01/2047 | 12146569 | 11677971 |
| &nbsp;&nbsp; Pool BM2007, 4.00%, 09/01/2048 | &nbsp;&nbsp; Pool BM2007, 4.00%, 09/01/2048 | 2625746 | 2522942 |
| &nbsp;&nbsp; Pool BM3108, 4.50%, 08/01/2046 | &nbsp;&nbsp; Pool BM3108, 4.50%, 08/01/2046 | 6748233 | 6711750 |
| &nbsp;&nbsp; Pool BM3286, 4.50%, 11/01/2047 | &nbsp;&nbsp; Pool BM3286, 4.50%, 11/01/2047 | 3284489 | 3265033 |
| &nbsp;&nbsp; Pool BM3972, 2.50%, 04/01/2038 | &nbsp;&nbsp; Pool BM3972, 2.50%, 04/01/2038 | 17233666 | 16013732 |
| &nbsp;&nbsp; Pool BM3974, 4.00%, 05/01/2038 | &nbsp;&nbsp; Pool BM3974, 4.00%, 05/01/2038 | 6680387 | 6615807 |
| &nbsp;&nbsp; Pool BM4148, 4.00%, 07/01/2048 | &nbsp;&nbsp; Pool BM4148, 4.00%, 07/01/2048 | 10093934 | 9723370 |
| &nbsp;&nbsp; Pool BM4746, 3.50%, 02/01/2044 | &nbsp;&nbsp; Pool BM4746, 3.50%, 02/01/2044 | 29547998 | 27889501 |
| &nbsp;&nbsp; Pool BM4973, 3.50%, 05/01/2043 | &nbsp;&nbsp; Pool BM4973, 3.50%, 05/01/2043 | 12923683 | 12230311 |
| &nbsp;&nbsp; Pool BM5136, 4.00%, 06/01/2046 | &nbsp;&nbsp; Pool BM5136, 4.00%, 06/01/2046 | 35943093 | 34854415 |
| &nbsp;&nbsp; Pool BM5460, 3.50%, 01/01/2035 | &nbsp;&nbsp; Pool BM5460, 3.50%, 01/01/2035 | 14193022 | 13918251 |
| &nbsp;&nbsp; Pool BM5478, 4.50%, 01/01/2049 | &nbsp;&nbsp; Pool BM5478, 4.50%, 01/01/2049 | 6851816 | 6766785 |
| &nbsp;&nbsp; Pool BM5538, 5.00%, 11/01/2048 | &nbsp;&nbsp; Pool BM5538, 5.00%, 11/01/2048 | 12236598 | 12380915 |
| &nbsp;&nbsp; Pool BM5628, 4.50%, 11/01/2048 | &nbsp;&nbsp; Pool BM5628, 4.50%, 11/01/2048 | 9677284 | 9557180 |
| &nbsp;&nbsp; Pool BM5784, 3.50%, 05/01/2047 | &nbsp;&nbsp; Pool BM5784, 3.50%, 05/01/2047 | 787765 | 736628 |
| &nbsp;&nbsp; Pool BM5787, 4.00%, 08/01/2047 | &nbsp;&nbsp; Pool BM5787, 4.00%, 08/01/2047 | 14744895 | 14189972 |
| &nbsp;&nbsp; Pool BM5803, 4.50%, 04/01/2039 | &nbsp;&nbsp; Pool BM5803, 4.50%, 04/01/2039 | 7887867 | 7940143 |
| &nbsp;&nbsp; Pool BM5900, 3.00%, 11/01/2046 | &nbsp;&nbsp; Pool BM5900, 3.00%, 11/01/2046 | 16553403 | 15218912 |
| &nbsp;&nbsp; Pool BM6825, 3.50%, 06/01/2045 | &nbsp;&nbsp; Pool BM6825, 3.50%, 06/01/2045 | 8594875 | 8111986 |
| &nbsp;&nbsp; Pool BM7089, 3.00%, 02/01/2052 | &nbsp;&nbsp; Pool BM7089, 3.00%, 02/01/2052 | 70128265 | 61893521 |
| &nbsp;&nbsp; Pool BQ1226, 2.00%, 09/01/2050 | &nbsp;&nbsp; Pool BQ1226, 2.00%, 09/01/2050 | 37284585 | 30333556 |
| &nbsp;&nbsp; Pool BQ3361, 2.00%, 09/01/2050 | &nbsp;&nbsp; Pool BQ3361, 2.00%, 09/01/2050 | 37337885 | 30447237 |
| &nbsp;&nbsp; Pool BQ9497, 3.00%, 11/01/2050 | &nbsp;&nbsp; Pool BQ9497, 3.00%, 11/01/2050 | 5151004 | 4626459 |
| &nbsp;&nbsp; Pool BT6883, 2.00%, 09/01/2051 | &nbsp;&nbsp; Pool BT6883, 2.00%, 09/01/2051 | 10608126 | 8716012 |
| &nbsp;&nbsp; Pool BU7102, 2.50%, 12/01/2051 | &nbsp;&nbsp; Pool BU7102, 2.50%, 12/01/2051 | 40077652 | 33968449 |
| &nbsp;&nbsp; Pool CA1009, 4.00%, 01/01/2048 | &nbsp;&nbsp; Pool CA1009, 4.00%, 01/01/2048 | 39968760 | 38414360 |
| &nbsp;&nbsp; Pool CA4447, 2.50%, 11/01/2034 | &nbsp;&nbsp; Pool CA4447, 2.50%, 11/01/2034 | 10062606 | 9574095 |
| &nbsp;&nbsp; Pool CA4509, 2.50%, 11/01/2034 | &nbsp;&nbsp; Pool CA4509, 2.50%, 11/01/2034 | 8281129 | 7870314 |
| &nbsp;&nbsp; Pool CA5146, 3.00%, 02/01/2050 | &nbsp;&nbsp; Pool CA5146, 3.00%, 02/01/2050 | 59321938 | 53279322 |
| &nbsp;&nbsp; Pool CA5964, 2.00%, 06/01/2040 | &nbsp;&nbsp; Pool CA5964, 2.00%, 06/01/2040 | 32652196 | 28768527 |
| &nbsp;&nbsp; Pool CA6256, 2.50%, 07/01/2050 | &nbsp;&nbsp; Pool CA6256, 2.50%, 07/01/2050 | 83443961 | 71687263 |
| &nbsp;&nbsp; Pool CA6307, 2.50%, 07/01/2050 | &nbsp;&nbsp; Pool CA6307, 2.50%, 07/01/2050 | 29212071 | 24881532 |
| &nbsp;&nbsp; Pool CA6308, 3.00%, 07/01/2050 | &nbsp;&nbsp; Pool CA6308, 3.00%, 07/01/2050 | 41906053 | 37846482 |
| &nbsp;&nbsp; Pool CA7604, 3.00%, 11/01/2050 | &nbsp;&nbsp; Pool CA7604, 3.00%, 11/01/2050 | 53173383 | 48022021 |
| &nbsp;&nbsp; Pool CA8230, 2.50%, 12/01/2050 | &nbsp;&nbsp; Pool CA8230, 2.50%, 12/01/2050 | 65220306 | 55919190 |
| &nbsp;&nbsp; Pool CB0290, 2.00%, 04/01/2051 | &nbsp;&nbsp; Pool CB0290, 2.00%, 04/01/2051 | 106103264 | 86212665 |
| &nbsp;&nbsp; Pool CB1806, 2.50%, 10/01/2051 | &nbsp;&nbsp; Pool CB1806, 2.50%, 10/01/2051 | 32116980 | 27550252 |
| &nbsp;&nbsp; Pool CB2162, 3.00%, 11/01/2051 | &nbsp;&nbsp; Pool CB2162, 3.00%, 11/01/2051 | 89100972 | 79530635 |
| &nbsp;&nbsp; Pool CB2345, 2.00%, 12/01/2051 | &nbsp;&nbsp; Pool CB2345, 2.00%, 12/01/2051 | 21039178 | 17322066 |
| &nbsp;&nbsp; Pool CB4135, 5.00%, 07/01/2052 | &nbsp;&nbsp; Pool CB4135, 5.00%, 07/01/2052 | 91932417 | 91767983 |
| &nbsp;&nbsp; Pool CB4140, 5.00%, 07/01/2052 | &nbsp;&nbsp; Pool CB4140, 5.00%, 07/01/2052 | 59011083 | 58903075 |
| &nbsp;&nbsp; Pool CB5025, 5.50%, 11/01/2052 | &nbsp;&nbsp; Pool CB5025, 5.50%, 11/01/2052 | 40136089 | 40997340 |
| &nbsp;&nbsp; Pool CB7443, 6.00%, 11/01/2053 | &nbsp;&nbsp; Pool CB7443, 6.00%, 11/01/2053 | 48446569 | 49774087 |
| &nbsp;&nbsp; Pool CB9813, 6.00%, 01/01/2055 | &nbsp;&nbsp; Pool CB9813, 6.00%, 01/01/2055 | 38983751 | 40311053 |
| &nbsp;&nbsp; Pool CB9991, 6.00%, 02/01/2055 | &nbsp;&nbsp; Pool CB9991, 6.00%, 02/01/2055 | 71914882 | 74334664 |
| &nbsp;&nbsp; Pool FA0109, 3.50%, 10/01/2051 | &nbsp;&nbsp; Pool FA0109, 3.50%, 10/01/2051 | 120409258 | 112148555 |
| &nbsp;&nbsp; Pool FA0188, 1.50%, 08/01/2037 | &nbsp;&nbsp; Pool FA0188, 1.50%, 08/01/2037 | 48932359 | 43904553 |
| &nbsp;&nbsp; Pool FA0410, 5.50%, 01/01/2055 | &nbsp;&nbsp; Pool FA0410, 5.50%, 01/01/2055 | 23801733 | 24209938 |
| &nbsp;&nbsp; Pool FA0581, 3.00%, 12/01/2047 | &nbsp;&nbsp; Pool FA0581, 3.00%, 12/01/2047 | 11561877 | 10631271 |
| &nbsp;&nbsp; Pool FA0872, 6.00%, 10/01/2054 | &nbsp;&nbsp; Pool FA0872, 6.00%, 10/01/2054 | 52881450 | 54663783 |
| &nbsp;&nbsp; Pool FA0958, 3.50%, 02/01/2050 | &nbsp;&nbsp; Pool FA0958, 3.50%, 02/01/2050 | 24412904 | 22949731 |
| &nbsp;&nbsp; Pool FA1022, 2.50%, 02/01/2052 | &nbsp;&nbsp; Pool FA1022, 2.50%, 02/01/2052 | 78919363 | 67929261 |
| &nbsp;&nbsp; Pool FA1511, 3.00%, 08/01/2050 | &nbsp;&nbsp; Pool FA1511, 3.00%, 08/01/2050 | 18603245 | 16816586 |
| &nbsp;&nbsp; Pool FA1599, 5.50%, 05/01/2055 | &nbsp;&nbsp; Pool FA1599, 5.50%, 05/01/2055 | 24402356 | 24785877 |
| &nbsp;&nbsp; Pool FA1990, 6.00%, 04/01/2055 | &nbsp;&nbsp; Pool FA1990, 6.00%, 04/01/2055 | 81178001 | 84031233 |
| &nbsp;&nbsp; Pool FA2313, 6.00%, 07/01/2055 | &nbsp;&nbsp; Pool FA2313, 6.00%, 07/01/2055 | 28857668 | 29919140 |
| &nbsp;&nbsp; Pool FA2361, 3.50%, 08/01/2050 | &nbsp;&nbsp; Pool FA2361, 3.50%, 08/01/2050 | 40672263 | 37969704 |
| &nbsp;&nbsp; Pool FM2568, 3.00%, 05/01/2038 | &nbsp;&nbsp; Pool FM2568, 3.00%, 05/01/2038 | 9242091 | 8792515 |
| &nbsp;&nbsp; Pool FM2743, 3.00%, 02/01/2034 | &nbsp;&nbsp; Pool FM2743, 3.00%, 02/01/2034 | 15449825 | 15046159 |
| &nbsp;&nbsp; Pool FM2971, 4.00%, 08/01/2045 | &nbsp;&nbsp; Pool FM2971, 4.00%, 08/01/2045 | 26595213 | 25809499 |
| &nbsp;&nbsp; Pool FM3117, 3.00%, 05/01/2050 | &nbsp;&nbsp; Pool FM3117, 3.00%, 05/01/2050 | 31365929 | 28237883 |
| &nbsp;&nbsp; Pool FM3160, 4.50%, 02/01/2049 | &nbsp;&nbsp; Pool FM3160, 4.50%, 02/01/2049 | 6953855 | 6831107 |
| &nbsp;&nbsp; Pool FM3946, 4.00%, 01/01/2049 | &nbsp;&nbsp; Pool FM3946, 4.00%, 01/01/2049 | 2472353 | 2376623 |
| &nbsp;&nbsp; Pool FM4481, 1.50%, 10/01/2035 | &nbsp;&nbsp; Pool FM4481, 1.50%, 10/01/2035 | 23185102 | 20861107 |
| &nbsp;&nbsp; Pool FM4561, 2.50%, 10/01/2050 | &nbsp;&nbsp; Pool FM4561, 2.50%, 10/01/2050 | 33920618 | 29083428 |
| &nbsp;&nbsp; Pool FM4875, 2.50%, 11/01/2050 | &nbsp;&nbsp; Pool FM4875, 2.50%, 11/01/2050 | 5414177 | 4672128 |
| &nbsp;&nbsp; Pool FM4908, 2.50%, 11/01/2050 | &nbsp;&nbsp; Pool FM4908, 2.50%, 11/01/2050 | 45410169 | 38790976 |
| &nbsp;&nbsp; Pool FM5024, 2.50%, 12/01/2050 | &nbsp;&nbsp; Pool FM5024, 2.50%, 12/01/2050 | 44712887 | 38089394 |
| &nbsp;&nbsp; Pool FM5262, 3.50%, 10/01/2040 | &nbsp;&nbsp; Pool FM5262, 3.50%, 10/01/2040 | 7826619 | 7485186 |
| &nbsp;&nbsp; Pool FM5368, 1.50%, 12/01/2035 | &nbsp;&nbsp; Pool FM5368, 1.50%, 12/01/2035 | 43912433 | 39510477 |
| &nbsp;&nbsp; Pool FM5535, 2.50%, 01/01/2041 | &nbsp;&nbsp; Pool FM5535, 2.50%, 01/01/2041 | 20751354 | 18607129 |
| &nbsp;&nbsp; Pool FM6058, 3.50%, 02/01/2037 | &nbsp;&nbsp; Pool FM6058, 3.50%, 02/01/2037 | 3849447 | 3743445 |
| &nbsp;&nbsp; Pool FM6422, 1.50%, 03/01/2036 | &nbsp;&nbsp; Pool FM6422, 1.50%, 03/01/2036 | 2139678 | 1925174 |
| &nbsp;&nbsp; Pool FM6990, 3.00%, 08/01/2040 | &nbsp;&nbsp; Pool FM6990, 3.00%, 08/01/2040 | 21891647 | 20394756 |
| &nbsp;&nbsp; Pool FM7064, 2.50%, 01/01/2051 | &nbsp;&nbsp; Pool FM7064, 2.50%, 01/01/2051 | 27996151 | 24045582 |
| &nbsp;&nbsp; Pool FM7381, 2.50%, 05/01/2051 | &nbsp;&nbsp; Pool FM7381, 2.50%, 05/01/2051 | 30587838 | 26279526 |
| &nbsp;&nbsp; Pool FM7466, 2.50%, 05/01/2051 | &nbsp;&nbsp; Pool FM7466, 2.50%, 05/01/2051 | 64171583 | 55361949 |
| &nbsp;&nbsp; Pool FM7830, 2.50%, 04/01/2051 | &nbsp;&nbsp; Pool FM7830, 2.50%, 04/01/2051 | 15528511 | 13310670 |
| &nbsp;&nbsp; Pool FM7911, 2.50%, 06/01/2051 | &nbsp;&nbsp; Pool FM7911, 2.50%, 06/01/2051 | 21466145 | 18518925 |
| &nbsp;&nbsp; Pool FM7962, 2.50%, 07/01/2051 | &nbsp;&nbsp; Pool FM7962, 2.50%, 07/01/2051 | 56798205 | 49000364 |
| &nbsp;&nbsp; Pool FM8150, 2.00%, 07/01/2051 | &nbsp;&nbsp; Pool FM8150, 2.00%, 07/01/2051 | 37156048 | 30540377 |
| &nbsp;&nbsp; Pool FM8215, 2.50%, 03/01/2051 | &nbsp;&nbsp; Pool FM8215, 2.50%, 03/01/2051 | 16674209 | 14321301 |
| &nbsp;&nbsp; Pool FM8318, 2.50%, 07/01/2051 | &nbsp;&nbsp; Pool FM8318, 2.50%, 07/01/2051 | 19315303 | 16500076 |
| &nbsp;&nbsp; Pool FM8322, 2.00%, 08/01/2051 | &nbsp;&nbsp; Pool FM8322, 2.00%, 08/01/2051 | 13060722 | 10733783 |
| &nbsp;&nbsp; Pool FM8644, 4.00%, 06/01/2039 | &nbsp;&nbsp; Pool FM8644, 4.00%, 06/01/2039 | 5816103 | 5769059 |
| &nbsp;&nbsp; Pool FM8804, 2.50%, 09/01/2051 | &nbsp;&nbsp; Pool FM8804, 2.50%, 09/01/2051 | 105415282 | 89928811 |
| &nbsp;&nbsp; Pool FM9243, 3.00%, 10/01/2051 | &nbsp;&nbsp; Pool FM9243, 3.00%, 10/01/2051 | 51288092 | 45454844 |
| &nbsp;&nbsp; Pool FM9284, 2.50%, 11/01/2051 | &nbsp;&nbsp; Pool FM9284, 2.50%, 11/01/2051 | 24146355 | 20669398 |
| &nbsp;&nbsp; Pool FM9479, 2.50%, 11/01/2051 | &nbsp;&nbsp; Pool FM9479, 2.50%, 11/01/2051 | 84422294 | 72004703 |
| &nbsp;&nbsp; Pool FM9495, 2.00%, 11/01/2051 | &nbsp;&nbsp; Pool FM9495, 2.00%, 11/01/2051 | 48567530 | 39813654 |
| &nbsp;&nbsp; Pool FM9599, 2.50%, 11/01/2051 | &nbsp;&nbsp; Pool FM9599, 2.50%, 11/01/2051 | 27648840 | 23984088 |
| &nbsp;&nbsp; Pool FM9671, 2.00%, 12/01/2051 | &nbsp;&nbsp; Pool FM9671, 2.00%, 12/01/2051 | 90000646 | 73707871 |
| &nbsp;&nbsp; Pool FM9700, 2.00%, 12/01/2051 | &nbsp;&nbsp; Pool FM9700, 2.00%, 12/01/2051 | 30902318 | 25381159 |
| &nbsp;&nbsp; Pool FM9732, 2.50%, 12/01/2051 | &nbsp;&nbsp; Pool FM9732, 2.50%, 12/01/2051 | 65731492 | 56062931 |
| &nbsp;&nbsp; Pool FM9781, 2.50%, 12/01/2051 | &nbsp;&nbsp; Pool FM9781, 2.50%, 12/01/2051 | 14699303 | 12579134 |
| &nbsp;&nbsp; Pool FM9807, 2.00%, 12/01/2051 | &nbsp;&nbsp; Pool FM9807, 2.00%, 12/01/2051 | 28107177 | 23041091 |
| &nbsp;&nbsp; Pool FM9877, 2.50%, 12/01/2051 | &nbsp;&nbsp; Pool FM9877, 2.50%, 12/01/2051 | 108449401 | 93154806 |
| &nbsp;&nbsp; Pool FP0057, 4.00%, 08/01/2050 | &nbsp;&nbsp; Pool FP0057, 4.00%, 08/01/2050 | 21817308 | 21198253 |
| &nbsp;&nbsp; Pool FS0192, 2.50%, 01/01/2052 | &nbsp;&nbsp; Pool FS0192, 2.50%, 01/01/2052 | 37108225 | 31821848 |
| &nbsp;&nbsp; Pool FS0216, 2.00%, 01/01/2037 | &nbsp;&nbsp; Pool FS0216, 2.00%, 01/01/2037 | 22943484 | 21297383 |
| &nbsp;&nbsp; Pool FS0493, 3.00%, 02/01/2052 | &nbsp;&nbsp; Pool FS0493, 3.00%, 02/01/2052 | 20819473 | 18570029 |
| &nbsp;&nbsp; Pool FS0585, 3.00%, 02/01/2052 | &nbsp;&nbsp; Pool FS0585, 3.00%, 02/01/2052 | 25957503 | 23158460 |
| &nbsp;&nbsp; Pool FS0739, 3.50%, 02/01/2052 | &nbsp;&nbsp; Pool FS0739, 3.50%, 02/01/2052 | 24558504 | 22585077 |
| &nbsp;&nbsp; Pool FS1005, 2.00%, 02/01/2042 | &nbsp;&nbsp; Pool FS1005, 2.00%, 02/01/2042 | 32458147 | 28092944 |
| &nbsp;&nbsp; Pool FS1009, 2.00%, 02/01/2042 | &nbsp;&nbsp; Pool FS1009, 2.00%, 02/01/2042 | 32658148 | 28306745 |
| &nbsp;&nbsp; Pool FS1093, 3.50%, 04/01/2052 | &nbsp;&nbsp; Pool FS1093, 3.50%, 04/01/2052 | 69844280 | 64061871 |
| &nbsp;&nbsp; Pool FS1115, 2.50%, 05/01/2051 | &nbsp;&nbsp; Pool FS1115, 2.50%, 05/01/2051 | 53396831 | 46319925 |
| &nbsp;&nbsp; Pool FS1120, 3.00%, 03/01/2052 | &nbsp;&nbsp; Pool FS1120, 3.00%, 03/01/2052 | 55973775 | 49779752 |
| &nbsp;&nbsp; Pool FS1226, 4.00%, 05/01/2049 | &nbsp;&nbsp; Pool FS1226, 4.00%, 05/01/2049 | 5946346 | 5713432 |
| &nbsp;&nbsp; Pool FS1365, 2.50%, 03/01/2042 | &nbsp;&nbsp; Pool FS1365, 2.50%, 03/01/2042 | 39886432 | 35632608 |
| &nbsp;&nbsp; Pool FS1974, 1.50%, 02/01/2036 | &nbsp;&nbsp; Pool FS1974, 1.50%, 02/01/2036 | 30830431 | 27739294 |
| &nbsp;&nbsp; Pool FS2166, 4.50%, 07/01/2052 | &nbsp;&nbsp; Pool FS2166, 4.50%, 07/01/2052 | 12719075 | 12464453 |
| &nbsp;&nbsp; Pool FS2488, 2.50%, 10/01/2034 | &nbsp;&nbsp; Pool FS2488, 2.50%, 10/01/2034 | 30707525 | 29183293 |
| &nbsp;&nbsp; Pool FS2648, 3.00%, 10/01/2049 | &nbsp;&nbsp; Pool FS2648, 3.00%, 10/01/2049 | 17449003 | 16040861 |
| &nbsp;&nbsp; Pool FS2917, 3.00%, 11/01/2033 | &nbsp;&nbsp; Pool FS2917, 3.00%, 11/01/2033 | 23019924 | 22434137 |
| &nbsp;&nbsp; Pool FS2918, 3.00%, 09/01/2033 | &nbsp;&nbsp; Pool FS2918, 3.00%, 09/01/2033 | 17917166 | 17420943 |
| &nbsp;&nbsp; Pool FS4603, 2.00%, 05/01/2042 | &nbsp;&nbsp; Pool FS4603, 2.00%, 05/01/2042 | 131055220 | 113445202 |
| &nbsp;&nbsp; Pool FS4654, 2.00%, 07/01/2051 | &nbsp;&nbsp; Pool FS4654, 2.00%, 07/01/2051 | 70215005 | 57168538 |
| &nbsp;&nbsp; Pool FS4973, 3.50%, 06/01/2032 | &nbsp;&nbsp; Pool FS4973, 3.50%, 06/01/2032 | 39678471 | 38900700 |
| &nbsp;&nbsp; Pool FS5120, 6.00%, 07/01/2053 | &nbsp;&nbsp; Pool FS5120, 6.00%, 07/01/2053 | 9294924 | 9677309 |
| &nbsp;&nbsp; Pool FS5577, 6.00%, 08/01/2053 | &nbsp;&nbsp; Pool FS5577, 6.00%, 08/01/2053 | 27960722 | 28871687 |
| &nbsp;&nbsp; Pool FS5760, 3.50%, 11/01/2048 | &nbsp;&nbsp; Pool FS5760, 3.50%, 11/01/2048 | 44897213 | 42206290 |
| &nbsp;&nbsp; Pool FS5788, 6.50%, 09/01/2053 | &nbsp;&nbsp; Pool FS5788, 6.50%, 09/01/2053 | 22327234 | 23451701 |
| &nbsp;&nbsp; Pool FS5799, 2.50%, 09/01/2050 | &nbsp;&nbsp; Pool FS5799, 2.50%, 09/01/2050 | 26807439 | 22777072 |
| &nbsp;&nbsp; Pool FS5815, 3.00%, 04/01/2048 | &nbsp;&nbsp; Pool FS5815, 3.00%, 04/01/2048 | 71837178 | 66032358 |
| &nbsp;&nbsp; Pool FS5816, 3.50%, 07/01/2047 | &nbsp;&nbsp; Pool FS5816, 3.50%, 07/01/2047 | 31438396 | 29730715 |
| &nbsp;&nbsp; Pool FS7830, 2.50%, 11/01/2047 | &nbsp;&nbsp; Pool FS7830, 2.50%, 11/01/2047 | 29159832 | 25390273 |
| &nbsp;&nbsp; Pool FS8498, 6.00%, 08/01/2054 | &nbsp;&nbsp; Pool FS8498, 6.00%, 08/01/2054 | 36414951 | 37614979 |
| &nbsp;&nbsp; Pool FS8579, 2.00%, 08/01/2042 | &nbsp;&nbsp; Pool FS8579, 2.00%, 08/01/2042 | 85653540 | 74400967 |
| &nbsp;&nbsp; Pool FS8752, 6.00%, 08/01/2054 | &nbsp;&nbsp; Pool FS8752, 6.00%, 08/01/2054 | 45118309 | 46710554 |
| &nbsp;&nbsp; Pool FS8915, 2.00%, 08/01/2042 | &nbsp;&nbsp; Pool FS8915, 2.00%, 08/01/2042 | 48012029 | 41704674 |
| &nbsp;&nbsp; Pool FS8954, 2.00%, 01/01/2042 | &nbsp;&nbsp; Pool FS8954, 2.00%, 01/01/2042 | 105809555 | 91843324 |
| &nbsp;&nbsp; Pool FS9401, 6.00%, 10/01/2054 | &nbsp;&nbsp; Pool FS9401, 6.00%, 10/01/2054 | 15378492 | 15859471 |
| &nbsp;&nbsp; Pool FS9402, 6.00%, 10/01/2054 | &nbsp;&nbsp; Pool FS9402, 6.00%, 10/01/2054 | 136357538 | 140802288 |
| &nbsp;&nbsp; Pool FS9404, 6.00%, 10/01/2054 | &nbsp;&nbsp; Pool FS9404, 6.00%, 10/01/2054 | 44749449 | 46263890 |
| &nbsp;&nbsp; Pool MA0140, 4.50%, 08/01/2029 | &nbsp;&nbsp; Pool MA0140, 4.50%, 08/01/2029 | 196551 | 196977 |
| &nbsp;&nbsp; Pool MA0171, 4.50%, 09/01/2029 | &nbsp;&nbsp; Pool MA0171, 4.50%, 09/01/2029 | 216060 | 216528 |
| &nbsp;&nbsp; Pool MA0583, 4.00%, 12/01/2040 | &nbsp;&nbsp; Pool MA0583, 4.00%, 12/01/2040 | 2393210 | 2333045 |
| &nbsp;&nbsp; Pool MA0949, 3.50%, 01/01/2032 | &nbsp;&nbsp; Pool MA0949, 3.50%, 01/01/2032 | 9798525 | 9628929 |
| &nbsp;&nbsp; Pool MA1200, 3.00%, 10/01/2032 | &nbsp;&nbsp; Pool MA1200, 3.00%, 10/01/2032 | 531189 | 513105 |
| &nbsp;&nbsp; Pool MA1275, 3.00%, 12/01/2032 | &nbsp;&nbsp; Pool MA1275, 3.00%, 12/01/2032 | 1687925 | 1628532 |
| &nbsp;&nbsp; Pool MA1608, 3.50%, 10/01/2033 | &nbsp;&nbsp; Pool MA1608, 3.50%, 10/01/2033 | 5628897 | 5503512 |
| &nbsp;&nbsp; Pool MA1764, 4.00%, 01/01/2034 | &nbsp;&nbsp; Pool MA1764, 4.00%, 01/01/2034 | 1834716 | 1818223 |
| &nbsp;&nbsp; Pool MA1922, 4.00%, 06/01/2034 | &nbsp;&nbsp; Pool MA1922, 4.00%, 06/01/2034 | 2430104 | 2413725 |
| &nbsp;&nbsp; Pool MA1960, 4.00%, 07/01/2034 | &nbsp;&nbsp; Pool MA1960, 4.00%, 07/01/2034 | 24033234 | 23781002 |
| &nbsp;&nbsp; Pool MA2019, 4.00%, 09/01/2034 | &nbsp;&nbsp; Pool MA2019, 4.00%, 09/01/2034 | 2765056 | 2735361 |
| &nbsp;&nbsp; Pool MA2287, 3.00%, 06/01/2035 | &nbsp;&nbsp; Pool MA2287, 3.00%, 06/01/2035 | 3657469 | 3488320 |
| &nbsp;&nbsp; Pool MA2608, 3.00%, 05/01/2046 | &nbsp;&nbsp; Pool MA2608, 3.00%, 05/01/2046 | 1639764 | 1483225 |
| &nbsp;&nbsp; Pool MA2804, 3.00%, 11/01/2036 | &nbsp;&nbsp; Pool MA2804, 3.00%, 11/01/2036 | 11461496 | 10862781 |
| &nbsp;&nbsp; Pool MA2841, 2.50%, 12/01/2036 | &nbsp;&nbsp; Pool MA2841, 2.50%, 12/01/2036 | 6227059 | 5784489 |
| &nbsp;&nbsp; Pool MA3183, 4.00%, 11/01/2047 | &nbsp;&nbsp; Pool MA3183, 4.00%, 11/01/2047 | 7581089 | 7286646 |
| &nbsp;&nbsp; Pool MA3281, 4.00%, 02/01/2038 | &nbsp;&nbsp; Pool MA3281, 4.00%, 02/01/2038 | 8175687 | 8042549 |
| &nbsp;&nbsp; Pool MA3305, 3.50%, 03/01/2048 | &nbsp;&nbsp; Pool MA3305, 3.50%, 03/01/2048 | 17311477 | 16086026 |
| &nbsp;&nbsp; Pool MA3333, 4.00%, 04/01/2048 | &nbsp;&nbsp; Pool MA3333, 4.00%, 04/01/2048 | 26224105 | 25198781 |
| &nbsp;&nbsp; Pool MA3468, 4.50%, 09/01/2048 | &nbsp;&nbsp; Pool MA3468, 4.50%, 09/01/2048 | 7429264 | 7327838 |
| &nbsp;&nbsp; Pool MA4047, 2.00%, 06/01/2050 | &nbsp;&nbsp; Pool MA4047, 2.00%, 06/01/2050 | 110315803 | 89910119 |
| &nbsp;&nbsp; Pool MA4119, 2.00%, 09/01/2050 | &nbsp;&nbsp; Pool MA4119, 2.00%, 09/01/2050 | 37793208 | 30755710 |
| &nbsp;&nbsp; Pool MA4159, 2.50%, 10/01/2050 | &nbsp;&nbsp; Pool MA4159, 2.50%, 10/01/2050 | 57713197 | 48880265 |
| &nbsp;&nbsp; Pool MA4175, 1.50%, 11/01/2040 | &nbsp;&nbsp; Pool MA4175, 1.50%, 11/01/2040 | 116211150 | 97292881 |
| &nbsp;&nbsp; Pool MA4182, 2.00%, 11/01/2050 | &nbsp;&nbsp; Pool MA4182, 2.00%, 11/01/2050 | 197253542 | 160603203 |
| &nbsp;&nbsp; Pool MA4202, 1.50%, 12/01/2040 | &nbsp;&nbsp; Pool MA4202, 1.50%, 12/01/2040 | 36834498 | 30809873 |
| &nbsp;&nbsp; Pool MA4208, 2.00%, 12/01/2050 | &nbsp;&nbsp; Pool MA4208, 2.00%, 12/01/2050 | 56195143 | 45742157 |
| &nbsp;&nbsp; Pool MA4501, 2.00%, 12/01/2041 | &nbsp;&nbsp; Pool MA4501, 2.00%, 12/01/2041 | 105366228 | 91131006 |
| &nbsp;&nbsp; Pool MA4540, 2.00%, 02/01/2042 | &nbsp;&nbsp; Pool MA4540, 2.00%, 02/01/2042 | 29705114 | 25673146 |
| &nbsp;&nbsp; Pool MA4570, 2.00%, 03/01/2042 | &nbsp;&nbsp; Pool MA4570, 2.00%, 03/01/2042 | 58377149 | 50417056 |
| &nbsp;&nbsp; Pool MA4842, 5.50%, 12/01/2052 | &nbsp;&nbsp; Pool MA4842, 5.50%, 12/01/2052 | 55873568 | 56665774 |
| Freddie Mac Seasoned Credit Risk Transfer Trust | Freddie Mac Seasoned Credit Risk Transfer Trust | Freddie Mac Seasoned Credit Risk Transfer Trust | Freddie Mac Seasoned Credit Risk Transfer Trust |
| &nbsp;&nbsp; Series 2019-4, Class MA, 3.00%, 02/25/2059 (Callable 07/25/2050) | &nbsp;&nbsp; Series 2019-4, Class MA, 3.00%, 02/25/2059 (Callable 07/25/2050) | 25182462 | 23334402 |
| &nbsp;&nbsp; Series 2020-2, Class MT, 2.00%, 11/25/2059 (Callable 09/25/2046) | &nbsp;&nbsp; Series 2020-2, Class MT, 2.00%, 11/25/2059 (Callable 09/25/2046) | 38146092 | 30698064 |
| &nbsp;&nbsp; Series 2020-3, Class MT, 2.00%, 05/25/2060 (Callable 01/25/2045) | &nbsp;&nbsp; Series 2020-3, Class MT, 2.00%, 05/25/2060 (Callable 01/25/2045) | 31820752 | 25363634 |
| &nbsp;&nbsp; Series 2021-3, Class MTU, 2.50%, 03/25/2061 (Callable 06/25/2041) | &nbsp;&nbsp; Series 2021-3, Class MTU, 2.50%, 03/25/2061 (Callable 06/25/2041) | 59089375 | 47858730 |
| &nbsp;&nbsp; Series 2022-1, Class MTU, 3.25%, 11/25/2061 (Callable 03/25/2047) | &nbsp;&nbsp; Series 2022-1, Class MTU, 3.25%, 11/25/2061 (Callable 03/25/2047) | 46760724 | 40586574 |
| Ginnie Mae II Pool | Ginnie Mae II Pool | Ginnie Mae II Pool | Ginnie Mae II Pool |
| &nbsp;&nbsp; Pool 784551, 3.00%, 11/20/2046 | &nbsp;&nbsp; Pool 784551, 3.00%, 11/20/2046 | 16393251 | 14838098 |
| &nbsp;&nbsp; Pool 785025, 3.50%, 02/20/2050 | &nbsp;&nbsp; Pool 785025, 3.50%, 02/20/2050 | 50624789 | 46619534 |
| &nbsp;&nbsp; Pool 785433, 2.50%, 04/20/2051 | &nbsp;&nbsp; Pool 785433, 2.50%, 04/20/2051 | 54152476 | 46425776 |
| &nbsp;&nbsp; Pool 785447, 2.50%, 03/20/2051 | &nbsp;&nbsp; Pool 785447, 2.50%, 03/20/2051 | 40294788 | 34507960 |
| &nbsp;&nbsp; Pool 785531, 2.50%, 06/20/2051 | &nbsp;&nbsp; Pool 785531, 2.50%, 06/20/2051 | 27782747 | 23818453 |
| &nbsp;&nbsp; Pool 785558, 2.50%, 07/20/2051 | &nbsp;&nbsp; Pool 785558, 2.50%, 07/20/2051 | 92032911 | 79249743 |
| &nbsp;&nbsp; Pool 785575, 2.50%, 08/20/2051 | &nbsp;&nbsp; Pool 785575, 2.50%, 08/20/2051 | 78320169 | 66708725 |
| &nbsp;&nbsp; Pool 785615, 2.50%, 08/20/2051 | &nbsp;&nbsp; Pool 785615, 2.50%, 08/20/2051 | 30295669 | 26062023 |
| &nbsp;&nbsp; Pool 786333, 4.00%, 04/20/2052 | &nbsp;&nbsp; Pool 786333, 4.00%, 04/20/2052 | 21339786 | 20089241 |
| &nbsp;&nbsp; Pool 786809, 5.50%, 06/20/2053 | &nbsp;&nbsp; Pool 786809, 5.50%, 06/20/2053 | 40241831 | 40939016 |
| &nbsp;&nbsp; Pool 786812, 5.50%, 07/20/2053 | &nbsp;&nbsp; Pool 786812, 5.50%, 07/20/2053 | 16486724 | 16884424 |
| &nbsp;&nbsp; Pool 786904, 6.00%, 08/20/2053 | &nbsp;&nbsp; Pool 786904, 6.00%, 08/20/2053 | 23375287 | 24061074 |
| &nbsp;&nbsp; Pool 787026, 6.00%, 10/20/2053 | &nbsp;&nbsp; Pool 787026, 6.00%, 10/20/2053 | 29016782 | 29860183 |
| &nbsp;&nbsp; Pool 787253, 6.00%, 02/20/2054 | &nbsp;&nbsp; Pool 787253, 6.00%, 02/20/2054 | 69589898 | 71900430 |
| &nbsp;&nbsp; Pool 787304, 6.00%, 03/20/2054 | &nbsp;&nbsp; Pool 787304, 6.00%, 03/20/2054 | 87084459 | 90244511 |
| &nbsp;&nbsp; Pool 787312, 2.50%, 03/20/2052 | &nbsp;&nbsp; Pool 787312, 2.50%, 03/20/2052 | 112963207 | 97788344 |
| &nbsp;&nbsp; Pool 787313, 2.50%, 09/20/2051 | &nbsp;&nbsp; Pool 787313, 2.50%, 09/20/2051 | 80614877 | 68988762 |
| &nbsp;&nbsp; Pool 787387, 5.50%, 04/20/2054 | &nbsp;&nbsp; Pool 787387, 5.50%, 04/20/2054 | 32203115 | 32591970 |
| &nbsp;&nbsp; Pool MA0022, 3.50%, 04/20/2042 | &nbsp;&nbsp; Pool MA0022, 3.50%, 04/20/2042 | 54155744 | 51334685 |
| &nbsp;&nbsp; Pool MA0154, 3.50%, 06/20/2042 | &nbsp;&nbsp; Pool MA0154, 3.50%, 06/20/2042 | 23238731 | 22042436 |
| &nbsp;&nbsp; Pool MA0220, 3.50%, 07/20/2042 | &nbsp;&nbsp; Pool MA0220, 3.50%, 07/20/2042 | 34627872 | 32852367 |
| &nbsp;&nbsp; Pool MA0318, 3.50%, 08/20/2042 | &nbsp;&nbsp; Pool MA0318, 3.50%, 08/20/2042 | 15456298 | 14666954 |
| &nbsp;&nbsp; Pool MA1157, 3.50%, 07/20/2043 | &nbsp;&nbsp; Pool MA1157, 3.50%, 07/20/2043 | 16209750 | 15328507 |
| &nbsp;&nbsp; Pool MA1225, 4.00%, 08/20/2043 | &nbsp;&nbsp; Pool MA1225, 4.00%, 08/20/2043 | 23127212 | 22360209 |
| &nbsp;&nbsp; Pool MA1286, 4.00%, 09/20/2043 | &nbsp;&nbsp; Pool MA1286, 4.00%, 09/20/2043 | 32816437 | 31707753 |
| &nbsp;&nbsp; Pool MA1376, 4.00%, 10/20/2043 | &nbsp;&nbsp; Pool MA1376, 4.00%, 10/20/2043 | 3543363 | 3422191 |
| &nbsp;&nbsp; Pool MA1449, 4.00%, 11/20/2043 | &nbsp;&nbsp; Pool MA1449, 4.00%, 11/20/2043 | 32275680 | 31171952 |
| &nbsp;&nbsp; Pool MA1677, 3.50%, 02/20/2044 | &nbsp;&nbsp; Pool MA1677, 3.50%, 02/20/2044 | 24590921 | 23142232 |
| &nbsp;&nbsp; Pool MA2224, 4.00%, 09/20/2044 | &nbsp;&nbsp; Pool MA2224, 4.00%, 09/20/2044 | 13751372 | 13230194 |
| &nbsp;&nbsp; Pool MA2522, 4.00%, 01/20/2045 | &nbsp;&nbsp; Pool MA2522, 4.00%, 01/20/2045 | 2994963 | 2880246 |
| &nbsp;&nbsp; Pool MA3375, 3.00%, 01/20/2046 | &nbsp;&nbsp; Pool MA3375, 3.00%, 01/20/2046 | 18527954 | 16816084 |
| &nbsp;&nbsp; Pool MA3597, 3.50%, 04/20/2046 | &nbsp;&nbsp; Pool MA3597, 3.50%, 04/20/2046 | 21498144 | 20016789 |
| &nbsp;&nbsp; Pool MA3663, 3.50%, 05/20/2046 | &nbsp;&nbsp; Pool MA3663, 3.50%, 05/20/2046 | 13405552 | 12480431 |
| &nbsp;&nbsp; Pool MA3736, 3.50%, 06/20/2046 | &nbsp;&nbsp; Pool MA3736, 3.50%, 06/20/2046 | 22414798 | 20858643 |
| &nbsp;&nbsp; Pool MA4385, 5.00%, 04/20/2047 | &nbsp;&nbsp; Pool MA4385, 5.00%, 04/20/2047 | 588036 | 599291 |
| &nbsp;&nbsp; Pool MA4509, 3.00%, 06/20/2047 | &nbsp;&nbsp; Pool MA4509, 3.00%, 06/20/2047 | 9649470 | 8722448 |
| &nbsp;&nbsp; Pool MA4721, 4.50%, 09/20/2047 | &nbsp;&nbsp; Pool MA4721, 4.50%, 09/20/2047 | 2863146 | 2847875 |
| &nbsp;&nbsp; Pool MA4963, 4.00%, 01/20/2048 | &nbsp;&nbsp; Pool MA4963, 4.00%, 01/20/2048 | 3988544 | 3809624 |
| &nbsp;&nbsp; Pool MA5765, 5.00%, 02/20/2049 | &nbsp;&nbsp; Pool MA5765, 5.00%, 02/20/2049 | 28877048 | 29222883 |
| &nbsp;&nbsp; Pool MA7990, 4.00%, 04/20/2052 | &nbsp;&nbsp; Pool MA7990, 4.00%, 04/20/2052 | 15113607 | 14332918 |
| &nbsp;&nbsp; Pool MA8571, 6.00%, 01/20/2053 | &nbsp;&nbsp; Pool MA8571, 6.00%, 01/20/2053 | 23245444 | 23681245 |
| Government National Mortgage Association (GNMA) | Government National Mortgage Association (GNMA) | Government National Mortgage Association (GNMA) | Government National Mortgage Association (GNMA) |
| &nbsp;&nbsp; Pool 3474, 6.00%, 11/20/2033 | &nbsp;&nbsp; Pool 3474, 6.00%, 11/20/2033 | 11614 | 12061 |
| &nbsp;&nbsp; Pool 4747, 5.00%, 07/20/2040 | &nbsp;&nbsp; Pool 4747, 5.00%, 07/20/2040 | 519345 | 532789 |
| &nbsp;&nbsp; Pool 5202, 3.50%, 10/20/2041 | &nbsp;&nbsp; Pool 5202, 3.50%, 10/20/2041 | 2427584 | 2299137 |
| &nbsp;&nbsp; Pool 778793, 3.50%, 01/15/2042 | &nbsp;&nbsp; Pool 778793, 3.50%, 01/15/2042 | 4210852 | 3950844 |
| &nbsp;&nbsp; Pool AL9364, 3.50%, 03/20/2045 | &nbsp;&nbsp; Pool AL9364, 3.50%, 03/20/2045 | 4730152 | 4335597 |
| &nbsp;&nbsp; Pool MA0155, 4.00%, 06/20/2042 | &nbsp;&nbsp; Pool MA0155, 4.00%, 06/20/2042 | 2759037 | 2670425 |
| &nbsp;&nbsp; Pool MA0392, 3.50%, 09/20/2042 | &nbsp;&nbsp; Pool MA0392, 3.50%, 09/20/2042 | 71967735 | 68307103 |
| &nbsp;&nbsp; Pool MA0699, 3.50%, 01/20/2043 | &nbsp;&nbsp; Pool MA0699, 3.50%, 01/20/2043 | 21665558 | 20554732 |
| &nbsp;&nbsp; Pool MA2753, 3.00%, 04/20/2045 | &nbsp;&nbsp; Pool MA2753, 3.00%, 04/20/2045 | 5576093 | 5068140 |
| &nbsp;&nbsp; Pool MA2754, 3.50%, 04/20/2045 | &nbsp;&nbsp; Pool MA2754, 3.50%, 04/20/2045 | 6974013 | 6512835 |
| &nbsp;&nbsp; Pool MA3035, 4.00%, 08/20/2045 | &nbsp;&nbsp; Pool MA3035, 4.00%, 08/20/2045 | 2398026 | 2297268 |
| &nbsp;&nbsp; Pool MA3378, 4.50%, 01/20/2046 | &nbsp;&nbsp; Pool MA3378, 4.50%, 01/20/2046 | 3992657 | 3957194 |
| &nbsp;&nbsp; Pool MA3598, 4.00%, 04/20/2046 | &nbsp;&nbsp; Pool MA3598, 4.00%, 04/20/2046 | 2683199 | 2574623 |
| &nbsp;&nbsp; Pool MA3664, 4.00%, 05/20/2046 | &nbsp;&nbsp; Pool MA3664, 4.00%, 05/20/2046 | 6379989 | 6120637 |
| &nbsp;&nbsp; Pool MA3873, 3.00%, 08/20/2046 | &nbsp;&nbsp; Pool MA3873, 3.00%, 08/20/2046 | 53662623 | 48660628 |
| &nbsp;&nbsp; Pool MA4512, 4.50%, 06/20/2047 | &nbsp;&nbsp; Pool MA4512, 4.50%, 06/20/2047 | 9232579 | 9161946 |
| &nbsp;&nbsp; Pool MA4588, 4.50%, 07/20/2047 | &nbsp;&nbsp; Pool MA4588, 4.50%, 07/20/2047 | 2184424 | 2167712 |
| **TOTAL AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES** (Cost $11,471,630,579) | **TOTAL AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES** (Cost $11,471,630,579) | **TOTAL AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES** (Cost $11,471,630,579) | 10942612995 |
| **NON-AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES - 5.0%** | **NON-AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES - 5.0%** | **Par** | **Value**  |
| Arroyo Mortgage Trust | Arroyo Mortgage Trust | Arroyo Mortgage Trust | Arroyo Mortgage Trust |
| &nbsp;&nbsp; Series 2019-3, Class A1, 2.96%, 10/25/2048 (Callable 10/25/2025) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2019-3, Class A1, 2.96%, 10/25/2048 (Callable 10/25/2025) <sup>(a)(f)</sup> | 5728490 | 5490204 |
| &nbsp;&nbsp; Series 2020-1, Class A1A, 1.66%, 03/25/2055 (Callable 10/25/2025) <sup>(a)</sup> | &nbsp;&nbsp; Series 2020-1, Class A1A, 1.66%, 03/25/2055 (Callable 10/25/2025) <sup>(a)</sup> | 4244819 | 4076378 |
|  Bayview Financial Acquisition Trust, Series 2007-B, Class 1A2, 7.33%, 08/28/2047 (Callable 10/28/2025) <sup>(e)</sup> | Bayview Financial Acquisition Trust, Series 2007-B, Class 1A2, 7.33%, 08/28/2047 (Callable 10/28/2025) <sup>(e)</sup> | 655684 | 583337 |
|  Bear Stearns Asset Backed Securities Trust, Series 2004-AC2, Class 2A, 5.00%, 05/25/2034 (Callable 10/25/2025) | Bear Stearns Asset Backed Securities Trust, Series 2004-AC2, Class 2A, 5.00%, 05/25/2034 (Callable 10/25/2025) | 104895 | 86863 |
|  BRAVO Residential Funding Trust, Series 2023-RPL1, Class A1, 5.00%, 05/25/2063 (Callable 05/25/2042) <sup>(a)(f)</sup> | BRAVO Residential Funding Trust, Series 2023-RPL1, Class A1, 5.00%, 05/25/2063 (Callable 05/25/2042) <sup>(a)(f)</sup> | 73086689 | 72879598 |
| Chase Mortgage Finance Corp. | Chase Mortgage Finance Corp. | Chase Mortgage Finance Corp. | Chase Mortgage Finance Corp. |
| &nbsp;&nbsp; Series 2023-RPL1, Class A1, 3.50%, 06/25/2062 (Callable 02/25/2049) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2023-RPL1, Class A1, 3.50%, 06/25/2062 (Callable 02/25/2049) <sup>(a)(f)</sup> | 103035732 | 95403680 |
| &nbsp;&nbsp; Series 2023-RPL2, Class A1, 3.25%, 03/25/2063 (Callable 02/25/2048) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2023-RPL2, Class A1, 3.25%, 03/25/2063 (Callable 02/25/2048) <sup>(a)(f)</sup> | 56160333 | 50955107 |
| &nbsp;&nbsp; Series 2023-RPL3, Class A1, 3.25%, 09/25/2063 (Callable 11/25/2042) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2023-RPL3, Class A1, 3.25%, 09/25/2063 (Callable 11/25/2042) <sup>(a)(f)</sup> | 115220584 | 104344256 |
| &nbsp;&nbsp; Series 2024-RPL1, Class A1A, 3.25%, 03/25/2064 (Callable 09/25/2042) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2024-RPL1, Class A1A, 3.25%, 03/25/2064 (Callable 09/25/2042) <sup>(a)(f)</sup> | 60387711 | 54207306 |
| &nbsp;&nbsp; Series 2024-RPL3, Class A1A, 3.25%, 09/25/2064 (Callable 10/25/2050) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2024-RPL3, Class A1A, 3.25%, 09/25/2064 (Callable 10/25/2050) <sup>(a)(f)</sup> | 54642647 | 49001220 |
| CIM Trust | CIM Trust | CIM Trust | CIM Trust |
| &nbsp;&nbsp; Series 2022-R2, Class A1, 3.75%, 12/25/2061 (Callable 05/25/2027) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2022-R2, Class A1, 3.75%, 12/25/2061 (Callable 05/25/2027) <sup>(a)(f)</sup> | 41083636 | 39200781 |
| &nbsp;&nbsp; Series 2022-R3, Class A1, 4.50%, 03/25/2062 (Callable 09/25/2027) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2022-R3, Class A1, 4.50%, 03/25/2062 (Callable 09/25/2027) <sup>(a)(f)</sup> | 43948087 | 43451333 |
| &nbsp;&nbsp; Series 2023-R2, Class A1, 5.50%, 08/25/2064 (Callable 03/25/2028) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2023-R2, Class A1, 5.50%, 08/25/2064 (Callable 03/25/2028) <sup>(a)(f)</sup> | 70930285 | 71543329 |
|  Citigroup Mortgage Loan Trust, Inc., Series 2005-9, Class 2A2, 5.50%, 11/25/2035 (Callable 10/25/2025) | Citigroup Mortgage Loan Trust, Inc., Series 2005-9, Class 2A2, 5.50%, 11/25/2035 (Callable 10/25/2025) | 5613 | 3933 |
|  Countrywide Alternative Loan Trust, Series 2006-28CB, Class A17, 6.00%, 10/25/2036 (Callable 10/25/2025) | Countrywide Alternative Loan Trust, Series 2006-28CB, Class A17, 6.00%, 10/25/2036 (Callable 10/25/2025) | 389028 | 180460 |
| Countrywide Asset-Backed Certificates | Countrywide Asset-Backed Certificates | Countrywide Asset-Backed Certificates | Countrywide Asset-Backed Certificates |
| &nbsp;&nbsp; Series 2004-S1, Class A3, 5.12%, 02/25/2035 (Callable 10/25/2025) <sup>(e)</sup> | &nbsp;&nbsp; Series 2004-S1, Class A3, 5.12%, 02/25/2035 (Callable 10/25/2025) <sup>(e)</sup> | 37816 | 37650 |
| &nbsp;&nbsp; Series 2005-10, Class AF6, 4.13%, 02/25/2036 (Callable 10/25/2025) <sup>(f)</sup> | &nbsp;&nbsp; Series 2005-10, Class AF6, 4.13%, 02/25/2036 (Callable 10/25/2025) <sup>(f)</sup> | 785 | 782 |
| &nbsp;&nbsp; Series 2005-17, Class 1AF5, 5.56%, 05/25/2036 (Callable 10/25/2025) <sup>(f)</sup> | &nbsp;&nbsp; Series 2005-17, Class 1AF5, 5.56%, 05/25/2036 (Callable 10/25/2025) <sup>(f)</sup> | 29212 | 27784 |
|  Credit Suisse Management LLC, Series 2003-AR26, Class 8A1, 6.06%, 11/25/2033 (Callable 10/25/2025) <sup>(f)</sup> | Credit Suisse Management LLC, Series 2003-AR26, Class 8A1, 6.06%, 11/25/2033 (Callable 10/25/2025) <sup>(f)</sup> | 1719403 | 1664205 |
| FirstKey Homes Trust | FirstKey Homes Trust | FirstKey Homes Trust | FirstKey Homes Trust |
| &nbsp;&nbsp; Series 2021-SFR1, Class A, 1.54%, 08/17/2038 <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-SFR1, Class A, 1.54%, 08/17/2038 <sup>(a)</sup> | 127516338 | 124529230 |
| &nbsp;&nbsp; Series 2021-SFR2, Class A, 1.38%, 09/17/2038 <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-SFR2, Class A, 1.38%, 09/17/2038 <sup>(a)</sup> | 44789012 | 43576323 |
| &nbsp;&nbsp; Series 2022-SFR1, Class A, 4.15%, 05/19/2039 <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-SFR1, Class A, 4.15%, 05/19/2039 <sup>(a)</sup> | 118252082 | 117783319 |
| &nbsp;&nbsp; Series 2022-SFR2, Class A, 4.25%, 07/17/2039 <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-SFR2, Class A, 4.25%, 07/17/2039 <sup>(a)</sup> | 7214630 | 7197589 |
| &nbsp;&nbsp; Series 2022-SFR3, Class A, 4.25%, 07/17/2038 <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-SFR3, Class A, 4.25%, 07/17/2038 <sup>(a)</sup> | 54896121 | 54717554 |
|  Home Partners of America Trust, Series 2021-2, Class A, 1.90%, 12/17/2026 <sup>(a)</sup> | Home Partners of America Trust, Series 2021-2, Class A, 1.90%, 12/17/2026 <sup>(a)</sup> | 93633522 | 90943468 |
|  Impac CMB Trust, Series 2004-4, Class 2A2, 5.25%, 09/25/2034 (Callable 10/25/2025) <sup>(e)</sup> | Impac CMB Trust, Series 2004-4, Class 2A2, 5.25%, 09/25/2034 (Callable 10/25/2025) <sup>(e)</sup> | 31505 | 35528 |
|  Imperial Fund Mortgage Trust, Series 2022-NQM3, Class A1, 4.38%, 05/25/2067 (Callable 10/25/2025) <sup>(a)(e)</sup> | Imperial Fund Mortgage Trust, Series 2022-NQM3, Class A1, 4.38%, 05/25/2067 (Callable 10/25/2025) <sup>(a)(e)</sup> | 5178162 | 5159550 |
| JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | JP Morgan Mortgage Trust |
| &nbsp;&nbsp; Series 2006-A7, Class 2A4R, 4.47%, 01/25/2037 (Callable 10/25/2025) <sup>(f)</sup> | &nbsp;&nbsp; Series 2006-A7, Class 2A4R, 4.47%, 01/25/2037 (Callable 10/25/2025) <sup>(f)</sup> | 163726 | 131347 |
| &nbsp;&nbsp; Series 2007-A1, Class 5A2, 6.26%, 07/25/2035 (Callable 12/25/2026) <sup>(f)</sup> | &nbsp;&nbsp; Series 2007-A1, Class 5A2, 6.26%, 07/25/2035 (Callable 12/25/2026) <sup>(f)</sup> | 374140 | 372887 |
| &nbsp;&nbsp; Series 2007-A1, Class 5A5, 6.26%, 07/25/2035 (Callable 12/25/2026) <sup>(f)</sup> | &nbsp;&nbsp; Series 2007-A1, Class 5A5, 6.26%, 07/25/2035 (Callable 12/25/2026) <sup>(f)</sup> | 566509 | 565974 |
| &nbsp;&nbsp; Series 2007-A2, Class 2A3, 5.46%, 04/25/2037 (Callable 10/25/2025) <sup>(f)</sup> | &nbsp;&nbsp; Series 2007-A2, Class 2A3, 5.46%, 04/25/2037 (Callable 10/25/2025) <sup>(f)</sup> | 480505 | 359234 |
|  METLIFE SECURITIZATION TRUST, Series 2019-1A, Class A1A, 3.75%, 04/25/2058 (Callable 11/25/2034) <sup>(a)(f)</sup> | METLIFE SECURITIZATION TRUST, Series 2019-1A, Class A1A, 3.75%, 04/25/2058 (Callable 11/25/2034) <sup>(a)(f)</sup> | 2381269 | 2353142 |
|  Mill City Mortgage Trust, Series 2021-NMR1, Class A1, 1.13%, 11/25/2060 (Callable 06/25/2034) <sup>(a)(f)</sup> | Mill City Mortgage Trust, Series 2021-NMR1, Class A1, 1.13%, 11/25/2060 (Callable 06/25/2034) <sup>(a)(f)</sup> | 7802499 | 7491481 |
|  MLCC Mortgage Investors, Inc., Series 2004-F, Class A1A, 5.38%, 12/25/2029 (Callable 10/25/2025) <sup>(f)</sup> | MLCC Mortgage Investors, Inc., Series 2004-F, Class A1A, 5.38%, 12/25/2029 (Callable 10/25/2025) <sup>(f)</sup> | 975158 | 933087 |
|  Morgan Stanley Mortgage Loan Trust, Series 2004-7AR, Class 2A1, 5.51%, 09/25/2034 (Callable 07/25/2029) <sup>(f)</sup> | Morgan Stanley Mortgage Loan Trust, Series 2004-7AR, Class 2A1, 5.51%, 09/25/2034 (Callable 07/25/2029) <sup>(f)</sup> | 433973 | 429045 |
| New Residential Mortgage Loan Trust | New Residential Mortgage Loan Trust | New Residential Mortgage Loan Trust | New Residential Mortgage Loan Trust |
| &nbsp;&nbsp; Series 2017-2A, Class A3, 4.00%, 03/25/2057 (Callable 05/25/2031) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2017-2A, Class A3, 4.00%, 03/25/2057 (Callable 05/25/2031) <sup>(a)(f)</sup> | 3319349 | 3225231 |
| &nbsp;&nbsp; Series 2017-3A, Class A1, 4.00%, 04/25/2057 (Callable 05/25/2032) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2017-3A, Class A1, 4.00%, 04/25/2057 (Callable 05/25/2032) <sup>(a)(f)</sup> | 4656461 | 4510218 |
| &nbsp;&nbsp; Series 2017-4A, Class A1, 4.00%, 05/25/2057 (Callable 06/25/2033) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2017-4A, Class A1, 4.00%, 05/25/2057 (Callable 06/25/2033) <sup>(a)(f)</sup> | 7039746 | 6783155 |
| &nbsp;&nbsp; Series 2018-1A, Class A1A, 4.00%, 12/25/2057 (Callable 04/25/2033) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2018-1A, Class A1A, 4.00%, 12/25/2057 (Callable 04/25/2033) <sup>(a)(f)</sup> | 8962480 | 8763588 |
| Onslow Bay Mortgage Loan Trust | Onslow Bay Mortgage Loan Trust | Onslow Bay Mortgage Loan Trust | Onslow Bay Mortgage Loan Trust |
| &nbsp;&nbsp; Series 2022-NQM2, Class A1, 2.98%, 01/25/2062 (Callable 10/25/2025) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2022-NQM2, Class A1, 2.98%, 01/25/2062 (Callable 10/25/2025) <sup>(a)(f)</sup> | 69695234 | 66809622 |
| &nbsp;&nbsp; Series 2024-HYB1, Class A1, 3.63%, 03/25/2053 (Callable 03/25/2040) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2024-HYB1, Class A1, 3.63%, 03/25/2053 (Callable 03/25/2040) <sup>(a)(f)</sup> | 29621223 | 29145097 |
| &nbsp;&nbsp; Series 2024-HYB2, Class A1, 3.69%, 04/25/2053 (Callable 10/25/2042) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2024-HYB2, Class A1, 3.69%, 04/25/2053 (Callable 10/25/2042) <sup>(a)(f)</sup> | 34377469 | 33845791 |
| &nbsp;&nbsp; Series 2025-NQM15, Class A1, 5.14%, 07/27/2065 (Callable 08/25/2028) <sup>(a)(e)</sup> | &nbsp;&nbsp; Series 2025-NQM15, Class A1, 5.14%, 07/27/2065 (Callable 08/25/2028) <sup>(a)(e)</sup> | 41471567 | 41633883 |
| &nbsp;&nbsp; Series 2025-NQM18, Class A1, 5.06%, 09/25/2065 (Callable 09/25/2028) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2025-NQM18, Class A1, 5.06%, 09/25/2065 (Callable 09/25/2028) <sup>(a)(f)</sup> | 163225000 | 163386262 |
| Progress Residential Trust | Progress Residential Trust | Progress Residential Trust | Progress Residential Trust |
| &nbsp;&nbsp; Series 2021-SFR8, Class A, 1.51%, 10/17/2038 <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-SFR8, Class A, 1.51%, 10/17/2038 <sup>(a)</sup> | 72395493 | 70866362 |
| &nbsp;&nbsp; Series 2023-SFR2, Class A, 4.50%, 10/17/2040 <sup>(a)</sup> | &nbsp;&nbsp; Series 2023-SFR2, Class A, 4.50%, 10/17/2040 <sup>(a)</sup> | 15309675 | 15266437 |
| &nbsp;&nbsp; Series 2024-SFR1, Class A, 3.35%, 02/17/2041 <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-SFR1, Class A, 3.35%, 02/17/2041 <sup>(a)</sup> | 5286319 | 5102614 |
| &nbsp;&nbsp; Series 2025-SFR5, Class A, 3.85%, 10/17/2042 <sup>(a)</sup> | &nbsp;&nbsp; Series 2025-SFR5, Class A, 3.85%, 10/17/2042 <sup>(a)</sup> | 26150000 | 25213355 |
|  RALI Trust, Series 2004-QS6, Class A1, 5.00%, 10/25/2063 | RALI Trust, Series 2004-QS6, Class A1, 5.00%, 10/25/2063 | 6124 | 5342 |
|  Renaissance NIM Trust, Series 2007-1, Class AF3, 5.61%, 04/25/2037 (Callable 04/25/2033) <sup>(e)</sup> | Renaissance NIM Trust, Series 2007-1, Class AF3, 5.61%, 04/25/2037 (Callable 04/25/2033) <sup>(e)</sup> | 2482525 | 630084 |
| Rithm Capital Corp. | Rithm Capital Corp. | Rithm Capital Corp. | Rithm Capital Corp. |
| &nbsp;&nbsp; Series 2020-1A, Class A1B, 3.50%, 10/25/2059 (Callable 09/25/2040) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2020-1A, Class A1B, 3.50%, 10/25/2059 (Callable 09/25/2040) <sup>(a)(f)</sup> | 7396243 | 6970876 |
| &nbsp;&nbsp; Series 2022-NQM2, Class A1, 3.08%, 03/27/2062 (Callable 10/25/2025) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2022-NQM2, Class A1, 3.08%, 03/27/2062 (Callable 10/25/2025) <sup>(a)(f)</sup> | 28649931 | 27199265 |
| &nbsp;&nbsp; Series 2024-NQM2, Class A1, 5.12%, 09/25/2064 (Callable 01/25/2030) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2024-NQM2, Class A1, 5.12%, 09/25/2064 (Callable 01/25/2030) <sup>(a)(f)</sup> | 47472151 | 47540074 |
| Starwood Mortgage Residential Trust | Starwood Mortgage Residential Trust | Starwood Mortgage Residential Trust | Starwood Mortgage Residential Trust |
| &nbsp;&nbsp; Series 2021-4, Class A1, 1.16%, 08/25/2056 (Callable 10/25/2025) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2021-4, Class A1, 1.16%, 08/25/2056 (Callable 10/25/2025) <sup>(a)(f)</sup> | 22707019 | 20216811 |
| &nbsp;&nbsp; Series 2022-4, Class A1, 5.19%, 05/25/2067 (Callable 10/25/2025) <sup>(a)(e)</sup> | &nbsp;&nbsp; Series 2022-4, Class A1, 5.19%, 05/25/2067 (Callable 10/25/2025) <sup>(a)(e)</sup> | 40971553 | 40901503 |
|  Structured Adjustable Rate Mortgage Loan Trust, Series 2004-12, Class 3A1, 5.24%, 09/25/2034 (Callable 10/25/2025) <sup>(f)</sup> | Structured Adjustable Rate Mortgage Loan Trust, Series 2004-12, Class 3A1, 5.24%, 09/25/2034 (Callable 10/25/2025) <sup>(f)</sup> | 290531 | 284408 |
|  Thornburg Mortgage Securities Trust, Series 2003-5, Class 3A, 5.10%, 10/25/2043 (Callable 10/25/2025) <sup>(f)</sup> | Thornburg Mortgage Securities Trust, Series 2003-5, Class 3A, 5.10%, 10/25/2043 (Callable 10/25/2025) <sup>(f)</sup> | 2272022 | 2177013 |
| Towd Point Mortgage Trust | Towd Point Mortgage Trust | Towd Point Mortgage Trust | Towd Point Mortgage Trust |
| &nbsp;&nbsp; Series 2017-6, Class A1, 2.75%, 10/25/2057 (Callable 02/25/2030) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2017-6, Class A1, 2.75%, 10/25/2057 (Callable 02/25/2030) <sup>(a)(f)</sup> | 5959234 | 5866287 |
| &nbsp;&nbsp; Series 2018-1, Class A1, 3.00%, 01/25/2058 (Callable 11/25/2029) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2018-1, Class A1, 3.00%, 01/25/2058 (Callable 11/25/2029) <sup>(a)(f)</sup> | 382229 | 378759 |
| &nbsp;&nbsp; Series 2018-4, Class A1, 3.00%, 06/25/2058 (Callable 11/25/2033) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2018-4, Class A1, 3.00%, 06/25/2058 (Callable 11/25/2033) <sup>(a)(f)</sup> | 9778484 | 9292178 |
| &nbsp;&nbsp; Series 2018-6, Class A1A, 3.75%, 03/25/2058 (Callable 08/25/2030) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2018-6, Class A1A, 3.75%, 03/25/2058 (Callable 08/25/2030) <sup>(a)(f)</sup> | 2728448 | 2709398 |
| &nbsp;&nbsp; Series 2019-1, Class A1, 3.75%, 03/25/2058 (Callable 05/25/2028) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2019-1, Class A1, 3.75%, 03/25/2058 (Callable 05/25/2028) <sup>(a)(f)</sup> | 15771006 | 15362382 |
| &nbsp;&nbsp; Series 2019-4, Class A1, 2.90%, 10/25/2059 (Callable 11/25/2031) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2019-4, Class A1, 2.90%, 10/25/2059 (Callable 11/25/2031) <sup>(a)(f)</sup> | 43954303 | 42239404 |
| &nbsp;&nbsp; Series 2020-2, Class A1A, 1.64%, 04/25/2060 (Callable 12/25/2031) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2020-2, Class A1A, 1.64%, 04/25/2060 (Callable 12/25/2031) <sup>(a)(f)</sup> | 107038301 | 97751219 |
| &nbsp;&nbsp; Series 2020-4, Class A1, 1.75%, 10/25/2060 (Callable 09/25/2030) <sup>(a)</sup> | &nbsp;&nbsp; Series 2020-4, Class A1, 1.75%, 10/25/2060 (Callable 09/25/2030) <sup>(a)</sup> | 49880507 | 45441132 |
| &nbsp;&nbsp; Series 2022-2, Class A1, 3.75%, 07/01/2062 (Callable 09/25/2031) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2022-2, Class A1, 3.75%, 07/01/2062 (Callable 09/25/2031) <sup>(a)(f)</sup> | 125768266 | 119699330 |
| &nbsp;&nbsp; Series 2022-3, Class A1, 3.75%, 08/01/2062 (Callable 09/25/2032) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2022-3, Class A1, 3.75%, 08/01/2062 (Callable 09/25/2032) <sup>(a)(f)</sup> | 122782527 | 117167203 |
| &nbsp;&nbsp; Series 2023-1, Class A1, 3.75%, 01/25/2063 (Callable 11/25/2032) <sup>(a)</sup> | &nbsp;&nbsp; Series 2023-1, Class A1, 3.75%, 01/25/2063 (Callable 11/25/2032) <sup>(a)</sup> | 49083763 | 47614563 |
| &nbsp;&nbsp; Series 2024-1, Class A1, 4.88%, 03/25/2064 (Callable 10/25/2031) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2024-1, Class A1, 4.88%, 03/25/2064 (Callable 10/25/2031) <sup>(a)(f)</sup> | 114990139 | 116824450 |
| &nbsp;&nbsp; Series 2024-2, Class A1A, 4.82%, 12/25/2064 (Callable 09/25/2028) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2024-2, Class A1A, 4.82%, 12/25/2064 (Callable 09/25/2028) <sup>(a)(f)</sup> | 147316894 | 149760925 |
| &nbsp;&nbsp; Series 2024-3, Class A1A, 5.04%, 07/25/2065 (Callable 07/25/2035) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2024-3, Class A1A, 5.04%, 07/25/2065 (Callable 07/25/2035) <sup>(a)(f)</sup> | 69695311 | 70472525 |
| &nbsp;&nbsp; Series 2024-5, Class A1A, 4.56%, 10/25/2064 (Callable 02/25/2033) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2024-5, Class A1A, 4.56%, 10/25/2064 (Callable 02/25/2033) <sup>(a)(f)</sup> | 146660056 | 147667112 |
| &nbsp;&nbsp; Series 2025-1, Class A1A, 4.77%, 06/25/2065 (Callable 06/25/2031) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2025-1, Class A1A, 4.77%, 06/25/2065 (Callable 06/25/2031) <sup>(a)(f)</sup> | 126934143 | 127683118 |
| WaMu Mortgage Pass Through Certificates | WaMu Mortgage Pass Through Certificates | WaMu Mortgage Pass Through Certificates | WaMu Mortgage Pass Through Certificates |
| &nbsp;&nbsp; Series 2004-AR14, Class A1, 5.23%, 01/25/2035 (Callable 10/25/2025) <sup>(f)</sup> | &nbsp;&nbsp; Series 2004-AR14, Class A1, 5.23%, 01/25/2035 (Callable 10/25/2025) <sup>(f)</sup> | 2269462 | 2139239 |
| &nbsp;&nbsp; Series 2004-CB2, Class 3A, 6.00%, 08/25/2034 (Callable 10/25/2025) | &nbsp;&nbsp; Series 2004-CB2, Class 3A, 6.00%, 08/25/2034 (Callable 10/25/2025) | 1605905 | 1647732 |
| &nbsp;&nbsp; Series 2004-CB3, Class 2A, 6.50%, 10/25/2034 (Callable 10/25/2025) | &nbsp;&nbsp; Series 2004-CB3, Class 2A, 6.50%, 10/25/2034 (Callable 10/25/2025) | 767741 | 795084 |
| **TOTAL NON-AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES** (Cost $2,787,000,387) | **TOTAL NON-AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES** (Cost $2,787,000,387) | **TOTAL NON-AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES** (Cost $2,787,000,387) | 2790705995 |
| **NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES - 4.1%** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES - 4.1%** | **Par** | **Value**  |
| BANK-2017 | BANK-2017 | BANK-2017 | BANK-2017 |
| &nbsp;&nbsp; Series 2017-BNK4, Class A3, 3.36%, 05/15/2050 (Callable 04/15/2027) | &nbsp;&nbsp; Series 2017-BNK4, Class A3, 3.36%, 05/15/2050 (Callable 04/15/2027) | 30855622 | 30526050 |
| &nbsp;&nbsp; Series 2017-BNK4, Class A4, 3.63%, 05/15/2050 (Callable 04/15/2027) | &nbsp;&nbsp; Series 2017-BNK4, Class A4, 3.63%, 05/15/2050 (Callable 04/15/2027) | 44885000 | 44390026 |
| &nbsp;&nbsp; Series 2017-BNK5, Class A5, 3.39%, 06/15/2060 (Callable 07/15/2027) | &nbsp;&nbsp; Series 2017-BNK5, Class A5, 3.39%, 06/15/2060 (Callable 07/15/2027) | 22501000 | 22200976 |
| &nbsp;&nbsp; Series 2017-BNK7, Class A4, 3.18%, 09/15/2060 (Callable 09/15/2027) | &nbsp;&nbsp; Series 2017-BNK7, Class A4, 3.18%, 09/15/2060 (Callable 09/15/2027) | 21092428 | 20705665 |
| &nbsp;&nbsp; Series 2017-BNK7, Class A5, 3.44%, 09/15/2060 (Callable 09/15/2027) | &nbsp;&nbsp; Series 2017-BNK7, Class A5, 3.44%, 09/15/2060 (Callable 09/15/2027) | 350000 | 344388 |
| &nbsp;&nbsp; Series 2017-BNK8, Class A4, 3.49%, 11/15/2050 (Callable 11/15/2027) | &nbsp;&nbsp; Series 2017-BNK8, Class A4, 3.49%, 11/15/2050 (Callable 11/15/2027) | 68313000 | 66411269 |
| &nbsp;&nbsp; Series 2017-BNK9, Class A4, 3.54%, 11/15/2054 (Callable 12/15/2029) | &nbsp;&nbsp; Series 2017-BNK9, Class A4, 3.54%, 11/15/2054 (Callable 12/15/2029) | 98103000 | 96194955 |
| BANK-2018 | BANK-2018 | BANK-2018 | BANK-2018 |
| &nbsp;&nbsp; Series 2018-BN10, Class A5, 3.69%, 02/15/2061 (Callable 02/15/2028) | &nbsp;&nbsp; Series 2018-BN10, Class A5, 3.69%, 02/15/2061 (Callable 02/15/2028) | 11050000 | 10906643 |
| &nbsp;&nbsp; Series 2018-BN12, Class A4, 4.26%, 05/15/2061 (Callable 05/15/2028) <sup>(f)</sup> | &nbsp;&nbsp; Series 2018-BN12, Class A4, 4.26%, 05/15/2061 (Callable 05/15/2028) <sup>(f)</sup> | 17442008 | 17386928 |
| &nbsp;&nbsp; Series 2018-BN13, Class A5, 4.22%, 08/15/2061 (Callable 08/15/2028) <sup>(f)</sup> | &nbsp;&nbsp; Series 2018-BN13, Class A5, 4.22%, 08/15/2061 (Callable 08/15/2028) <sup>(f)</sup> | 8565000 | 8537271 |
|  BANK-2019, Series 2019-BN21, Class A5, 2.85%, 10/17/2052 (Callable 10/15/2029) | BANK-2019, Series 2019-BN21, Class A5, 2.85%, 10/17/2052 (Callable 10/15/2029) | 39710000 | 37312004 |
|  BANK-2020, Series 2020-BN29, Class A4, 2.00%, 11/15/2053 (Callable 12/15/2030) | BANK-2020, Series 2020-BN29, Class A4, 2.00%, 11/15/2053 (Callable 12/15/2030) | 67160000 | 58597066 |
|  BANK-2022, Series 2022-BNK44, Class A5, 5.94%, 11/15/2055 (Callable 11/15/2032) <sup>(f)</sup> | BANK-2022, Series 2022-BNK44, Class A5, 5.94%, 11/15/2055 (Callable 11/15/2032) <sup>(f)</sup> | 56200000 | 59487672 |
| BANK5 Trust | BANK5 Trust | BANK5 Trust | BANK5 Trust |
| &nbsp;&nbsp; Series 2023-5YR3, Class A2, 6.26%, 09/15/2056 (Callable 09/15/2028) | &nbsp;&nbsp; Series 2023-5YR3, Class A2, 6.26%, 09/15/2056 (Callable 09/15/2028) | 68810727 | 71790796 |
| &nbsp;&nbsp; Series 2024-5YR7, Class A3, 5.77%, 06/15/2057 (Callable 06/15/2029) | &nbsp;&nbsp; Series 2024-5YR7, Class A3, 5.77%, 06/15/2057 (Callable 06/15/2029) | 121425000 | 126727654 |
| &nbsp;&nbsp; Series 2025-5YR13, Class A2, 5.03%, 01/15/2058 (Callable 02/15/2030) | &nbsp;&nbsp; Series 2025-5YR13, Class A2, 5.03%, 01/15/2058 (Callable 02/15/2030) | 38350000 | 39182107 |
| &nbsp;&nbsp; Series 2025-5YR14, Class A3, 5.65%, 04/15/2058 (Callable 04/15/2030) | &nbsp;&nbsp; Series 2025-5YR14, Class A3, 5.65%, 04/15/2058 (Callable 04/15/2030) | 40030000 | 41875579 |
| &nbsp;&nbsp; Series 2025-5YR17, Class A3, 5.23%, 11/15/2058 (Callable 10/15/2030) | &nbsp;&nbsp; Series 2025-5YR17, Class A3, 5.23%, 11/15/2058 (Callable 10/15/2030) | 98250000 | 101351350 |
|  BBCMS Trust, Series 2025-5C36, Class A2, 5.03%, 08/15/2058 (Callable 07/15/2030) | BBCMS Trust, Series 2025-5C36, Class A2, 5.03%, 08/15/2058 (Callable 07/15/2030) | 35000000 | 35834071 |
| Benchmark Mortgage Trust | Benchmark Mortgage Trust | Benchmark Mortgage Trust | Benchmark Mortgage Trust |
| &nbsp;&nbsp; Series 2018-B6, Class A4, 4.26%, 10/10/2051 (Callable 10/10/2028) | &nbsp;&nbsp; Series 2018-B6, Class A4, 4.26%, 10/10/2051 (Callable 10/10/2028) | 20140000 | 19997884 |
| &nbsp;&nbsp; Series 2018-B8, Class A5, 4.23%, 01/15/2052 (Callable 12/15/2028) | &nbsp;&nbsp; Series 2018-B8, Class A5, 4.23%, 01/15/2052 (Callable 12/15/2028) | 24235000 | 23929351 |
| &nbsp;&nbsp; Series 2019-B14, Class A5, 3.05%, 12/15/2062 (Callable 11/15/2029) | &nbsp;&nbsp; Series 2019-B14, Class A5, 3.05%, 12/15/2062 (Callable 11/15/2029) | 28769000 | 27148529 |
| &nbsp;&nbsp; Series 2020-B20, Class A5, 2.03%, 10/15/2053 (Callable 10/15/2030) | &nbsp;&nbsp; Series 2020-B20, Class A5, 2.03%, 10/15/2053 (Callable 10/15/2030) | 31916000 | 28097867 |
| &nbsp;&nbsp; Series 2020-B21, Class A5, 1.98%, 12/17/2053 (Callable 12/15/2030) | &nbsp;&nbsp; Series 2020-B21, Class A5, 1.98%, 12/17/2053 (Callable 12/15/2030) | 35697743 | 31406696 |
| &nbsp;&nbsp; Series 2021-B24, Class A5, 2.58%, 03/15/2054 (Callable 03/15/2031) | &nbsp;&nbsp; Series 2021-B24, Class A5, 2.58%, 03/15/2054 (Callable 03/15/2031) | 26400000 | 23570237 |
| &nbsp;&nbsp; Series 2021-B31, Class A5, 2.67%, 12/15/2054 (Callable 12/15/2031) | &nbsp;&nbsp; Series 2021-B31, Class A5, 2.67%, 12/15/2054 (Callable 12/15/2031) | 42125000 | 37505610 |
| &nbsp;&nbsp; Series 2023-V3, Class A2, 5.90%, 07/15/2056 (Callable 07/15/2028) | &nbsp;&nbsp; Series 2023-V3, Class A2, 5.90%, 07/15/2056 (Callable 07/15/2028) | 36950000 | 38255432 |
| &nbsp;&nbsp; Series 2024-V10, Class A2, 4.80%, 09/15/2057 (Callable 10/15/2029) | &nbsp;&nbsp; Series 2024-V10, Class A2, 4.80%, 09/15/2057 (Callable 10/15/2029) | 82950000 | 84122100 |
| &nbsp;&nbsp; Series 2024-V11, Class A2, 5.42%, 11/15/2057 (Callable 11/15/2029) | &nbsp;&nbsp; Series 2024-V11, Class A2, 5.42%, 11/15/2057 (Callable 11/15/2029) | 40375000 | 41747625 |
| &nbsp;&nbsp; Series 2025-V13, Class A3, 5.22%, 02/15/2058 (Callable 02/15/2030) | &nbsp;&nbsp; Series 2025-V13, Class A3, 5.22%, 02/15/2058 (Callable 02/15/2030) | 68500000 | 70405088 |
| &nbsp;&nbsp; Series 2025-V16, Class A2, 4.96%, 08/15/2058 (Callable 08/15/2030) | &nbsp;&nbsp; Series 2025-V16, Class A2, 4.96%, 08/15/2058 (Callable 08/15/2030) | 28750000 | 29276441 |
|  BMO Mortgage Trust, Series 2024-5C7, Class A2, 5.09%, 11/15/2057 (Callable 11/15/2029) | BMO Mortgage Trust, Series 2024-5C7, Class A2, 5.09%, 11/15/2057 (Callable 11/15/2029) | 31475000 | 32206416 |
| Cantor Commercial Real Estate Lending LP | Cantor Commercial Real Estate Lending LP | Cantor Commercial Real Estate Lending LP | Cantor Commercial Real Estate Lending LP |
| &nbsp;&nbsp; Series 2019-CF1, Class A5, 3.79%, 05/15/2052 (Callable 05/15/2029) | &nbsp;&nbsp; Series 2019-CF1, Class A5, 3.79%, 05/15/2052 (Callable 05/15/2029) | 3950000 | 3859179 |
| &nbsp;&nbsp; Series 2019-CF3, Class A4, 3.01%, 01/15/2053 (Callable 12/15/2029) | &nbsp;&nbsp; Series 2019-CF3, Class A4, 3.01%, 01/15/2053 (Callable 12/15/2029) | 5651725 | 5281797 |
|  CCUBS Commercial Mortgage Trust, Series 2017-C1, Class A4, 3.54%, 11/15/2050 (Callable 12/15/2027) <sup>(f)</sup> | CCUBS Commercial Mortgage Trust, Series 2017-C1, Class A4, 3.54%, 11/15/2050 (Callable 12/15/2027) <sup>(f)</sup> | 9000279 | 8738901 |
| CFCRE Commercial Mortgage Trust | CFCRE Commercial Mortgage Trust | CFCRE Commercial Mortgage Trust | CFCRE Commercial Mortgage Trust |
| &nbsp;&nbsp; Series 2016-C3, Class A3, 3.87%, 01/10/2048 (Callable 01/10/2026) | &nbsp;&nbsp; Series 2016-C3, Class A3, 3.87%, 01/10/2048 (Callable 01/10/2026) | 16013282 | 15974385 |
| &nbsp;&nbsp; Series 2016-C4, Class A4, 3.28%, 05/10/2058 (Callable 11/10/2026) | &nbsp;&nbsp; Series 2016-C4, Class A4, 3.28%, 05/10/2058 (Callable 11/10/2026) | 36850980 | 36684163 |
| Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust |
| &nbsp;&nbsp; Series 2015-GC35, Class A4, 3.82%, 11/10/2048 (Callable 10/10/2027) | &nbsp;&nbsp; Series 2015-GC35, Class A4, 3.82%, 11/10/2048 (Callable 10/10/2027) | 51927894 | 51583425 |
| &nbsp;&nbsp; Series 2017-P7, Class A4, 3.71%, 04/14/2050 (Callable 04/14/2027) | &nbsp;&nbsp; Series 2017-P7, Class A4, 3.71%, 04/14/2050 (Callable 04/14/2027) | 12275000 | 12112788 |
| &nbsp;&nbsp; Series 2017-P8, Class A4, 3.47%, 09/15/2050 (Callable 09/15/2027) | &nbsp;&nbsp; Series 2017-P8, Class A4, 3.47%, 09/15/2050 (Callable 09/15/2027) | 22000000 | 21429452 |
| &nbsp;&nbsp; Series 2019-C7, Class A4, 3.10%, 12/15/2072 (Callable 12/15/2029) | &nbsp;&nbsp; Series 2019-C7, Class A4, 3.10%, 12/15/2072 (Callable 12/15/2029) | 23480000 | 22261827 |
| Citigroup/Deutsche Bank Commercial Mortgage Trust | Citigroup/Deutsche Bank Commercial Mortgage Trust | Citigroup/Deutsche Bank Commercial Mortgage Trust | Citigroup/Deutsche Bank Commercial Mortgage Trust |
| &nbsp;&nbsp; Series 2016-C3, Class ASB, 2.76%, 08/10/2049 (Callable 08/10/2026) | &nbsp;&nbsp; Series 2016-C3, Class ASB, 2.76%, 08/10/2049 (Callable 08/10/2026) | 1682805 | 1675151 |
| &nbsp;&nbsp; Series 2016-CD1, Class A4, 2.72%, 08/10/2049 (Callable 08/10/2027) | &nbsp;&nbsp; Series 2016-CD1, Class A4, 2.72%, 08/10/2049 (Callable 08/10/2027) | 49411454 | 48173895 |
| &nbsp;&nbsp; Series 2017-C6, Class A5, 3.33%, 06/10/2050 (Callable 04/10/2028) | &nbsp;&nbsp; Series 2017-C6, Class A5, 3.33%, 06/10/2050 (Callable 04/10/2028) | 23800000 | 23369815 |
| &nbsp;&nbsp; Series 2017-CD3, Class A4, 3.63%, 02/10/2050 (Callable 08/10/2027) | &nbsp;&nbsp; Series 2017-CD3, Class A4, 3.63%, 02/10/2050 (Callable 08/10/2027) | 7200000 | 6989111 |
| &nbsp;&nbsp; Series 2018-CD7, Class A4, 4.28%, 08/15/2051 (Callable 08/15/2028) | &nbsp;&nbsp; Series 2018-CD7, Class A4, 4.28%, 08/15/2051 (Callable 08/15/2028) | 7400000 | 7346682 |
| Computershare Corporate Trust | Computershare Corporate Trust | Computershare Corporate Trust | Computershare Corporate Trust |
| &nbsp;&nbsp; Series 2016-C34, Class A4, 3.10%, 06/15/2049 (Callable 05/15/2026) | &nbsp;&nbsp; Series 2016-C34, Class A4, 3.10%, 06/15/2049 (Callable 05/15/2026) | 10250000 | 10134516 |
| &nbsp;&nbsp; Series 2016-C35, Class A4, 2.93%, 07/15/2048 (Callable 07/15/2026) | &nbsp;&nbsp; Series 2016-C35, Class A4, 2.93%, 07/15/2048 (Callable 07/15/2026) | 25670000 | 25338723 |
| &nbsp;&nbsp; Series 2017-C42, Class A4, 3.59%, 12/15/2050 (Callable 12/15/2027) | &nbsp;&nbsp; Series 2017-C42, Class A4, 3.59%, 12/15/2050 (Callable 12/15/2027) | 7315000 | 7179675 |
| &nbsp;&nbsp; Series 2017-RC1, Class A4, 3.63%, 01/15/2060 (Callable 03/15/2027) | &nbsp;&nbsp; Series 2017-RC1, Class A4, 3.63%, 01/15/2060 (Callable 03/15/2027) | 14349000 | 14223891 |
| &nbsp;&nbsp; Series 2019-C50, Class ASB, 3.64%, 05/15/2052 (Callable 05/15/2029) | &nbsp;&nbsp; Series 2019-C50, Class ASB, 3.64%, 05/15/2052 (Callable 05/15/2029) | 14778157 | 14660054 |
| &nbsp;&nbsp; Series 2019-C51, Class A4, 3.31%, 06/15/2052 (Callable 06/15/2029) | &nbsp;&nbsp; Series 2019-C51, Class A4, 3.31%, 06/15/2052 (Callable 06/15/2029) | 22581000 | 21367140 |
| &nbsp;&nbsp; Series 2019-C52, Class A5, 2.89%, 08/15/2052 (Callable 08/15/2029) | &nbsp;&nbsp; Series 2019-C52, Class A5, 2.89%, 08/15/2052 (Callable 08/15/2029) | 10000000 | 9416746 |
| &nbsp;&nbsp; Series 2019-C54, Class A4, 3.15%, 12/15/2052 (Callable 11/15/2029) | &nbsp;&nbsp; Series 2019-C54, Class A4, 3.15%, 12/15/2052 (Callable 11/15/2029) | 30610609 | 29086724 |
| CSAIL Commercial Mortgage Trust | CSAIL Commercial Mortgage Trust | CSAIL Commercial Mortgage Trust | CSAIL Commercial Mortgage Trust |
| &nbsp;&nbsp; Series 2016-C7, Class A5, 3.50%, 11/15/2049 (Callable 11/15/2026) | &nbsp;&nbsp; Series 2016-C7, Class A5, 3.50%, 11/15/2049 (Callable 11/15/2026) | 5000000 | 4951379 |
| &nbsp;&nbsp; Series 2018-CX11, Class A4, 3.77%, 04/15/2051 (Callable 04/15/2028) | &nbsp;&nbsp; Series 2018-CX11, Class A4, 3.77%, 04/15/2051 (Callable 04/15/2028) | 8220218 | 8138064 |
| &nbsp;&nbsp; Series 2018-CX11, Class A5, 4.03%, 04/15/2051 (Callable 04/15/2028) <sup>(f)</sup> | &nbsp;&nbsp; Series 2018-CX11, Class A5, 4.03%, 04/15/2051 (Callable 04/15/2028) <sup>(f)</sup> | 22023039 | 21852257 |
| &nbsp;&nbsp; Series 2018-CX12, Class A4, 4.22%, 08/15/2051 (Callable 08/15/2028) <sup>(f)</sup> | &nbsp;&nbsp; Series 2018-CX12, Class A4, 4.22%, 08/15/2051 (Callable 08/15/2028) <sup>(f)</sup> | 18608000 | 18509713 |
| &nbsp;&nbsp; Series 2019-C16, Class A3, 3.33%, 06/15/2052 (Callable 06/15/2029) | &nbsp;&nbsp; Series 2019-C16, Class A3, 3.33%, 06/15/2052 (Callable 06/15/2029) | 33939000 | 32745460 |
| &nbsp;&nbsp; Series 2019-C17, Class A5, 3.02%, 09/15/2052 (Callable 09/15/2029) | &nbsp;&nbsp; Series 2019-C17, Class A5, 3.02%, 09/15/2052 (Callable 09/15/2029) | 16475000 | 15468989 |
| &nbsp;&nbsp; Series 2020-C19, Class A3, 2.56%, 03/15/2053 (Callable 03/15/2030) | &nbsp;&nbsp; Series 2020-C19, Class A3, 2.56%, 03/15/2053 (Callable 03/15/2030) | 9500000 | 8619909 |
|  DBGS Mortgage Trust, Series 2018-C1, Class A4, 4.47%, 10/15/2051 (Callable 10/15/2028) | DBGS Mortgage Trust, Series 2018-C1, Class A4, 4.47%, 10/15/2051 (Callable 10/15/2028) | 19875000 | 19818994 |
| GS Mortgage Securities Corp. II | GS Mortgage Securities Corp. II | GS Mortgage Securities Corp. II | GS Mortgage Securities Corp. II |
| &nbsp;&nbsp; Series 2015-GS1, Class A3, 3.73%, 11/10/2048 (Callable 11/10/2025) | &nbsp;&nbsp; Series 2015-GS1, Class A3, 3.73%, 11/10/2048 (Callable 11/10/2025) | 3410425 | 3404143 |
| &nbsp;&nbsp; Series 2017-GS8, Class A4, 3.47%, 11/10/2050 (Callable 11/10/2027) | &nbsp;&nbsp; Series 2017-GS8, Class A4, 3.47%, 11/10/2050 (Callable 11/10/2027) | 23655000 | 23229901 |
|  JP Morgan Chase Commercial Mortgage Securities, Series 2017-JP7, Class A5, 3.45%, 09/15/2050 (Callable 04/15/2028) | JP Morgan Chase Commercial Mortgage Securities, Series 2017-JP7, Class A5, 3.45%, 09/15/2050 (Callable 04/15/2028) | 10500000 | 10306855 |
| JPMDB Commercial Mortgage Securities Trust | JPMDB Commercial Mortgage Securities Trust | JPMDB Commercial Mortgage Securities Trust | JPMDB Commercial Mortgage Securities Trust |
| &nbsp;&nbsp; Series 2016-C2, Class A4, 3.14%, 06/15/2049 (Callable 05/15/2026) | &nbsp;&nbsp; Series 2016-C2, Class A4, 3.14%, 06/15/2049 (Callable 05/15/2026) | 19890000 | 19661384 |
| &nbsp;&nbsp; Series 2017-C5, Class A5, 3.69%, 03/15/2050 (Callable 08/15/2027) | &nbsp;&nbsp; Series 2017-C5, Class A5, 3.69%, 03/15/2050 (Callable 08/15/2027) | 24380000 | 24019924 |
| &nbsp;&nbsp; Series 2017-C7, Class A5, 3.41%, 10/15/2050 (Callable 11/15/2027) | &nbsp;&nbsp; Series 2017-C7, Class A5, 3.41%, 10/15/2050 (Callable 11/15/2027) | 17170000 | 16789994 |
|  Morgan Stanley ABS Capital I, Inc., Series 2021-L7, Class A5, 2.57%, 10/15/2054 (Callable 10/15/2031) | Morgan Stanley ABS Capital I, Inc., Series 2021-L7, Class A5, 2.57%, 10/15/2054 (Callable 10/15/2031) | 7295000 | 6470426 |
| Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust |
| &nbsp;&nbsp; Series 2016-C30, Class A5, 2.86%, 09/15/2049 (Callable 10/15/2026) | &nbsp;&nbsp; Series 2016-C30, Class A5, 2.86%, 09/15/2049 (Callable 10/15/2026) | 25444000 | 25015200 |
| &nbsp;&nbsp; Series 2016-C31, Class A5, 3.10%, 11/15/2049 (Callable 11/15/2026) | &nbsp;&nbsp; Series 2016-C31, Class A5, 3.10%, 11/15/2049 (Callable 11/15/2026) | 6025000 | 5936191 |
| &nbsp;&nbsp; Series 2017-C34, Class A4, 3.54%, 11/15/2052 (Callable 10/15/2027) | &nbsp;&nbsp; Series 2017-C34, Class A4, 3.54%, 11/15/2052 (Callable 10/15/2027) | 41287079 | 40626952 |
| &nbsp;&nbsp; Series 2025-5C1, Class A2, 4.91%, 03/15/2058 (Callable 03/15/2030) | &nbsp;&nbsp; Series 2025-5C1, Class A2, 4.91%, 03/15/2058 (Callable 03/15/2030) | 34075000 | 34665121 |
|  Morgan Stanley Capital I Trust 2014-MP, Series 2015-UBS8, Class A4, 3.81%, 12/15/2048 (Callable 12/15/2025) | Morgan Stanley Capital I Trust 2014-MP, Series 2015-UBS8, Class A4, 3.81%, 12/15/2048 (Callable 12/15/2025) | 61001599 | 60824450 |
| Morgan Stanley Capital I, Inc. | Morgan Stanley Capital I, Inc. | Morgan Stanley Capital I, Inc. | Morgan Stanley Capital I, Inc. |
| &nbsp;&nbsp; Series 2016-UB12, Class A4, 3.60%, 12/15/2049 (Callable 11/15/2026) | &nbsp;&nbsp; Series 2016-UB12, Class A4, 3.60%, 12/15/2049 (Callable 11/15/2026) | 8500000 | 8386387 |
| &nbsp;&nbsp; Series 2018-H3, Class A5, 4.18%, 07/15/2051 (Callable 07/15/2028) | &nbsp;&nbsp; Series 2018-H3, Class A5, 4.18%, 07/15/2051 (Callable 07/15/2028) | 22101510 | 21959315 |
| &nbsp;&nbsp; Series 2018-H4, Class A3, 4.04%, 12/15/2051 (Callable 01/15/2029) | &nbsp;&nbsp; Series 2018-H4, Class A3, 4.04%, 12/15/2051 (Callable 01/15/2029) | 8829018 | 8719305 |
| &nbsp;&nbsp; Series 2018-H4, Class A4, 4.31%, 12/15/2051 (Callable 01/15/2029) | &nbsp;&nbsp; Series 2018-H4, Class A4, 4.31%, 12/15/2051 (Callable 01/15/2029) | 7750000 | 7667218 |
| UBS Commercial Mortgage Trust | UBS Commercial Mortgage Trust | UBS Commercial Mortgage Trust | UBS Commercial Mortgage Trust |
| &nbsp;&nbsp; Series 2017-C2, Class A4, 3.49%, 08/15/2050 (Callable 08/15/2027) | &nbsp;&nbsp; Series 2017-C2, Class A4, 3.49%, 08/15/2050 (Callable 08/15/2027) | 3500000 | 3443600 |
| &nbsp;&nbsp; Series 2018-C11, Class A5, 4.24%, 06/15/2051 (Callable 07/15/2028) <sup>(f)</sup> | &nbsp;&nbsp; Series 2018-C11, Class A5, 4.24%, 06/15/2051 (Callable 07/15/2028) <sup>(f)</sup> | 16652859 | 16573267 |
| &nbsp;&nbsp; Series 2019-C17, Class A4, 2.92%, 10/15/2052 (Callable 10/15/2029) | &nbsp;&nbsp; Series 2019-C17, Class A4, 2.92%, 10/15/2052 (Callable 10/15/2029) | 71060966 | 66918822 |
| &nbsp;&nbsp; Series 2019-C18, Class A4, 3.04%, 12/15/2052 (Callable 12/15/2029) | &nbsp;&nbsp; Series 2019-C18, Class A4, 3.04%, 12/15/2052 (Callable 12/15/2029) | 6480000 | 6044777 |
| **TOTAL NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $2,347,964,272) | **TOTAL NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $2,347,964,272) | **TOTAL NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $2,347,964,272) | 2315087783 |
| **ASSET-BACKED SECURITIES - 2.3%** | **ASSET-BACKED SECURITIES - 2.3%** | **Par** | **Value**  |
| Financial Holding Corp. | Financial Holding Corp. | Financial Holding Corp. | Financial Holding Corp. |
| &nbsp;&nbsp; Series 2024-F, Class A, 4.75%, 08/15/2029 <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-F, Class A, 4.75%, 08/15/2029 <sup>(a)</sup> | 35175000 | 35602872 |
| &nbsp;&nbsp; Series 2025-B, Class A, 4.85%, 02/15/2030 <sup>(a)</sup> | &nbsp;&nbsp; Series 2025-B, Class A, 4.85%, 02/15/2030 <sup>(a)</sup> | 26025000 | 26450459 |
| First National Master Note Trust | First National Master Note Trust | First National Master Note Trust | First National Master Note Trust |
| &nbsp;&nbsp; Series 2023-2, Class A, 5.77%, 09/15/2029 | &nbsp;&nbsp; Series 2023-2, Class A, 5.77%, 09/15/2029 | 22975000 | 23356226 |
| &nbsp;&nbsp; Series 2024-1, Class A, 5.34%, 05/15/2030 | &nbsp;&nbsp; Series 2024-1, Class A, 5.34%, 05/15/2030 | 41875000 | 42767616 |
|  Ford Credit Auto Owner Trust, Series 2023-1, Class A, 4.85%, 08/15/2035 (Callable 02/15/2028) <sup>(a)</sup> | Ford Credit Auto Owner Trust, Series 2023-1, Class A, 4.85%, 08/15/2035 (Callable 02/15/2028) <sup>(a)</sup> | 139364000 | 141820318 |
|  Ford Credit Auto Receivables Six LLC, Series 2025-1, Class A, 4.86%, 08/15/2037 (Callable 02/15/2030) <sup>(a)(e)</sup> | Ford Credit Auto Receivables Six LLC, Series 2025-1, Class A, 4.86%, 08/15/2037 (Callable 02/15/2030) <sup>(a)(e)</sup> | 78350000 | 80382164 |
|  Ford Credit Floorplan LLC, Series 2024-3, Class A1, 4.30%, 09/15/2029 <sup>(a)</sup> | Ford Credit Floorplan LLC, Series 2024-3, Class A1, 4.30%, 09/15/2029 <sup>(a)</sup> | 75800000 | 76137939 |
| General Motors Co. | General Motors Co. | General Motors Co. | General Motors Co. |
| &nbsp;&nbsp; Series 2023-2, Class A, 5.34%, 06/15/2030 <sup>(a)</sup> | &nbsp;&nbsp; Series 2023-2, Class A, 5.34%, 06/15/2030 <sup>(a)</sup> | 25000000 | 25810503 |
| &nbsp;&nbsp; Series 2024-1A, Class A1, 5.13%, 03/15/2029 <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-1A, Class A1, 5.13%, 03/15/2029 <sup>(a)</sup> | 8000000 | 8124409 |
| &nbsp;&nbsp; Series 2024-4A, Class A1, 4.73%, 11/15/2029 <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-4A, Class A1, 4.73%, 11/15/2029 <sup>(a)</sup> | 56274000 | 57066518 |
| GM Financial Revolving Receivables Trust | GM Financial Revolving Receivables Trust | GM Financial Revolving Receivables Trust | GM Financial Revolving Receivables Trust |
| &nbsp;&nbsp; Series 2022-1, Class A, 5.91%, 10/11/2035 (Callable 11/11/2027) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-1, Class A, 5.91%, 10/11/2035 (Callable 11/11/2027) <sup>(a)</sup> | 64950000 | 67329008 |
| &nbsp;&nbsp; Series 2024-1, Class A, 4.98%, 12/11/2036 (Callable 03/11/2029) <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-1, Class A, 4.98%, 12/11/2036 (Callable 03/11/2029) <sup>(a)</sup> | 11752000 | 12059936 |
| Navient Student Loan Trust | Navient Student Loan Trust | Navient Student Loan Trust | Navient Student Loan Trust |
| &nbsp;&nbsp; Series 2021-GA, Class A, 1.58%, 04/15/2070 (Callable 06/15/2030) <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-GA, Class A, 1.58%, 04/15/2070 (Callable 06/15/2030) <sup>(a)</sup> | 11085515 | 10019120 |
| &nbsp;&nbsp; Series 2022-A, Class A, 2.23%, 07/15/2070 (Callable 08/15/2030) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-A, Class A, 2.23%, 07/15/2070 (Callable 08/15/2030) <sup>(a)</sup> | 17021950 | 15537877 |
| &nbsp;&nbsp; Series 2022-BA, Class A, 4.16%, 10/15/2070 (Callable 11/15/2030) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-BA, Class A, 4.16%, 10/15/2070 (Callable 11/15/2030) <sup>(a)</sup> | 40515903 | 39929541 |
| &nbsp;&nbsp; Series 2023-A, Class A, 5.51%, 10/15/2071 (Callable 08/15/2033) <sup>(a)</sup> | &nbsp;&nbsp; Series 2023-A, Class A, 5.51%, 10/15/2071 (Callable 08/15/2033) <sup>(a)</sup> | 46121619 | 47245571 |
| &nbsp;&nbsp; Series 2025-B, Class A, 4.72%, 09/15/2055 <sup>(a)</sup> | &nbsp;&nbsp; Series 2025-B, Class A, 4.72%, 09/15/2055 <sup>(a)</sup> | 134675000 | 134374971 |
|  Nelnet Student Loan Trust, Series 2021-A, Class APT1, 1.36%, 04/20/2062 (Callable 09/20/2029) <sup>(a)</sup> | Nelnet Student Loan Trust, Series 2021-A, Class APT1, 1.36%, 04/20/2062 (Callable 09/20/2029) <sup>(a)</sup> | 18631511 | 17587056 |
|  SBA Depositor LLC, 1.84%, 04/15/2027 (Callable 04/15/2026) <sup>(a)</sup> | SBA Depositor LLC, 1.84%, 04/15/2027 (Callable 04/15/2026) <sup>(a)</sup> | 94050000 | 89829986 |
|  SMB Private Education Loan Trust, Series 2024-D, Class A1A, 5.38%, 07/15/2053 <sup>(a)</sup> | SMB Private Education Loan Trust, Series 2024-D, Class A1A, 5.38%, 07/15/2053 <sup>(a)</sup> | 107874177 | 110655993 |
| Synchrony Bank | Synchrony Bank | Synchrony Bank | Synchrony Bank |
| &nbsp;&nbsp; Series 2024-A1, Class A, 5.04%, 03/15/2030 | &nbsp;&nbsp; Series 2024-A1, Class A, 5.04%, 03/15/2030 | 14625000 | 14840959 |
| &nbsp;&nbsp; Series 2025-A2, Class A, 4.49%, 05/15/2031 | &nbsp;&nbsp; Series 2025-A2, Class A, 4.49%, 05/15/2031 | 16525000 | 16723069 |
|  Towd Point Asset Trust, Series 2021-SL1, Class A1, 1.05%, 11/20/2061 <sup>(a)</sup> | Towd Point Asset Trust, Series 2021-SL1, Class A1, 1.05%, 11/20/2061 <sup>(a)</sup> | 4003287 | 3886542 |
| Towd Point Mortgage Trust | Towd Point Mortgage Trust | Towd Point Mortgage Trust | Towd Point Mortgage Trust |
| &nbsp;&nbsp; Series 2020-MH1, Class A1, 2.25%, 02/25/2060 (Callable 10/25/2025) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2020-MH1, Class A1, 2.25%, 02/25/2060 (Callable 10/25/2025) <sup>(a)(f)</sup> | 5240545 | 5137010 |
| &nbsp;&nbsp; Series 2020-MH1, Class A1A, 2.18%, 02/25/2060 (Callable 10/25/2025) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2020-MH1, Class A1A, 2.18%, 02/25/2060 (Callable 10/25/2025) <sup>(a)(f)</sup> | 8221104 | 8055280 |
|  Toyota Auto Loan Extended Note Trust, Series 2022-1A, Class A, 3.82%, 04/25/2035 (Callable 04/25/2027) <sup>(a)</sup> | Toyota Auto Loan Extended Note Trust, Series 2022-1A, Class A, 3.82%, 04/25/2035 (Callable 04/25/2027) <sup>(a)</sup> | 25625000 | 25557727 |
| Verizon Master Trust | Verizon Master Trust | Verizon Master Trust | Verizon Master Trust |
| &nbsp;&nbsp; Series 2024-5, Class A, 5.00%, 06/21/2032 (Callable 06/20/2029) <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-5, Class A, 5.00%, 06/21/2032 (Callable 06/20/2029) <sup>(a)</sup> | 56365000 | 58088394 |
| &nbsp;&nbsp; Series 2024-8, Class A1A, 4.62%, 11/20/2030 (Callable 11/20/2027) | &nbsp;&nbsp; Series 2024-8, Class A1A, 4.62%, 11/20/2030 (Callable 11/20/2027) | 79775000 | 80793495 |
| **TOTAL ASSET-BACKED SECURITIES** (Cost $1,261,876,474) | **TOTAL ASSET-BACKED SECURITIES** (Cost $1,261,876,474) | **TOTAL ASSET-BACKED SECURITIES** (Cost $1,261,876,474) | 1275170559 |
| **AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES - 0.9%** | **AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES - 0.9%** | **Par** | **Value**  |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp; Series K071, Class A2, 3.29%, 11/25/2027 (Callable 11/25/2027) | &nbsp;&nbsp; Series K071, Class A2, 3.29%, 11/25/2027 (Callable 11/25/2027) | 25854000 | 25516965 |
| &nbsp;&nbsp; Series K072, Class A2, 3.44%, 12/25/2027 (Callable 12/25/2027) | &nbsp;&nbsp; Series K072, Class A2, 3.44%, 12/25/2027 (Callable 12/25/2027) | 6050000 | 5988675 |
| &nbsp;&nbsp; Series K073, Class A2, 3.35%, 01/25/2028 (Callable 01/25/2028) | &nbsp;&nbsp; Series K073, Class A2, 3.35%, 01/25/2028 (Callable 01/25/2028) | 1350000 | 1333502 |
| &nbsp;&nbsp; Series K074, Class A2, 3.60%, 01/25/2028 (Callable 01/25/2028) | &nbsp;&nbsp; Series K074, Class A2, 3.60%, 01/25/2028 (Callable 01/25/2028) | 21922000 | 21764276 |
| &nbsp;&nbsp; Series K076, Class A2, 3.90%, 04/25/2028 (Callable 04/25/2028) | &nbsp;&nbsp; Series K076, Class A2, 3.90%, 04/25/2028 (Callable 04/25/2028) | 70395000 | 70385278 |
| &nbsp;&nbsp; Series K077, Class A2, 3.85%, 05/25/2028 (Callable 05/25/2028) <sup>(f)</sup> | &nbsp;&nbsp; Series K077, Class A2, 3.85%, 05/25/2028 (Callable 05/25/2028) <sup>(f)</sup> | 41215000 | 41133728 |
| &nbsp;&nbsp; Series K078, Class A2, 3.85%, 06/25/2028 (Callable 06/25/2028) | &nbsp;&nbsp; Series K078, Class A2, 3.85%, 06/25/2028 (Callable 06/25/2028) | 26488633 | 26438999 |
| &nbsp;&nbsp; Series K080, Class A2, 3.93%, 07/25/2028 (Callable 07/25/2028) <sup>(f)</sup> | &nbsp;&nbsp; Series K080, Class A2, 3.93%, 07/25/2028 (Callable 07/25/2028) <sup>(f)</sup> | 14950000 | 14946103 |
| &nbsp;&nbsp; Series K082, Class A2, 3.92%, 09/25/2028 (Callable 09/25/2028) <sup>(f)</sup> | &nbsp;&nbsp; Series K082, Class A2, 3.92%, 09/25/2028 (Callable 09/25/2028) <sup>(f)</sup> | 56545000 | 56525034 |
| &nbsp;&nbsp; Series K083, Class A2, 4.05%, 09/25/2028 (Callable 09/25/2028) <sup>(f)</sup> | &nbsp;&nbsp; Series K083, Class A2, 4.05%, 09/25/2028 (Callable 09/25/2028) <sup>(f)</sup> | 1375000 | 1379434 |
| &nbsp;&nbsp; Series K-1510, Class A2, 3.72%, 01/25/2031 (Callable 01/25/2031) | &nbsp;&nbsp; Series K-1510, Class A2, 3.72%, 01/25/2031 (Callable 01/25/2031) | 39850000 | 39024954 |
| &nbsp;&nbsp; Series K156, Class A3, 3.70%, 06/25/2033 (Callable 06/25/2033) <sup>(f)</sup> | &nbsp;&nbsp; Series K156, Class A3, 3.70%, 06/25/2033 (Callable 06/25/2033) <sup>(f)</sup> | 11088000 | 10597746 |
| &nbsp;&nbsp; Series K752, Class A2, 4.28%, 07/25/2030 (Callable 07/25/2030) | &nbsp;&nbsp; Series K752, Class A2, 4.28%, 07/25/2030 (Callable 07/25/2030) | 90775000 | 91482727 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| &nbsp;&nbsp; Series 2020-M47, Class A2, 1.25%, 10/25/2032 <sup>(f)</sup> | &nbsp;&nbsp; Series 2020-M47, Class A2, 1.25%, 10/25/2032 <sup>(f)</sup> | 66288000 | 57588290 |
| &nbsp;&nbsp; Series 2022-M10, Class A2, 1.99%, 01/25/2032 <sup>(f)</sup> | &nbsp;&nbsp; Series 2022-M10, Class A2, 1.99%, 01/25/2032 <sup>(f)</sup> | 16975000 | 14838202 |
| **TOTAL AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $484,014,034) | **TOTAL AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $484,014,034) | **TOTAL AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $484,014,034) | 478943913 |
| **MUNICIPAL BONDS - 0.5%** | **MUNICIPAL BONDS - 0.5%** | **Par** | **Value**  |
|  Atlanta Independent School System, 5.56%, 03/01/2026 | Atlanta Independent School System, 5.56%, 03/01/2026 | 4465000 | 4491277 |
| California Community Choice Financing Authority | California Community Choice Financing Authority | California Community Choice Financing Authority | California Community Choice Financing Authority |
| &nbsp;&nbsp; 5.95%, 08/01/2029 | &nbsp;&nbsp; 5.95%, 08/01/2029 | 3155000 | 3225829 |
| &nbsp;&nbsp; 6.13%, 04/01/2030 | &nbsp;&nbsp; 6.13%, 04/01/2030 | 5000000 | 5190772 |
|  California Qualified School Bond Joint Powers Authority, 7.16%, 03/01/2027 | California Qualified School Bond Joint Powers Authority, 7.16%, 03/01/2027 | 2265000 | 2325437 |
| Colorado Housing and Finance Authority | Colorado Housing and Finance Authority | Colorado Housing and Finance Authority | Colorado Housing and Finance Authority |
| &nbsp;&nbsp; 6.50%, 11/01/2053 (Callable 05/01/2032) | &nbsp;&nbsp; 6.50%, 11/01/2053 (Callable 05/01/2032) | 26085000 | 27887346 |
| &nbsp;&nbsp; 6.25%, 11/01/2055 (Callable 05/01/2033) | &nbsp;&nbsp; 6.25%, 11/01/2055 (Callable 05/01/2033) | 15430000 | 16473270 |
| Dallas Fort Worth International Airport | Dallas Fort Worth International Airport | Dallas Fort Worth International Airport | Dallas Fort Worth International Airport |
| &nbsp;&nbsp; 2.25%, 11/01/2031 (Callable 11/01/2030) | &nbsp;&nbsp; 2.25%, 11/01/2031 (Callable 11/01/2030) | 2500000 | 2255751 |
| &nbsp;&nbsp; 2.42%, 11/01/2032 (Callable 11/01/2030) | &nbsp;&nbsp; 2.42%, 11/01/2032 (Callable 11/01/2030) | 5000000 | 4455764 |
| &nbsp;&nbsp; 2.52%, 11/01/2033 (Callable 11/01/2030) | &nbsp;&nbsp; 2.52%, 11/01/2033 (Callable 11/01/2030) | 1220000 | 1071111 |
|  Idaho Housing & Finance Association, 6.50%, 01/01/2065 (Callable 07/01/2032) | Idaho Housing & Finance Association, 6.50%, 01/01/2065 (Callable 07/01/2032) | 14850000 | 15965462 |
|  Kentucky Housing Corp., 3.50%, 01/01/2040 (Callable 11/01/2025) | Kentucky Housing Corp., 3.50%, 01/01/2040 (Callable 11/01/2025) | 370000 | 367859 |
|  Maine State Housing Authority, 2.60%, 11/15/2046 (Callable 11/15/2030) | Maine State Housing Authority, 2.60%, 11/15/2046 (Callable 11/15/2030) | 10000000 | 6926558 |
|  Maryland Economic Development Corp., 4.00%, 04/01/2034 (Callable 01/01/2034) | Maryland Economic Development Corp., 4.00%, 04/01/2034 (Callable 01/01/2034) | 18005000 | 13178414 |
| Massachusetts Educational Financing Authority | Massachusetts Educational Financing Authority | Massachusetts Educational Financing Authority | Massachusetts Educational Financing Authority |
| &nbsp;&nbsp; 3.85%, 05/25/2033 | &nbsp;&nbsp; 3.85%, 05/25/2033 | 6213546 | 6158055 |
| &nbsp;&nbsp; 6.07%, 07/01/2033 | &nbsp;&nbsp; 6.07%, 07/01/2033 | 7855000 | 8242666 |
| Minnesota Housing Finance Agency | Minnesota Housing Finance Agency | Minnesota Housing Finance Agency | Minnesota Housing Finance Agency |
| &nbsp;&nbsp; 2.73%, 08/01/2046 (Callable 11/01/2025) | &nbsp;&nbsp; 2.73%, 08/01/2046 (Callable 11/01/2025) | 1733115 | 1497027 |
| &nbsp;&nbsp; 3.20%, 06/01/2047 (Callable 07/01/2026) | &nbsp;&nbsp; 3.20%, 06/01/2047 (Callable 07/01/2026) | 3580359 | 3245909 |
| &nbsp;&nbsp; 3.00%, 10/01/2047 (Callable 01/01/2027) | &nbsp;&nbsp; 3.00%, 10/01/2047 (Callable 01/01/2027) | 4513812 | 4030083 |
| New Hampshire Business Finance Authority | New Hampshire Business Finance Authority | New Hampshire Business Finance Authority | New Hampshire Business Finance Authority |
| &nbsp;&nbsp; 3.25%, 04/01/2028 (Callable 01/01/2028) | &nbsp;&nbsp; 3.25%, 04/01/2028 (Callable 01/01/2028) | 45000000 | 21214724 |
| &nbsp;&nbsp; 3.30%, 04/01/2032 (Callable 01/01/2032) | &nbsp;&nbsp; 3.30%, 04/01/2032 (Callable 01/01/2032) | 35000000 | 24517595 |
| &nbsp;&nbsp; 2.87%, 07/01/2035 (Callable 01/01/2035) | &nbsp;&nbsp; 2.87%, 07/01/2035 (Callable 01/01/2035) | 16960000 | 12032725 |
|  New Hampshire Health and Education Facilities Authority Act, 5.04%, 11/01/2034 | New Hampshire Health and Education Facilities Authority Act, 5.04%, 11/01/2034 | 7000000 | 7014507 |
|  New Jersey Higher Education Student Assistance Authority, 3.50%, 12/01/2039 (Callable 12/01/2028) <sup>(g)</sup> | New Jersey Higher Education Student Assistance Authority, 3.50%, 12/01/2039 (Callable 12/01/2028) <sup>(g)</sup> | 6465000 | 6274655 |
|  New York State Dormitory Authority, 2.22%, 07/01/2035 | New York State Dormitory Authority, 2.22%, 07/01/2035 | 15000000 | 12618591 |
|  North Carolina Housing Finance Agency, 6.50%, 01/01/2055 (Callable 07/01/2032) | North Carolina Housing Finance Agency, 6.50%, 01/01/2055 (Callable 07/01/2032) | 12035000 | 12661145 |
|  State Public School Building Authority, 2.97%, 04/01/2027 | State Public School Building Authority, 2.97%, 04/01/2027 | 5550000 | 5466342 |
|  Texas Private Activity Bond Surface Transportation Corp., 3.92%, 12/31/2049 | Texas Private Activity Bond Surface Transportation Corp., 3.92%, 12/31/2049 | 8800000 | 7063970 |
|  West Contra Costa Unified School District, 6.25%, 08/01/2030 | West Contra Costa Unified School District, 6.25%, 08/01/2030 | 1785000 | 1947057 |
|  Western Michigan University Homer Stryker MD School of Medicine, 4.75%, 11/15/2028 | Western Michigan University Homer Stryker MD School of Medicine, 4.75%, 11/15/2028 | 11640000 | 11893288 |
|  Westvaco Corp., 7.67%, 01/15/2027 <sup>(a)</sup> | Westvaco Corp., 7.67%, 01/15/2027 <sup>(a)</sup> | 8000000 | 8231176 |
| **TOTAL MUNICIPAL BONDS** (Cost $307,577,387) | **TOTAL MUNICIPAL BONDS** (Cost $307,577,387) | **TOTAL MUNICIPAL BONDS** (Cost $307,577,387) | 257924365 |
| **OTHER GOVERNMENT RELATED SECURITIES - 0.2%** | **OTHER GOVERNMENT RELATED SECURITIES - 0.2%** | **Par** | **Value**  |
| Electricite de France SA | Electricite de France SA | Electricite de France SA | Electricite de France SA |
| &nbsp;&nbsp; 5.65%, 04/22/2029 (Callable 03/22/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.65%, 04/22/2029 (Callable 03/22/2029) <sup>(a)</sup> | 22000000 | 22941579 |
| &nbsp;&nbsp; 5.95%, 04/22/2034 (Callable 01/22/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.95%, 04/22/2034 (Callable 01/22/2034) <sup>(a)</sup> | 12000000 | 12763799 |
|  Freeport Indonesia PT, 5.32%, 04/14/2032 (Callable 01/01/2032) <sup>(a)</sup> | Freeport Indonesia PT, 5.32%, 04/14/2032 (Callable 01/01/2032) <sup>(a)</sup> | 15000000 | 15179535 |
| NBN Co. Ltd. | NBN Co. Ltd. | NBN Co. Ltd. | NBN Co. Ltd. |
| &nbsp;&nbsp; 2.63%, 05/05/2031 (Callable 02/05/2031) <sup>(a)</sup> | &nbsp;&nbsp; 2.63%, 05/05/2031 (Callable 02/05/2031) <sup>(a)</sup> | 18875000 | 17224108 |
| &nbsp;&nbsp; 2.50%, 01/08/2032 (Callable 10/08/2031) <sup>(a)</sup> | &nbsp;&nbsp; 2.50%, 01/08/2032 (Callable 10/08/2031) <sup>(a)</sup> | 46650000 | 41437152 |
| Petroleos Mexicanos | Petroleos Mexicanos | Petroleos Mexicanos | Petroleos Mexicanos |
| &nbsp;&nbsp; 5.95%, 01/28/2031 (Callable 10/28/2030) | &nbsp;&nbsp; 5.95%, 01/28/2031 (Callable 10/28/2030) | 558000 | 540484 |
| &nbsp;&nbsp; 6.70%, 02/16/2032 (Callable 11/16/2031) | &nbsp;&nbsp; 6.70%, 02/16/2032 (Callable 11/16/2031) | 1020000 | 1010823 |
| &nbsp;&nbsp; 6.35%, 02/12/2048 | &nbsp;&nbsp; 6.35%, 02/12/2048 | 8500000 | 6750330 |
| **TOTAL OTHER GOVERNMENT RELATED SECURITIES** (Cost $123,643,853) | **TOTAL OTHER GOVERNMENT RELATED SECURITIES** (Cost $123,643,853) | **TOTAL OTHER GOVERNMENT RELATED SECURITIES** (Cost $123,643,853) | 117847810 |
| **SHORT-TERM INVESTMENTS** | **SHORT-TERM INVESTMENTS** | **SHORT-TERM INVESTMENTS** | **SHORT-TERM INVESTMENTS** |
| **MONEY MARKET FUNDS - 2.8%** | **MONEY MARKET FUNDS - 2.8%** | **Shares** | **Value**  |
| First American Government Obligations Fund - Class U, 4.07%<sup>(h)</sup> | First American Government Obligations Fund - Class U, 4.07%<sup>(h)</sup> | 1568806913 | 1568806913 |
| **TOTAL MONEY MARKET FUNDS** (Cost $1,568,806,913) | **TOTAL MONEY MARKET FUNDS** (Cost $1,568,806,913) | **TOTAL MONEY MARKET FUNDS** (Cost $1,568,806,913) | 1568806913 |
| **TOTAL INVESTMENTS - 101.1% (**Cost $58,250,609,040**)** | **TOTAL INVESTMENTS - 101.1% (**Cost $58,250,609,040**)** | **TOTAL INVESTMENTS - 101.1% (**Cost $58,250,609,040**)** | 56652377226 |
| Liabilities in Excess of Other Assets - (1.1)% | Liabilities in Excess of Other Assets - (1.1)% | Liabilities in Excess of Other Assets - (1.1)% | (643861350) |
| **TOTAL NET ASSETS - 100.0%** | 0.0% | 0.0% | $56008515876 |
| two | two | two | –% |
| Par amount is in USD unless otherwise indicated. | Par amount is in USD unless otherwise indicated. | Par amount is in USD unless otherwise indicated. |  |
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | –% |

---

---

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

---

(a) Security is exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may only be resold in transactions exempt from registration to qualified
 institutional investors. As of September 30, 2025, the value of these securities total $10,978,057,904 or 19.6% of the Fund's net assets.

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

(c) Issuer is currently in default.

(d) Coupon rate may be variable or floating based on components other than reference rate and spread. These securities may not indicate a reference rate and/or spread in their description. The rate
 disclosed is as of September 30, 2025.

(e) Step coupon bond. The rate disclosed is as of September 30, 2025.

(f) Coupon rate is variable based on the weighted average coupon of the underlying collateral. To the extent the weighted average coupon of the underlying assets which comprise the collateral
 increases or decreases, the coupon rate of this security will increase or decrease correspondingly. The rate disclosed is as of September 30, 2025.

(g) Security subject to the Alternative Minimum Tax ("AMT"). As of September 30, 2025, the total value of securities subject to the AMT was $6,274,655 or 0.0% of net assets.

(h) The rate shown represents the 7-day annualized yield as of September 30, 2025.

------

#### <br>

#### Summary of Fair Value Disclosure as of September 30, 2025 (Unaudited)
Baird Aggregate Bond Fund (the "Fund") has adopted fair value accounting standards which establish a definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value, a discussion of changes in valuation techniques and related inputs during the period, and expanded disclosure of valuation levels for major security types. These inputs are summarized in the three broad levels listed below. The inputs or valuation methodology used for valuing securities are not an indication of the risk associated with investing in those securities.

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

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

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

The following is a summary of the fair valuation hierarchy of the Fund's securities as of September 30, 2025:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **<u>Level 1</u>** | **<u>Level 2</u>** | **<u>Level 3</u>** | **<u>Total</u>** |
| <u>Investments:</u> |  |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds | $– | $20299521057 | $– | $20299521057 |
|  &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Securities | – | 16605755836 | – | 16605755836 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Agency Residential Mortgage-Backed Securities | – | 10942612995 | – | 10942612995 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Non-Agency Residential Mortgage-Backed Securities | – | 2790705995 | – | 2790705995 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Non-Agency Commercial Mortgage-Backed Securities | – | 2315087783 | – | 2315087783 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Asset-Backed Securities | – | 1275170559 | – | 1275170559 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Agency Commercial Mortgage-Backed Securities | – | 478943913 | – | 478943913 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Municipal Bonds | – | 257924365 | – | 257924365 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Other Government Related Securities | – | 117847810 | – | 117847810 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 1568806913 | – | – | 1568806913 |
| Total Investments | $1568806913 | $55083570313 | $– | $56652377226 |
| Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. |

---

Changes in valuation techniques may result in transfers into or out of assigned levels within the fair value hierarchy. There were no transfers into or out of Level 3 during the reporting period, as compared to the security classifications from the prior year's core financial statements.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 4147653614

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

- **a. Name of Series:** Baird Aggregate Bond Fund

- **b. EDGAR series identifier (if any):** S000000753

- **c. LEI of Series:** 549300NWEXVVDQ3ROW37

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $56300164005.18

**Total Liabilities:** $311969952.08

**Net Assets:** $55988194053.10

**Delayed Delivery Securities:** $265380144.12

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 176880.885229000000 | **1-Year:** 2240416.754337000000 | **5-Year:** 6431126.661746000000 | **10-Year:** 11783743.107342000000 | **30-Year:** 11271145.649054000000

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

- **3-Month:** 1232.301394000000 | **1-Year:** 16269.588768000000 | **5-Year:** 47733.692439000000 | **10-Year:** 44385.913203000000 | **30-Year:** 28296.887341000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000002163 | -0.15%               | 1.15%                | 1.13%                |
| Class ID C000002164 | -0.17%               | 1.18%                | 1.07%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1609809.82             | $-278674397.29                             |
| Month 2  | $10018167.91             | $418658189.52                              |
| Month 3  | $-5867895.12             | $431702181.63                              |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                           | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00084DAL4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   42935000 | PA      | $42997211.10   | 0.08%             | 2026-04-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING        | Corebridge Global Funding                                                       | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10266044.10   | 0.02%             | 2029-06-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | AbbVie Inc                                                                      | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   26098000 | PA      | $25690865.72   | 0.05%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   10000000 | PA      | $9208934.80    | 0.02%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   30000000 | PA      | $31082722.80   | 0.06%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC        | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   12595000 | PA      | $12689301.28   | 0.02%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-3                                                    | CUSIP: 04285AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5728490 | PA      | $5490204.10    | 0.01%             | 2048-10-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2020-1                                                    | CUSIP: 04285CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4244819 | PA      | $4076377.73    | 0.01%             | 2055-03-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP        | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AV8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   12000000 | PA      | $12449820.12   | 0.02%             | 2036-06-18      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                      | CUSIP: 05366DAA6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6951616.36    | 0.01%             | 2030-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                      | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   12125000 | PA      | $12113897.38   | 0.02%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    6500000 | PA      | $6668258.29    | 0.01%             | 2030-01-09      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4815987.05    | 0.01%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4440850.65    | 0.01%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $16057663.36   | 0.03%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   32576000 | PA      | $28997402.61   | 0.05%             | 2037-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2018-BNK12                                                                 | CUSIP: 06541KBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17442008 | PA      | $17386927.88   | 0.03%             | 2061-05-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO          | Becton Dickinson & Co                                                           | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14056296.00   | 0.03%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   25550000 | PA      | $23647258.03   | 0.04%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    9825000 | PA      | $10194246.98   | 0.02%             | 2034-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $17281467.42   | 0.03%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                | Cigna Group/The                                                                 | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4771201.15    | 0.01%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                       | CSX Corp                                                                        | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $7604894.07    | 0.01%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7669179.20    | 0.01%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8843409.90    | 0.02%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS       | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   11750000 | PA      | $12215175.69   | 0.02%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO        | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10665444.00   | 0.02%             | 2043-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                                    | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    8622000 | PA      | $6737515.84    | 0.01%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                | Concentrix Corp                                                                 | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   62000000 | PA      | $64895161.92   | 0.12%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO            | Consumers Energy Co                                                             | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    9400000 | PA      | $6984427.95    | 0.01%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CORNING INC                    | Corning Inc                                                                     | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $7455168.99    | 0.01%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 225313AK1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    8000000 | PA      | $7879874.80    | 0.01%             | 2033-01-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | Credit Suisse First Boston Mortgage Securities Corp                             | CUSIP: 22541QZW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1733883 | PA      | $1678220.11    | 0.00%             | 2033-11-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| DIGNITY HEALTH                 | Dignity Health                                                                  | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    2921000 | PA      | $2641961.98    | 0.00%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART        | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    8317000 | PA      | $9750902.78    | 0.02%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3550000 | PA      | $3505030.13    | 0.01%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   16950000 | PA      | $17502222.19   | 0.03%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC        | Essential Utilities Inc                                                         | CUSIP: 29670GAK8<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10048866.50   | 0.02%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC       | Evergy Missouri West Inc                                                        | CUSIP: 30037EAB9<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |   13700000 | PA      | $14137977.49   | 0.03%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                          | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10425750.60   | 0.02%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TELEDYNE FLIR LLC              | Teledyne FLIR LLC                                                               | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6404709.22    | 0.01%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9VX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4239150 | PA      | $4039344.14    | 0.01%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJFJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      43088 | PA      | $45457.17      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31292K2X4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     237325 | PA      | $238036.12     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31292SAN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6716400 | PA      | $6186210.73    | 0.01%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3131Y3W44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6734277 | PA      | $6635677.27    | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132A5GA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22718054 | PA      | $20530371.45   | 0.04%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132A5HH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14888094 | PA      | $14703278.11   | 0.03%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132CXHP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20965136 | PA      | $18869618.11   | 0.03%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DMUD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27346772 | PA      | $24226972.74   | 0.04%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCRV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11376097 | PA      | $10659131.43   | 0.02%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133D3PP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19997924 | PA      | $17537058.96   | 0.03%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KK2G3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   34740866 | PA      | $29840985.97   | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KPQ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   78706474 | PA      | $78886588.75   | 0.14%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KYUN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   37961631 | PA      | $31751607.46   | 0.06%             | 2040-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31371LDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4550111 | PA      | $4612380.76    | 0.01%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F4D41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21922000 | PA      | $21764275.59   | 0.04%             | 2028-01-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138A2BE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2211166 | PA      | $2110371.45    | 0.00%             | 2040-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138ASR53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     506282 | PA      | $492508.04     | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EKMT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11821702 | PA      | $10879271.11   | 0.02%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EPBJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2958928 | PA      | $3026271.02    | 0.01%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EQVQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8939494 | PA      | $8694450.17    | 0.02%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138ETYR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17568016 | PA      | $16567285.73   | 0.03%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WFPR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1528820 | PA      | $1471436.89    | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WJMU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11102435 | PA      | $10067718.26   | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138XYCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2980489 | PA      | $2902483.18    | 0.01%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138YGXC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8674417 | PA      | $8154981.18    | 0.01%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140EVTB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3888353 | PA      | $3526009.19    | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXGW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16261547 | PA      | $16263501.77   | 0.03%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXHH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18729926 | PA      | $17856592.23   | 0.03%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140GQ3C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4055837 | PA      | $3788196.09    | 0.01%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J7UL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3284489 | PA      | $3265032.77    | 0.01%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JBSP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8594875 | PA      | $8111985.58    | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QB5H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10062606 | PA      | $9574095.34    | 0.02%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W1X57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24402356 | PA      | $24785877.35   | 0.04%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X6BM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15449825 | PA      | $15046159.40   | 0.03%             | 2034-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X6JR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26595213 | PA      | $25809498.75   | 0.05%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XHMQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12719075 | PA      | $12464452.89   | 0.02%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XJG31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23019924 | PA      | $22434137.23   | 0.04%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418CRD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7581089 | PA      | $7286645.89    | 0.01%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   37793208 | PA      | $30755709.73   | 0.05%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS         | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $10055318.60   | 0.02%             | 2030-08-26      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TR         | Fells Point Funding Trust                                                       | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28100000 | PA      | $27644732.51   | 0.05%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV        | Fidelity National Information Services Inc                                      | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $5360318.95    | 0.01%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV        | Fidelity National Information Services Inc                                      | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $5021574.24    | 0.01%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                      | Orange SA                                                                       | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   29519000 | PA      | $35864366.46   | 0.06%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae I Pool                                                               | CUSIP: 36176W7E5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4210852 | PA      | $3950844.29    | 0.01%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179MNH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   71967735 | PA      | $68307103.40   | 0.12%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179NNB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   32816437 | PA      | $31707753.09   | 0.06%             | 2043-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179NQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3543363 | PA      | $3422190.67    | 0.01%             | 2043-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21498144 | PA      | $20016788.55   | 0.04%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179RLQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2398026 | PA      | $2297268.01    | 0.00%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179RXF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3992657 | PA      | $3957193.90    | 0.01%             | 2046-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ACN55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16486724 | PA      | $16884423.66   | 0.03%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15452808.90   | 0.03%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272BC1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4515133.86    | 0.01%             | 2051-04-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272BH0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4111658.58    | 0.01%             | 2051-09-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                 | Aon Global Ltd                                                                  | CUSIP: 00185AAC8<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    1274000 | PA      | $1104939.82    | 0.00%             | 2043-05-24      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272BL1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $21122000.00   | 0.04%             | 2033-05-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   17950000 | PA      | $18656010.30   | 0.03%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   89350000 | PA      | $87471193.77   | 0.16%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS CAPITAL I        | Goldman Sachs Capital I                                                         | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |    1553000 | PA      | $1659222.06    | 0.00%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| ALLEGION PLC                   | Allegion plc                                                                    | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |   21494000 | PA      | $20790621.32   | 0.04%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA       | Americold Realty Operating Partnership LP                                       | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |   21626000 | PA      | $21887840.26   | 0.04%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC          | Aon North America Inc                                                           | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10600000 | PA      | $10675057.22   | 0.02%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO        | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4978009.05    | 0.01%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATLANTA GA INDEP SCH SYS COPS  | Atlanta Independent School System                                               | CUSIP: 04778CAF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4465000 | PA      | $4491276.53    | 0.01%             | 2026-03-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                      | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   31000000 | PA      | $32315735.79   | 0.06%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   11325000 | PA      | $11051154.48   | 0.02%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   14230000 | PA      | $14160814.17   | 0.03%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   60000000 | PA      | $55601197.80   | 0.10%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4435012.95    | 0.01%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP               | HF Sinclair Corp                                                                | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   13875000 | PA      | $14360984.50   | 0.03%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP               | HF Sinclair Corp                                                                | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5082420.25    | 0.01%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR17                                                                | CUSIP: 06211GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   98250000 | PA      | $101351349.68  | 0.18%             | 2058-11-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $10314632.50   | 0.02%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAH0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   40000000 | PA      | $40914675.60   | 0.07%             | 2027-06-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK9                                                                  | CUSIP: 06540RAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   98103000 | PA      | $96194955.51   | 0.17%             | 2054-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6154742.58    | 0.01%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   37085000 | PA      | $33613805.06   | 0.06%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   23200000 | PA      | $21899373.90   | 0.04%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   24600000 | PA      | $25374990.53   | 0.05%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK5                                                                  | CUSIP: 06541WAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22501000 | PA      | $22200976.17   | 0.04%             | 2060-06-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK7                                                                  | CUSIP: 06541XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21092428 | PA      | $20705664.62   | 0.04%             | 2060-09-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC             | Harbour Energy PLC                                                              | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $5134576.40    | 0.01%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP       | Health Care Service Corp A Mutual Legal Reserve Co                              | CUSIP: 42218SAF5<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    6125000 | PA      | $5537549.78    | 0.01%             | 2030-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL         | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675FBB2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   12000000 | PA      | $12494612.88   | 0.02%             | 2028-07-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   32225000 | PA      | $35653859.55   | 0.06%             | 2034-09-13      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   60000000 | PA      | $60866205.60   | 0.11%             | 2035-09-10      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659T2B6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   14000000 | PA      | $12548951.80   | 0.02%             | 2035-08-12      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2023-RPL1                                       | CUSIP: 10569GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   73086689 | PA      | $72879598.33   | 0.13%             | 2063-05-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   18078000 | PA      | $18084694.83   | 0.03%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   14000000 | PA      | $12788814.78   | 0.02%             | 2032-05-28      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19117582 | PA      | $17789952.17   | 0.03%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC              | Healthpeak OP LLC                                                               | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4113247.48    | 0.01%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HENNEMAN TRUST                 | Henneman Trust                                                                  | CUSIP: 425911AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8800000 | PA      | $9385415.51    | 0.02%             | 2055-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO       | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   18525000 | PA      | $16573837.70   | 0.03%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2006-A7                                                | CUSIP: 46629DAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     163726 | PA      | $131347.08     | 0.00%             | 2037-01-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J5SS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14964235 | PA      | $14110230.72   | 0.03%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QCAK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8281129 | PA      | $7870314.27    | 0.01%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QD5S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   83443961 | PA      | $71687262.59   | 0.13%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QDTW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32652196 | PA      | $28768527.38   | 0.05%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QEAH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29212071 | PA      | $24881531.83   | 0.04%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X6PB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31365929 | PA      | $28237882.65   | 0.05%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XBJL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   64171583 | PA      | $55361949.16   | 0.10%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XDRR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   48567530 | PA      | $39813654.13   | 0.07%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XGDP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32658148 | PA      | $28306745.09   | 0.05%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31416WYL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9590059 | PA      | $9368727.40    | 0.02%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $31658244.60   | 0.06%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3065523.60    | 0.01%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417SBL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51158 | PA      | $51391.51      | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417YFM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     216060 | PA      | $216528.05     | 0.00%             | 2029-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP          | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                        | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12606028.20   | 0.02%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC        | Jefferies Financial Group Inc                                                   | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $21263930.40   | 0.04%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SUNTORY GLBL SPIRITS INC       | Suntory Global Spirits Inc                                                      | CUSIP: 349631AG6<br>LEI: EWRDABCN7XBHM37LIA98 | Long             | DBT              | CORP              | US        |   21270000 | PA      | $22414328.55   | 0.04%             | 2028-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13405552 | PA      | $12480430.90   | 0.02%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL       | Johnson Controls International plc                                              | CUSIP: 478375AH1<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     892000 | PA      | $972527.08     | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL       | Johnson Controls International plc                                              | CUSIP: 478375AU2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    4400000 | PA      | $3809385.71    | 0.01%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                      | Kellanova                                                                       | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $18130210.20   | 0.03%             | 2030-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                    | Kemper Corp                                                                     | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7363858.72    | 0.01%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK DE MEXICO       | Kimberly-Clark de Mexico SAB de CV                                              | CUSIP: 494386AD7<br>LEI: 549300JGHL56QT00KT54 | Long             | DBT              | CORP              | MX        |   19321000 | PA      | $17542598.56   | 0.03%             | 2031-07-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2252925.34    | 0.00%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   14008000 | PA      | $15751556.29   | 0.03%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   11975000 | PA      | $11958135.49   | 0.02%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC       | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   34215000 | PA      | $31349493.75   | 0.06%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC       | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4825000.00    | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| General Motors                 | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886CW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25000000 | PA      | $25810502.50   | 0.05%             | 2030-06-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   17286000 | PA      | $16560386.96   | 0.03%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                 | Microsoft Corp                                                                  | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    3125000 | PA      | $2119457.28    | 0.00%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO          | MidAmerican Energy Co                                                           | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    9850000 | PA      | $10370968.57   | 0.02%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    8250000 | PA      | $8604009.23    | 0.02%             | 2029-03-09      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO           | Kraft Heinz Foods Co                                                            | CUSIP: 42307TAH1<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1625586.58    | 0.00%             | 2039-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HORIZON MUTUAL HOLDINGS        | Horizon Mutual Holdings Inc                                                     | CUSIP: 43990FAA6<br>LEI: 254900R6BWV4LUXBN549 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14663898.00   | 0.03%             | 2034-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15451868.55   | 0.03%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   13725000 | PA      | $13886561.64   | 0.02%             | 2031-07-08      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC          | Mohawk Industries Inc                                                           | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |   13300000 | PA      | $13895654.20   | 0.02%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2015-UBS8                                        | CUSIP: 61691ABL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   61001599 | PA      | $60824450.35   | 0.11%             | 2048-12-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2021-L7                                          | CUSIP: 61772TBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7295000 | PA      | $6470425.72    | 0.01%             | 2054-10-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                     | Humana Inc                                                                      | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   22000000 | PA      | $22412688.32   | 0.04%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   22550000 | PA      | $22000651.11   | 0.04%             | 2026-09-17      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                   | KBC Group NV                                                                    | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   18375000 | PA      | $18690717.78   | 0.03%             | 2030-10-16      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $6929439.68    | 0.01%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                       | LKQ Corp                                                                        | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12403210.92   | 0.02%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4840246.00    | 0.01%             | 2031-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA INS CO         | Mutual of Omaha Insurance Co                                                    | CUSIP: 628312AE0<br>LEI: P2LER0UPV1DKOU8RO042 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $9806518.17    | 0.02%             | 2064-01-16      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   10000000 | PA      | $8895015.90    | 0.02%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   11500000 | PA      | $11792573.23   | 0.02%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   30000000 | PA      | $30534216.90   | 0.05%             | 2028-11-26      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE FINANCIAL SER       | Nationwide Financial Services Inc                                               | CUSIP: 638612AM3<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7699264.10    | 0.01%             | 2049-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2021-G                                | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11085515 | PA      | $10019119.55   | 0.02%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2018-H4                                          | CUSIP: 61691RAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7750000 | PA      | $7667218.38    | 0.01%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   13000000 | PA      | $13077755.34   | 0.02%             | 2027-03-02      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust   | Navient Refinance Loan Trust 2025-B                                             | CUSIP: 63943NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  134675000 | PA      | $134374971.04  | 0.24%             | 2055-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2022-NQM2                                   | CUSIP: 64831MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28649931 | PA      | $27199264.56   | 0.05%             | 2062-03-27      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2024-NQM2                                   | CUSIP: 64832BAC9<br>LEI: 213800Z6O4V4V96AU133 | Long             | ABS-MBS          | CORP              | US        |   47472151 | PA      | $47540074.46   | 0.08%             | 2064-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE        | New York Life Insurance Co                                                      | CUSIP: 64952GAQ1<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $12711936.64   | 0.02%             | 2069-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2017-2                                      | CUSIP: 64829KBV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3319349 | PA      | $3225230.65    | 0.01%             | 2057-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2017-4                                      | CUSIP: 64829NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7039746 | PA      | $6783155.11    | 0.01%             | 2057-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE        | New York Life Insurance Co                                                      | CUSIP: 64952GAF5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   12026000 | PA      | $13694140.41   | 0.02%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                    | Revvity Inc                                                                     | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $8495424.24    | 0.02%             | 2051-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG       | New York Life Global Funding                                                    | CUSIP: 64952WFG3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   12050000 | PA      | $12391943.21   | 0.02%             | 2029-06-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVENUES | New York State Dormitory Authority                                              | CUSIP: 64990GA51<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   15000000 | PA      | $12618591.00   | 0.02%             | 2035-07-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY          | Reckitt Benckiser Treasury Services PLC                                         | CUSIP: 75625QAE9<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |   84730000 | PA      | $83253335.73   | 0.15%             | 2027-06-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP             | Regal Rexnord Corp                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   31017000 | PA      | $32084982.31   | 0.06%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| RELIANCE INC                   | Reliance Inc                                                                    | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8975453.20    | 0.02%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN       | Rogers Communications Inc                                                       | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   16560000 | PA      | $15883140.14   | 0.03%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   35000000 | PA      | $35085235.85   | 0.06%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC             | Smith & Nephew PLC                                                              | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |   27625000 | PA      | $24694853.82   | 0.04%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                    | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   11700000 | PA      | $11865318.19   | 0.02%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                    | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    5779000 | PA      | $5613779.37    | 0.01%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE        | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 65480CAG0<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   26800000 | PA      | $26768242.00   | 0.05%             | 2027-09-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC            | Nomura Holdings Inc                                                             | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    2000000 | PA      | $1887524.82    | 0.00%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NOVA SE UNIVERSITY INC         | Nova Southeastern University Inc                                                | CUSIP: 669857AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7200000 | PA      | $6168387.24    | 0.01%             | 2053-04-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL             | nVent Finance Sarl                                                              | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |   32634000 | PA      | $32752726.73   | 0.06%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL             | nVent Finance Sarl                                                              | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    5000000 | PA      | $5220705.35    | 0.01%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2024-HYB2 Trust                                                             | CUSIP: 67118RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   34377469 | PA      | $33845790.88   | 0.06%             | 2053-04-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC             | Smith & Nephew PLC                                                              | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $15486747.60   | 0.03%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC           | Smithfield Foods Inc                                                            | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9136200.10    | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM15 Trust                                                            | CUSIP: 67122CAC9<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |   41471567 | PA      | $41633882.95   | 0.07%             | 2065-07-27      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM18 Trust                                                            | CUSIP: 673918AC2<br>LEI: 254900JLM1WC0WGYCA96 | Long             | ABS-MBS          | CORP              | US        |  163225000 | PA      | $163386262.37  | 0.29%             | 2065-09-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBB7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   12000000 | PA      | $8957995.20    | 0.02%             | 2041-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBW1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   13000000 | PA      | $13392373.28   | 0.02%             | 2030-01-19      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2024-HYB1 Trust                                                             | CUSIP: 67448MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   29621223 | PA      | $29145096.94   | 0.05%             | 2053-03-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   28703000 | PA      | $32239066.09   | 0.06%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    7000000 | PA      | $7354613.07    | 0.01%             | 2035-01-19      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   27000000 | PA      | $27291999.87   | 0.05%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   20000000 | PA      | $20573159.20   | 0.04%             | 2031-05-22      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   32250000 | PA      | $32166461.54   | 0.06%             | 2036-10-03      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP           | Southern Copper Corp                                                            | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5916110.00    | 0.01%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS        | Spectra Energy Partners LP                                                      | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $10278381.36   | 0.02%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   58151000 | PA      | $61795148.72   | 0.11%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   20400000 | PA      | $20698226.78   | 0.04%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC             | Steel Dynamics Inc                                                              | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6613075.49    | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP          | Stifel Financial Corp                                                           | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |   51140000 | PA      | $50076713.48   | 0.09%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                    | Swedbank AB                                                                     | CUSIP: 87020PAY3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   29950000 | PA      | $30996311.34   | 0.06%             | 2029-03-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   23023000 | PA      | $22874701.03   | 0.04%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    5550000 | PA      | $5542107.62    | 0.01%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2561634.60    | 0.00%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    5875000 | PA      | $6089626.73    | 0.01%             | 2030-08-02      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10189658.30   | 0.02%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   26225000 | PA      | $25711828.15   | 0.05%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $19560545.46   | 0.03%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION              | Sysco Corp                                                                      | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   12455000 | PA      | $13841033.63   | 0.02%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL          | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $6768561.60    | 0.01%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                                              | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26025000 | PA      | $26450459.30   | 0.05%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PENN MUTUAL LIFE INS CO        | Penn Mutual Life Insurance Co/The                                               | CUSIP: 707567AE3<br>LEI: BIYXEJSLUQ3IWFUXX074 | Long             | DBT              | CORP              | US        |   17038000 | PA      | $11389904.87   | 0.02%             | 2061-04-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP           | Targa Resources Corp                                                            | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   22200000 | PA      | $23608797.35   | 0.04%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   10760000 | PA      | $9799949.22    | 0.02%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   29050000 | PA      | $24937153.29   | 0.04%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC          | Time Warner Cable LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     893000 | PA      | $928953.72     | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2018-1                                                | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     382229 | PA      | $378758.66     | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2018-6                                                | CUSIP: 89176LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2728448 | PA      | $2709398.45    | 0.00%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2020-MH1                                              | CUSIP: 89178YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5240545 | PA      | $5137009.78    | 0.01%             | 2060-02-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2020-4                                                | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   49880507 | PA      | $45441131.68   | 0.08%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2199000 | PA      | $2106639.41    | 0.00%             | 2029-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24065000 | PA      | $24780170.41   | 0.04%             | 2028-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2024-1                                                | CUSIP: 89182NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  114990139 | PA      | $116824449.80  | 0.21%             | 2064-03-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| TRUSTAGE FINANCIAL GROUP       | Trustage Financial Group Inc                                                    | CUSIP: 89787EAA9<br>LEI: 549300X7YNHNZXTI6F10 | Long             | DBT              | CORP              | US        |   12205000 | PA      | $11692201.19   | 0.02%             | 2032-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20565595.00   | 0.04%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS            | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1020000 | PA      | $1010823.06    | 0.00%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                    | Phillips 66                                                                     | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $10712468.52   | 0.02%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                 | Phillips 66 Co                                                                  | CUSIP: 718547AF9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6956917.17    | 0.01%             | 2026-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                | Tyson Foods Inc                                                                 | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9227083.70    | 0.02%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1129850000 | PA      | $1145253030.38 | 2.05%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE       | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9655223.40    | 0.02%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                    | Prologis LP                                                                     | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   19425000 | PA      | $19593243.03   | 0.03%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN INC            | Rio Tinto Alcan Inc                                                             | CUSIP: 013716AW5<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |     446000 | PA      | $477026.93     | 0.00%             | 2035-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC            | Quanta Services Inc                                                             | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    8275000 | PA      | $7725085.37    | 0.01%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC          | RPM International Inc                                                           | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    8050000 | PA      | $7265164.12    | 0.01%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31292SAQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2014340 | PA      | $1855114.23    | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 312938K51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5183733 | PA      | $5213644.02    | 0.01%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC            | Elevance Health Inc                                                             | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    8650000 | PA      | $7213895.86    | 0.01%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | CCUBS Commercial Mortgage Trust 2017-C1                                         | CUSIP: 12508GAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9000279 | PA      | $8738901.00    | 0.02%             | 2050-11-15      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC         | UnitedHealth Group Inc                                                          | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    8275000 | PA      | $7295262.51    | 0.01%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED          | Vale Overseas Ltd                                                               | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   42450000 | PA      | $45332737.05   | 0.08%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                | Cigna Group/The                                                                 | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   13034000 | PA      | $12030445.61   | 0.02%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2018-CX11 Commercial Mortgage Trust                                       | CUSIP: 12652UAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8220218 | PA      | $8138063.54    | 0.01%             | 2051-04-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   26105000 | PA      | $26061010.20   | 0.05%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5407793.46    | 0.01%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 31329KXX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23550222 | PA      | $22677370.27   | 0.04%             | 2038-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DQY42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   42667648 | PA      | $43291110.54   | 0.08%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST         | Commonwealth Bank of Australia                                                  | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   41000000 | PA      | $37090485.18   | 0.07%             | 2031-03-11      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 225313AM7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    6800000 | PA      | $6415394.45    | 0.01%             | 2030-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   34221000 | PA      | $36076801.07   | 0.06%             | 2029-10-03      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                | Danske Bank A/S                                                                 | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   15000000 | PA      | $15078436.05   | 0.03%             | 2030-10-02      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   20979000 | PA      | $24378241.64   | 0.04%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | Enel Finance International NV                                                   | CUSIP: 29278GBH0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   17350000 | PA      | $17096994.15   | 0.03%             | 2035-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVLT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   62185992 | PA      | $51485968.26   | 0.09%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132HLM34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4668967 | PA      | $4302358.82    | 0.01%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL        | Raymond James Financial Inc                                                     | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    9700000 | PA      | $9840352.11    | 0.02%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| RTX CORP                       | RTX Corp                                                                        | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    9175000 | PA      | $7857418.53    | 0.01%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP             | Valero Energy Corp                                                              | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   14150000 | PA      | $13622975.33   | 0.02%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                 | Var Energi ASA                                                                  | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   23850000 | PA      | $24055014.84   | 0.04%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JANA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     787765 | PA      | $736628.25     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JARW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16553403 | PA      | $15218911.52   | 0.03%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   37323000 | PA      | $35596492.88   | 0.06%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7232558.90    | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JB2X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   70128265 | PA      | $61893521.49   | 0.11%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QFNW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   53173383 | PA      | $48022020.76   | 0.09%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QV3X0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38983751 | PA      | $40311053.01   | 0.07%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XBFX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30587838 | PA      | $26279525.82   | 0.05%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XBYH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21466145 | PA      | $18518924.86   | 0.03%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XCTA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5816103 | PA      | $5769059.02    | 0.01%             | 2039-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XD6P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  108449401 | PA      | $93154805.76   | 0.17%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XFGA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   37108225 | PA      | $31821847.62   | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC              | Imperial Fund Mortgage Trust 2022-NQM3                                          | CUSIP: 45276KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5178162 | PA      | $5159550.47    | 0.01%             | 2067-05-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                   | ING Groep NV                                                                    | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    6000000 | PA      | $6233118.00    | 0.01%             | 2035-03-19      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10002485.10   | 0.02%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC                       | MSCI Inc                                                                        | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   11186000 | PA      | $10676578.04   | 0.02%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSCI INC                       | MSCI Inc                                                                        | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   16031000 | PA      | $15359948.59   | 0.03%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD       | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    6115000 | PA      | $6439809.05    | 0.01%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP        | Manulife Financial Corp                                                         | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    5150000 | PA      | $5140518.70    | 0.01%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP        | Marathon Petroleum Corp                                                         | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   14200000 | PA      | $14594498.44   | 0.03%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $21980829.00   | 0.04%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T | Morgan Stanley Mortgage Loan Trust 2004-7AR                                     | CUSIP: 61748HCE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     433973 | PA      | $429045.25     | 0.00%             | 2034-09-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL         | Mutual of Omaha Cos Global Funding                                              | CUSIP: 62829D2D1<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12203141.16   | 0.02%             | 2027-04-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                      | Mylan Inc                                                                       | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |   17505000 | PA      | $17436735.23   | 0.03%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                     | CUSIP: 632525AS0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $9697882.60    | 0.02%             | 2034-08-02      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                     | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   83282000 | PA      | $74962324.75   | 0.13%             | 2030-08-21      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                     | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   19911000 | PA      | $18161255.77   | 0.03%             | 2031-05-21      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                     | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $9062388.90    | 0.02%             | 2037-01-12      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                     | CUSIP: 632525BC4<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   28262000 | PA      | $30769893.01   | 0.05%             | 2033-01-12      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA        | National Bank of Canada                                                         | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   13000000 | PA      | $13561221.96   | 0.02%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA       | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $19810033.25   | 0.04%             | 2050-04-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 639057AH1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    4700000 | PA      | $5044432.59    | 0.01%             | 2034-03-02      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   65500000 | PA      | $68294264.72   | 0.12%             | 2029-09-13      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   12000000 | PA      | $12654411.96   | 0.02%             | 2035-03-01      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| OCHSNER LSU HEALTH SYST        | Ochsner LSU Health System of North Louisiana                                    | CUSIP: 67555JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   26620000 | PA      | $22367506.11   | 0.04%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   10250000 | PA      | $7943692.70    | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   65400000 | PA      | $72767349.89   | 0.13%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   13300000 | PA      | $13259086.67   | 0.02%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PEACHTREE FUND TRUST II        | Peachtree Corners Funding Trust II                                              | CUSIP: 70470BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6298270.86    | 0.01%             | 2035-05-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP             | Realty Income Corp                                                              | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    6725000 | PA      | $7127319.22    | 0.01%             | 2032-10-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2004-QS6 Trust                                                      | CUSIP: 76110HTG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6124 | PA      | $5342.39       | 0.00%             | 2063-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    7000000 | PA      | $7149360.40    | 0.01%             | 2030-01-27      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAG7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    6725000 | PA      | $6554944.45    | 0.01%             | 2026-10-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION       | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   43842000 | PA      | $43994929.66   | 0.08%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $5066901.70    | 0.01%             | 2028-01-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   17225000 | PA      | $17587835.50   | 0.03%             | 2029-04-13      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SOLVAY FINANCE (AMERICA)       | Syensqo Finance America LLC                                                     | CUSIP: 834423AF2<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $13588397.03   | 0.02%             | 2034-06-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                 | Solventum Corp                                                                  | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   34097000 | PA      | $35017855.29   | 0.06%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                    | Southern Co/The                                                                 | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    5525000 | PA      | $5133869.67    | 0.01%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254CC2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   30700000 | PA      | $27456926.91   | 0.05%             | 2032-06-29      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 85325C2E1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $16226397.30   | 0.03%             | 2036-01-21      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   33650000 | PA      | $35957704.21   | 0.06%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335ABG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6279915 | PA      | $5782268.08    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335BCZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22684238 | PA      | $20539001.56   | 0.04%             | 2047-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust  | Synchrony Card Funding LLC                                                      | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16525000 | PA      | $16723068.65   | 0.03%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION              | Sysco Corp                                                                      | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4239970.68    | 0.01%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   24900000 | PA      | $22483189.82   | 0.04%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6658655.64    | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   39299409 | PA      | $33965239.19   | 0.06%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QJK1<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   75800000 | PA      | $76137939.14   | 0.14%             | 2029-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                    | Textron Inc                                                                     | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   19675000 | PA      | $18512240.95   | 0.03%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Thornburg Mortgage Securities  | Thornburg Mortgage Securities Trust 2003-5                                      | CUSIP: 885220ED1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2272022 | PA      | $2177012.82    | 0.00%             | 2043-10-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Towd Point Asset Trust         | Towd Point Asset Trust 2021-SL1                                                 | CUSIP: 89179XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4003287 | PA      | $3886542.37    | 0.01%             | 2061-11-20      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2022-2                                                | CUSIP: 89180HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  125768266 | PA      | $119699330.45  | 0.21%             | 2062-07-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD             | Trane Technologies Financing Ltd                                                | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |   12300000 | PA      | $12798351.11   | 0.02%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   21397000 | PA      | $21180832.53   | 0.04%             | 2027-01-30      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    5650000 | PA      | $4954712.36    | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust           | Verizon Master Trust Series 2024-5                                              | CUSIP: 92348KDB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   56365000 | PA      | $58088393.69   | 0.10%             | 2032-06-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F | Ford Credit Auto Owner Trust/Ford Credit                                        | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   78350000 | PA      | $80382163.95   | 0.14%             | 2037-08-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15660814.50   | 0.03%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 90352JAC7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   17150000 | PA      | $17152071.72   | 0.03%             | 2028-03-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   73350000 | PA      | $46817929.69   | 0.08%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  497400000 | PA      | $368522884.06  | 0.66%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  323875000 | PA      | $298951808.26  | 0.53%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10101162.90   | 0.02%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO       | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14356110.75   | 0.03%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  335950000 | PA      | $333495989.39  | 0.60%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  233875000 | PA      | $243047285.16  | 0.43%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE         | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   28315000 | PA      | $28069181.06   | 0.05%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                            | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    8350000 | PA      | $8325663.09    | 0.01%             | 2031-11-23      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  370825000 | PA      | $370825000.00  | 0.66%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED          | Vale Overseas Ltd                                                               | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   45621000 | PA      | $51205740.34   | 0.09%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                 | Var Energi ASA                                                                  | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   20000000 | PA      | $21266130.20   | 0.04%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   16325000 | PA      | $16088832.76   | 0.03%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                            | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   13600000 | PA      | $12204303.26   | 0.02%             | 2035-11-15      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                            | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    4350000 | PA      | $4868665.90    | 0.01%             | 2033-11-17      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                    | Viatris Inc                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   13083000 | PA      | $9976885.82    | 0.02%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE         | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16749000 | PA      | $16714510.12   | 0.03%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                  | Videotron Ltd                                                                   | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   20000000 | PA      | $20381591.60   | 0.04%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC             | Vodafone Group PLC                                                              | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    6800000 | PA      | $6701745.37    | 0.01%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CW0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   14900000 | PA      | $14948330.09   | 0.03%             | 2028-09-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                   | Vontier Corp                                                                    | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    5275000 | PA      | $4818158.57    | 0.01%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                   | WP Carey Inc                                                                    | CUSIP: 92936UAM1<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10246936.10   | 0.02%             | 2034-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA            | Wells Fargo Bank NA                                                             | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10594431.90   | 0.02%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT             | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-3                   | CUSIP: 35563PSB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31820752 | PA      | $25363633.70   | 0.05%             | 2060-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III         | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAB4<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $22076467.75   | 0.04%             | 2031-02-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $19407182.75   | 0.03%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| W CONTRA COSTA CA UNIF SCH DIS | West Contra Costa Unified School District                                       | CUSIP: 952347YH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1785000 | PA      | $1947057.29    | 0.00%             | 2030-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                  | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $10248921.27   | 0.02%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD           | Woodside Finance Ltd                                                            | CUSIP: 980236AQ6<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   36118000 | PA      | $36093909.66   | 0.06%             | 2029-03-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS         | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAB8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   11967000 | PA      | $12336480.89   | 0.02%             | 2039-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP             | Regal Rexnord Corp                                                              | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5301495.10    | 0.01%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP             | Regal Rexnord Corp                                                              | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   23129000 | PA      | $24830052.37   | 0.04%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179XQY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   23245444 | PA      | $23681245.32   | 0.04%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10715199.66   | 0.02%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20110168.20   | 0.04%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $31088051.40   | 0.06%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| RELIANCE INC                   | Reliance Inc                                                                    | CUSIP: 759509AB8<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $6862644.57    | 0.01%             | 2036-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan T | Renaissance Home Equity Loan Trust 2007-1                                       | CUSIP: 75970JAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2482525 | PA      | $630084.03     | 0.00%             | 2037-04-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC          | Republic Services Inc                                                           | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10257630.80   | 0.02%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN       | Rogers Communications Inc                                                       | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   13000000 | PA      | $12280284.51   | 0.02%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                   | SK Hynix Inc                                                                    | CUSIP: 78392BAB3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   21852000 | PA      | $21662740.27   | 0.04%             | 2026-01-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                | SBA Tower Trust                                                                 | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   94050000 | PA      | $89829985.91   | 0.16%             | 2027-04-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| SK TELECOM CO LTD              | SK Telecom Co Ltd                                                               | CUSIP: 78440PAC2<br>LEI: 9884003WEA1PHW006037 | Long             | DBT              | CORP              | KR        |    1339000 | PA      | $1393403.65    | 0.00%             | 2027-07-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAK8<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   33475000 | PA      | $34986362.78   | 0.06%             | 2033-07-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA           | Samarco Mineracao SA                                                            | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    5404959 | PA      | $5433011.13    | 0.01%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   20625000 | PA      | $20416464.54   | 0.04%             | 2028-11-03      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   13000000 | PA      | $12963802.54   | 0.02%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDC1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   20000000 | PA      | $21308141.00   | 0.04%             | 2030-07-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   22425000 | PA      | $20526737.65   | 0.04%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB       | Svenska Handelsbanken AB                                                        | CUSIP: 86959LAP8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   15250000 | PA      | $15800027.39   | 0.03%             | 2028-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                   | Synopsys Inc                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15138462.15   | 0.03%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                 | Synchrony Bank                                                                  | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   18250000 | PA      | $18634570.02   | 0.03%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TC PIPELINES LP                | TC PipeLines LP                                                                 | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |   30327000 | PA      | $30152558.19   | 0.05%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   19700000 | PA      | $13382306.14   | 0.02%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP           | Targa Resources Corp                                                            | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   23275000 | PA      | $23831593.00   | 0.04%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   33100000 | PA      | $29753103.43   | 0.05%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                 | Air Lease Corp                                                                  | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10300091.60   | 0.02%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO         | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |   11975000 | PA      | $11824922.00   | 0.02%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF           | American National Global Funding                                                | CUSIP: 02771D2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15451746.30   | 0.03%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                    | Cencora Inc                                                                     | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15169456.95   | 0.03%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMFAM HOLDINGS INC             | AmFam Holdings Inc                                                              | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5900000 | PA      | $5123794.70    | 0.01%             | 2031-03-11      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   37200000 | PA      | $37104850.96   | 0.07%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863AR1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    7237000 | PA      | $7289783.71    | 0.01%             | 2027-04-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   17570000 | PA      | $17668586.68   | 0.03%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                      | Apple Inc                                                                       | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $6407247.50    | 0.01%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC          | Time Warner Cable LLC                                                           | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    2767000 | PA      | $2894891.87    | 0.01%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UPMC                           | UPMC                                                                            | CUSIP: 90320WAG8<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |    9275000 | PA      | $9449221.04    | 0.02%             | 2033-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  795700000 | PA      | $569951205.04  | 1.02%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  596250000 | PA      | $434983007.81  | 0.78%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  266525000 | PA      | $173886741.57  | 0.31%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  939275000 | PA      | $604291381.65  | 1.08%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  662350000 | PA      | $449414820.91  | 0.80%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  435675000 | PA      | $305959573.99  | 0.55%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                  | ArcelorMittal SA                                                                | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    7328000 | PA      | $7954094.87    | 0.01%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA               | ArcelorMittal SA                                                                | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   25000000 | PA      | $27810806.50   | 0.05%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-5C36                                                  | CUSIP: 05556CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   35000000 | PA      | $35834071.00   | 0.06%             | 2058-08-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   45131000 | PA      | $45045852.70   | 0.08%             | 2026-05-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 05581KAC5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    2325000 | PA      | $2333475.81    | 0.00%             | 2027-03-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 05581KAF8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   13025000 | PA      | $13380946.81   | 0.02%             | 2029-06-12      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   25000000 | PA      | $24989895.75   | 0.04%             | 2026-10-06      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   45000000 | PA      | $45758218.05   | 0.08%             | 2029-02-14      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2018-BNK13                                                                 | CUSIP: 06539LBB5<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    8565000 | PA      | $8537270.81    | 0.02%             | 2061-08-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2022-BNK44                                                                 | CUSIP: 06540KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   56200000 | PA      | $59487671.90   | 0.11%             | 2055-11-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  256500000 | PA      | $232803809.24  | 0.42%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   56125000 | PA      | $52264214.01   | 0.09%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  650850000 | PA      | $563341186.85  | 1.01%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS          | Universal Health Services Inc                                                   | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9028127.40    | 0.02%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK4                                                                  | CUSIP: 06541FAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30855622 | PA      | $30526050.01   | 0.05%             | 2050-05-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK4                                                                  | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   44885000 | PA      | $44390026.17   | 0.08%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED          | Vale Overseas Ltd                                                               | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   28721000 | PA      | $27622344.20   | 0.05%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                 | Var Energi ASA                                                                  | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   15000000 | PA      | $17408108.10   | 0.03%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19503590.20   | 0.03%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU       | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   24825000 | PA      | $23790679.53   | 0.04%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU       | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   40200000 | PA      | $41910510.00   | 0.07%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2274708.20    | 0.00%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                    | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   40600000 | PA      | $27698272.07   | 0.05%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK8                                                                  | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   68313000 | PA      | $66411268.55   | 0.12%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 Trust 2025-5YR13                                                          | CUSIP: 06650CAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   38350000 | PA      | $39182106.80   | 0.07%             | 2058-01-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP             | VICI Properties LP                                                              | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $35294266.70   | 0.06%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO            | Vulcan Materials Co                                                             | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    3446000 | PA      | $3063362.74    | 0.01%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   22965000 | PA      | $19554909.93   | 0.03%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $14511340.06   | 0.03%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL         | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675DCE0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   22290000 | PA      | $22532255.52   | 0.04%             | 2027-07-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL         | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675DCM2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   14500000 | PA      | $14816251.38   | 0.03%             | 2028-02-16      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    5875000 | PA      | $6104113.19    | 0.01%             | 2030-03-12      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    8000000 | PA      | $8014132.08    | 0.01%             | 2029-11-11      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3199000 | PA      | $3170449.95    | 0.01%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C51                                  | CUSIP: 95001VAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22581000 | PA      | $21367140.28   | 0.04%             | 2052-06-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | AbbVie Inc                                                                      | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5766411.84    | 0.01%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS       | Air Products and Chemicals Inc                                                  | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   10425000 | PA      | $7776853.07    | 0.01%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP             | Alcon Finance Corp                                                              | CUSIP: 01400EAC7<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5387043.48    | 0.01%             | 2049-09-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER        | American Electric Power Co Inc                                                  | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   10175000 | PA      | $6820018.72    | 0.01%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC           | Bayer US Finance LLC                                                            | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15773011.80   | 0.03%             | 2029-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAYPORT POLYMERS LLC           | Bayport Polymers LLC                                                            | CUSIP: 073096AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   61325000 | PA      | $61516110.78   | 0.11%             | 2027-04-14      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C54                                  | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30610609 | PA      | $29086724.11   | 0.05%             | 2052-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                  | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20026760.00   | 0.04%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BEACON FUNDING TRUST           | Beacon Funding Trust                                                            | CUSIP: 073952AB9<br>LEI: 984500A80A2EBF5A7C93 | Long             | DBT              | CORP              | US        |   37750000 | PA      | $38630640.31   | 0.07%             | 2054-08-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                    | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    1225000 | PA      | $1023535.26    | 0.00%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV        | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   48306000 | PA      | $45254503.22   | 0.08%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   20150000 | PA      | $20819310.26   | 0.04%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE         | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    4739000 | PA      | $4805048.11    | 0.01%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                            | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $9792766.80    | 0.02%             | 2034-07-24      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                            | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $9260727.50    | 0.02%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC          | Whistler Pipeline LLC                                                           | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |   13775000 | PA      | $14320304.73   | 0.03%             | 2031-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC               | Berry Global Inc                                                                | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   19345000 | PA      | $19889740.50   | 0.04%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    2175000 | PA      | $2128052.93    | 0.00%             | 2028-01-20      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC               | Williams Cos Inc/The                                                            | CUSIP: 969457BD1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3919253.71    | 0.01%             | 2031-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                | Xcel Energy Inc                                                                 | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14378492.25   | 0.03%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                 | AptarGroup Inc                                                                  | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6968376.00    | 0.01%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                  | ArcelorMittal SA                                                                | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   15906000 | PA      | $17863335.73   | 0.03%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA         | Yara International ASA                                                          | CUSIP: 984851AD7<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |   23500000 | PA      | $23375982.75   | 0.04%             | 2026-06-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   16918000 | PA      | $17161628.17   | 0.03%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                                   | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5140000 | PA      | $5195062.61    | 0.01%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA               | ArcelorMittal SA                                                                | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   26009000 | PA      | $27138397.13   | 0.05%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED               | ASB Bank Ltd                                                                    | CUSIP: 04342JAA5<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |    4350000 | PA      | $4404166.42    | 0.01%             | 2032-06-17      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    8010000 | PA      | $7942008.24    | 0.01%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $11525520.82   | 0.02%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA         | BP Capital Markets America Inc                                                  | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    8350000 | PA      | $8470959.27    | 0.02%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL       | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |   11300000 | PA      | $10668679.85   | 0.02%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $10381987.68   | 0.02%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $17651971.98   | 0.03%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                               | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14472866.55   | 0.03%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                 | Brunswick Corp/DE                                                               | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20694629.40   | 0.04%             | 2029-03-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   38369000 | PA      | $39705963.97   | 0.07%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP        | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   38113000 | PA      | $42152029.37   | 0.08%             | 2032-12-08      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568AX8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    5050000 | PA      | $5013263.52    | 0.01%             | 2026-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust   | CD 2017-CD3 Mortgage Trust                                                      | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7200000 | PA      | $6989110.56    | 0.01%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC              | CF Industries Inc                                                               | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3027468.69    | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP             | CNA Financial Corp                                                              | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6909598.78    | 0.01%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING        | Corebridge Global Funding                                                       | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5140464.00    | 0.01%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AIG SUNAMER GLOB FIN X         | AIG SunAmerica Global Financing X                                               | CUSIP: 00139PAA6<br>LEI: 549300Q3UB1GMKCGGR05 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $27902463.25   | 0.05%             | 2032-03-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC       | Agilent Technologies Inc                                                        | CUSIP: 00846UAM3<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $12700888.62   | 0.02%             | 2030-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP             | Alcon Finance Corp                                                              | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   14770000 | PA      | $14577631.09   | 0.03%             | 2026-09-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   10000000 | PA      | $11155746.30   | 0.02%             | 2034-10-19      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   16000000 | PA      | $16759313.44   | 0.03%             | 2035-05-30      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                    | Ameren Corp                                                                     | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19090849.60   | 0.03%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP        | American National Group Inc                                                     | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   16500000 | PA      | $17067967.62   | 0.03%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   18350000 | PA      | $16182152.29   | 0.03%             | 2032-01-20      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 056121AB2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   18500000 | PA      | $19482253.43   | 0.03%             | 2036-05-28      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO       | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10154313.60   | 0.02%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                                    | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5112098.52    | 0.01%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi | Countrywide Asset-Backed Certificates                                           | CUSIP: 126673TD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      37816 | PA      | $37650.13      | 0.00%             | 2035-02-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA CMNTY CHOICE FING A | California Community Choice Financing Authority                                 | CUSIP: 13013JDE3<br>LEI: 549300X8VKJ215S2R571 | Long             | DBT              | MUN               | US        |    5000000 | PA      | $5190772.00    | 0.01%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   14646000 | PA      | $8363114.25    | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC         | Cox Communications Inc                                                          | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    5900000 | PA      | $6028916.00    | 0.01%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   19250000 | PA      | $17468748.80   | 0.03%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   39821000 | PA      | $39958803.36   | 0.07%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg | DBJPM 2017-C6 Mortgage Trust                                                    | CUSIP: 23312JAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23800000 | PA      | $23369815.00   | 0.04%             | 2050-06-10      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg | DBJPM 2016-C3 Mortgage Trust                                                    | CUSIP: 23312VAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1682805 | PA      | $1675151.11    | 0.00%             | 2049-08-10      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   12240000 | PA      | $11478605.41   | 0.02%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   10000000 | PA      | $10501390.60   | 0.02%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $12031545.24   | 0.02%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8932109.30    | 0.02%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   12938000 | PA      | $13268091.98   | 0.02%             | 2029-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   18084000 | PA      | $16804248.85   | 0.03%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2023-5YR3                                                                 | CUSIP: 06211EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   68810727 | PA      | $71790795.56   | 0.13%             | 2056-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR7                                                                 | CUSIP: 06211UBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  121425000 | PA      | $126727654.04  | 0.23%             | 2057-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| ENI SPA                        | Eni SpA                                                                         | CUSIP: 26874RAJ7<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   18250000 | PA      | $18242629.74   | 0.03%             | 2029-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC              | Kinder Morgan Inc                                                               | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   44260000 | PA      | $51465040.25   | 0.09%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4550000 | PA      | $4427679.39    | 0.01%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3850000 | PA      | $3886230.08    | 0.01%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9UA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3731240 | PA      | $3641806.75    | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2N9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5155068 | PA      | $4961407.19    | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1955967 | PA      | $1832989.34    | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8D40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1176908 | PA      | $1163240.39    | 0.00%             | 2037-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP          | Bank of Ireland Group PLC                                                       | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   67824000 | PA      | $70337170.84   | 0.13%             | 2030-03-20      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK21                                                                 | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   39710000 | PA      | $37312004.43   | 0.07%             | 2052-10-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   52900000 | PA      | $56908702.22   | 0.10%             | 2034-05-09      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   17000000 | PA      | $17305361.99   | 0.03%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 312942NM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     771629 | PA      | $773464.84     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132D9HT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9346093 | PA      | $8349288.46    | 0.01%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DMVF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   33411886 | PA      | $28454947.93   | 0.05%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DPHQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   99254463 | PA      | $102603770.50  | 0.18%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DQGL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  176437513 | PA      | $143690873.06  | 0.26%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DUDL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25492835 | PA      | $23089535.67   | 0.04%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132M9MN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6013698 | PA      | $5855873.49    | 0.01%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335A2F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12524995 | PA      | $11527393.19   | 0.02%             | 2045-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335ATG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3157084 | PA      | $3037079.74    | 0.01%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335AU30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2237860 | PA      | $2121742.51    | 0.00%             | 2043-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS       | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   26550000 | PA      | $28105765.22   | 0.05%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS       | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    8825000 | PA      | $9015731.46    | 0.02%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335BC79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9910021 | PA      | $9364057.19    | 0.02%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335BXJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8359373 | PA      | $8042300.64    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WHBN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9409462 | PA      | $8814902.51    | 0.02%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402CPJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3756599 | PA      | $3734660.42    | 0.01%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXN81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38944385 | PA      | $34031691.32   | 0.06%             | 2059-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXTC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8101459 | PA      | $6606810.11    | 0.01%             | 2061-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXVK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   39240154 | PA      | $32000460.95   | 0.06%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J9Q38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12923683 | PA      | $12230311.38   | 0.02%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J9V65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   35943093 | PA      | $34854414.79   | 0.06%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JACQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6851816 | PA      | $6766784.78    | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   12125000 | PA      | $12502725.52   | 0.02%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC               | Berry Global Inc                                                                | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   31000000 | PA      | $32776069.05   | 0.06%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140KNWX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   37337885 | PA      | $30447236.78   | 0.05%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140M83L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   40077652 | PA      | $33968449.42   | 0.06%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XLE46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   70215005 | PA      | $57168537.65   | 0.10%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XQ5Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  105809555 | PA      | $91843324.01   | 0.16%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417AET2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1870354 | PA      | $1820241.20    | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417FSA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12292175 | PA      | $11296769.93   | 0.02%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417YEN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     196551 | PA      | $196976.93     | 0.00%             | 2029-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418AKN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     531189 | PA      | $513105.30     | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418B3S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1639764 | PA      | $1483224.92    | 0.00%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418BFA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24033234 | PA      | $23781001.76   | 0.04%             | 2034-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  110315803 | PA      | $89910118.79   | 0.16%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418DTR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   57713197 | PA      | $48880264.66   | 0.09%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   40600000 | PA      | $40434257.00   | 0.07%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2005-9                                            | CUSIP: 17307GM62<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5613 | PA      | $3932.73       | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659T2D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    7600000 | PA      | $7875169.70    | 0.01%             | 2035-11-19      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   27000000 | PA      | $25744053.15   | 0.05%             | 2028-09-30      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   28350000 | PA      | $28091153.73   | 0.05%             | 2027-01-13      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2024-5C7 Mortgage Trust                                                     | CUSIP: 09660WAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   31475000 | PA      | $32206416.05   | 0.06%             | 2057-11-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418DU42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36834498 | PA      | $30809872.59   | 0.06%             | 2040-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418MH39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     376536 | PA      | $386053.02     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2015-GC35                                   | CUSIP: 17324KAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   51927894 | PA      | $51583425.35   | 0.09%             | 2048-11-10      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $40515207.60   | 0.07%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC       | Ferguson Enterprises Inc                                                        | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12082270.08   | 0.02%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC           | Ferguson Finance PLC                                                            | CUSIP: 314890AA2<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |   43025000 | PA      | $43245097.40   | 0.08%             | 2028-10-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY              | Bon Secours Mercy Health Inc                                                    | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    8900000 | PA      | $8624703.24    | 0.02%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5976395.52    | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC           | Ferguson Finance PLC                                                            | CUSIP: 314890AD6<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |   28125000 | PA      | $27873742.78   | 0.05%             | 2032-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   21475000 | PA      | $21842803.18   | 0.04%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $11335000.05   | 0.02%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                               | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   36789000 | PA      | $32731675.84   | 0.06%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179ME48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2759037 | PA      | $2670424.98    | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179MX47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21665558 | PA      | $20554731.79   | 0.04%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179N2J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   24590921 | PA      | $23142231.78   | 0.04%             | 2044-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179NJA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16209750 | PA      | $15328507.47   | 0.03%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179RBX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6974013 | PA      | $6512835.32    | 0.01%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179SB97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6379989 | PA      | $6120636.90    | 0.01%             | 2046-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179TCZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2184424 | PA      | $2167711.59    | 0.00%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36202FX76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2427584 | PA      | $2299136.98    | 0.00%             | 2041-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622AA5G5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   40294788 | PA      | $34507960.42   | 0.06%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622AAPJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   50624789 | PA      | $46619533.76   | 0.08%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622AB4S8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21339786 | PA      | $20089241.18   | 0.04%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ABA85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   27782747 | PA      | $23818453.26   | 0.04%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2018-CX12 Commercial Mortgage Trust                                       | CUSIP: 12595XAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18608000 | PA      | $18509712.54   | 0.03%             | 2051-08-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2019-C17 Commercial Mortgage Trust                                        | CUSIP: 12597BAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16475000 | PA      | $15468988.72   | 0.03%             | 2052-09-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ABB35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   92032911 | PA      | $79249743.19   | 0.14%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receiva | GM Financial Revolving Receivables Trust 2022-1                                 | CUSIP: 36265UAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   64950000 | PA      | $67329008.09   | 0.12%             | 2035-10-11      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC       | Genpact Luxembourg SARL/Genpact USA Inc                                         | CUSIP: 37190AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   25000000 | PA      | $24638671.75   | 0.04%             | 2026-04-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC            | Gilead Sciences Inc                                                             | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4548366.43    | 0.01%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   40234000 | PA      | $37708805.13   | 0.07%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi | CWABS Asset-Backed Certificates Trust 2005-10                                   | CUSIP: 126670AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        785 | PA      | $781.97        | 0.00%             | 2036-02-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                             | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   14467000 | PA      | $13389096.24   | 0.02%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8824310.00    | 0.02%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9625000 | PA      | $8731985.09    | 0.02%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $26774961.30   | 0.05%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV          | Grupo Bimbo SAB de CV                                                           | CUSIP: 40052VAD6<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |    8250000 | PA      | $7428041.78    | 0.01%             | 2044-06-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                       | International Business Machines Corp                                            | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   11325000 | PA      | $10166928.83   | 0.02%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9088136.60    | 0.02%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2604893.25    | 0.00%             | 2034-06-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi | CWABS Asset-Backed Certificates Trust 2005-17                                   | CUSIP: 126670QV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      29212 | PA      | $27784.48      | 0.00%             | 2036-05-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP           | Cantor Fitzgerald LP                                                            | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   14250000 | PA      | $15224667.51   | 0.03%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   31025000 | PA      | $31628084.74   | 0.06%             | 2027-09-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   51250000 | PA      | $52043044.04   | 0.09%             | 2028-12-03      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   34000000 | PA      | $34290498.72   | 0.06%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   17650000 | PA      | $17360692.67   | 0.03%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | AbbVie Inc                                                                      | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   17395000 | PA      | $17069710.89   | 0.03%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   19546000 | PA      | $20157129.73   | 0.04%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC           | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $47629557.00   | 0.09%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    3525000 | PA      | $3672541.45    | 0.01%             | 2031-02-22      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   23862000 | PA      | $22996037.28   | 0.04%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    7950000 | PA      | $8439062.77    | 0.02%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| AGREE LP                       | Agree LP                                                                        | CUSIP: 008513AA1<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4662600.75    | 0.01%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                  | Aircastle Ltd                                                                   | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   12131000 | PA      | $11697548.33   | 0.02%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $21818193.25   | 0.04%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8300000 | PA      | $8478848.07    | 0.02%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP       | Citizens Financial Group Inc                                                    | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   28925000 | PA      | $27384136.90   | 0.05%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP       | Citizens Financial Group Inc                                                    | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10422831.80   | 0.02%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC               | Carlisle Cos Inc                                                                | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $14991387.52   | 0.03%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE                | Cellnex Finance Co SA                                                           | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |   51774000 | PA      | $41252456.66   | 0.07%             | 2041-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                  | Aircastle Ltd                                                                   | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    9482000 | PA      | $9964057.86    | 0.02%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                    | Aker BP ASA                                                                     | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   26500000 | PA      | $27806079.53   | 0.05%             | 2033-06-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   85471000 | PA      | $89541937.58   | 0.16%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4923126.85    | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   36857000 | PA      | $37339533.69   | 0.07%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON         | Credit Agricole SA/London                                                       | CUSIP: 22535WAB3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   17867000 | PA      | $17835261.60   | 0.03%             | 2027-01-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                  | DTE Energy Co                                                                   | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   19000000 | PA      | $19329230.10   | 0.03%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC            | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |   53000000 | PA      | $48768056.53   | 0.09%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC             | Ally Financial Inc                                                              | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    8444000 | PA      | $8601998.64    | 0.02%             | 2031-01-17      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                    | Ameren Corp                                                                     | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   41650000 | PA      | $42763384.05   | 0.08%             | 2035-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   19435000 | PA      | $19009808.46   | 0.03%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   27750000 | PA      | $28147391.66   | 0.05%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB           | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   22757000 | PA      | $22654211.87   | 0.04%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP         | Old Republic International Corp                                                 | CUSIP: 680223AM6<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15636561.60   | 0.03%             | 2034-03-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                      | ONEOK Inc                                                                       | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $3754355.77    | 0.01%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS            | Petroleos Mexicanos                                                             | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    8500000 | PA      | $6750330.25    | 0.01%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II       | Principal Life Global Funding II                                                | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   13725000 | PA      | $14078249.80   | 0.03%             | 2029-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA       | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   12000000 | PA      | $12100677.48   | 0.02%             | 2028-08-22      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL         | American International Group Inc                                                | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $10801612.71   | 0.02%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                                       | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3204378.04    | 0.01%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC         | Diamondback Energy Inc                                                          | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $10779260.94   | 0.02%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                 | Capital One NA                                                                  | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    6264000 | PA      | $6486224.48    | 0.01%             | 2028-08-09      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9979007.20    | 0.02%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    4078000 | PA      | $4092408.06    | 0.01%             | 2027-01-12      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  807425000 | PA      | $716337367.19  | 1.28%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  633650000 | PA      | $607165406.99  | 1.08%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  641625000 | PA      | $603227753.91  | 1.08%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   23000000 | PA      | $27193611.16   | 0.05%             | 2034-11-02      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC           | ERAC USA Finance LLC                                                            | CUSIP: 26884TAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   20625000 | PA      | $20420876.64   | 0.04%             | 2026-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING             | CNO Global Funding                                                              | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   37000000 | PA      | $37959253.49   | 0.07%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLORADO ST HSG & FIN AUTH     | Colorado Housing and Finance Authority                                          | CUSIP: 19648GER9<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |   26085000 | PA      | $27887345.68   | 0.05%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC/DELAWA       | Kinder Morgan Inc                                                               | CUSIP: 28368EAA4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    3670000 | PA      | $4218358.70    | 0.01%             | 2030-10-15      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC              | Kinder Morgan Inc                                                               | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   16745000 | PA      | $19424524.02   | 0.03%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9054060.12    | 0.02%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    9539000 | PA      | $9702791.88    | 0.02%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                  | ArcelorMittal SA                                                                | CUSIP: 03938LBA1<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   13000000 | PA      | $12996869.47   | 0.02%             | 2026-03-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA               | ArcelorMittal SA                                                                | CUSIP: 03938LBH6<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    9000000 | PA      | $9401770.17    | 0.02%             | 2054-06-17      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                    | Equifax Inc                                                                     | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15334509.00   | 0.03%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FMR LLC                        | FMR LLC                                                                         | CUSIP: 30251BAD0<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1765486.35    | 0.00%             | 2033-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXDV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2955323 | PA      | $3028728.30    | 0.01%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7JH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1330895 | PA      | $1350618.89    | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                   | Assurant Inc                                                                    | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    9250000 | PA      | $9374405.66    | 0.02%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                | BAE Systems PLC                                                                 | CUSIP: 05523RAM9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    7200000 | PA      | $7301216.95    | 0.01%             | 2054-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9NV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3475828 | PA      | $3295503.73    | 0.01%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJUV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1021565 | PA      | $987158.62     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   12500000 | PA      | $13281949.88   | 0.02%             | 2035-01-18      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   15000000 | PA      | $16037861.85   | 0.03%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   15600000 | PA      | $16157128.10   | 0.03%             | 2030-03-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   10000000 | PA      | $10496667.00   | 0.02%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJVQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6335004 | PA      | $5770281.04    | 0.01%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1526644 | PA      | $1470653.18    | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2621428 | PA      | $2463084.87    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4426572 | PA      | $4227295.67    | 0.01%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   37683000 | PA      | $37108076.12   | 0.07%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14208420.75   | 0.03%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP          | Bank of Ireland Group PLC                                                       | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   20975000 | PA      | $20498407.31   | 0.04%             | 2027-09-30      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                | CUSIP: 06368L3K0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   18000000 | PA      | $18395602.56   | 0.03%             | 2027-06-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR14                                                                | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   40030000 | PA      | $41875579.15   | 0.07%             | 2058-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7462969.00    | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7WS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27969142 | PA      | $27176375.85   | 0.05%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8D32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2094059 | PA      | $2024541.38    | 0.00%             | 2037-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13689013.80   | 0.02%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BL3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   23641000 | PA      | $23362273.79   | 0.04%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BM1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $45511759.35   | 0.08%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   12700000 | PA      | $13318582.84   | 0.02%             | 2034-02-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH            | CommonSpirit Health                                                             | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   17635000 | PA      | $17032279.26   | 0.03%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST         | Commonwealth Bank of Australia                                                  | CUSIP: 202712BK0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $9598851.70    | 0.02%             | 2034-09-12      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST         | Commonwealth Bank of Australia                                                  | CUSIP: 202712BS3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   17800000 | PA      | $16846745.03   | 0.03%             | 2032-03-14      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO         | Commonwealth Edison Co                                                          | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    6050000 | PA      | $4611603.55    | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP            | Carrier Global Corp                                                             | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    2448000 | PA      | $2654427.40    | 0.00%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $43070700.00   | 0.08%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 22534PAG8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   32000000 | PA      | $33760643.52   | 0.06%             | 2033-07-05      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   17000000 | PA      | $17326126.98   | 0.03%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO              | DXC Technology Co                                                               | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |   29300000 | PA      | $28602772.51   | 0.05%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XH5J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17449003 | PA      | $16040860.63   | 0.03%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418C2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7429264 | PA      | $7327838.10    | 0.01%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418CEP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6227059 | PA      | $5784488.70    | 0.01%             | 2036-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 312939RG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     250235 | PA      | $256571.18     | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 312946PD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     546437 | PA      | $547568.41     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132A5G90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   58103092 | PA      | $57342722.67   | 0.10%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132A9Q67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   48639569 | PA      | $47128850.51   | 0.08%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS         | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAK9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   18700000 | PA      | $19381924.11   | 0.03%             | 2028-03-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179ME30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   23238731 | PA      | $22042436.21   | 0.04%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132ACSU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   37432281 | PA      | $35073880.23   | 0.06%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DMWJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13946241 | PA      | $11875119.08   | 0.02%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179NTE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   32275680 | PA      | $31171951.60   | 0.06%             | 2043-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179R7K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2683199 | PA      | $2574623.11    | 0.00%             | 2046-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179RXC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18527954 | PA      | $16816083.86   | 0.03%             | 2046-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15191170.20   | 0.03%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DQ7G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21019588 | PA      | $21885925.62   | 0.04%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DSQJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   36782035 | PA      | $29723466.42   | 0.05%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DTGB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22895067 | PA      | $23168338.35   | 0.04%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133AUE95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9350162 | PA      | $8292093.43    | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC              | National Grid PLC                                                               | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $10348372.30   | 0.02%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63861VAE7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   32627000 | PA      | $32093034.02   | 0.06%             | 2030-07-18      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   72136000 | PA      | $71531748.47   | 0.13%             | 2029-01-12      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   20000000 | PA      | $19772879.40   | 0.04%             | 2031-04-01      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KLB71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18107428 | PA      | $15557140.46   | 0.03%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KLEJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   49607073 | PA      | $42521666.15   | 0.08%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KYU64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   44607804 | PA      | $38559966.95   | 0.07%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KYUU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9970294 | PA      | $8739350.81    | 0.02%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138M3RK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2449417 | PA      | $2325596.09    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WF4M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7412524 | PA      | $7093026.92    | 0.01%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WQA36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6096083 | PA      | $5604963.56    | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138X8ZJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3284097 | PA      | $3190638.09    | 0.01%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138Y64A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3510560 | PA      | $3512170.01    | 0.01%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402C4J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1586090 | PA      | $1628420.16    | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402DJS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62305 | PA      | $64034.38      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402RJV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1227038 | PA      | $1254981.72    | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402RSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     628798 | PA      | $643522.57     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31403DWF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63222 | PA      | $65781.83      | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   12000000 | PA      | $12273216.72   | 0.02%             | 2027-10-18      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC            | NatWest Markets PLC                                                             | CUSIP: 63906YAH1<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   32050000 | PA      | $32748757.63   | 0.06%             | 2027-05-17      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXL34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36233442 | PA      | $33023027.44   | 0.06%             | 2043-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXRW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   79035755 | PA      | $70044487.11   | 0.13%             | 2054-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   23390000 | PA      | $21644331.56   | 0.04%             | 2032-05-14      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC               | DT Midstream Inc                                                                | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8293145.28    | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust      | Nelnet Student Loan Trust 2021-A                                                | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18631511 | PA      | $17587056.40   | 0.03%             | 2062-04-20      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2020-1                                      | CUSIP: 64830TAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7396243 | PA      | $6970875.77    | 0.01%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J6GP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12146569 | PA      | $11677970.63   | 0.02%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XJG49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17917166 | PA      | $17420943.26   | 0.03%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AETNA INC                      | Aetna Inc                                                                       | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    9165000 | PA      | $10076799.36   | 0.02%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO         | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10437254.80   | 0.02%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP             | CNA Financial Corp                                                              | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   15225000 | PA      | $15800825.64   | 0.03%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI            | Citizens Bank NA/Providence RI                                                  | CUSIP: 17401QAU5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   12120000 | PA      | $12090959.15   | 0.02%             | 2026-02-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132D9NH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   41387286 | PA      | $40774531.26   | 0.07%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DMKG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   32909186 | PA      | $29918477.25   | 0.05%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVKU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   36957209 | PA      | $33326110.06   | 0.06%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26664907 | PA      | $21873513.10   | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133ANJT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   28283035 | PA      | $24223302.80   | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FETN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1350000 | PA      | $1333501.79    | 0.00%             | 2028-01-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XLDH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  131055220 | PA      | $113445201.83  | 0.20%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XMPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31438396 | PA      | $29730715.22   | 0.05%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FEZU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   70395000 | PA      | $70385278.45   | 0.13%             | 2028-04-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FG6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   41215000 | PA      | $41133728.14   | 0.07%             | 2028-05-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FL2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   39850000 | PA      | $39024953.57   | 0.07%             | 2031-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402QYZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     146701 | PA      | $152271.64     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J8MW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17233666 | PA      | $16013731.71   | 0.03%             | 2038-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE       | First Citizens BancShares Inc/NC                                                | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   17500000 | PA      | $17759116.73   | 0.03%             | 2031-03-12      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   21975000 | PA      | $21165893.69   | 0.04%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III         | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAE8<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8919974.10    | 0.02%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XQ3Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   48012029 | PA      | $41704673.72   | 0.07%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XQNQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36414951 | PA      | $37614979.02   | 0.07%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL FUNDING LLC         | GE Capital Funding LLC                                                          | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |   10716000 | PA      | $10831172.03   | 0.02%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179TG66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2863146 | PA      | $2847874.78    | 0.01%             | 2047-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XRNW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   44749449 | PA      | $46263890.33   | 0.08%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XTB34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21817308 | PA      | $21198252.90   | 0.04%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31416VSN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3098935 | PA      | $3061895.26    | 0.01%             | 2039-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418AMZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1687925 | PA      | $1628531.56    | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418AYE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5628897 | PA      | $5503511.81    | 0.01%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $17847478.22   | 0.03%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                       | Flex Ltd                                                                        | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   15000000 | PA      | $14943456.30   | 0.03%             | 2026-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO       | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |   24000000 | PA      | $25446117.12   | 0.05%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT             | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2021-3                   | CUSIP: 35563P4Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   59089375 | PA      | $47858729.82   | 0.09%             | 2061-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| General Motors                 | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   56274000 | PA      | $57066518.00   | 0.10%             | 2029-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ABCL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   78320169 | PA      | $66708725.22   | 0.12%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ABDU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   30295669 | PA      | $26062023.36   | 0.05%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ADCY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   32203115 | PA      | $32591969.83   | 0.06%             | 2054-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2015-GS1                                           | CUSIP: 36252AAC0<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |    3410425 | PA      | $3404142.69    | 0.01%             | 2048-11-10      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC               | DT Midstream Inc                                                                | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7150000 | PA      | $7371580.72    | 0.01%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP        | Digital Realty Trust LP                                                         | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    9775000 | PA      | $10061729.59   | 0.02%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receiva | GM Financial Revolving Receivables Trust 2024-1                                 | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11752000 | PA      | $12059936.48   | 0.02%             | 2036-12-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO              | General Motors Co                                                               | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   19775000 | PA      | $20501212.75   | 0.04%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ACVT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   29016782 | PA      | $29860182.93   | 0.05%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12138724.20   | 0.02%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   17600000 | PA      | $17882927.92   | 0.03%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO               | Genuine Parts Co                                                                | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5088234.45    | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   61437000 | PA      | $56045720.17   | 0.10%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $15010430.88   | 0.03%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10392551.80   | 0.02%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO               | Genuine Parts Co                                                                | CUSIP: 372460AD7<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   26375000 | PA      | $29528470.17   | 0.05%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   25550000 | PA      | $25428459.93   | 0.05%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                             | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7122630.60    | 0.01%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $16514983.60   | 0.03%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   13600000 | PA      | $13902119.51   | 0.02%             | 2028-09-13      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                             | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    6840000 | PA      | $6664746.07    | 0.01%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9914742.90    | 0.02%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $29525538.90   | 0.05%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA         | Goldman Sachs Bank USA/New York NY                                              | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5038382.40    | 0.01%             | 2027-05-21      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| GRUMA SAB DE CV                | Gruma SAB de CV                                                                 | CUSIP: 400131AH1<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |   10000000 | PA      | $10215000.00   | 0.02%             | 2034-12-09      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP               | HF Sinclair Corp                                                                | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   23037000 | PA      | $23086099.22   | 0.04%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   10225000 | PA      | $10689974.10   | 0.02%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5884009.85    | 0.01%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    9000000 | PA      | $8863745.85    | 0.02%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6567865.98    | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS        | Duquesne Light Holdings Inc                                                     | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    5350000 | PA      | $5240428.63    | 0.01%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS        | Duquesne Light Holdings Inc                                                     | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    2810000 | PA      | $2489150.10    | 0.00%             | 2032-01-07      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                   | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   40000000 | PA      | $40517579.60   | 0.07%             | 2026-06-26      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS       | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $5310317.12    | 0.01%             | 2038-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2007-A1                                                | CUSIP: 46630GAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     374140 | PA      | $372886.56     | 0.00%             | 2035-07-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14741996.55   | 0.03%             | 2030-05-06      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    6725000 | PA      | $6887357.98    | 0.01%             | 2028-09-13      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   22000000 | PA      | $19447287.20   | 0.03%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| JANUS HEND US HLDGS INC        | Janus Henderson US Holdings Inc                                                 | CUSIP: 47103MAB4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10109161.90   | 0.02%             | 2034-09-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   15094000 | PA      | $16441176.78   | 0.03%             | 2036-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    7019000 | PA      | $7140710.16    | 0.01%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO       | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   12750000 | PA      | $14095170.26   | 0.03%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL       | Johnson Controls International plc                                              | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    4029000 | PA      | $3511376.20    | 0.01%             | 2064-07-02      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE INC         | Jones Lang LaSalle Inc                                                          | CUSIP: 48020QAB3<br>LEI: 6SYKCME112RT8TQUO411 | Long             | DBT              | CORP              | US        |    8675000 | PA      | $9313336.34    | 0.02%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KENTUCKY ST HSG CORP HSG REVEN | Kentucky Housing Corp                                                           | CUSIP: 49130TUR5<br>LEI: 549300NTBUU903EKQ287 | Long             | DBT              | MUN               | US        |     370000 | PA      | $367858.96     | 0.00%             | 2040-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                    | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5032215.30    | 0.01%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES          | Keysight Technologies Inc                                                       | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10063273.10   | 0.02%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION               | LG Energy Solution Ltd                                                          | CUSIP: 50205MAJ8<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    7500000 | PA      | $7748522.18    | 0.01%             | 2035-04-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6356582.05    | 0.01%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   36030000 | PA      | $38456948.37   | 0.07%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                     | Leidos Inc                                                                      | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   47279000 | PA      | $47130508.48   | 0.08%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST           | LXP Industrial Trust                                                            | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |   14800000 | PA      | $13522961.72   | 0.02%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST           | LXP Industrial Trust                                                            | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |   11974000 | PA      | $12728058.46   | 0.02%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MAGC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2869481 | PA      | $2944813.67    | 0.01%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJDK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      49414 | PA      | $51473.44      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES FIN          | Liberty Utilities Finance GP 1                                                  | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8923825.20    | 0.02%             | 2030-09-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                 | Lowe's Cos Inc                                                                  | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    3450000 | PA      | $3481570.71    | 0.01%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   22125000 | PA      | $20312574.87   | 0.04%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25477275.75   | 0.05%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJJP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     146697 | PA      | $152161.44     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJMW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     915726 | PA      | $921010.11     | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust   | METLIFE SECURITIZATION TRUST 2019-1                                             | CUSIP: 59166EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2381269 | PA      | $2353142.20    | 0.00%             | 2058-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT        | Midwest Connector Capital Co LLC                                                | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   36022000 | PA      | $36178709.03   | 0.06%             | 2029-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II       | Belrose Funding Trust II                                                        | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14000000 | PA      | $15161120.24   | 0.03%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust       | Mill City Mortgage Loan Trust 2021-NMR1                                         | CUSIP: 59982HAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7802499 | PA      | $7491481.00    | 0.01%             | 2060-11-25      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY HOMEO | Minnesota Housing Finance Agency                                                | CUSIP: 60416QGV0<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |    3580359 | PA      | $3245908.76    | 0.01%             | 2047-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2018-H4                                          | CUSIP: 61691RAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8829018 | PA      | $8719304.57    | 0.02%             | 2051-12-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9703033.60    | 0.02%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11873713.56   | 0.02%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2018-H3                                          | CUSIP: 61767YAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22101510 | PA      | $21959315.52   | 0.04%             | 2051-07-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                 | PSEG Power LLC                                                                  | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14700000 | PA      | $15080813.35   | 0.03%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP           | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   39117000 | PA      | $41755050.48   | 0.07%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJS68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1793863 | PA      | $1650393.05    | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJSG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1056103 | PA      | $972302.40     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2025-SFR5 Trust                                            | CUSIP: 74334RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26150000 | PA      | $25213354.87   | 0.05%             | 2042-10-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL         | Protective Life Global Funding                                                  | CUSIP: 74368CBY9<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   15250000 | PA      | $15778516.81   | 0.03%             | 2029-06-12      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJSS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2686976 | PA      | $2473202.68    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJSY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22963054 | PA      | $21131306.48   | 0.04%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJVB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17307355 | PA      | $16294308.92   | 0.03%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   39100489 | PA      | $35378582.66   | 0.06%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD        | Reliance Industries Ltd                                                         | CUSIP: 759470BB2<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |   26000000 | PA      | $23610364.18   | 0.04%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC             | Royalty Pharma PLC                                                              | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   41050000 | PA      | $41015147.73   | 0.07%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                     | Leidos Inc                                                                      | CUSIP: 808626AE5<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5592673.55    | 0.01%             | 2032-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC           | Smithfield Foods Inc                                                            | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $17519288.00   | 0.03%             | 2031-09-13      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                  | J M Smucker Co/The                                                              | CUSIP: 832696AS7<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    9125000 | PA      | $8426551.24    | 0.02%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   19500000 | PA      | $21239754.71   | 0.04%             | 2034-01-10      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   12000000 | PA      | $12484239.72   | 0.02%             | 2029-01-09      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                 | Globe Life Inc                                                                  | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5044286.35    | 0.01%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7ST1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     628637 | PA      | $609067.94     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31292G2S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      19136 | PA      | $19767.43      | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31292SA59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6271247 | PA      | $5922546.22    | 0.01%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31292SAD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3040480 | PA      | $2878966.72    | 0.01%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3129366F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1090170 | PA      | $1097132.88    | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3131XJ5J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20036597 | PA      | $18924540.82   | 0.03%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132A5GL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10629618 | PA      | $9605935.98    | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132AEQP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   31061983 | PA      | $27415519.63   | 0.05%             | 2048-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132CW3B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15228319 | PA      | $13701349.19   | 0.02%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132CWZG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25893686 | PA      | $25194315.88   | 0.04%             | 2034-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132CXCC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24859784 | PA      | $23055187.79   | 0.04%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132D9BV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7528475 | PA      | $7014746.05    | 0.01%             | 2040-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DPPP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   43095725 | PA      | $35032219.22   | 0.06%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVLE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7081454 | PA      | $6105111.64    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVLF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7337464 | PA      | $6305616.05    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132E0KT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   65130341 | PA      | $67270607.75   | 0.12%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2018-B6 Mortgage Trust                                                | CUSIP: 08162CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20140000 | PA      | $19997884.10   | 0.04%             | 2051-10-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2020-B20 Mortgage Trust                                               | CUSIP: 08162XBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   31916000 | PA      | $28097866.58   | 0.05%             | 2053-10-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG       | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   18425000 | PA      | $18038552.94   | 0.03%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG       | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   13675000 | PA      | $8679224.39    | 0.02%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132J4JU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3893196 | PA      | $3825426.79    | 0.01%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335AFW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9676197 | PA      | $9663381.57    | 0.02%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                               | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $8367156.92    | 0.01%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC              | CBRE Services Inc                                                               | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $21332715.20   | 0.04%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust   | CD 2018-CD7 Mortgage Trust                                                      | CUSIP: 12512JAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7400000 | PA      | $7346682.26    | 0.01%             | 2051-08-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CIM Trust                      | CIM TRUST 2022-R2                                                               | CUSIP: 12567NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   41083636 | PA      | $39200780.84   | 0.07%             | 2061-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335BA97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10708739 | PA      | $10118763.81   | 0.02%             | 2044-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133ACKA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18472421 | PA      | $15838138.75   | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133GDPC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   29183000 | PA      | $26183421.92   | 0.05%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133USJW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14720238 | PA      | $11994359.58   | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC         | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAL8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19845621.80   | 0.04%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2019-C16 Commercial Mortgage Trust                                        | CUSIP: 12596WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   33939000 | PA      | $32745460.40   | 0.06%             | 2052-06-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP             | CNA Financial Corp                                                              | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11855219.04   | 0.02%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP             | CNA Financial Corp                                                              | CUSIP: 126117AW0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $892706.48     | 0.00%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                                 | CUSIP: 3136BCGY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   66288000 | PA      | $57588289.96   | 0.10%             | 2032-10-25      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FJKE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   56545000 | PA      | $56525033.96   | 0.10%             | 2028-09-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140E2TX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9817708 | PA      | $9229711.08    | 0.02%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FQT31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8195461 | PA      | $7438621.40    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   42525000 | PA      | $37836088.89   | 0.07%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA CMNTY CHOICE FING A | California Community Choice Financing Authority                                 | CUSIP: 13013JBN5<br>LEI: 549300X8VKJ215S2R571 | Long             | DBT              | MUN               | US        |    3155000 | PA      | $3225829.12    | 0.01%             | 2029-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J55P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10537996 | PA      | $10383314.62   | 0.02%             | 2037-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J5FG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1912070 | PA      | $1839306.17    | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP           | Cantor Fitzgerald LP                                                            | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   17450000 | PA      | $17311105.85   | 0.03%             | 2027-04-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP            | Carrier Global Corp                                                             | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    6861000 | PA      | $6430027.18    | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC       | Celanese US Holdings LLC                                                        | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15483495.00   | 0.03%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24375000 | PA      | $16889638.35   | 0.03%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust Series 2024-RPL3                              | CUSIP: 161917AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   54642647 | PA      | $49001220.19   | 0.09%             | 2064-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust 2023-RPL3                                     | CUSIP: 161927AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  115220584 | PA      | $104344256.19  | 0.19%             | 2063-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $23002215.50   | 0.04%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   11460000 | PA      | $10180778.88   | 0.02%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| COLONIAL ENTERPRISES INC       | Colonial Enterprises Inc                                                        | CUSIP: 19565CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10073688.90   | 0.02%             | 2035-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| COLORADO ST HSG & FIN AUTH     | Colorado Housing and Finance Authority                                          | CUSIP: 19648GH88<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |   15430000 | PA      | $16473270.13   | 0.03%             | 2055-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   10450000 | PA      | $10914840.35   | 0.02%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING        | DCP Midstream Operating LP                                                      | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10225828.90   | 0.02%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                | Danske Bank A/S                                                                 | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   36318000 | PA      | $37786115.20   | 0.07%             | 2030-03-01      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6195627.54    | 0.01%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   22755000 | PA      | $22671677.79   | 0.04%             | 2026-11-24      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN       | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    8661000 | PA      | $10208796.14   | 0.02%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC            | Dominion Energy Inc                                                             | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9605150.80    | 0.02%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA       | Electricite de France SA                                                        | CUSIP: 268317AY0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   22000000 | PA      | $22941578.66   | 0.04%             | 2029-04-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN               | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AF7<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    4017000 | PA      | $3613405.82    | 0.01%             | 2043-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    7603000 | PA      | $8052769.07    | 0.01%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6V39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1219222 | PA      | $1249504.16    | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9B43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2319803 | PA      | $2215986.67    | 0.00%             | 2041-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132D9GR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   61603822 | PA      | $53472317.77   | 0.10%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132D9SP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  134491059 | PA      | $116997395.00  | 0.21%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVK53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   60757365 | PA      | $58165490.65   | 0.10%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  101629752 | PA      | $90845764.74   | 0.16%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133AQVJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14822490 | PA      | $12772952.55   | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QMTB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21039178 | PA      | $17322066.01   | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W0N43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23801733 | PA      | $24209937.57   | 0.04%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W1B44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24412904 | PA      | $22949730.97   | 0.04%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418BD45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2430104 | PA      | $2413725.43    | 0.00%             | 2034-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund                                      | CUSIP: 31846V211<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        | 1568549873 | NS      | $1568549873.41 | 2.80%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20239052.80   | 0.04%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                       | Flex Ltd                                                                        | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   21830000 | PA      | $22044887.32   | 0.04%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2017-GS8                                           | CUSIP: 36254KAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23655000 | PA      | $23229900.73   | 0.04%             | 2050-11-10      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14869996.95   | 0.03%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12501976.32   | 0.02%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP              | Kinross Gold Corp                                                               | CUSIP: 496902AK3<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $3324549.93    | 0.01%             | 2041-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LINEAGE OP LP                  | Lineage OP LP                                                                   | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              | CORP              | US        |   27000000 | PA      | $27368312.40   | 0.05%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    9675000 | PA      | $9651425.60    | 0.02%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD            | Macquarie Group Ltd                                                             | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   56525000 | PA      | $50974043.77   | 0.09%             | 2033-01-14      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| MAINE ST HSG AUTH MTGE PURCHAS | Maine State Housing Authority                                                   | CUSIP: 56052FXH3<br>LEI: 549300SO05LH6D240016 | Long             | DBT              | MUN               | US        |   10000000 | PA      | $6926558.00    | 0.01%             | 2046-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4530365.80    | 0.01%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                     | MasTec Inc                                                                      | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4986583.30    | 0.01%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI       | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8125000 | PA      | $8308576.09    | 0.01%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                     | NBN Co Ltd                                                                      | CUSIP: 62878U2B7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   18875000 | PA      | $17224107.75   | 0.03%             | 2031-05-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                | NGPL PipeCo LLC                                                                 | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   32000000 | PA      | $32077913.60   | 0.06%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63861VAB3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   11948000 | PA      | $11936689.43   | 0.02%             | 2029-03-08      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   35000000 | PA      | $34338028.20   | 0.06%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2022-A                                | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17021950 | PA      | $15537877.29   | 0.03%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2022-B                                | CUSIP: 63942PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   40515903 | PA      | $39929540.54   | 0.07%             | 2070-10-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HGR EDU ASSISTAN | New Jersey Higher Education Student Assistance Authority                        | CUSIP: 646080VF5<br>LEI: 5493007OOYUHTF8GSL63 | Long             | DBT              | MUN               | US        |    6465000 | PA      | $6274654.88    | 0.01%             | 2039-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG       | New York Life Global Funding                                                    | CUSIP: 64952WFF5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    5950000 | PA      | $6059035.00    | 0.01%             | 2029-01-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER           | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6939809.80    | 0.01%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORP              | NorthWestern Corp                                                               | CUSIP: 66807TAA0<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |    7325000 | PA      | $7503180.11    | 0.01%             | 2030-03-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25000000 | PA      | $26103787.00   | 0.05%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE       | Perrigo Finance Unlimited Co                                                    | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |   10000000 | PA      | $9759631.90    | 0.02%             | 2030-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP           | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $19873620.00   | 0.04%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PREMIER HEALTH PARTNERS        | Premier Health Partners                                                         | CUSIP: 74052BAA5<br>LEI: 549300KETC002I82TF46 | Long             | DBT              | CORP              | US        |   33267000 | PA      | $32776894.59   | 0.06%             | 2026-11-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC            | Quanta Services Inc                                                             | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10252019.60   | 0.02%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J6GR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2625746 | PA      | $2522942.12    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J8TE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10093934 | PA      | $9723369.91    | 0.02%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAF9<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   12000000 | PA      | $11382934.32   | 0.02%             | 2028-06-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC           | Shell Finance US Inc                                                            | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9603311.20    | 0.02%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   11775000 | PA      | $10552927.15   | 0.02%             | 2032-06-09      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBJ0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   11816000 | PA      | $10749666.38   | 0.02%             | 2033-01-21      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00084DAU4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   16900000 | PA      | $16567389.24   | 0.03%             | 2027-06-16      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                  | AIB Group PLC                                                                   | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   39575000 | PA      | $41632314.29   | 0.07%             | 2035-03-28      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| AGREE LP                       | Agree LP                                                                        | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7047592.30    | 0.01%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-28CB                                                | CUSIP: 02147TAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     389028 | PA      | $180459.65     | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JAEL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12236598 | PA      | $12380914.71   | 0.02%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JAND6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14744895 | PA      | $14189972.37   | 0.03%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140KVRT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5151004 | PA      | $4626458.70    | 0.01%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QEAJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   41906053 | PA      | $37846481.70   | 0.07%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QKKC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  106103264 | PA      | $86212664.55   | 0.15%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QPS65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   59011083 | PA      | $58903075.28   | 0.11%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP        | American National Group Inc                                                     | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   59600000 | PA      | $60842805.42   | 0.11%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                                       | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   12300000 | PA      | $10680423.45   | 0.02%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP        | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   15000000 | PA      | $13376932.65   | 0.02%             | 2035-11-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP        | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AT3<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   37350000 | PA      | $37509281.32   | 0.07%             | 2035-09-30      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QQSP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   40136089 | PA      | $40997340.22   | 0.07%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QTHV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   48446569 | PA      | $49774087.07   | 0.09%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W06J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   52881450 | PA      | $54663782.82   | 0.10%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W1D42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   78919363 | PA      | $67929261.11   | 0.12%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                      | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15227555.40   | 0.03%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    9800000 | PA      | $10898418.89   | 0.02%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W1VD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18603245 | PA      | $16816585.51   | 0.03%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X52A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9242091 | PA      | $8792514.94    | 0.02%             | 2038-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    5000000 | PA      | $4810103.05    | 0.01%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13664702.25   | 0.02%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   28925000 | PA      | $26340163.94   | 0.05%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   16500000 | PA      | $17071224.23   | 0.03%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   23300000 | PA      | $22548292.37   | 0.04%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2018-BNK10                                                                 | CUSIP: 065404BB0<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |   11050000 | PA      | $10906642.83   | 0.02%             | 2061-02-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   18000000 | PA      | $18785067.12   | 0.03%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Bayview Financial Acquisition  | Bayview Financial Mortgage Pass-Through Trust 2007-B                            | CUSIP: 07324FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     655684 | PA      | $583336.48     | 0.00%             | 2047-08-28      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B24 Mortgage Trust                                               | CUSIP: 08163CBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26400000 | PA      | $23570236.80   | 0.04%             | 2054-03-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2023-V3 Mortgage Trust                                                | CUSIP: 08163VAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   36950000 | PA      | $38255432.42   | 0.07%             | 2056-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V16 Mortgage Trust                                               | CUSIP: 08164RAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28750000 | PA      | $29276441.25   | 0.05%             | 2058-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    5825000 | PA      | $5454984.70    | 0.01%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus | CFCRE Commercial Mortgage Trust 2016-C4                                         | CUSIP: 12531YAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   36850980 | PA      | $36684162.98   | 0.07%             | 2058-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2016-C7 Commercial Mortgage Trust                                         | CUSIP: 12637UAW9<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4951379.00    | 0.01%             | 2049-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   17675000 | PA      | $15183269.53   | 0.03%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   45140000 | PA      | $48106448.68   | 0.09%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   29000000 | PA      | $31649608.78   | 0.06%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC       | Constellation Energy Generation LLC                                             | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   12600000 | PA      | $13021634.68   | 0.02%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC       | Constellation Energy Generation LLC                                             | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5341418.35    | 0.01%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   12000000 | PA      | $12075872.40   | 0.02%             | 2028-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                 | Solventum Corp                                                                  | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $31233881.40   | 0.06%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP            | Sprint Capital Corp                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   21552000 | PA      | $23182371.95   | 0.04%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X6QN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6953855 | PA      | $6831106.88    | 0.01%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X86E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   43912433 | PA      | $39510476.83   | 0.07%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP               | Duke Energy Corp                                                                | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $7172962.37    | 0.01%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                        | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3309375.48    | 0.01%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00084DBF6<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   10000000 | PA      | $10369643.30   | 0.02%             | 2035-12-03      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                      | AGCO Corp                                                                       | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |   13500000 | PA      | $14033457.63   | 0.03%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVMC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   76699952 | PA      | $68561794.33   | 0.12%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132E0YM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  101486785 | PA      | $98003074.84   | 0.18%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FHPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14950000 | PA      | $14946102.54   | 0.03%             | 2028-07-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138E0RK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2305761 | PA      | $2242556.73    | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EMUX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3401253 | PA      | $3390569.05    | 0.01%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138ERBM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3545809 | PA      | $3326415.78    | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   13250000 | PA      | $13091598.24   | 0.02%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2018-4                                                | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9778484 | PA      | $9292178.14    | 0.02%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138ERTM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5284764 | PA      | $5142107.13    | 0.01%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W0F67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   48932359 | PA      | $43904553.20   | 0.08%             | 2037-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X8N29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   45410169 | PA      | $38790976.12   | 0.07%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X9WU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3849447 | PA      | $3743445.01    | 0.01%             | 2037-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XAD41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2139678 | PA      | $1925174.03    | 0.00%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XBVY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15528511 | PA      | $13310670.08   | 0.02%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XAZ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27996151 | PA      | $24045582.32   | 0.04%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XCYA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  105415282 | PA      | $89928811.19   | 0.16%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XD2P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14699303 | PA      | $12579134.01   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XDQ90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   84422294 | PA      | $72004702.87   | 0.13%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XDUZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27648840 | PA      | $23984087.67   | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XFG21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22943484 | PA      | $21297382.77   | 0.04%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XFZD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24558504 | PA      | $22585077.26   | 0.04%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XGGB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   69844280 | PA      | $64061870.56   | 0.11%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XDHV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   51288092 | PA      | $45454844.06   | 0.08%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XLQ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   39678471 | PA      | $38900700.28   | 0.07%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418BRH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3657469 | PA      | $3488320.10    | 0.01%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   56195142 | PA      | $45742157.04   | 0.08%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29705114 | PA      | $25673146.10   | 0.05%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                     | FedEx Corp                                                                      | CUSIP: 31428XCX2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $12983579.85   | 0.02%             | 2048-10-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                  | AIB Group PLC                                                                   | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   45345000 | PA      | $48135437.89   | 0.09%             | 2029-09-13      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   61006000 | PA      | $42040336.37   | 0.08%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS         | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAH6<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   24325000 | PA      | $24569838.91   | 0.04%             | 2027-08-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC           | Ferguson Finance PLC                                                            | CUSIP: 314890AB0<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |   28100000 | PA      | $26670294.76   | 0.05%             | 2030-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   49359000 | PA      | $33746982.76   | 0.06%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   19423000 | PA      | $13849522.08   | 0.02%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust           | FirstKey Homes 2021-SFR2 Trust                                                  | CUSIP: 33767TAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   44789012 | PA      | $43576322.61   | 0.08%             | 2038-09-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36202D2F7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      11614 | PA      | $12060.86      | 0.00%             | 2033-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XLVN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9294924 | PA      | $9677309.39    | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XMMJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   44897213 | PA      | $42206289.98   | 0.08%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36202FHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     519345 | PA      | $532788.88     | 0.00%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ADAN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   80614877 | PA      | $68988761.89   | 0.12%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    9350000 | PA      | $9186232.69    | 0.02%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM           | Adventist Health System/West                                                    | CUSIP: 007944AF8<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |   19250000 | PA      | $18166109.50   | 0.03%             | 2029-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO        | Arthur J Gallagher & Co                                                         | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    5625000 | PA      | $3988003.16    | 0.01%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC       | Genpact Luxembourg SARL/Genpact USA Inc                                         | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    6400000 | PA      | $6658041.79    | 0.01%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS       | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   35838000 | PA      | $33659199.76   | 0.06%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   26000000 | PA      | $26400936.90   | 0.05%             | 2027-06-24      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2025-1                                                | CUSIP: 89190KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  126934143 | PA      | $127683117.78  | 0.23%             | 2065-06-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES          | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    8400000 | PA      | $9001441.43    | 0.02%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP              | ITC Holdings Corp                                                               | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7288333.85    | 0.01%             | 2034-05-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu | JPMDB Commercial Mortgage Securities Trust 2017-C5                              | CUSIP: 46590TAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24380000 | PA      | $24019924.47   | 0.04%             | 2050-03-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP          | Truist Financial Corp                                                           | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8664808.24    | 0.02%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2019-C18                                          | CUSIP: 90278PBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6480000 | PA      | $6044776.63    | 0.01%             | 2052-12-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25450723.75   | 0.05%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu | JPMDB Commercial Mortgage Securities Trust 2017-C7                              | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17170000 | PA      | $16789993.56   | 0.03%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                                | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $46336905.00   | 0.08%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  669925000 | PA      | $673457809.29  | 1.20%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  327450000 | PA      | $336697905.12  | 0.60%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  190000000 | PA      | $191558592.80  | 0.34%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XMN93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   71837178 | PA      | $66032358.04   | 0.12%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XRNU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  136357538 | PA      | $140802288.35  | 0.25%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                  | Aircastle Ltd                                                                   | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   23000000 | PA      | $23986812.70   | 0.04%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                    | Aker BP ASA                                                                     | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   15500000 | PA      | $15982758.66   | 0.03%             | 2028-06-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  681450000 | PA      | $683526296.38  | 1.22%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  426200000 | PA      | $428397593.75  | 0.77%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS          | Universal Health Services Inc                                                   | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9760113.20    | 0.02%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   17148000 | PA      | $16083804.89   | 0.03%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD       | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3788113.55    | 0.01%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15471668.85   | 0.03%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   21434000 | PA      | $22656245.56   | 0.04%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    8000000 | PA      | $8206282.48    | 0.01%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV       | Bacardi Ltd / Bacardi-Martini BV                                                | CUSIP: 05635JAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   15000000 | PA      | $15154042.80   | 0.03%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   13400000 | PA      | $13433918.35   | 0.02%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   25983000 | PA      | $26005088.93   | 0.05%             | 2025-11-19      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   15500000 | PA      | $15801785.93   | 0.03%             | 2029-01-27      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   28793000 | PA      | $29096178.20   | 0.05%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    4430000 | PA      | $4027800.17    | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418ABT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9798525 | PA      | $9628928.79    | 0.02%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  197253542 | PA      | $160603202.51  | 0.29%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $3357960.53    | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                  | Videotron Ltd                                                                   | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   11115000 | PA      | $10775645.49   | 0.02%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC             | Vodafone Group PLC                                                              | CUSIP: 92857TAH0<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     301000 | PA      | $343716.92     | 0.00%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CB6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $31404255.90   | 0.06%             | 2028-11-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK29                                                                 | CUSIP: 06541TBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   67160000 | PA      | $58597066.42   | 0.10%             | 2053-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK7                                                                  | CUSIP: 06541XAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     350000 | PA      | $344387.96     | 0.00%             | 2060-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   20900000 | PA      | $21173046.80   | 0.04%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C50                                  | CUSIP: 95001XAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14778157 | PA      | $14660054.41   | 0.03%             | 2052-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   10000000 | PA      | $10093131.80   | 0.02%             | 2029-05-09      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $5095539.40    | 0.01%             | 2031-05-09      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   55873568 | PA      | $56665773.99   | 0.10%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First National Master Note Tru | First National Master Note Trust                                                | CUSIP: 32113CCB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   41875000 | PA      | $42767615.88   | 0.08%             | 2030-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust           | FirstKey Homes 2022-SFR2 Trust                                                  | CUSIP: 33767PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7214630 | PA      | $7197589.42    | 0.01%             | 2039-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust           | FirstKey Homes 2021-SFR1 Trust                                                  | CUSIP: 33767WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  127516338 | PA      | $124529229.73  | 0.22%             | 2038-08-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AE8<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   29081000 | PA      | $29264561.89   | 0.05%             | 2026-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1138000 | PA      | $1389857.30    | 0.00%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WSTERN MI UNIV HOMER STRYKER M | Western Michigan University Homer Stryker MD School of Medicine                 | CUSIP: 958644AB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   11640000 | PA      | $11893287.56   | 0.02%             | 2028-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC          | Whistler Pipeline LLC                                                           | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    7395000 | PA      | $7622001.50    | 0.01%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                            | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    8417000 | PA      | $9115148.23    | 0.02%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust           | FirstKey Homes 2022-SFR3 Trust                                                  | CUSIP: 33768EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   54896121 | PA      | $54717554.46   | 0.10%             | 2038-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4997625.95    | 0.01%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $9069505.28    | 0.02%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP               | FirstEnergy Corp                                                                | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $10472188.05   | 0.02%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR III        | Five Corners Funding Trust III                                                  | CUSIP: 33830GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8459115.28    | 0.02%             | 2033-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F | Ford Credit Auto Owner Trust 2023-REV1                                          | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  139364000 | PA      | $141820318.37  | 0.25%             | 2035-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                | JAB Holdings BV                                                                 | CUSIP: 46653KAA6<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    7426000 | PA      | $6520246.25    | 0.01%             | 2030-11-23      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                | JAB Holdings BV                                                                 | CUSIP: 46653KAC2<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    9000000 | PA      | $7111490.85    | 0.01%             | 2052-04-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP       | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |   31750000 | PA      | $33526417.90   | 0.06%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III            | LYB International Finance III LLC                                               | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15086746.65   | 0.03%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOX CORP                       | Fox Corp                                                                        | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7706627.32    | 0.01%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179MAX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   54155744 | PA      | $51334685.47   | 0.09%             | 2042-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL         | Marriott International Inc/MD                                                   | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10208331.00   | 0.02%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO        | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AT5<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19895361.80   | 0.04%             | 2052-12-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179MK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15456298 | PA      | $14666954.29   | 0.03%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179W2X5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15113607 | PA      | $14332918.18   | 0.03%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36184HMM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4730152 | PA      | $4335597.36    | 0.01%             | 2045-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622A3BU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16393251 | PA      | $14838098.08   | 0.03%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                    | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15469570.50   | 0.03%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC            | Nomura Holdings Inc                                                             | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $10181586.50   | 0.02%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622AA4S0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   54152476 | PA      | $46425775.95   | 0.08%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ACN22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   40241831 | PA      | $40939016.12   | 0.07%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC            | Nomura Holdings Inc                                                             | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   20000000 | PA      | $20441616.20   | 0.04%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                    | Phillips 66 Co                                                                  | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11468015.28   | 0.02%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| RTX CORP                       | RTX Corp                                                                        | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4080156.54    | 0.01%             | 2050-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   27600000 | PA      | $28886724.42   | 0.05%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    7500000 | PA      | $7824659.40    | 0.01%             | 2031-04-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2022-3                                                | CUSIP: 89180NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  122782527 | PA      | $117167202.81  | 0.21%             | 2062-08-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ACRZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   23375287 | PA      | $24061074.43   | 0.04%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ADAD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   87084459 | PA      | $90244510.93   | 0.16%             | 2054-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRINITY ACQUISITION PLC        | Trinity Acquisition PLC                                                         | CUSIP: 89641UAC5<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |   28055000 | PA      | $28063254.62   | 0.05%             | 2026-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  835525000 | PA      | $711893410.16  | 1.27%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  301300000 | PA      | $291825528.10  | 0.52%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  217750000 | PA      | $219144960.94  | 0.39%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  126075000 | PA      | $128990484.38  | 0.23%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP             | Valero Energy Corp                                                              | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2328620.95    | 0.00%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust           | Verizon Master Trust                                                            | CUSIP: 92348KDM2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   79775000 | PA      | $80793495.40   | 0.14%             | 2030-11-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC             | Vodafone Group PLC                                                              | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $9733428.60    | 0.02%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4654374.55    | 0.01%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $27777317.75   | 0.05%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272AV0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $11175427.67   | 0.02%             | 2029-03-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   17525000 | PA      | $18057700.06   | 0.03%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15375950.70   | 0.03%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5058533.45    | 0.01%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   23775000 | PA      | $23604008.06   | 0.04%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   43348000 | PA      | $43398577.15   | 0.08%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV          | Grupo Bimbo SAB de CV                                                           | CUSIP: 40052VAE4<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |   25400000 | PA      | $22030944.00   | 0.04%             | 2047-11-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV          | Grupo Bimbo SAB de CV                                                           | CUSIP: 40052VAG9<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |    7300000 | PA      | $5574249.34    | 0.01%             | 2049-09-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE INSURANCE        | Guardian Life Insurance Co of America/The                                       | CUSIP: 401378AC8<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |   24727000 | PA      | $20821538.74   | 0.04%             | 2077-01-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE INSURANCE        | Guardian Life Insurance Co of America/The                                       | CUSIP: 401378AD6<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |    7211000 | PA      | $4959960.01    | 0.01%             | 2070-01-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND        | Guardian Life Global Funding                                                    | CUSIP: 40139LBG7<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |   16350000 | PA      | $16860699.28   | 0.03%             | 2027-10-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   14405000 | PA      | $13759109.62   | 0.02%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   35000000 | PA      | $35623935.90   | 0.06%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA               | HSBC Bank USA NA                                                                | CUSIP: 4042Q1AD9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4952556.59    | 0.01%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HP INC                         | HP Inc                                                                          | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $34331567.55   | 0.06%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP        | Hanover Insurance Group Inc/The                                                 | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |   10550000 | PA      | $9518018.73    | 0.02%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP        | Hanover Insurance Group Inc/The                                                 | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |   27500000 | PA      | $27824163.68   | 0.05%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $17214547.50   | 0.03%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11986433.04   | 0.02%             | 2028-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HIGH STREET FDG TRUST II       | High Street Funding Trust II                                                    | CUSIP: 42981DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1755389.10    | 0.00%             | 2048-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC          | Amrize Finance US LLC                                                           | CUSIP: 43475RAG1<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   13596000 | PA      | $15640960.49   | 0.03%             | 2036-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust | Home Partners of America 2021-2 Trust                                           | CUSIP: 43732VAT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   93633522 | PA      | $90943468.32   | 0.16%             | 2026-12-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6039583.14    | 0.01%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BA1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    3775000 | PA      | $3800662.79    | 0.01%             | 2033-05-17      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $9541473.68    | 0.02%             | 2028-08-04      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP              | Hyatt Hotels Corp                                                               | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15643798.80   | 0.03%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   30300000 | PA      | $30638327.68   | 0.05%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                  | Ingredion Inc                                                                   | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |   26775000 | PA      | $25110047.50   | 0.04%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                     | Intel Corp                                                                      | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5111824.10    | 0.01%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                     | Intel Corp                                                                      | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    7175000 | PA      | $6938751.21    | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT       | Interstate Power and Light Co                                                   | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    9350000 | PA      | $8541740.93    | 0.02%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                      | IQVIA Inc                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12631620.00   | 0.02%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP              | ITC Holdings Corp                                                               | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   25581000 | PA      | $25111245.35   | 0.04%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP              | ITC Holdings Corp                                                               | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9371849.50    | 0.02%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO       | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   10000000 | PA      | $9585507.00    | 0.02%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO       | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   36150000 | PA      | $37752529.50   | 0.07%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JPMCC Commercial Mortgage Securities Trust 2017-JP7                             | CUSIP: 465968AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10500000 | PA      | $10306854.60   | 0.02%             | 2050-09-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4106000 | PA      | $4293969.31    | 0.01%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2007-A1                                                | CUSIP: 46630GAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     566509 | PA      | $565973.65     | 0.00%             | 2035-07-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   28000000 | PA      | $25970843.64   | 0.05%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   60619000 | PA      | $61420477.14   | 0.11%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   26500000 | PA      | $28232757.09   | 0.05%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL       | Jackson National Life Global Funding                                            | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $30651152.10   | 0.05%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL       | Jackson National Life Global Funding                                            | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15015233.10   | 0.03%             | 2030-09-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP       | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |   16784000 | PA      | $17744680.91   | 0.03%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO       | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23000000 | PA      | $23583970.00   | 0.04%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                   | KBC Group NV                                                                    | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   18500000 | PA      | $19111388.74   | 0.03%             | 2029-01-19      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                    | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5956489.26    | 0.01%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA              | National Grid USA                                                               | CUSIP: 49337WAC4<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $7428693.35    | 0.01%             | 2030-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   13375000 | PA      | $13658071.18   | 0.02%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                     | Leidos Inc                                                                      | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   23000000 | PA      | $24291994.64   | 0.04%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                     | Leidos Inc                                                                      | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $13505480.43   | 0.02%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                    | Lennar Corp                                                                     | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $11329516.00   | 0.02%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC       | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBN3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    5150000 | PA      | $4927292.89    | 0.01%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $6917029.60    | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA               | ArcelorMittal SA                                                                | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   14600000 | PA      | $15587671.31   | 0.03%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC         | Equitable Holdings Inc                                                          | CUSIP: 054561AN5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    2183000 | PA      | $2192229.40    | 0.00%             | 2029-02-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    5400000 | PA      | $5584407.19    | 0.01%             | 2030-01-18      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   49720000 | PA      | $44077250.35   | 0.08%             | 2032-10-19      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu | Bear Stearns Asset Backed Securities I Trust 2004-AC2                           | CUSIP: 073879AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     104895 | PA      | $86862.97      | 0.00%             | 2034-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BECLE SA DE CV                 | Becle SAB de CV                                                                 | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |   39493000 | PA      | $34122524.65   | 0.06%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                    | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   11825000 | PA      | $12033592.17   | 0.02%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   32075000 | PA      | $29139376.04   | 0.05%             | 2032-04-19      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   19538000 | PA      | $18324443.04   | 0.03%             | 2029-09-15      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   15227000 | PA      | $15257986.64   | 0.03%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   26150000 | PA      | $26833968.16   | 0.05%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA         | BP Capital Markets America Inc                                                  | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    7600000 | PA      | $7689387.78    | 0.01%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   80745000 | PA      | $75620836.71   | 0.14%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust   | CD 2016-CD1 Mortgage Trust                                                      | CUSIP: 12514MBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   49411454 | PA      | $48173894.72   | 0.09%             | 2049-08-10      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2018-CX11 Commercial Mortgage Trust                                       | CUSIP: 12652UAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22023039 | PA      | $21852256.94   | 0.04%             | 2051-04-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12472140.12   | 0.02%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    7025000 | PA      | $6943265.81    | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    8000000 | PA      | $8070096.88    | 0.01%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO        | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8969122.26    | 0.02%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AT&T REIGN II LB PTT           | AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust                    | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   70000000 | PA      | $70708799.00   | 0.13%             | 2044-12-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                | Cameron LNG LLC                                                                 | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $17365973.60   | 0.03%             | 2035-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   20000000 | PA      | $20310192.60   | 0.04%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    8000000 | PA      | $8091410.40    | 0.01%             | 2030-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY       | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   12000000 | PA      | $8801211.84    | 0.02%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   40205000 | PA      | $42175529.47   | 0.08%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC               | Carlisle Cos Inc                                                                | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5060500.25    | 0.01%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP            | Carrier Global Corp                                                             | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8073229.80    | 0.01%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC       | Celanese US Holdings LLC                                                        | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    9075000 | PA      | $9371652.68    | 0.02%             | 2029-07-15      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU       | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |   12000000 | PA      | $11866977.60   | 0.02%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   15325000 | PA      | $14094202.36   | 0.03%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22375000 | PA      | $16324881.89   | 0.03%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $17099693.46   | 0.03%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $14266019.74   | 0.03%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2017-P7                                     | CUSIP: 17325HBP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12275000 | PA      | $12112788.33   | 0.02%             | 2050-04-14      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP        | Columbia Pipeline Group Inc                                                     | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |   10776000 | PA      | $10724704.95   | 0.02%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    7500000 | PA      | $7682726.10    | 0.01%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   13500000 | PA      | $13627666.80   | 0.02%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                 | Capital One NA                                                                  | CUSIP: 25466AAP6<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   32508000 | PA      | $32898112.58   | 0.06%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   38019000 | PA      | $37955840.94   | 0.07%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC          | DuPont de Nemours Inc                                                           | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   17857000 | PA      | $18294776.32   | 0.03%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP               | Duke Energy Corp                                                                | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    4495000 | PA      | $3167321.33    | 0.01%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC           | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5178347.65    | 0.01%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                        | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10336199.70   | 0.02%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS                | Eagle Materials Inc                                                             | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    8700000 | PA      | $7841410.14    | 0.01%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                    | Equinix Inc                                                                     | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1915336.20    | 0.00%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                    | Equinix Inc                                                                     | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    7675000 | PA      | $6925334.32    | 0.01%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                      | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   19760000 | PA      | $20239830.50   | 0.04%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                | BAE Systems PLC                                                                 | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   18500000 | PA      | $16280167.98   | 0.03%             | 2031-02-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE       | Equitable Financial Life Global Funding                                         | CUSIP: 29449WAQ0<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6170800.14    | 0.01%             | 2028-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                    | Exelon Corp                                                                     | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3909731.00    | 0.01%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                          | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   10750000 | PA      | $9671839.18    | 0.02%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3384628 | PA      | $3260496.32    | 0.01%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 312945DS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7255362 | PA      | $7081455.61    | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3131XJK35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8617650 | PA      | $8155353.88    | 0.01%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132D56Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   28920922 | PA      | $25949487.92   | 0.05%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132D6NR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3798968 | PA      | $3591030.49    | 0.01%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132FCEB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   33865058 | PA      | $31210487.54   | 0.06%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132GUKK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1302419 | PA      | $1236459.25    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                  | BGC Group Inc                                                                   | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |   19542000 | PA      | $20324794.87   | 0.04%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO          | Becton Dickinson & Co                                                           | CUSIP: 075887BM0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    6815000 | PA      | $6170586.34    | 0.01%             | 2044-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132HPR22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15982486 | PA      | $14725867.50   | 0.03%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132WKQS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14773350 | PA      | $13340209.61   | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335AMN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     656932 | PA      | $666723.57     | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KYUK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   48961164 | PA      | $44274001.34   | 0.08%             | 2040-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KYUP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   69215404 | PA      | $59965236.25   | 0.11%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31385W2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10344 | PA      | $10711.28      | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2020-B21 Mortgage Trust                                               | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   35697743 | PA      | $31406695.80   | 0.06%             | 2053-12-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V10 Mortgage Trust                                               | CUSIP: 08163UAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   82950000 | PA      | $84122100.09   | 0.15%             | 2057-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138E6U20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12763916 | PA      | $12414001.80   | 0.02%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EGFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2070132 | PA      | $2069306.91    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J9HY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29547998 | PA      | $27889501.27   | 0.05%             | 2044-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QMML5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   89100972 | PA      | $79530635.48   | 0.14%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V13 Mortgage Trust                                               | CUSIP: 08164AAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   68500000 | PA      | $70405087.75   | 0.13%             | 2058-02-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG       | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   21825000 | PA      | $18760288.10   | 0.03%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QWC59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   71914882 | PA      | $74334664.50   | 0.13%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X76T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23185102 | PA      | $20861106.95   | 0.04%             | 2035-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XBZ45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   56798205 | PA      | $49000364.12   | 0.09%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XCBU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   37156048 | PA      | $30540376.89   | 0.05%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XCDV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16674209 | PA      | $14321300.91   | 0.03%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XDY67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   65731492 | PA      | $56062930.52   | 0.10%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XFRP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20819473 | PA      | $18570029.50   | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XGQT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   39886432 | PA      | $35632608.08   | 0.06%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XHFQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30830431 | PA      | $27739294.20   | 0.05%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT             | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4                   | CUSIP: 35563PML0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25182462 | PA      | $23334402.06   | 0.04%             | 2059-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL       | Jackson National Life Global Funding                                            | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   25400000 | PA      | $25607740.50   | 0.05%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC        | Jefferies Financial Group Inc                                                   | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $18740874.06   | 0.03%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO           | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   10613000 | PA      | $10530606.08   | 0.02%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC           | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   17300000 | PA      | $16896929.03   | 0.03%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL INSURANCE       | Liberty Mutual Insurance Co                                                     | CUSIP: 53079QAD9<br>LEI: CNC20I6IOMGF7KY49D67 | Long             | DBT              | CORP              | US        |     465000 | PA      | $534012.14     | 0.00%             | 2097-10-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP          | Lincoln National Corp                                                           | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   20010000 | PA      | $19004642.97   | 0.03%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   18500000 | PA      | $18257075.58   | 0.03%             | 2028-11-07      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    8725000 | PA      | $7891859.96    | 0.01%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8335208.96    | 0.01%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                      | Mosaic Co/The                                                                   | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4549188.65    | 0.01%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                      | Mosaic Co/The                                                                   | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2063969.80    | 0.00%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63859WAE9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   73507000 | PA      | $73327653.95   | 0.13%             | 2026-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2023-A                                | CUSIP: 638961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   46121619 | PA      | $47245570.99   | 0.08%             | 2071-10-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2017-3                                      | CUSIP: 64828MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4656461 | PA      | $4510217.74    | 0.01%             | 2057-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                    | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    7035000 | PA      | $6812385.73    | 0.01%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                    | Nutrien Ltd                                                                     | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    7000000 | PA      | $6989433.92    | 0.01%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2022-NQM2 Trust                                                             | CUSIP: 67448DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   69695234 | PA      | $66809621.50   | 0.12%             | 2062-01-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    6320000 | PA      | $7186150.82    | 0.01%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC         | Bimbo Bakeries USA Inc                                                          | CUSIP: 09031WAA1<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |   20009000 | PA      | $15132928.95   | 0.03%             | 2051-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5972114.46    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $8912367.24    | 0.02%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6678504.53    | 0.01%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS            | Petroleos Mexicanos                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     558000 | PA      | $540484.16     | 0.00%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                    | Phillips 66                                                                     | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6154228.32    | 0.01%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                    | Phillips 66                                                                     | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   26130000 | PA      | $23313799.79   | 0.04%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP           | Protective Life Corp                                                            | CUSIP: 743674AY9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $3301994.98    | 0.01%             | 2039-10-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP           | Protective Life Corp                                                            | CUSIP: 743674BD4<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9995355.60    | 0.02%             | 2028-09-30      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC       | Prudential Financial Inc                                                        | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5689130.15    | 0.01%             | 2037-12-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP             | Realty Income Corp                                                              | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    6625000 | PA      | $6744124.99    | 0.01%             | 2028-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAM4<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   48550000 | PA      | $50174120.82   | 0.09%             | 2034-04-03      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CCL INDUSTRIES INC             | CCL Industries Inc                                                              | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |   20000000 | PA      | $18801297.40   | 0.03%             | 2030-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE            | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8829233.64    | 0.02%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2024-D                                         | CUSIP: 83207QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  107874177 | PA      | $110655992.89  | 0.20%             | 2053-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL        | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   17100000 | PA      | $17550599.02   | 0.03%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254CX6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   15500000 | PA      | $16721826.25   | 0.03%             | 2030-02-08      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 85325C2H4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   37500000 | PA      | $38549422.50   | 0.07%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    9000000 | PA      | $8787971.61    | 0.02%             | 2027-08-10      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1053870000 | PA      | $825641278.13  | 1.47%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5215896.00    | 0.01%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2016-C35                                  | CUSIP: 95000FAT3<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |   25670000 | PA      | $25338723.52   | 0.05%             | 2048-07-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate  | Cantor Commercial Real Estate Lending 2019-CF1                                  | CUSIP: 12529MAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3950000 | PA      | $3859179.23    | 0.01%             | 2052-05-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate  | Cantor Commercial Real Estate Lending 2019-CF3                                  | CUSIP: 12529TAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5651725 | PA      | $5281796.99    | 0.01%             | 2053-01-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO           | Liberty Utilities Co                                                            | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |   11350000 | PA      | $11703440.14   | 0.02%             | 2029-01-31      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $9839027.70    | 0.02%             | 2027-05-11      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST QUALIFIED SCH BO | California Qualified School Bond Joint Powers Authority                         | CUSIP: 13055CAC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2265000 | PA      | $2325437.22    | 0.00%             | 2027-03-01      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES        | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     982000 | PA      | $1067962.03    | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   12625000 | PA      | $12865399.70   | 0.02%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C52                                  | CUSIP: 95002MAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $9416746.00    | 0.02%             | 2052-08-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP            | Carrier Global Corp                                                             | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   18500000 | PA      | $16981018.84   | 0.03%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP            | Carrier Global Corp                                                             | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   12423000 | PA      | $13330418.90   | 0.02%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   13061000 | PA      | $11670491.46   | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust 2023-RPL2                                     | CUSIP: 16159RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   56160333 | PA      | $50955106.68   | 0.09%             | 2063-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP       | Citizens Financial Group Inc                                                    | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $11003095.90   | 0.02%             | 2035-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    6000000 | PA      | $6618502.56    | 0.01%             | 2033-08-12      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                | DTE Electric Co                                                                 | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    9375000 | PA      | $9293205.94    | 0.02%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                | Danske Bank A/S                                                                 | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   10000000 | PA      | $10188969.60   | 0.02%             | 2031-03-04      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                            | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6207312.51    | 0.01%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC       | Willis North America Inc                                                        | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7120487.10    | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   25649000 | PA      | $27435674.20   | 0.05%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP               | Duke Energy Corp                                                                | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   13600000 | PA      | $14314896.38   | 0.03%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS        | Duquesne Light Holdings Inc                                                     | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2291878.60    | 0.00%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                        | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   11066000 | PA      | $11067588.30   | 0.02%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN               | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    3674000 | PA      | $3206329.63    | 0.01%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                   | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $10188587.70   | 0.02%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                       | Engie SA                                                                        | CUSIP: 29286DAC9<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    6300000 | PA      | $6516129.25    | 0.01%             | 2054-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC        | Essential Utilities Inc                                                         | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   14100000 | PA      | $13126192.38   | 0.02%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY              | Eversource Energy                                                               | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    9925000 | PA      | $8713333.47    | 0.02%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                    | Exelon Corp                                                                     | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3458260.89    | 0.01%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                          | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25820317.50   | 0.05%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FMC CORP                       | FMC Corp                                                                        | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4944651.10    | 0.01%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3131XKDQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30283825 | PA      | $28621791.95   | 0.05%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132J85A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2198361 | PA      | $2024151.79    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132J8DG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7818622 | PA      | $7608521.59    | 0.01%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335AYT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24745061 | PA      | $22399923.96   | 0.04%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133AWZH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7776728 | PA      | $6655062.80    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133SSSH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19958922 | PA      | $18788020.14   | 0.03%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31371LEW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12165 | PA      | $12332.04      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31371NU45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20509 | PA      | $20627.65      | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC       | Willis North America Inc                                                        | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    8525000 | PA      | $8590380.70    | 0.02%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS         | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $30715085.40   | 0.05%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MBIA INSURANCE CO              | MBIA Insurance Corp                                                             | CUSIP: 55276GAA3<br>LEI: 5493004M1UUDNTDXS107 | Long             | DBT              | CORP              | US        |     714000 | PA      | $7140.00       | 0.00%             | 2033-01-15      | None          | 15.84%                | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   11450000 | PA      | $11193394.16   | 0.02%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD            | Macquarie Group Ltd                                                             | CUSIP: 55608JAK4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    9000000 | PA      | $8894762.01    | 0.02%             | 2028-11-28      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD            | Macquarie Group Ltd                                                             | CUSIP: 55608JBE7<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    9000000 | PA      | $8848990.35    | 0.02%             | 2033-06-21      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD       | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    8375000 | PA      | $8971335.43    | 0.02%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL         | Marriott International Inc/MD                                                   | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   12950000 | PA      | $13175357.07   | 0.02%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL         | Marriott International Inc/MD                                                   | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15340862.85   | 0.03%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MARSHFIELD CLINIC HEALTH       | Marshfield Clinic Health System Inc                                             | CUSIP: 57284PAA9<br>LEI: 2549003O8PPHLLPAKT93 | Long             | DBT              | CORP              | US        |   23125000 | PA      | $21396970.73   | 0.04%             | 2030-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ELECTRIC         | Massachusetts Electric Co                                                       | CUSIP: 575634AV2<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10123071.50   | 0.02%             | 2054-02-26      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST EDUCTNL FING  | Massachusetts Educational Financing Authority                                   | CUSIP: 57563RTW9<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    7855000 | PA      | $8242666.24    | 0.01%             | 2033-07-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EQLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4053535 | PA      | $4106287.44    | 0.01%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138ERZ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8993530 | PA      | $8997650.87    | 0.02%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO        | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AL2<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   11175000 | PA      | $9474000.95    | 0.02%             | 2077-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO        | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   17472000 | PA      | $11750854.23   | 0.02%             | 2070-10-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                     | MasTec Inc                                                                      | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10466755.10   | 0.02%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA           | Mercedes-Benz Finance North America LLC                                         | CUSIP: 58769JAC1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    8225000 | PA      | $8412577.21    | 0.02%             | 2027-11-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP            | Meritage Homes Corp                                                             | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    7550000 | PA      | $7666039.12    | 0.01%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I        | Metropolitan Life Global Funding I                                              | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   19475000 | PA      | $20174383.86   | 0.04%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I        | Metropolitan Life Global Funding I                                              | CUSIP: 59217GGU7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     650000 | PA      | $567480.60     | 0.00%             | 2031-01-07      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY HOMEO | Minnesota Housing Finance Agency                                                | CUSIP: 60416QGK4<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |    1733115 | PA      | $1497027.32    | 0.00%             | 2046-08-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY HOMEO | Minnesota Housing Finance Agency                                                | CUSIP: 60416QGX6<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |    4513812 | PA      | $4030083.37    | 0.01%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $10421254.90   | 0.02%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC          | Mohawk Industries Inc                                                           | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9632902.40    | 0.02%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30                     | CUSIP: 61766NBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25444000 | PA      | $25015199.90   | 0.04%             | 2049-09-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                     | CUSIP: 61766RAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6025000 | PA      | $5936190.90    | 0.01%             | 2049-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C1                     | CUSIP: 61778GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   34075000 | PA      | $34665121.07   | 0.06%             | 2058-03-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                    | Aker BP ASA                                                                     | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   30825000 | PA      | $30300375.45   | 0.05%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                      | Mylan Inc                                                                       | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $7374379.14    | 0.01%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                     | NBN Co Ltd                                                                      | CUSIP: 62878U2E1<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   46650000 | PA      | $41437151.73   | 0.07%             | 2032-01-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO         | Allegion US Holding Co Inc                                                      | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |   13025000 | PA      | $13599859.55   | 0.02%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   10439000 | PA      | $10895583.17   | 0.02%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE        | New York Life Insurance Co                                                      | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $12835858.84   | 0.02%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER           | Niagara Mohawk Power Corp                                                       | CUSIP: 653522DV1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    9875000 | PA      | $10190413.43   | 0.02%             | 2055-07-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   35675000 | PA      | $32742541.76   | 0.06%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   30000000 | PA      | $31486262.70   | 0.06%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                    | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   13475000 | PA      | $13873427.18   | 0.02%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                    | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   11750000 | PA      | $9341158.00    | 0.02%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    8700000 | PA      | $9086093.04    | 0.02%             | 2031-01-14      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   15000000 | PA      | $15389164.80   | 0.03%             | 2031-05-28      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC            | Nomura Holdings Inc                                                             | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   16055000 | PA      | $15168753.72   | 0.03%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC            | Nomura Holdings Inc                                                             | CUSIP: 65535HBB4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    8000000 | PA      | $7601502.00    | 0.01%             | 2029-01-22      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                   | Nordson Corp                                                                    | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $18097944.30   | 0.03%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTH CAROLINA ST HSG FIN AGY  | North Carolina Housing Finance Agency                                           | CUSIP: 6582073D5<br>LEI: EC4EE0PS5OP5O69B5C39 | Long             | DBT              | MUN               | US        |   12035000 | PA      | $12661144.95   | 0.02%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $34301000.30   | 0.06%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11425000 | PA      | $11905982.67   | 0.02%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   29260000 | PA      | $33805219.14   | 0.06%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                   | Fibercop SpA                                                                    | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    4102000 | PA      | $4132263.94    | 0.01%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10442310.60   | 0.02%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   20000000 | PA      | $20002924.40   | 0.04%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2453577.36    | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                                              | CUSIP: 69335PFP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   35175000 | PA      | $35602872.22   | 0.06%             | 2029-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT          | Freeport Indonesia PT                                                           | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |   15000000 | PA      | $15179535.00   | 0.03%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR       | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7200000 | PA      | $4655783.02    | 0.01%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC        | Bayer US Finance II LLC                                                         | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   14440000 | PA      | $14427356.77   | 0.03%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2018-B8 Mortgage Trust                                                | CUSIP: 08162UAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24235000 | PA      | $23929350.60   | 0.04%             | 2052-01-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2019-B14 Mortgage Trust                                               | CUSIP: 08162YAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28769000 | PA      | $27148528.54   | 0.05%             | 2062-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B31 Mortgage Trust                                               | CUSIP: 08163MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   42125000 | PA      | $37505610.41   | 0.07%             | 2054-12-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V11 Mortgage Trust                                               | CUSIP: 081921AY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   40375000 | PA      | $41747624.84   | 0.07%             | 2057-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                 | BorgWarner Inc                                                                  | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    7200000 | PA      | $7351181.21    | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC       | Broadstone Net Lease LLC                                                        | CUSIP: 11134GAA8<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5964165.12    | 0.01%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                               | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   23825000 | PA      | $23874570.53   | 0.04%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3275000 | PA      | $2794521.34    | 0.00%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   20000000 | PA      | $21762901.60   | 0.04%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   15000000 | PA      | $15488953.95   | 0.03%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12376058.04   | 0.02%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7713170.33    | 0.01%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                    | Revvity Inc                                                                     | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   24200000 | PA      | $23143413.00   | 0.04%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER        | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   18650000 | PA      | $18023110.09   | 0.03%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402QTR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33717 | PA      | $35111.72      | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     889779 | PA      | $911168.31     | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  113405100 | PA      | $106422129.91  | 0.19%             | 2062-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140GV2D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1873070 | PA      | $1839414.80    | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PINE STREET TRUST III          | Pine Street Trust III                                                           | CUSIP: 72284KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10301767.40   | 0.02%             | 2054-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2021-SFR8 Trust                                            | CUSIP: 74333TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   72395493 | PA      | $70866362.24   | 0.13%             | 2038-10-17      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                    | Prologis LP                                                                     | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   21575000 | PA      | $22157980.45   | 0.04%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC             | RWE Finance US LLC                                                              | CUSIP: 749983AB8<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20752876.80   | 0.04%             | 2054-04-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                       | RTX Corp                                                                        | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    9578000 | PA      | $9500780.63    | 0.02%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   26150000 | PA      | $26560928.68   | 0.05%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    9236000 | PA      | $9073908.20    | 0.02%             | 2028-05-22      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC               | Ryder System Inc                                                                | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   14110000 | PA      | $14611056.82   | 0.03%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC               | Ryder System Inc                                                                | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12326098.80   | 0.02%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC               | Ryder System Inc                                                                | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15333265.50   | 0.03%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION       | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    9723900 | PA      | $10224906.54   | 0.02%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP        | Sammons Financial Group Inc                                                     | CUSIP: 79588TAE0<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |   23000000 | PA      | $22440634.25   | 0.04%             | 2032-04-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31410LE40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5362932 | PA      | $5112909.12    | 0.01%             | 2041-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418CDJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11461496 | PA      | $10862781.22   | 0.02%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    9500000 | PA      | $9323020.32    | 0.02%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD             | Santos Finance Ltd                                                              | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |   19600000 | PA      | $21555629.20   | 0.04%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                | Sealed Air Corp                                                                 | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    8550000 | PA      | $8284878.95    | 0.01%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL        | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    7850000 | PA      | $5122568.45    | 0.01%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   24000000 | PA      | $23478303.60   | 0.04%             | 2028-01-12      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254CU2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   13850000 | PA      | $15019690.39   | 0.03%             | 2034-07-06      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   25350000 | PA      | $25795997.25   | 0.05%             | 2030-10-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 85325C2J0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   26000000 | PA      | $26381910.10   | 0.05%             | 2036-08-12      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC          | Stellantis Finance US Inc                                                       | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    5193000 | PA      | $5258609.40    | 0.01%             | 2028-03-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                     | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    7500000 | PA      | $5520010.73    | 0.01%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    7575000 | PA      | $6859425.43    | 0.01%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SYMETRA LIFE INSURANCE         | Symetra Life Insurance Co                                                       | CUSIP: 87151KAA7<br>LEI: 2CKADF5K7JYB5EG0VY36 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7426090.84    | 0.01%             | 2055-10-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   44825000 | PA      | $44311405.01   | 0.08%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4428073.40    | 0.01%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   10350000 | PA      | $10049121.67   | 0.02%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP           | Targa Resources Corp                                                            | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   15925000 | PA      | $16175961.12   | 0.03%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL         | Telecom Italia Capital SA                                                       | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    1373000 | PA      | $1481840.46    | 0.00%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    3775000 | PA      | $3509199.83    | 0.01%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418CUF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8175687 | PA      | $8042548.93    | 0.01%             | 2038-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418WPG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     396547 | PA      | $388129.97     | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV        | Fidelity National Information Services Inc                                      | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   23965000 | PA      | $20128194.63   | 0.04%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP            | Fifth Third Bancorp                                                             | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    7525000 | PA      | $7609593.34    | 0.01%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE        | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    5888000 | PA      | $5783326.14    | 0.01%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEXAS ST PRIV ACTIVITY BOND SU | Texas Private Activity Bond Surface Transportation Corp                         | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    8800000 | PA      | $7063970.32    | 0.01%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                       | Flex Ltd                                                                        | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   20000000 | PA      | $20661698.40   | 0.04%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT             | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-2                   | CUSIP: 35563PQN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38146092 | PA      | $30698063.54   | 0.05%             | 2059-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III         | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4068277.25    | 0.01%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179NLE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   23127212 | PA      | $22360209.47   | 0.04%             | 2043-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179QPH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13751372 | PA      | $13230193.98   | 0.02%             | 2044-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179RBW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5576093 | PA      | $5068139.81    | 0.01%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                      | Timken Co/The                                                                   | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    9185000 | PA      | $8794957.05    | 0.02%             | 2032-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2017-6                                                | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5959234 | PA      | $5866286.68    | 0.01%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179TAJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9649470 | PA      | $8722448.27    | 0.02%             | 2047-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179TAM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9232579 | PA      | $9161945.99    | 0.02%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2020-2                                                | CUSIP: 89176UAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  107038301 | PA      | $97751219.15   | 0.17%             | 2060-04-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2019-4                                                | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   43954303 | PA      | $42239404.19   | 0.08%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2023-1                                                | CUSIP: 89181JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   49083763 | PA      | $47614562.93   | 0.09%             | 2063-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2024-3                                                | CUSIP: 89183FAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   69695311 | PA      | $70472525.43   | 0.13%             | 2065-07-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                             | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    6990000 | PA      | $6997740.87    | 0.01%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2024-5                                                | CUSIP: 891944AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  146660056 | PA      | $147667111.64  | 0.26%             | 2064-10-25      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note | Toyota Auto Loan Extended Note Trust 2022-1                                     | CUSIP: 89231EAA1<br>LEI: 549300VJ12IVOF78MZ11 | Long             | ABS-O            | CORP              | US        |   25625000 | PA      | $25557726.69   | 0.05%             | 2035-04-25      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES          | TransCanada PipeLines Ltd                                                       | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   21327000 | PA      | $25506178.99   | 0.05%             | 2039-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER               | Triton Container International Ltd                                              | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   21000000 | PA      | $20735777.58   | 0.04%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT       | Triton Container International Ltd / TAL International Container Corp           | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   10000000 | PA      | $8928990.00    | 0.02%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO       | Tucson Electric Power Co                                                        | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $5275813.18    | 0.01%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   49570000 | PA      | $43737637.92   | 0.08%             | 2032-02-11      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2017-C2                                           | CUSIP: 90276CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3443599.60    | 0.01%             | 2050-08-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1084050000 | PA      | $803297982.86  | 1.43%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  953700000 | PA      | $680554359.38  | 1.22%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  964700000 | PA      | $873844853.06  | 1.56%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  366825000 | PA      | $370650871.03  | 0.66%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  112075000 | PA      | $113856817.66  | 0.20%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED          | Vale Overseas Ltd                                                               | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   28550000 | PA      | $29347173.10   | 0.05%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP             | Valero Energy Corp                                                              | CUSIP: 91913YAW0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   15475000 | PA      | $15289735.16   | 0.03%             | 2029-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                 | Var Energi ASA                                                                  | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   65430000 | PA      | $69343129.48   | 0.12%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   13725000 | PA      | $9667809.02    | 0.02%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3149476.28    | 0.01%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL       | Viper Energy Partners LLC                                                       | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5037283.00    | 0.01%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179TQQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3988544 | PA      | $3809624.23    | 0.01%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179UMN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   28877048 | PA      | $29222882.72   | 0.05%             | 2049-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC             | Vodafone Group PLC                                                              | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $4869700.95    | 0.01%             | 2063-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                   | Vontier Corp                                                                    | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    4921000 | PA      | $4681132.89    | 0.01%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2004-CB2 Trust                   | CUSIP: 92922FTY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1605905 | PA      | $1647731.92    | 0.00%             | 2034-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2004-AR14 Trust                  | CUSIP: 939336V91<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2269462 | PA      | $2139239.15    | 0.00%             | 2035-01-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                 | Weir Group Inc                                                                  | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |   32000000 | PA      | $32919847.68   | 0.06%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   64086000 | PA      | $62298338.33   | 0.11%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   10650000 | PA      | $11108916.70   | 0.02%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2017-C42                                  | CUSIP: 95001GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7315000 | PA      | $7179675.43    | 0.01%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                            | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $5160153.75    | 0.01%             | 2033-08-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| WESTVACO CORP NY               | Westvaco Corp                                                                   | CUSIP: 961548AR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    8000000 | PA      | $8231176.16    | 0.01%             | 2027-01-15      | Fixed         | 7.67%                 | No            |                  2 | On Loan: No      |
| WESTROCK MWV LLC               | WestRock MWV LLC                                                                | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    7963000 | PA      | $9120544.28    | 0.02%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC          | Whistler Pipeline LLC                                                           | CUSIP: 96337RAA0<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10284403.30   | 0.02%             | 2029-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC       | Willis North America Inc                                                        | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   11425000 | PA      | $11822979.71   | 0.02%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC       | Willis North America Inc                                                        | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   23750000 | PA      | $24194392.66   | 0.04%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD           | Woodside Finance Ltd                                                            | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   26000000 | PA      | $25801326.20   | 0.05%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GLENCORE FINANCE CANADA        | Glencore Finance Canada Ltd                                                     | CUSIP: 98417EAR1<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $4907035.60    | 0.01%             | 2042-10-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622AC5N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   69589898 | PA      | $71900430.12   | 0.13%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $21684890.85   | 0.04%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $23721995.50   | 0.04%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10303304.00   | 0.02%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   42500000 | PA      | $43147460.30   | 0.08%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                    | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327V2A1<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   18965000 | PA      | $18860477.63   | 0.03%             | 2026-05-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    8103000 | PA      | $9269059.78    | 0.02%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    5359000 | PA      | $5801860.26    | 0.01%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION               | LG Energy Solution Ltd                                                          | CUSIP: 50205MAE9<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   18000000 | PA      | $18228819.78   | 0.03%             | 2034-07-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC              | L3Harris Technologies Inc                                                       | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   20500000 | PA      | $21367940.07   | 0.04%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE       | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10021286.10   | 0.02%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II       | Principal Life Global Funding II                                                | CUSIP: 74256LEW5<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   40500000 | PA      | $41820534.90   | 0.07%             | 2028-06-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    5000000 | PA      | $4512539.40    | 0.01%             | 2037-03-13      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING        | Corebridge Global Funding                                                       | CUSIP: 00138CBD9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $18305014.50   | 0.03%             | 2028-01-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA       | Americold Realty Operating Partnership LP                                       | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9832128.10    | 0.02%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                                       | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   13350000 | PA      | $10507351.26   | 0.02%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC            | Elevance Health Inc                                                             | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    9975000 | PA      | $10166342.35   | 0.02%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus | CFCRE Commercial Mortgage Trust 2016-C3                                         | CUSIP: 12531WBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16013282 | PA      | $15974385.37   | 0.03%             | 2048-01-10      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| CIM Trust                      | CIM TRUST 2022-R3                                                               | CUSIP: 12569DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   43948087 | PA      | $43451332.95   | 0.08%             | 2062-03-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2024-SFR1 Trust                                            | CUSIP: 74331QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5286319 | PA      | $5102613.71    | 0.01%             | 2041-02-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| RTX CORP                       | RTX Corp                                                                        | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   24375000 | PA      | $22324572.56   | 0.04%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC         | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15167208.90   | 0.03%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV              | CNH Industrial NV                                                               | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |   23656000 | PA      | $23537568.84   | 0.04%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   44155000 | PA      | $40082345.47   | 0.07%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   14225000 | PA      | $14389105.57   | 0.03%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY       | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   10075000 | PA      | $8991326.55    | 0.02%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   26750000 | PA      | $26537042.18   | 0.05%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL       | Sammons Financial Group Global Funding                                          | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   17500000 | PA      | $17986765.83   | 0.03%             | 2029-12-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA         | Skandinaviska Enskilda Banken AB                                                | CUSIP: 830505BB8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   10000000 | PA      | $10365991.30   | 0.02%             | 2029-03-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP            | Carrier Global Corp                                                             | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   25975000 | PA      | $25423214.11   | 0.05%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24234405.50   | 0.04%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11300000 | PA      | $8138778.22    | 0.01%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust 2023-RPL1                                     | CUSIP: 16159LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  103035732 | PA      | $95403679.66   | 0.17%             | 2062-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust Series 2024-RPL1                              | CUSIP: 16159MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   60387711 | PA      | $54207306.43   | 0.10%             | 2064-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC         | Church & Dwight Co Inc                                                          | CUSIP: 17136MAB8<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    6725000 | PA      | $6254722.97    | 0.01%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                      | CIM Trust 2023-R2                                                               | CUSIP: 17181KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   70930285 | PA      | $71543328.63   | 0.13%             | 2064-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2017-P8                                     | CUSIP: 17326DAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22000000 | PA      | $21429452.00   | 0.04%             | 2050-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   28350000 | PA      | $28481922.19   | 0.05%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   55275000 | PA      | $56502203.94   | 0.10%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2019-C7                                     | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23480000 | PA      | $22261827.08   | 0.04%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP       | Citizens Financial Group Inc                                                    | CUSIP: 174610AR6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9890268.60    | 0.02%             | 2026-07-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING             | CNO Global Funding                                                              | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   15325000 | PA      | $15523001.91   | 0.03%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO        | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17300000 | PA      | $18459727.99   | 0.03%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                                    | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    9125000 | PA      | $9032877.56    | 0.02%             | 2028-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                                    | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   19000000 | PA      | $17816179.35   | 0.03%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COMERICA BANK                  | Comerica Bank                                                                   | CUSIP: 200339EX3<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |   15325000 | PA      | $15313707.93   | 0.03%             | 2033-08-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST         | Commonwealth Bank of Australia                                                  | CUSIP: 202712BV6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $10500824.00   | 0.02%             | 2034-03-13      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CIA CERVECERIAS UNIDAS         | Cia Cervecerias Unidas SA                                                       | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |   25000000 | PA      | $22521245.75   | 0.04%             | 2032-01-19      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC             | Conagra Brands Inc                                                              | CUSIP: 205887AF9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    6672000 | PA      | $6863152.27    | 0.01%             | 2026-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC             | Conagra Brands Inc                                                              | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4600292.01    | 0.01%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC             | Conagra Brands Inc                                                              | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4800380.00    | 0.01%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC       | Constellation Brands Inc                                                        | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    7950000 | PA      | $8024310.72    | 0.01%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA       | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   20829000 | PA      | $20732846.05   | 0.04%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC         | Cox Communications Inc                                                          | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   25300000 | PA      | $25113750.26   | 0.04%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE USA LLC          | Credit Suisse USA LLC                                                           | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |    5063000 | PA      | $5821144.61    | 0.01%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   44900000 | PA      | $45538675.11   | 0.08%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC               | Crown Castle Inc                                                                | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   20400000 | PA      | $20644068.86   | 0.04%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBK7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $3873185.20    | 0.01%             | 2043-01-21      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                    | Southern Co/The                                                                 | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7412263.53    | 0.01%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   20658000 | PA      | $20462600.52   | 0.04%             | 2027-01-14      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254DC1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   13500000 | PA      | $14255718.80   | 0.03%             | 2035-05-14      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust            | DBGS 2018-C1 Mortgage Trust                                                     | CUSIP: 23307DBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19875000 | PA      | $19818994.24   | 0.04%             | 2051-10-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI | Dallas Fort Worth International Airport                                         | CUSIP: 2350366T2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2500000 | PA      | $2255751.25    | 0.00%             | 2031-11-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI | Dallas Fort Worth International Airport                                         | CUSIP: 2350366V7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1220000 | PA      | $1071111.32    | 0.00%             | 2033-11-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                | Danske Bank A/S                                                                 | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   23530000 | PA      | $23551842.90   | 0.04%             | 2028-04-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC        | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6849722.18    | 0.01%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ENI SPA                        | Eni SpA                                                                         | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   11000000 | PA      | $10996377.04   | 0.02%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                        | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    5493000 | PA      | $5980467.99    | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS             | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8374231.62    | 0.01%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | Enel Finance International NV                                                   | CUSIP: 29268BAC5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    8440000 | PA      | $9481764.56    | 0.02%             | 2037-09-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5797000 | PA      | $5836284.76    | 0.01%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | Enel Finance International NV                                                   | CUSIP: 29278GAC2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   66700000 | PA      | $57772245.69   | 0.10%             | 2047-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $12812027.67   | 0.02%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I       | Stanley Black & Decker Inc                                                      | CUSIP: 854502AT8<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    2852000 | PA      | $2963472.76    | 0.01%             | 2028-03-06      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust  | Synchrony Card Funding LLC                                                      | CUSIP: 87166PAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14625000 | PA      | $14840958.60   | 0.03%             | 2030-03-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                    | Exelon Corp                                                                     | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    8900000 | PA      | $8803646.02    | 0.02%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9062764 | PA      | $8964871.66    | 0.02%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7UH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4198910 | PA      | $4083119.13    | 0.01%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7YQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     585583 | PA      | $565031.08     | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31292LHE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2270876 | PA      | $2215501.22    | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3131XLET0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10822684 | PA      | $9951893.77    | 0.02%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   36500516 | PA      | $36924223.65   | 0.07%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132E0JD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   37855524 | PA      | $39638994.09   | 0.07%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132HRMY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7754451 | PA      | $7144017.23    | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   40396103 | PA      | $36988688.84   | 0.07%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCRX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18795611 | PA      | $18123191.54   | 0.03%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335ABF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3490450 | PA      | $3297767.87    | 0.01%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335ANJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10571588 | PA      | $9950635.66    | 0.02%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133ASKM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13741067 | PA      | $12307876.19   | 0.02%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133BEU68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   29726501 | PA      | $29131445.60   | 0.05%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KYVY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11813110 | PA      | $10216091.33   | 0.02%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133L73L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22077341 | PA      | $20020444.87   | 0.04%             | 2036-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133USJT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   44735012 | PA      | $36441757.67   | 0.07%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FGR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26488633 | PA      | $26438998.60   | 0.05%             | 2028-06-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FH2A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11088000 | PA      | $10597746.30   | 0.02%             | 2033-06-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HAGZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   90775000 | PA      | $91482727.29   | 0.16%             | 2030-07-25      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138AMUJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2263691 | PA      | $2264266.60    | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EQZU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3353129 | PA      | $3429425.25    | 0.01%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WG5L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5475458 | PA      | $4965241.62    | 0.01%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WH6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10718241 | PA      | $9251444.67    | 0.02%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WHLW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12929042 | PA      | $11683971.42   | 0.02%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138X0Y28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1068895 | PA      | $982673.55     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXHT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36458555 | PA      | $34139443.91   | 0.06%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXNC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9375118 | PA      | $8426660.92    | 0.02%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J8MY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6680387 | PA      | $6615807.49    | 0.01%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JAB64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14193022 | PA      | $13918251.45   | 0.02%             | 2035-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140KLLG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   37284585 | PA      | $30333556.09   | 0.05%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140LVUH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10608126 | PA      | $8716012.43    | 0.02%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QCWG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   59321938 | PA      | $53279321.85   | 0.10%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QMAG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32116980 | PA      | $27550252.47   | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QPSZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   91932417 | PA      | $91767983.12   | 0.16%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W0DP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  120409258 | PA      | $112148555.42  | 0.20%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XAXU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21891647 | PA      | $20394756.41   | 0.04%             | 2040-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XDJ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24146355 | PA      | $20669397.87   | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XDX68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30902318 | PA      | $25381158.54   | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XGG60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   55973775 | PA      | $49779751.62   | 0.09%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XHXS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30707525 | PA      | $29183293.34   | 0.05%             | 2034-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| First National Master Note Tru | First National Master Note Trust                                                | CUSIP: 32113CBY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22975000 | PA      | $23356226.47   | 0.04%             | 2029-09-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION       | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9608912.80    | 0.02%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   28900000 | PA      | $26758208.57   | 0.05%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP               | FirstEnergy Corp                                                                | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $3863910.99    | 0.01%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4951412.75    | 0.01%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III         | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAA6<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |   35200000 | PA      | $34284358.59   | 0.06%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| General Motors                 | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8000000 | PA      | $8124408.80    | 0.01%             | 2029-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    8275000 | PA      | $8170301.97    | 0.01%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   13925000 | PA      | $13952272.25   | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1992878.56    | 0.00%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 200 PARK FUNDING TRUST         | 200 Park Funding Trust                                                          | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21925000 | PA      | $22204739.32   | 0.04%             | 2055-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC            | Elevance Health Inc                                                             | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1584000 | PA      | $1498447.72    | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $18172414.00   | 0.03%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TTX CO                         | TTX Co                                                                          | CUSIP: 87305QCN9<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    8325000 | PA      | $7391295.89    | 0.01%             | 2049-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK          | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   19350000 | PA      | $19335314.70   | 0.03%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2024-2                                                | CUSIP: 89183AAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  147316894 | PA      | $149760925.30  | 0.27%             | 2064-12-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE CORP        | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893570BM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3607514.51    | 0.01%             | 2026-12-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE        | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5150000 | PA      | $4468287.03    | 0.01%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRINITY ACQUISITION PLC        | Trinity Acquisition PLC                                                         | CUSIP: 89641UAB7<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |   22561000 | PA      | $23200491.32   | 0.04%             | 2043-08-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP          | Truist Financial Corp                                                           | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12191995.20   | 0.02%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2018-C11                                          | CUSIP: 90276XAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16652859 | PA      | $16573266.66   | 0.03%             | 2051-06-15      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust                                                   | CUSIP: 90278MBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   71060966 | PA      | $66918822.29   | 0.12%             | 2052-10-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30000000 | PA      | $18918750.00   | 0.03%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  105400000 | PA      | $104424226.83  | 0.19%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   97125000 | PA      | $94290922.61   | 0.17%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  268100000 | PA      | $272592768.86  | 0.49%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   44806000 | PA      | $43179205.71   | 0.08%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEGON FUNDING CO LLC           | AEGON Funding Co LLC                                                            | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |   31625000 | PA      | $32178115.87   | 0.06%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM           | Adventist Health System/West                                                    | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $6169214.79    | 0.01%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC            | Elevance Health Inc                                                             | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   13825000 | PA      | $13683298.45   | 0.02%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   24000000 | PA      | $24240946.80   | 0.04%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   36500000 | PA      | $39131918.64   | 0.07%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   35000000 | PA      | $31849720.00   | 0.06%             | 2032-11-22      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS          | Universal Health Services Inc                                                   | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   24000000 | PA      | $23432436.72   | 0.04%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   10000000 | PA      | $9100573.60    | 0.02%             | 2033-01-20      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   32300000 | PA      | $33177318.71   | 0.06%             | 2030-11-19      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   47500000 | PA      | $47140251.63   | 0.08%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO       | British Telecommunications PLC                                                  | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   83243000 | PA      | $102494934.92  | 0.18%             | 2030-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   43900000 | PA      | $44791892.59   | 0.08%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BP4<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   16631000 | PA      | $17127894.20   | 0.03%             | 2032-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2020-C19 Commercial Mortgage Trust                                        | CUSIP: 12597NAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9500000 | PA      | $8619908.60    | 0.02%             | 2053-03-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                | CSL Finance PLC                                                                 | CUSIP: 12661PAB5<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    7500000 | PA      | $7479865.28    | 0.01%             | 2029-04-27      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2974340.85    | 0.01%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6653823.02    | 0.01%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TR 2013       | CVS Pass-Through Trust Series 2013                                              | CUSIP: 12665UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8418663 | PA      | $8057591.73    | 0.01%             | 2036-01-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $10032850.90   | 0.02%             | 2031-09-08      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $9047940.48    | 0.02%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                    | Cargill Inc                                                                     | CUSIP: 141781CB8<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   10200000 | PA      | $10327277.23   | 0.02%             | 2033-04-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC         | Choice Hotels International Inc                                                 | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   10750000 | PA      | $10994464.35   | 0.02%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3142000 | PA      | $3114277.57    | 0.01%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   11900000 | PA      | $11741430.00   | 0.02%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $14007568.12   | 0.03%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING             | CNO Global Funding                                                              | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9459341.50    | 0.02%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC         | Cox Communications Inc                                                          | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $13224435.98   | 0.02%             | 2035-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC         | Cox Communications Inc                                                          | CUSIP: 224044CP0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $13649116.53   | 0.02%             | 2051-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    7000000 | PA      | $7386345.33    | 0.01%             | 2035-01-10      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                  | DTE Energy Co                                                                   | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $12808128.63   | 0.02%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO              | DXC Technology Co                                                               | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |   79300000 | PA      | $74739878.88   | 0.13%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI | Dallas Fort Worth International Airport                                         | CUSIP: 2350366U9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5000000 | PA      | $4455764.00    | 0.01%             | 2032-11-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   87215000 | PA      | $80330492.10   | 0.14%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   32425000 | PA      | $33118958.88   | 0.06%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP            | Dollar General Corp                                                             | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6723085.53    | 0.01%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC       | Duke Energy Progress LLC                                                        | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    9600000 | PA      | $7564881.70    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA       | Electricite de France SA                                                        | CUSIP: 268317AZ7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   12000000 | PA      | $12763799.28   | 0.02%             | 2034-04-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENI SPA                        | Eni SpA                                                                         | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    6675000 | PA      | $6952812.77    | 0.01%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                        | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2993883.78    | 0.01%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIENCES COR       | Edwards Lifesciences Corp                                                       | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $18062615.88   | 0.03%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                   | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    9900000 | PA      | $10484476.00   | 0.02%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                   | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   14000000 | PA      | $14280833.98   | 0.03%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC            | Elevance Health Inc                                                             | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    8150000 | PA      | $7444062.97    | 0.01%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                                    | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    8725000 | PA      | $9415386.48    | 0.02%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS       | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $23443634.00   | 0.04%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1611000 | PA      | $1640939.87    | 0.00%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | Enel Finance International NV                                                   | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    8000000 | PA      | $7854166.40    | 0.01%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | Enel Finance International NV                                                   | CUSIP: 29278GBB3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   10000000 | PA      | $12315025.70   | 0.02%             | 2052-10-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   22866000 | PA      | $23525989.59   | 0.04%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3475000 | PA      | $3374468.67    | 0.01%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER       | Enterprise Products Operating LLC                                               | CUSIP: 293791AT6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    5630000 | PA      | $5946711.88    | 0.01%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                          | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    9050000 | PA      | $9245214.93    | 0.02%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MAAA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3132993 | PA      | $3029414.33    | 0.01%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MABS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15004046 | PA      | $14171075.10   | 0.03%             | 2044-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132A8ZF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15972906 | PA      | $15559195.32   | 0.03%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132ADME5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   42944690 | PA      | $39530899.52   | 0.07%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132AEU87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   29470136 | PA      | $27741553.68   | 0.05%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DPMM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   89008807 | PA      | $90734305.54   | 0.16%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DPMZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   29968738 | PA      | $31070407.77   | 0.06%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  111113025 | PA      | $95638290.68   | 0.17%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133USJV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   29012355 | PA      | $23621680.22   | 0.04%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                                 | CUSIP: 3136BMXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16975000 | PA      | $14838202.28   | 0.03%             | 2032-01-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FCLD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25854000 | PA      | $25516964.67   | 0.05%             | 2027-11-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FEBQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6050000 | PA      | $5988675.39    | 0.01%             | 2027-12-25      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FJXV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1375000 | PA      | $1379434.51    | 0.00%             | 2028-09-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138ERV31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8989749 | PA      | $8270381.45    | 0.01%             | 2043-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138LTJQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2248417 | PA      | $2069855.23    | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138LY5E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32975655 | PA      | $31329180.44   | 0.06%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138W7GD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2536185 | PA      | $2332663.94    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138W9KR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1767604 | PA      | $1624093.91    | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WDWT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1985034 | PA      | $1912778.48    | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WFVF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1928037 | PA      | $1855271.20    | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WLAT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29349941 | PA      | $28359313.96   | 0.05%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WQAX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12465832 | PA      | $11464165.37   | 0.02%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WTRW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2522590 | PA      | $2318837.41    | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140E0X91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3843029 | PA      | $3743255.39    | 0.01%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140GSRX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3911992 | PA      | $3650810.77    | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J5ED7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31315818 | PA      | $28799917.12   | 0.05%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J6GM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9868721 | PA      | $9488006.15    | 0.02%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J7N27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6748233 | PA      | $6711749.94    | 0.01%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JAHE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9677284 | PA      | $9557180.39    | 0.02%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JANV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7887867 | PA      | $7940143.46    | 0.01%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140Q8DP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   39968760 | PA      | $38414360.10   | 0.07%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QGEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   65220306 | PA      | $55919190.20   | 0.10%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W0UF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11561877 | PA      | $10631271.18   | 0.02%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W2SB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28857668 | PA      | $29919140.05   | 0.05%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W2TT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   40672263 | PA      | $37969704.34   | 0.07%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X7L49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2472353 | PA      | $2376623.19    | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X8B71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33920618 | PA      | $29083428.46   | 0.05%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X8MZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5414177 | PA      | $4672128.33    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X8SN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   44712887 | PA      | $38089393.64   | 0.07%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X8Z42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7826619 | PA      | $7485186.24    | 0.01%             | 2040-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X9EH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20751354 | PA      | $18607129.01   | 0.03%             | 2041-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XCG44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19315303 | PA      | $16500075.85   | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XCG85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13060722 | PA      | $10733782.56   | 0.02%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XD3R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28107177 | PA      | $23041090.97   | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XDW93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   90000646 | PA      | $73707870.68   | 0.13%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XFUK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25957503 | PA      | $23158460.01   | 0.04%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XGDK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32458147 | PA      | $28092944.00   | 0.05%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XGGZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   53396831 | PA      | $46319925.07   | 0.08%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XGLG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5946346 | PA      | $5713431.57    | 0.01%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XMFT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27960722 | PA      | $28871687.05   | 0.05%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XMNE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22327234 | PA      | $23451700.75   | 0.04%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XMNR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26807439 | PA      | $22777071.73   | 0.04%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XPVY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29159832 | PA      | $25390272.61   | 0.05%             | 2047-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XQQ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   85653540 | PA      | $74400966.91   | 0.13%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XQWN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   45118309 | PA      | $46710553.75   | 0.08%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XRNT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15378492 | PA      | $15859470.94   | 0.03%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417DGE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8156377 | PA      | $7505229.55    | 0.01%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417YUH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2393210 | PA      | $2333045.39    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418A6A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1834716 | PA      | $1818222.67    | 0.00%             | 2034-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418BG59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2765056 | PA      | $2735361.20    | 0.00%             | 2034-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17311477 | PA      | $16086025.88   | 0.03%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418CV35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26224105 | PA      | $25198781.46   | 0.05%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418DT93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  116211150 | PA      | $97292881.17   | 0.17%             | 2040-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418EAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  105366228 | PA      | $91131006.14   | 0.16%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   58377149 | PA      | $50417056.19   | 0.09%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31419A4N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3823538 | PA      | $3648055.09    | 0.01%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL LP            | First Industrial LP                                                             | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10251779.40   | 0.02%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK       | Huntington National Bank/The                                                    | CUSIP: 320844PD9<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4573037.56    | 0.01%             | 2026-11-25      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust           | FirstKey Homes 2022-SFR1 Trust                                                  | CUSIP: 33768NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  118252082 | PA      | $117783318.68  | 0.21%             | 2039-05-19      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    4307000 | PA      | $4186142.82    | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | 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        |   30000000 | PA      | $28101717.60   | 0.05%             | 2030-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                       | Flex Ltd                                                                        | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   30902000 | PA      | $31225246.66   | 0.06%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO       | Flex Intermediate Holdco LLC                                                    | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $14716961.44   | 0.03%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION       | Florida Gas Transmission Co LLC                                                 | CUSIP: 340711AY6<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |   18500000 | PA      | $16982785.77   | 0.03%             | 2030-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION          | Flowserve Corp                                                                  | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    9625000 | PA      | $8521469.98    | 0.02%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   38000000 | PA      | $37905326.04   | 0.07%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT             | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2022-1                   | CUSIP: 35563P7E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   46760724 | PA      | $40586573.70   | 0.07%             | 2061-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7908655.68    | 0.01%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179MG53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   34627872 | PA      | $32852366.72   | 0.06%             | 2042-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22414798 | PA      | $20858642.76   | 0.04%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   53662623 | PA      | $48660627.86   | 0.09%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ADAM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  112963207 | PA      | $97788344.22   | 0.17%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   19000000 | PA      | $18842813.95   | 0.03%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272AQ1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1983896.66    | 0.00%             | 2027-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15027470.70   | 0.03%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK       | Huntington National Bank/The                                                    | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1569115.32    | 0.00%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   36375000 | PA      | $37544721.42   | 0.07%             | 2028-06-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                | Impac CMB Trust Series 2004-4                                                   | CUSIP: 45254NJF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      31505 | PA      | $35527.60      | 0.00%             | 2034-09-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES       | International Flavors & Fragrances Inc                                          | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    5394000 | PA      | $5131740.86    | 0.01%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                      | IQVIA Inc                                                                       | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    8475000 | PA      | $8743657.50    | 0.02%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                | JAB Holdings BV                                                                 | CUSIP: 46653KAB4<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |   11750000 | PA      | $8147512.16    | 0.01%             | 2051-05-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   32814000 | PA      | $34286567.30   | 0.06%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12226341.72   | 0.02%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III            | LYB International Finance III LLC                                               | CUSIP: 50249AAG8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    5925000 | PA      | $5289312.14    | 0.01%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST           | LXP Industrial Trust                                                            | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    5747000 | PA      | $4985518.82    | 0.01%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP          | Lincoln National Corp                                                           | CUSIP: 534187BM0<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   23950000 | PA      | $21664730.04   | 0.04%             | 2030-08-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   12000000 | PA      | $12579621.72   | 0.02%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD             | Macquarie Bank Ltd                                                              | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   12550000 | PA      | $11958788.33   | 0.02%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD             | Macquarie Bank Ltd                                                              | CUSIP: 556079AG6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   15000000 | PA      | $15194458.35   | 0.03%             | 2036-08-13      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| MAPLE GROVE FUNDING TR I       | Maple Grove Funding Trust I                                                     | CUSIP: 565130AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28600000 | PA      | $20110094.58   | 0.04%             | 2051-08-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP        | Marathon Petroleum Corp                                                         | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1678361.35    | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    8429000 | PA      | $9114578.03    | 0.02%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3661387.61    | 0.01%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL         | Marriott International Inc/MD                                                   | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15274737.75   | 0.03%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL       | Martin Marietta Materials Inc                                                   | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    6200000 | PA      | $5761626.40    | 0.01%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST ECON DEV CORP FED  | Maryland Economic Development Corp                                              | CUSIP: 57422LAA1<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |   18005000 | PA      | $13178414.05   | 0.02%             | 2034-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST EDUCTNL FING  | Massachusetts Educational Financing Authority                                   | CUSIP: 57563NAB4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    6213546 | PA      | $6158054.93    | 0.01%             | 2033-05-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc    | Merrill Lynch Mortgage Investors Trust Series MLCC 2004-F                       | CUSIP: 59020UMZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     975158 | PA      | $933086.62     | 0.00%             | 2029-12-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                    | MetLife Inc                                                                     | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    3375000 | PA      | $3181897.05    | 0.01%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I        | Metropolitan Life Global Funding I                                              | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   22375000 | PA      | $21158574.18   | 0.04%             | 2030-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    6700000 | PA      | $6800849.14    | 0.01%             | 2028-07-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $8907292.10    | 0.02%             | 2031-09-08      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    8000000 | PA      | $7846958.24    | 0.01%             | 2027-05-22      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2016-UBS12                                       | CUSIP: 61691EBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8500000 | PA      | $8386387.30    | 0.01%             | 2049-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $991332.01     | 0.00%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $22079853.75   | 0.04%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING             | NLG Global Funding                                                              | CUSIP: 62915W2B8<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9895195.60    | 0.02%             | 2030-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                     | CUSIP: 632525CF6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    9000000 | PA      | $9456574.50    | 0.02%             | 2036-01-14      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA        | National Bank of Canada                                                         | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   15000000 | PA      | $15131537.55   | 0.03%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA        | National Bank of Canada                                                         | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $10111251.70   | 0.02%             | 2028-02-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH FEDERAL L | New Hampshire Business Finance Authority                                        | CUSIP: 63607VAA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   16960000 | PA      | $12032724.83   | 0.02%             | 2035-07-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH FEDERAL L | New Hampshire Business Finance Authority                                        | CUSIP: 63607VAF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   35000000 | PA      | $24517594.50   | 0.04%             | 2032-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH FEDERAL L | New Hampshire Business Finance Authority                                        | CUSIP: 63607VAH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   45000000 | PA      | $21214723.50   | 0.04%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC              | National Grid PLC                                                               | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |   12410000 | PA      | $12871295.83   | 0.02%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                   | NNN REIT Inc                                                                    | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $7054413.36    | 0.01%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    4659000 | PA      | $5527226.83    | 0.01%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA       | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AK3<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |   18340000 | PA      | $24868717.03   | 0.04%             | 2039-08-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $10248352.00   | 0.02%             | 2028-09-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| NEW HAMPSHIRE ST HLTH & EDU FA | New Hampshire Health and Education Facilities Authority Act                     | CUSIP: 64461XKB0<br>LEI: 549300CNCK7OT82W5653 | Long             | DBT              | MUN               | US        |    7000000 | PA      | $7014507.50    | 0.01%             | 2034-11-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2018-1                                      | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8962480 | PA      | $8763588.31    | 0.02%             | 2057-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC            | Nomura Holdings Inc                                                             | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   32975000 | PA      | $32342954.00   | 0.06%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP          | Norfolk Southern Corp                                                           | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $11523149.10   | 0.02%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2023-SFR2 Trust                                            | CUSIP: 74331GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15309675 | PA      | $15266437.21   | 0.03%             | 2040-10-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN       | Rogers Communications Inc                                                       | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    9150000 | PA      | $7965929.15    | 0.01%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAH5<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    7000000 | PA      | $7175997.50    | 0.01%             | 2028-05-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP        | Sammons Financial Group Inc                                                     | CUSIP: 79588TAD2<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |   14350000 | PA      | $13274500.51   | 0.02%             | 2031-04-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD             | Santos Finance Ltd                                                              | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    9000000 | PA      | $8401059.90    | 0.02%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP            | Charles Schwab Corp/The                                                         | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4558044.60    | 0.01%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FIN           | Smurfit Westrock Financing DAC                                                  | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |   10000000 | PA      | $10304706.50   | 0.02%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL  | Starwood Mortgage Residential Trust 2022-4                                      | CUSIP: 85571YAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   40971553 | PA      | $40901503.48   | 0.07%             | 2067-05-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential  | Starwood Mortgage Residential Trust 2021-4                                      | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22707019 | PA      | $20216810.97   | 0.04%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| STATE PUBLIC SCH BLDG AUTH PAL | State Public School Building Authority                                          | CUSIP: 85732GWM8<br>LEI: 5493006JN0UR7OGWTO86 | Long             | DBT              | MUN               | US        |    5550000 | PA      | $5466341.52    | 0.01%             | 2027-04-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC          | Stellantis Finance US Inc                                                       | CUSIP: 85855CAD2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   13750000 | PA      | $13987227.24   | 0.02%             | 2028-01-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust                                  | CUSIP: 863579AP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     290531 | PA      | $284408.17     | 0.00%             | 2034-09-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB       | Svenska Handelsbanken AB                                                        | CUSIP: 86959LAH6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   15000000 | PA      | $14719527.30   | 0.03%             | 2027-06-11      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                 | TD SYNNEX Corp                                                                  | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   34843000 | PA      | $34065387.86   | 0.06%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   25884000 | PA      | $26475222.92   | 0.05%             | 2036-07-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  119330000 | PA      | $117013629.28  | 0.21%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP           | Targa Resources Corp                                                            | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   26250000 | PA      | $26772895.80   | 0.05%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                      | Timken Co/The                                                                   | CUSIP: 887389AK0<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    6550000 | PA      | $6579392.34    | 0.01%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2019-1                                                | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15771006 | PA      | $15362382.33   | 0.03%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2020-MH1                                              | CUSIP: 89178YAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8221104 | PA      | $8055279.74    | 0.01%             | 2060-02-25      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC              | Travelers Cos Inc/The                                                           | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4001623.24    | 0.01%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                  | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    4550000 | PA      | $4806713.14    | 0.01%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC       | Willis North America Inc                                                        | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   10200000 | PA      | $9285734.93    | 0.02%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD           | Woodside Finance Ltd                                                            | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    6362000 | PA      | $6533363.01    | 0.01%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR IV         | Five Corners Funding Trust IV                                                   | CUSIP: 33835PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10466113.10   | 0.02%             | 2053-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179QYT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2994963 | PA      | $2880245.80    | 0.01%             | 2045-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179S2S5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     588036 | PA      | $599290.58     | 0.00%             | 2047-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP               | HF Sinclair Corp                                                                | CUSIP: 403949AC4<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7881737.60    | 0.01%             | 2030-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   35000000 | PA      | $35247588.60   | 0.06%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   26000000 | PA      | $26377540.54   | 0.05%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC          | Helmerich & Payne Inc                                                           | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9957856.40    | 0.02%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                    | Hubbell Inc                                                                     | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |   11700000 | PA      | $11489773.00   | 0.02%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   10150000 | PA      | $10579089.52   | 0.02%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $16490682.08   | 0.03%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $41834246.80   | 0.07%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $30059272.20   | 0.05%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| IDAHO ST HSG & FIN ASSN SF MTG | Idaho Housing & Finance Association                                             | CUSIP: 45129Y6U5<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |   14850000 | PA      | $15965462.21   | 0.03%             | 2065-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                     | Intel Corp                                                                      | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8601150.60    | 0.02%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu | JPMDB Commercial Mortgage Securities Trust 2016-C2                              | CUSIP: 46590LAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19890000 | PA      | $19661384.34   | 0.04%             | 2049-06-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2007-A2                                                | CUSIP: 46630PAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     480505 | PA      | $359234.06     | 0.00%             | 2037-04-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12025000 | PA      | $11721850.59   | 0.02%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO       | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10280400.00   | 0.02%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC        | Jefferies Financial Group Inc                                                   | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1482078.02    | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC        | Jefferies Financial Group Inc                                                   | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9872966.70    | 0.02%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES          | Keysight Technologies Inc                                                       | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   36562000 | PA      | $36731172.74   | 0.07%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                     | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    8175000 | PA      | $7294548.74    | 0.01%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC       | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    2087000 | PA      | $2100526.14    | 0.00%             | 2029-02-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC       | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    2231000 | PA      | $1708695.61    | 0.00%             | 2050-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $15590329.35   | 0.03%             | 2035-11-26      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    3450000 | PA      | $2951844.81    | 0.01%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL       | Martin Marietta Materials Inc                                                   | CUSIP: 573284AJ5<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     893000 | PA      | $954548.55     | 0.00%             | 2037-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO        | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AJ7<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5613586.56    | 0.01%             | 2041-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO        | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AM0<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   40670000 | PA      | $36966317.31   | 0.07%             | 2069-02-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    7000000 | PA      | $7284468.66    | 0.01%             | 2035-04-17      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    8500000 | PA      | $8758500.64    | 0.02%             | 2031-04-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   62625000 | PA      | $65260820.49   | 0.12%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                     | CUSIP: 61767EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   41287079 | PA      | $40626952.28   | 0.07%             | 2052-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   53548000 | PA      | $53985510.72   | 0.10%             | 2029-07-14      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                  | J M Smucker Co/The                                                              | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    3950000 | PA      | $4358170.96    | 0.01%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2004-CB3 Trust                   | CUSIP: 92922FXM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     767741 | PA      | $795084.44     | 0.00%             | 2034-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2016-C34                                  | CUSIP: 95000DBD2<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |   10250000 | PA      | $10134516.33   | 0.02%             | 2049-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   23000000 | PA      | $23271477.05   | 0.04%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   23925000 | PA      | $24859527.01   | 0.04%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   44350000 | PA      | $45962205.43   | 0.08%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10232349.00   | 0.02%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2017-RC1                                  | CUSIP: 95001FAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14349000 | PA      | $14223891.07   | 0.03%             | 2060-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WESTERN & SOUTHERN FIN         | Western & Southern Financial Group Inc                                          | CUSIP: 957576AA9<br>LEI: 54930077BZ6U5AC0NJ12 | Long             | DBT              | CORP              | US        |    8300000 | PA      | $8709497.93    | 0.02%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP           | Western Digital Corp                                                            | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     850000 | PA      | $849503.86     | 0.00%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                            | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    5750000 | PA      | $6977113.71    | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-23

**Name of Applicant:** Baird Funds Inc

**Signature:** Baird Funds Inc

**Name of Signer:** Peter Hammond

**Title:** Vice President