# EDGAR Filing Document

**Accession Number:** 0000898745
**File Stem:** 0000898745-26-000447
**Filing Date:** 2026-3
**Character Count:** 382317
**Document Hash:** 430132b8950dd272f1e92f7afe0aa807
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000898745-26-000447.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000898745-26-000447

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PRINCIPAL FUNDS, INC.
- **CENTRAL INDEX KEY:** 0000898745

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07572
- **FILM NUMBER:** 26789656

**BUSINESS ADDRESS:**
- **STREET 1:** 711 HIGH STREET
- **CITY:** DES MOINES
- **STATE:** IA
- **ZIP:** 50392
- **BUSINESS PHONE:** 515-235-9328

**MAIL ADDRESS:**
- **STREET 1:** PRINCIPAL FINANCIAL GROUP
- **CITY:** DES MOINES
- **STATE:** IA
- **ZIP:** 50392

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRINCIPAL FUNDS, INC
- **DATE OF NAME CHANGE:** 20211220

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRINCIPAL FUNDS INC
- **DATE OF NAME CHANGE:** 20080616

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRINCIPAL INVESTORS FUND INC
- **DATE OF NAME CHANGE:** 20001012

## Series and Classes Contracts Data

### Core Plus Bond Fund fka Bond & Mortgage Securities Fund (Series ID: S000006952)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000018958 | R-3                 | PBMMX           |
| C000018959 | R-5                 | PBMPX           |
| C000018961 | Institutional Class | PMSIX           |
| C000018962 | J Class             | PBMJX           |
| C000018963 | A Class             | PRBDX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Principal Funds, Inc

- **b. Investment Company Act file number:** 811-07572

- **c. CIK number of Registrant:** 0000898745

- **d. LEI of Registrant:** 549300HZGBXSW6DSXF23

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

  - **Street Address 1:** 711 High St

  - **City:** Des Moines

  - **State:** IA

  - **Foreign country:** US

  - **Zip / Postal Code:** 50392

  - **Telephone number:** 515-235-1719

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

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

- **b. EDGAR series identifier (if any):** S000006952

- **c. LEI of Series:** KIJ3S7K8DD1O6JZ8TF70

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $539652002.66

**Total Liabilities:** $31941893.56

**Net Assets:** $507710109.10

**Delayed Delivery Securities:** $7365218.15

**Cash Not Reported:** $605185.81

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 930.09700000 | **1-Year:** 5765.79890000 | **5-Year:** 67998.53820000 | **10-Year:** 53282.90570000 | **30-Year:** 58491.63740000

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

- **3-Month:** 188.41550000 | **1-Year:** 1168.01330000 | **5-Year:** 13774.88190000 | **10-Year:** 10793.84570000 | **30-Year:** 11849.01060000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018958 | 0.59%                | -0.15%               | 0.33%                |
| Class ID C000018963 | 0.50%                | -0.13%               | 0.35%                |
| Class ID C000018962 | 0.60%                | -0.13%               | 0.34%                |
| Class ID C000018959 | 0.62%                | -0.12%               | 0.36%                |
| Class ID C000018961 | 0.63%                | -0.10%               | 0.27%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-923865.54              | $2099151.31                                |
| Month 2  | $150014.55               | $-2321798.37                               |
| Month 3  | $451688.14               | $-109755.42                                |

**Designated Index Information**

- **Index Name:** Bloomberg US Agg Bond TR USD

- **Index Identifier:** LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sequoia Mortgage Trust 2025-S2                                                              | Sequoia Mortgage Trust 2025-S2                                                              | CUSIP: 81748UAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    643706 | PA      | $620268.36    | 0.12%             | 2055-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                               | Hewlett Packard Enterprise Co                                                               | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    590000 | PA      | $539875.94    | 0.11%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                                                                  | Grupo Aeromexico SAB de CV                                                                  | CUSIP: 40054JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $206500.00    | 0.04%             | 2031-11-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: —       |
| SREIT Trust 2021-MFP                                                                        | SREIT Trust 2021-MFP                                                                        | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    838842 | PA      | $838579.38    | 0.17%             | 2038-11-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31371KKL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       388 | PA      | $408.72       | 0.00%             | 2032-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292HWM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     13021 | PA      | $13335.99     | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                                    | Cooperatieve Rabobank UA                                                                    | CUSIP: 74977RDV3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    330000 | PA      | $337464.95    | 0.07%             | 2031-05-27      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31402C2H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    160634 | PA      | $164360.57    | 0.03%             | 2033-07-01      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    315000 | PA      | $316338.97    | 0.06%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3142GUKM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    597296 | PA      | $628867.73    | 0.12%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292GVT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       268 | PA      | $274.14       | 0.00%             | 2028-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                                                   | Garda World Security Corp                                                                   | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $333666.45    | 0.07%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31390YLR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2042 | PA      | $2083.83      | 0.00%             | 2032-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc                                                             | Kronos Acquisition Holdings Inc                                                             | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    293000 | PA      | $205832.50    | 0.04%             | 2031-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    604106 | PA      | $494377.82    | 0.10%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31283HHG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       304 | PA      | $313.76       | 0.00%             | 2030-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    340000 | PA      | $352482.50    | 0.07%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                                  | Southern California Gas Co                                                                  | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    655000 | PA      | $671062.73    | 0.13%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292HQC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1970 | PA      | $2052.68      | 0.00%             | 2032-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                                     | Zayo Group Holdings Inc                                                                     | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    131878 | PA      | $128772.93    | 0.03%             | 2030-03-09      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-5C38                                                              | BBCMS Mortgage Trust 2025-5C38                                                              | CUSIP: 05556RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $772718.85    | 0.15%             | 2058-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                                  | AbbVie Inc                                                                                  | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    230000 | PA      | $222744.20    | 0.04%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                                    | Warnermedia Holdings Inc                                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    327000 | PA      | $229717.50    | 0.05%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                               | TransDigm Inc                                                                               | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    727000 | PA      | $752456.63    | 0.15%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3142GTE44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1411246 | PA      | $1425864.15   | 0.28%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36225BNR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1849 | PA      | $1930.58      | 0.00%             | 2031-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 3128M6QM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    103684 | PA      | $108039.72    | 0.02%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                                                   | Garda World Security Corp                                                                   | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    405000 | PA      | $398516.15    | 0.08%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                                       | Truist Financial Corp                                                                       | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    235000 | PA      | $243208.99    | 0.05%             | 2030-01-24      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QRCK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1194174 | PA      | $1253098.15   | 0.25%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    435000 | PA      | $434713.13    | 0.09%             | 2032-01-16      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                             | CSL Finance PLC                                                                             | CUSIP: 12661PAE9<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $650806.45    | 0.13%             | 2052-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140Y6TZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    577525 | PA      | $591953.59    | 0.12%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DMYD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2286106 | PA      | $1989461.38   | 0.39%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                             | Zayo Issuer LLC                                                                             | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1745345.46   | 0.34%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                                       | Micron Technology Inc                                                                       | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1398881.00   | 0.28%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                                                       | Sociedad Quimica y Minera de Chile SA                                                       | CUSIP: 833636AQ6<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    400000 | PA      | $399244.00    | 0.08%             | 2056-04-22      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                             | Danske Bank A/S                                                                             | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    355000 | PA      | $361753.79    | 0.07%             | 2031-03-04      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                                | Huntington Bancshares Inc/OH                                                                | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150248.18    | 0.03%             | 2032-01-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DNF99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2596653 | PA      | $2154021.72   | 0.42%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                                        | OneMain Finance Corp                                                                        | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    605000 | PA      | $634247.52    | 0.12%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38381REB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   2194048 | PA      | $205478.10    | 0.04%             | 2043-12-16      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    520000 | PA      | $519483.56    | 0.10%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                               | Hewlett Packard Enterprise Co                                                               | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    700000 | PA      | $696569.34    | 0.14%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31414MNP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    124483 | PA      | $131719.37    | 0.03%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31418DTR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1356499 | PA      | $1163546.15   | 0.23%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136B0LN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1476842 | PA      | $176679.03    | 0.03%             | 2048-01-25      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                     | KeyCorp                                                                                     | CUSIP: 49326EER0<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    295000 | PA      | $295336.31    | 0.06%             | 2037-01-28      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                             | Zayo Issuer LLC                                                                             | CUSIP: 98919WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2600000 | PA      | $2616325.66   | 0.52%             | 2055-10-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                         | NextEra Energy Capital Holdings Inc                                                         | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    625000 | PA      | $645504.38    | 0.13%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                                      | Venture Global LNG Inc                                                                      | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    545000 | PA      | $580354.15    | 0.11%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 3132J6PR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    466239 | PA      | $431820.93    | 0.09%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382LBY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1300477 | PA      | $222683.37    | 0.04%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Maxim Crane Works Holdings Capital LLC                                                      | Maxim Crane Works Holdings Capital LLC                                                      | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $585960.10    | 0.12%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| AmeriTex HoldCo Intermediate LLC                                                            | AmeriTex HoldCo Intermediate LLC                                                            | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    765000 | PA      | $804596.40    | 0.16%             | 2033-08-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Keybank National Association                                                                | Keybank National Association                                                                | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005940.94   | 0.20%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                                | American Express Credit Account Master Trust                                                | CUSIP: 02582JKF6<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   4045000 | PA      | $4210710.71   | 0.83%             | 2031-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31410LUN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     39932 | PA      | $38933.53     | 0.01%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                                               | Santander Drive Auto Receivables Trust 2025-1                                               | CUSIP: 80288DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26629 | PA      | $26636.81     | 0.01%             | 2027-08-16      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Saavi Energia Sarl                                                                          | Saavi Energia Sarl                                                                          | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |    455000 | PA      | $492605.75    | 0.10%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Chase Funding Trust Series 2003-5                                                           | Chase Funding Trust Series 2003-5                                                           | CUSIP: 161546GR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    362856 | PA      | $364047.81    | 0.07%             | 2033-07-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1002247 | PA      | $918582.29    | 0.18%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                                               | Aircastle Ltd                                                                               | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    165000 | PA      | $171977.74    | 0.03%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 3128MJC24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     15716 | PA      | $16473.97     | 0.00%             | 2035-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CFE Fibra E                                                                                 | CFE Fibra E                                                                                 | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    396668 | PA      | $392066.26    | 0.08%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                     | Hyundai Capital America                                                                     | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    265000 | PA      | $281059.97    | 0.06%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Global Aircraft Leasing Co Ltd                                                              | Global Aircraft Leasing Co Ltd                                                              | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    923000 | PA      | $955425.91    | 0.19%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                             | Permian Resources Operating LLC                                                             | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201818.60    | 0.04%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP / Archrock Partners Finance Corp                                       | Archrock Partners LP / Archrock Partners Finance Corp                                       | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $285717.63    | 0.06%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1149793 | PA      | $1131750.59   | 0.22%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 3620AC2B9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    121780 | PA      | $121926.54    | 0.02%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc                                                         | Jane Street Group / JSG Finance Inc                                                         | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1323000 | PA      | $1347484.76   | 0.27%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                             | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                             | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $337512.50    | 0.07%             | 2032-06-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 31427QJN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    487761 | PA      | $417562.44    | 0.08%             | 2053-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36213JQA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8850 | PA      | $9107.30      | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman Inc                                                                       | Williams Scotsman Inc                                                                       | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179328.11    | 0.04%             | 2028-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QR4G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2293966 | PA      | $2359660.55   | 0.46%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                                      | Citadel Securities Global Holdings LLC                                                      | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    900000 | PA      | $946199.14    | 0.19%             | 2035-06-18      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                            | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                            | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    594304 | PA      | $618141.98    | 0.12%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38379EAU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    819205 | PA      | $97088.12     | 0.02%             | 2044-08-20      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc                                                         | Jane Street Group / JSG Finance Inc                                                         | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1237000 | PA      | $1286651.60   | 0.25%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                               | TransDigm Inc                                                                               | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    270000 | PA      | $277647.75    | 0.05%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                   | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1345000 | PA      | $1304771.80   | 0.26%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                             | CMS Energy Corp                                                                             | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1105153.78   | 0.22%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer            | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer            | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $154540.35    | 0.03%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36177PPF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    372737 | PA      | $351504.53    | 0.07%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $19000.61     | 0.00%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Phinia Inc                                                                                  | Phinia Inc                                                                                  | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98204.17     | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36202DBX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       734 | PA      | $759.71       | 0.00%             | 2029-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NCL Finance Ltd                                                                             | NCL Finance Ltd                                                                             | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    340000 | PA      | $349489.74    | 0.07%             | 2028-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136ALY54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   4468719 | PA      | $493503.92    | 0.10%             | 2044-12-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                             | Zayo Issuer LLC                                                                             | CUSIP: 98919WAQ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $299012.49    | 0.06%             | 2055-10-20      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3230042.07   | 0.64%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1245000 | PA      | $1246653.51   | 0.25%             | 2027-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XQBV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    803633 | PA      | $836339.03    | 0.16%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3142GTE51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    981364 | PA      | $989838.59    | 0.19%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                            | AMC Networks Inc                                                                            | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    154000 | PA      | $160574.72    | 0.03%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187759.69    | 0.04%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                        | PNC Financial Services Group Inc/The                                                        | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1762435.77   | 0.35%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XQ7L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1189828 | PA      | $1239207.47   | 0.24%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382LBZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1781982 | PA      | $300709.72    | 0.06%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31389K5Z0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9230 | PA      | $9642.67      | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2615000 | PA      | $2416342.06   | 0.48%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                                   | Block Inc                                                                                   | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    488000 | PA      | $498483.63    | 0.10%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2024-A                                                       | Mercedes-Benz Auto Lease Trust 2024-A                                                       | CUSIP: 58770JAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94442 | PA      | $94521.57     | 0.02%             | 2027-02-16      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Avation PLC                                                                                 | Avation PLC                                                                                 | CUSIP: N/A<br>LEI: 213800KA972GUP1B6I78       | Long             | EC               | CORP              | SG        |       810 | NS      | $1571.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3133BH2H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1041502 | PA      | $1030122.05   | 0.20%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31296QV64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    156015 | PA      | $159455.00    | 0.03%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DMX59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3542422 | PA      | $2968859.86   | 0.58%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital             | Charter Communications Operating LLC / Charter Communications Operating Capital             | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1365000 | PA      | $891317.89    | 0.18%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C24                                         | JPMBB Commercial Mortgage Securities Trust 2014-C24                                         | CUSIP: 46643GAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    947402 | PA      | $23.87        | 0.00%             | 2047-11-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38380GGX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   3708307 | PA      | $491812.74    | 0.10%             | 2047-08-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                    | Vistra Operations Co LLC                                                                    | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    185000 | PA      | $182684.08    | 0.04%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    345000 | PA      | $340553.87    | 0.07%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36297GES5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    551943 | PA      | $554550.87    | 0.11%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                               | AIB Group PLC                                                                               | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    815000 | PA      | $860502.21    | 0.17%             | 2035-03-28      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31415LP84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     25104 | PA      | $25865.03     | 0.01%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179YDH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    956510 | PA      | $939219.95    | 0.18%             | 2053-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179YFK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1040251 | PA      | $1044451.43   | 0.21%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382LCA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   2049555 | PA      | $368365.42    | 0.07%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                             | Danske Bank A/S                                                                             | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    345000 | PA      | $347689.75    | 0.07%             | 2030-10-02      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-C7                                                 | Citigroup Commercial Mortgage Trust 2019-C7                                                 | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1430307.00   | 0.28%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292HP32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       525 | PA      | $532.80       | 0.00%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                                               | Santander Drive Auto Receivables Trust 2024-1                                               | CUSIP: 80288AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     59361 | PA      | $59395.80     | 0.01%             | 2028-04-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                                        | International Business Machines Corp                                                        | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    275000 | PA      | $270975.87    | 0.05%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    330000 | PA      | $338961.17    | 0.07%             | 2036-09-10      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc Term Loan B1                                                       | Cloud Software Group Inc Term Loan B1                                                       | CUSIP: N/A<br>LEI: 04EEB871XLHVNY4RZJ65       | Long             | LON              | CORP              | US        |    455000 | PA      | $440781.25    | 0.09%             | 2032-08-13      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        73 | NC      | $-83079.79    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Ally Auto Receivables Trust 2025-1                                                          | Ally Auto Receivables Trust 2025-1                                                          | CUSIP: 02008KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1340000 | PA      | $1341448.54   | 0.26%             | 2028-07-17      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                                    | Ford Motor Credit Co LLC                                                                    | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    335000 | PA      | $342649.74    | 0.07%             | 2034-03-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Rfna LP                                                                                     | Rfna LP                                                                                     | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |    540000 | PA      | $543957.66    | 0.11%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                                                             | Antofagasta PLC                                                                             | CUSIP: 03718NAD8<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $307839.00    | 0.06%             | 2035-09-09      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                                      | Venture Global LNG Inc                                                                      | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163650.40    | 0.03%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                                    | RTX Corp                                                                                    | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    260000 | PA      | $286395.77    | 0.06%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3142GT2R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2131080 | PA      | $2184322.65   | 0.43%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                                         | Cheniere Energy Inc                                                                         | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    605000 | PA      | $627255.89    | 0.12%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                                                            | DT Midstream Inc                                                                            | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1645980.37   | 0.32%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 3128LDQG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     61343 | PA      | $63388.72     | 0.01%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc                                                                            | Cinemark USA Inc                                                                            | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    515000 | PA      | $514490.46    | 0.10%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 3128P7Q89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     99157 | PA      | $100947.21    | 0.02%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co LP                                                               | Atlas Warehouse Lending Co LP                                                               | CUSIP: 049463AH5<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250368.92    | 0.05%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AdaptHealth LLC                                                                             | AdaptHealth LLC                                                                             | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $291059.66    | 0.06%             | 2028-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                                | CCO Holdings LLC / CCO Holdings Capital Corp                                                | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $41998.46     | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                                | Synopsys Inc                                                                                | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    330000 | PA      | $325444.23    | 0.06%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                            | Burlington Northern Santa Fe LLC                                                            | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $155816.98    | 0.03%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co                                                       | Mauser Packaging Solutions Holding Co                                                       | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    484000 | PA      | $493075.00    | 0.10%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382GT77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    478528 | PA      | $76142.28     | 0.01%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140M7PW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4028085 | PA      | $3326301.13   | 0.66%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    410000 | PA      | $390728.24    | 0.08%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BX 2025-BIO3 Mortgage Trust                                                                 | BX 2025-BIO3 Mortgage Trust                                                                 | CUSIP: 123911AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1021690.00   | 0.20%             | 2042-02-10      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                               | Olympus Water US Holding Corp                                                               | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    205000 | PA      | $200596.68    | 0.04%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                                                               | VoltaGrid LLC                                                                               | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    675000 | PA      | $683647.66    | 0.13%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31417YWB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     47868 | PA      | $47733.64     | 0.01%             | 2031-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36213UKT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        75 | PA      | $75.69        | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd                                                                              | 1261229 BC Ltd                                                                              | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    310000 | PA      | $318139.67    | 0.06%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                                    | Ford Motor Credit Co LLC                                                                    | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315988.65    | 0.06%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-XL2                                                       | BX Commercial Mortgage Trust 2021-XL2                                                       | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    726627 | PA      | $726399.83    | 0.14%             | 2038-10-15      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                             | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                             | CUSIP: 315961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1575000 | PA      | $1594776.80   | 0.31%             | 2055-12-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1621088 | PA      | $1405369.25   | 0.28%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                                    | Marsh & McLennan Cos Inc                                                                    | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    160000 | PA      | $172821.36    | 0.03%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com Inc                                                                      | EquipmentShare.com Inc                                                                      | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    516000 | PA      | $544276.80    | 0.11%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ALA Trust 2025-OANA                                                                         | ALA Trust 2025-OANA                                                                         | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1008125.00   | 0.20%             | 2040-06-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2024-3                                                              | Carmax Auto Owner Trust 2024-3                                                              | CUSIP: 14319GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    219317 | PA      | $219652.29    | 0.04%             | 2027-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                      | Marvell Technology Inc                                                                      | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $430980.50    | 0.08%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QTG86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1664883 | PA      | $1708867.79   | 0.34%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31410GW90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     72238 | PA      | $76610.77     | 0.02%             | 2037-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Co                                                              | Louisville Gas and Electric Co                                                              | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192553.06    | 0.04%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140ARHY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1004900 | PA      | $1005178.58   | 0.20%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2024-3                                                         | Hilton Grand Vacations Trust 2024-3                                                         | CUSIP: 43283NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    587099 | PA      | $593020.47    | 0.12%             | 2040-08-27      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                                        | WEC Energy Group Inc                                                                        | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    555000 | PA      | $557965.58    | 0.11%             | 2056-05-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                                | CCO Holdings LLC / CCO Holdings Capital Corp                                                | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $202725.50    | 0.04%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                                       | Tenet Healthcare Corp                                                                       | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    261000 | PA      | $266352.85    | 0.05%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp                                                                           | DISH Network Corp                                                                           | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    347000 | PA      | $359130.43    | 0.07%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                             | Southern Co/The                                                                             | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    640000 | PA      | $672439.67    | 0.13%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mercer International Inc                                                                    | Mercer International Inc                                                                    | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    110000 | PA      | $67970.46     | 0.01%             | 2029-02-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                                | Huntington Bancshares Inc/OH                                                                | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    510000 | PA      | $507534.02    | 0.10%             | 2041-01-28      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd                                                       | Delta Air Lines Inc / SkyMiles IP Ltd                                                       | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    646250 | PA      | $651136.32    | 0.13%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ILFC E-Capital Trust II                                                                     | ILFC E-Capital Trust II                                                                     | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $214838.05    | 0.04%             | 2065-12-21      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                                | Discovery Communications LLC                                                                | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    270000 | PA      | $262275.30    | 0.05%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XCXH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1196674 | PA      | $1037053.74   | 0.20%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    855000 | PA      | $567872.39    | 0.11%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust 2025-1C                                                      | BSTN Commercial Mortgage Trust 2025-1C                                                      | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3081427.80   | 0.61%             | 2044-06-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36202EDQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16373 | PA      | $16970.96     | 0.00%             | 2035-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC Term Loan B                                                           | Directv Financing LLC Term Loan B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    431400 | PA      | $431132.31    | 0.08%             | 2031-02-15      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C24                                                               | BBCMS Mortgage Trust 2024-C24                                                               | CUSIP: 07336VAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $782432.10    | 0.15%             | 2057-02-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                              | NRG Energy Inc                                                                              | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248843.48    | 0.05%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 3128KRML5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    205151 | PA      | $213076.56    | 0.04%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC Tern Loan Extended                                                    | Directv Financing LLC Tern Loan Extended                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    201856 | PA      | $201856.28    | 0.04%             | 2029-08-02      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    783553 | PA      | $679410.74    | 0.13%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WF Card Issuance Trust                                                                      | WF Card Issuance Trust                                                                      | CUSIP: 92970QAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $809399.60    | 0.16%             | 2030-05-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                               | AIB Group PLC                                                                               | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    355000 | PA      | $366809.21    | 0.07%             | 2031-05-15      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    380000 | PA      | $335073.97    | 0.07%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                                       | Bath & Body Works Inc                                                                       | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153615.60    | 0.03%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $978278.52    | 0.19%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                                       | American Airlines Inc                                                                       | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    236000 | PA      | $246264.11    | 0.05%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| K Hovnanian Enterprises Inc                                                                 | K Hovnanian Enterprises Inc                                                                 | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    485000 | PA      | $495667.58    | 0.10%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                                       | Bath & Body Works Inc                                                                       | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    465000 | PA      | $468846.95    | 0.09%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd                                                                      | AS Mileage Plan IP Ltd                                                                      | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    405000 | PA      | $409707.29    | 0.08%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                                     | Arthur J Gallagher & Co                                                                     | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43043.50     | 0.01%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292HGZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1408 | PA      | $1459.14      | 0.00%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COMM 2025-167G Mortgage Trust                                                               | COMM 2025-167G Mortgage Trust                                                               | CUSIP: 12674VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $800099.28    | 0.16%             | 2040-08-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38376UBJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1024743 | PA      | $126143.85    | 0.02%             | 2047-03-20      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                            | Altice France SA                                                                            | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    636579 | PA      | $653306.43    | 0.13%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                                              | Bombardier Inc                                                                              | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $155815.33    | 0.03%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-4                                               | Santander Drive Auto Receivables Trust 2025-4                                               | CUSIP: 802923AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1850000 | PA      | $1853693.34   | 0.37%             | 2029-01-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Scotiabank Peru SAA                                                                         | Scotiabank Peru SAA                                                                         | CUSIP: 80928HAB9<br>LEI: 5493001E54CPRG5J5Q41 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $207580.00    | 0.04%             | 2035-10-01      | Variable      | 6.10%                 | No            |                  2 | On Loan: —       |
| Mauser Packaging Solutions Holding Co Term Loan B                                           | Mauser Packaging Solutions Holding Co Term Loan B                                           | CUSIP: N/A<br>LEI: 549300DNGHXL0OMHW304       | Long             | LON              | CORP              | US        |    323493 | PA      | $315118.10    | 0.06%             | 2030-04-15      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance SA Term Loan B                                                  | Consolidated Energy Finance SA Term Loan B                                                  | CUSIP: N/A<br>LEI: 549300PUNIS0USNSL750       | Long             | LON              | CORP              | LU        |     74496 | PA      | $64765.54     | 0.01%             | 2030-11-15      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Chobani LLC / Chobani Finance Corp Inc                                                      | Chobani LLC / Chobani Finance Corp Inc                                                      | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $358817.25    | 0.07%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II PLC                                                            | Vedanta Resources Finance II PLC                                                            | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $284826.69    | 0.06%             | 2030-07-24      | Fixed         | 9.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QP2F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1893607 | PA      | $1827128.75   | 0.36%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    725000 | PA      | $724726.63    | 0.14%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382VCD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   3054202 | PA      | $447069.44    | 0.09%             | 2051-06-20      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd / Difl US LLC                                             | Digicel International Finance Ltd / Difl US LLC                                             | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    636000 | PA      | $661265.74    | 0.13%             | 2032-08-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 21H052629<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1475000 | PA      | $1491111.31   | 0.29%             | 2056-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                                            | Wheels Fleet Lease Funding 1 LLC                                                            | CUSIP: 96328GCF2<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   1544307 | PA      | $1546476.20   | 0.30%             | 2040-01-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| BPR Trust 2024-PMDW                                                                         | BPR Trust 2024-PMDW                                                                         | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2625000 | PA      | $2684309.78   | 0.53%             | 2041-11-05      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                             | Philip Morris International Inc                                                             | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    510000 | PA      | $513018.77    | 0.10%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC Term Loan B                                                        | NGL Energy Operating LLC Term Loan B                                                        | CUSIP: N/A<br>LEI: 5493008CQD36WWZJ3O79       | Long             | LON              | CORP              | US        |    212263 | PA      | $213354.01    | 0.04%             | 2031-02-03      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-4                                                               | Chase Auto Owner Trust 2024-4                                                               | CUSIP: 16144YAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15879 | PA      | $15893.92     | 0.00%             | 2027-09-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140H1WH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14994 | PA      | $14073.51     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36202C7L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3247 | PA      | $3341.24      | 0.00%             | 2029-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                                 | Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                                 | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $595265.56    | 0.12%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                                        | Westpac Banking Corp                                                                        | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    625000 | PA      | $616293.66    | 0.12%             | 2034-07-24      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                                        | LifePoint Health Inc                                                                        | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    220000 | PA      | $239926.94    | 0.05%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XGXU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2779283 | PA      | $2397345.26   | 0.47%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LABL Inc                                                                                    | LABL Inc                                                                                    | CUSIP: 50168QAE5<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    310000 | PA      | $141050.00    | 0.03%             | 2028-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co Inc                                                                    | Acadia Healthcare Co Inc                                                                    | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    570000 | PA      | $547235.17    | 0.11%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                               | Hewlett Packard Enterprise Co                                                               | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    835000 | PA      | $841109.40    | 0.17%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                             | Zayo Issuer LLC                                                                             | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $305509.95    | 0.06%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4720000 | PA      | $4355121.86   | 0.86%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QQBY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2941479 | PA      | $2904225.47   | 0.57%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                                  | US Bancorp                                                                                  | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1274062.41   | 0.25%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| OneSky Flight LLC                                                                           | OneSky Flight LLC                                                                           | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9623.11      | 0.00%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                         | Clydesdale Acquisition Holdings Inc                                                         | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    310000 | PA      | $312419.37    | 0.06%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LABL Inc Term Loan B                                                                        | LABL Inc Term Loan B                                                                        | CUSIP: N/A<br>LEI: 5493004FUZN8R6Y3VB98       | Long             | LON              | CORP              | US        |    550761 | PA      | $250387.17    | 0.05%             | 2028-10-27      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3138EPGX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    654572 | PA      | $672331.07    | 0.13%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                                | CaixaBank SA                                                                                | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    490000 | PA      | $502244.89    | 0.10%             | 2036-07-03      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-1                                                             | JP Morgan Mortgage Trust 2024-1                                                             | CUSIP: 46657PAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    494352 | PA      | $493747.35    | 0.10%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                               | Ford Motor Co                                                                               | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     20000 | PA      | $23270.71     | 0.00%             | 2030-04-22      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38378TWD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    643581 | PA      | $104958.20    | 0.02%             | 2043-05-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 31427MNL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    975751 | PA      | $1015511.43   | 0.20%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                     | KeyCorp                                                                                     | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    575000 | PA      | $589124.52    | 0.12%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: —       |
| LABL Inc                                                                                    | LABL Inc                                                                                    | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $45500.00     | 0.01%             | 2031-10-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Global Infrastructure Solutions Inc                                                         | Global Infrastructure Solutions Inc                                                         | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400831.20    | 0.08%             | 2029-06-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Michaels Cos Inc/The                                                                        | Michaels Cos Inc/The                                                                        | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92559.31     | 0.02%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                            | Burlington Northern Santa Fe LLC                                                            | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $400642.25    | 0.08%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                                        | OneMain Finance Corp                                                                        | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    410000 | PA      | $404887.83    | 0.08%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer            | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer            | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $264129.58    | 0.05%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                                | CCO Holdings LLC / CCO Holdings Capital Corp                                                | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    514000 | PA      | $483078.22    | 0.10%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                               | Public Service Co of Colorado                                                               | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    225000 | PA      | $209202.58    | 0.04%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                                         | Hotwire Funding LLC                                                                         | CUSIP: 44148JAA7<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1228016.88   | 0.24%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                         | Petroleos Mexicanos                                                                         | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    225000 | PA      | $202414.68    | 0.04%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38380UHT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1852317 | PA      | $225294.13    | 0.04%             | 2046-11-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                                | Deutsche Bank AG/New York NY                                                                | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    410000 | PA      | $420124.72    | 0.08%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                                      | Republic of South Africa Government International Bond                                      | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $194170.00    | 0.04%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                                        | LifePoint Health Inc                                                                        | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    706000 | PA      | $767132.54    | 0.15%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp                                                                        | Kioxia Holdings Corp                                                                        | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206612.41    | 0.04%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EF Holdco / EF Cayman Hold / Ellington Fin REIT Cayman/TRS / EF Cayman Non-MTM              | EF Holdco / EF Cayman Hold / Ellington Fin REIT Cayman/TRS / EF Cayman Non-MTM              | CUSIP: 31574BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    665000 | PA      | $672109.52    | 0.13%             | 2030-09-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-C                                                    | World Omni Auto Receivables Trust 2023-C                                                    | CUSIP: 98164FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    381643 | PA      | $383767.10    | 0.08%             | 2028-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DROP Mortgage Trust 2021-FILE                                                               | DROP Mortgage Trust 2021-FILE                                                               | CUSIP: 26210YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1485015.00   | 0.29%             | 2043-10-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co                                                                               | Boston Gas Co                                                                               | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $264108.77    | 0.05%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    480000 | PA      | $476347.79    | 0.09%             | 2037-01-22      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd / Aircastle Ireland DAC                                                       | Aircastle Ltd / Aircastle Ireland DAC                                                       | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    910000 | PA      | $948712.11    | 0.19%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                                       | Transcontinental Gas Pipe Line Co LLC                                                       | CUSIP: 893574AT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $143993.48    | 0.03%             | 2056-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                          | Meta Platforms Inc                                                                          | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109420.48    | 0.02%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp                                                                           | Chord Energy Corp                                                                           | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    330000 | PA      | $336434.44    | 0.07%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer                                                                             | DataBank Issuer                                                                             | CUSIP: 23802WAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    630000 | PA      | $632766.96    | 0.12%             | 2056-02-25      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                              | NRG Energy Inc                                                                              | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    383000 | PA      | $386997.37    | 0.08%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       147 | NC      | $-46320.81    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31414FNE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     44221 | PA      | $45787.28     | 0.01%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Airlines 2021-1 Class B Pass Through Trust                                         | American Airlines 2021-1 Class B Pass Through Trust                                         | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6850 | PA      | $6583.06      | 0.00%             | 2032-01-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                               | Freedom Mortgage Holdings LLC                                                               | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15300.56     | 0.00%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                           | ConocoPhillips Co                                                                           | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288902.79    | 0.06%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1443783.05   | 0.28%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136A8JY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    177984 | PA      | $2763.55      | 0.00%             | 2027-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31294BH99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1293 | PA      | $1352.07      | 0.00%             | 2029-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                                  | Ford Credit Floorplan Master Owner Trust A                                                  | CUSIP: 34528QJK1<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $503211.05    | 0.10%             | 2029-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                        | PNC Financial Services Group Inc/The                                                        | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    350000 | PA      | $363358.55    | 0.07%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292HJ96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        26 | PA      | $26.69        | 0.00%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Aethon United BR LP / Aethon United Finance Corp                                            | Aethon United BR LP / Aethon United Finance Corp                                            | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    408000 | PA      | $429336.77    | 0.08%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    420000 | PA      | $281463.39    | 0.06%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                           | Southern Power Co                                                                           | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    495000 | PA      | $486346.67    | 0.10%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Sotheby's Artfi Master Trust                                                                | Sotheby's Artfi Master Trust                                                                | CUSIP: 83589DAA4<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |   3200000 | PA      | $3201000.00   | 0.63%             | 2033-06-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                             | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                             | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1023978.30   | 0.20%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                                          | Freddie Mac REMICS                                                                          | CUSIP: 3137B7TV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     75421 | PA      | $873.01       | 0.00%             | 2027-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                                  | Allianz SE                                                                                  | CUSIP: 018820AE0<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $416393.60    | 0.08%             | N/A             | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                                        | Israel Government International Bond                                                        | CUSIP: 46515CJZ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    550000 | PA      | $541616.47    | 0.11%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                           | Huntington Ingalls Industries Inc                                                           | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263816.65    | 0.05%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                                 | MetLife Inc                                                                                 | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127830.13    | 0.03%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| iliad SA Term Loan                                                                          | iliad SA Term Loan                                                                          | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | LON              | CORP              | FR        |    677407 | PA      | $675713.75    | 0.13%             | 2029-02-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                                | United Airlines Holdings Inc                                                                | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272681.38    | 0.05%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                                      | International Flavors & Fragrances Inc                                                      | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    625000 | PA      | $601301.58    | 0.12%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co PJSC                                                           | Abu Dhabi National Energy Co PJSC                                                           | CUSIP: 00388WAM3<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $200747.17    | 0.04%             | 2033-04-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                                    | American Homes 4 Rent LP                                                                    | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177265.19    | 0.03%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                         | NextEra Energy Capital Holdings Inc                                                         | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412121.66    | 0.08%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31296SBJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     14047 | PA      | $14412.17     | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp                                                                      | Credit Acceptance Corp                                                                      | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $450584.53    | 0.09%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36202DCR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       764 | PA      | $782.73       | 0.00%             | 2029-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36201TKE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7525 | PA      | $7637.88      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7200000 | PA      | $5387625.00   | 1.06%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140HD5P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    463335 | PA      | $472206.42    | 0.09%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-B                                                          | Volkswagen Auto Lease Trust 2025-B                                                          | CUSIP: 92868BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1145000 | PA      | $1146239.00   | 0.23%             | 2028-04-20      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                             | CVS Health Corp                                                                             | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    475000 | PA      | $483300.34    | 0.10%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                                      | Venture Global LNG Inc                                                                      | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    437000 | PA      | $384439.07    | 0.08%             | N/A             | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38377WKK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    416312 | PA      | $56775.19     | 0.01%             | 2041-04-20      | Floating      | 2.93%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                                       | Directv Financing LLC                                                                       | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $344442.03    | 0.07%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31413AJK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     99238 | PA      | $104997.94    | 0.02%             | 2037-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                         | Clydesdale Acquisition Holdings Inc                                                         | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165118.18    | 0.03%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Beignet Investor LLC                                                                        | Beignet Investor LLC                                                                        | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1207811.45   | 0.24%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $595817.57    | 0.12%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                                       | Reynolds American Inc                                                                       | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    635000 | PA      | $660616.33    | 0.13%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Enerflex Inc                                                                                | Enerflex Inc                                                                                | CUSIP: 29281WAA6<br>LEI: 549300SQCOV1LC1GBK07 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82678.88     | 0.02%             | 2031-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136AFR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1004363 | PA      | $102991.51    | 0.02%             | 2043-08-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140W3VT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1612766 | PA      | $1549457.40   | 0.31%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31402NF52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     32362 | PA      | $32845.77     | 0.01%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                                   | Duke Energy Carolinas LLC                                                                   | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    500000 | PA      | $393626.95    | 0.08%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                                 | MetLife Inc                                                                                 | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134767.01    | 0.03%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC/NV Term Loan B                                                   | Fertitta Entertainment LLC/NV Term Loan B                                                   | CUSIP: N/A<br>LEI: 984500A0805D8V551D35       | Long             | LON              | CORP              | US        |    762412 | PA      | $760162.72    | 0.15%             | 2029-01-27      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                                  | Smurfit Kappa Treasury ULC                                                                  | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |   1125000 | PA      | $1158469.94   | 0.23%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382DT41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   2812161 | PA      | $344534.73    | 0.07%             | 2050-03-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 3132HRKN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1007317 | PA      | $933896.52    | 0.18%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1002436.23   | 0.20%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Mercer International Inc                                                                    | Mercer International Inc                                                                    | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    125000 | PA      | $91389.30     | 0.02%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund - Institutional Class                                           | BlackRock Liquidity FedFund - Institutional Class                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    970559 | NS      | $970558.72    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mars Inc                                                                                    | Mars Inc                                                                                    | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1392431.61   | 0.27%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36213FEK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2340 | PA      | $2403.35      | 0.00%             | 2032-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                   | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    455000 | PA      | $476321.26    | 0.09%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $153339.62    | 0.03%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                                  | VMware LLC                                                                                  | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1288818.24   | 0.25%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    220000 | PA      | $135808.27    | 0.03%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                               | Freedom Mortgage Holdings LLC                                                               | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    610000 | PA      | $644933.48    | 0.13%             | 2031-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                                          | Freddie Mac REMICS                                                                          | CUSIP: 3137AYGG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     82349 | PA      | $1126.05      | 0.00%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                            | Paramount Global                                                                            | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    375000 | PA      | $338609.03    | 0.07%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc Term Loan B                                             | Clydesdale Acquisition Holdings Inc Term Loan B                                             | CUSIP: N/A<br>LEI: 254900QKSDYFR3K5YD98       | Long             | LON              | CORP              | US        |    439562 | PA      | $436981.98    | 0.09%             | 2032-03-26      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                                    | iHeartCommunications Inc                                                                    | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     96000 | PA      | $87356.47     | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QSG21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2240158 | PA      | $2260736.05   | 0.45%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1588041 | PA      | $1613877.23   | 0.32%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2025-A                                                       | Mercedes-Benz Auto Lease Trust 2025-A                                                       | CUSIP: 58768YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $1924373.01   | 0.38%             | 2029-04-16      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                                       | Norfolk Southern Corp                                                                       | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    170000 | PA      | $162656.53    | 0.03%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                                    | Cloud Software Group Inc                                                                    | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    185000 | PA      | $186807.69    | 0.04%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust 2025-5MW                                                     | BFLD Commercial Mortgage Trust 2025-5MW                                                     | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $752712.98    | 0.15%             | 2042-10-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136A5EL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     92754 | PA      | $1096.47      | 0.00%             | 2027-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chobani Holdco II LLC                                                                       | Chobani Holdco II LLC                                                                       | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    398305 | PA      | $424524.22    | 0.08%             | 2029-10-01      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                                                         | Lightning Power LLC                                                                         | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    706000 | PA      | $751462.16    | 0.15%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38379QD69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    845827 | PA      | $99925.61     | 0.02%             | 2045-10-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                                      | XHR LP                                                                                      | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25818.78     | 0.01%             | 2030-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp                                                                        | Kioxia Holdings Corp                                                                        | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $208841.59    | 0.04%             | 2033-07-24      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292HMV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5196 | PA      | $5357.54      | 0.00%             | 2031-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                                   | HA Sustainable Infrastructure Capital Inc                                                   | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    535000 | PA      | $561215.00    | 0.11%             | 2056-06-01      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2025-1                                                             | JP Morgan Mortgage Trust 2025-1                                                             | CUSIP: 46658UAL5<br>LEI: 529900DB310G9HU4BP72 | Long             | ABS-MBS          | CORP              | US        |   1268616 | PA      | $1282137.31   | 0.25%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-3                                                               | Sequoia Mortgage Trust 2024-3                                                               | CUSIP: 81749JAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1269652 | PA      | $1273248.86   | 0.25%             | 2054-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc Term Loan B                                                            | LifePoint Health Inc Term Loan B                                                            | CUSIP: N/A<br>LEI: 549300G8ZVHRTBBBSZ90       | Long             | LON              | CORP              | US        |    220000 | PA      | $219771.20    | 0.04%             | 2031-05-16      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser Inc                                                                        | Fiesta Purchaser Inc                                                                        | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $354827.33    | 0.07%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                                                      | Harvest Midstream I LP                                                                      | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92250.61     | 0.02%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                                     | Charles Schwab Corp/The                                                                     | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    870000 | PA      | $862291.57    | 0.17%             | 2036-11-14      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-ARIA                                                                          | BX Trust 2025-ARIA                                                                          | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1016980.80   | 0.20%             | 2042-12-13      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    570000 | PA      | $570456.19    | 0.11%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc                                                               | Sinclair Television Group Inc                                                               | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    731000 | PA      | $756161.02    | 0.15%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                            | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                            | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    250000 | PA      | $253732.50    | 0.05%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                                 | Exelon Corp                                                                                 | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241998.06    | 0.05%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Advancion Holdings LLC Term Loan                                                            | Advancion Holdings LLC Term Loan                                                            | CUSIP: N/A<br>LEI: 254900GMIYFF4FZ0A357       | Long             | LON              | CORP              | US        |    543597 | PA      | $486519.74    | 0.10%             | 2028-11-24      | Floating      | 11.52%                | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1864237 | PA      | $1778066.94   | 0.35%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                              | NRG Energy Inc                                                                              | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    383000 | PA      | $385540.06    | 0.08%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                               | Olympus Water US Holding Corp                                                               | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    375000 | PA      | $364482.56    | 0.07%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                                     | Duke Energy Florida LLC                                                                     | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    275000 | PA      | $294464.19    | 0.06%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                                    | Directv Financing LLC / Directv Financing Co-Obligor Inc                                    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $21102.29     | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38380KAM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    619923 | PA      | $76722.19     | 0.02%             | 2047-11-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| BRCK Trust 2025-830B                                                                        | BRCK Trust 2025-830B                                                                        | CUSIP: 10635AAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  34000000 | PA      | $351733.40    | 0.07%             | 2030-12-10      | Variable      | 0.28%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                                   | ONEOK Inc                                                                                   | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $560634.70    | 0.11%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31298DX44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       171 | PA      | $172.21       | 0.00%             | 2030-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                             | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                             | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    741000 | PA      | $738920.90    | 0.15%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140Y65N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1064384 | PA      | $1092276.20   | 0.22%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XQAT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    974550 | PA      | $958353.68    | 0.19%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Uniti Services LLC                                                                          | Uniti Services LLC                                                                          | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47492.85     | 0.01%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RXO Inc                                                                                     | RXO Inc                                                                                     | CUSIP: 98379JAA3<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163083.20    | 0.03%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    322000 | PA      | $317734.88    | 0.06%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Principal Government Money Market Fund - Class R-6                                          | Principal Government Money Market Fund - Class R-6                                          | CUSIP: 74257B639<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  24112135 | NS      | $24112135.03  | 4.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                                          | Meta Platforms Inc                                                                          | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    925000 | PA      | $742478.31    | 0.15%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140Q8NS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7085 | PA      | $7007.73      | 0.00%             | 2033-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309075.76    | 0.06%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205551.54    | 0.04%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                                    | American Homes 4 Rent LP                                                                    | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    350000 | PA      | $234020.19    | 0.05%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1131000 | PA      | $1033352.98   | 0.20%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    838299 | PA      | $697681.97    | 0.14%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                                  | US Bancorp                                                                                  | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    860000 | PA      | $752911.86    | 0.15%             | 2036-11-03      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                     | Hyundai Capital America                                                                     | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    345000 | PA      | $355921.73    | 0.07%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                        | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                        | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $161614.05    | 0.03%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XNCR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1756900 | PA      | $1807430.34   | 0.36%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions Inc                                                                         | Viavi Solutions Inc                                                                         | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    190000 | PA      | $180589.64    | 0.04%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36202CZ48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       532 | PA      | $550.53       | 0.00%             | 2028-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    680000 | PA      | $670517.96    | 0.13%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1384416.82   | 0.27%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3133KNAH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1841948 | PA      | $1521470.05   | 0.30%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                                      | OCP SA                                                                                      | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    320000 | PA      | $333044.52    | 0.07%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Summit Issuer LLC                                                                           | Summit Issuer LLC                                                                           | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1511731.05   | 0.30%             | 2055-11-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                             | Cemex SAB de CV                                                                             | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $209700.00    | 0.04%             | N/A             | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| QTS Issuer ABS II LLC                                                                       | QTS Issuer ABS II LLC                                                                       | CUSIP: 74690FAU0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1002470.00   | 0.20%             | 2056-01-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31418EVV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2032895 | PA      | $1944319.14   | 0.38%             | 2053-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                            | American International Group Inc                                                            | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    295000 | PA      | $305675.58    | 0.06%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1060000 | PA      | $1091223.23   | 0.21%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                                     | Charles Schwab Corp/The                                                                     | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    330000 | PA      | $352235.67    | 0.07%             | 2034-05-19      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                           | NatWest Group PLC                                                                           | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $307746.58    | 0.06%             | 2031-05-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp                                                                      | Credit Acceptance Corp                                                                      | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    514000 | PA      | $514504.42    | 0.10%             | 2030-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                                      | Romanian Government International Bond                                                      | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    250000 | PA      | $261605.35    | 0.05%             | 2036-05-16      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Evergy Missouri West Inc                                                                    | Evergy Missouri West Inc                                                                    | CUSIP: 30037EAC7<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326161.23    | 0.06%             | 2035-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC / Cogent Finance Inc                                        | Cogent Communications Group LLC / Cogent Finance Inc                                        | CUSIP: 19240WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44729.68     | 0.01%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                                          | Freddie Mac REMICS                                                                          | CUSIP: 3137FLUT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   1941806 | PA      | $1910497.10   | 0.38%             | 2049-05-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Asurion LLC Term Loan B4                                                                    | Asurion LLC Term Loan B4                                                                    | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |    206075 | PA      | $205753.29    | 0.04%             | 2029-01-20      | Floating      | 9.04%                 | No            |                  2 | On Loan: No      |
| Protective Life Corp                                                                        | Protective Life Corp                                                                        | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    375000 | PA      | $376247.67    | 0.07%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Park River Holdings Inc                                                                     | Park River Holdings Inc                                                                     | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |    555000 | PA      | $571908.63    | 0.11%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Eletson Holdings Inc - Escrow                                                               | Eletson Holdings Inc - Escrow                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LR        |   1748608 | PA      | $0.00         | 0.00%             | 2022-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38380GRS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    413294 | PA      | $63084.04     | 0.01%             | 2047-08-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                            | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                            | CUSIP: 472140AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    410000 | PA      | $414444.40    | 0.08%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                            | Black Hills Corp                                                                            | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    360000 | PA      | $359787.44    | 0.07%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       293 | NC      | $-94975.72    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38380HZL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1580799 | PA      | $244483.70    | 0.05%             | 2047-10-20      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| Michaels Cos Inc/The Term Loan                                                              | Michaels Cos Inc/The Term Loan                                                              | CUSIP: N/A<br>LEI: 549300H9LWMBP7HYLR98       | Long             | LON              | CORP              | US        |    450000 | PA      | $445351.50    | 0.09%             | 2028-05-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    820000 | PA      | $750118.65    | 0.15%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc Term Loan B                                                             | United Airlines Inc Term Loan B                                                             | CUSIP: N/A<br>LEI: K1OQBWM7XEOO08LDNP29       | Long             | LON              | CORP              | US        |    476647 | PA      | $476546.41    | 0.09%             | 2031-02-22      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-D                                                    | World Omni Auto Receivables Trust 2025-D                                                    | CUSIP: 98165HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $500368.15    | 0.10%             | 2029-02-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co Inc                                                                    | Acadia Healthcare Co Inc                                                                    | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    177000 | PA      | $174839.68    | 0.03%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Centene Corp                                                                                | Centene Corp                                                                                | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124256.83    | 0.02%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                                  | AbbVie Inc                                                                                  | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    615000 | PA      | $506541.44    | 0.10%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    965000 | PA      | $940312.04    | 0.19%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38379FQW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    169448 | PA      | $4196.34      | 0.00%             | 2040-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136AQTT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     78286 | PA      | $3804.08      | 0.00%             | 2043-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292HH56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       486 | PA      | $499.35       | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4471523.46   | 0.88%             | 2030-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co LP                                                               | Atlas Warehouse Lending Co LP                                                               | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    680000 | PA      | $682878.00    | 0.13%             | 2030-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    215000 | PA      | $214899.23    | 0.04%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United Airlines 2024-1 Class A Pass Through Trust                                           | United Airlines 2024-1 Class A Pass Through Trust                                           | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700003 | PA      | $724952.78    | 0.14%             | 2038-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                                                  | Alliant Energy Finance LLC                                                                  | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    625000 | PA      | $633581.79    | 0.12%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                                      | International Flavors & Fragrances Inc                                                      | CUSIP: 459506AS0<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    130000 | PA      | $89391.18     | 0.02%             | 2050-12-01      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                                          | Freddie Mac REMICS                                                                          | CUSIP: 3137FV4Y5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   2031082 | PA      | $242213.45    | 0.05%             | 2050-06-25      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292HJD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       766 | PA      | $797.06       | 0.00%             | 2031-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| First NLC Trust 2005-1                                                                      | First NLC Trust 2005-1                                                                      | CUSIP: 32113JAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139277 | PA      | $125185.43    | 0.02%             | 2035-05-25      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136B5VS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   5151137 | PA      | $570794.86    | 0.11%             | 2049-08-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Arbor Realty SR Inc                                                                         | Arbor Realty SR Inc                                                                         | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |    405000 | PA      | $371525.70    | 0.07%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                                       | Bath & Body Works Inc                                                                       | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    112000 | PA      | $111743.23    | 0.02%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382MHT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   2447130 | PA      | $390417.89    | 0.08%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31410KTQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    111657 | PA      | $118425.45    | 0.02%             | 2038-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292HSY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5727 | PA      | $5928.48      | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                     | Hyundai Capital America                                                                     | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    590000 | PA      | $590216.59    | 0.12%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140FVUY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1779338 | PA      | $1712737.16   | 0.34%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bluepeak ABS Issuer LLC                                                                     | Bluepeak ABS Issuer LLC                                                                     | CUSIP: 09631QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $508691.00    | 0.10%             | 2055-12-20      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                                                                 | Vistra Corp                                                                                 | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    946000 | PA      | $960307.30    | 0.19%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38380GHV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1187431 | PA      | $149055.26    | 0.03%             | 2047-08-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    465000 | PA      | $468771.18    | 0.09%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1240378.38   | 0.24%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                                       | Northrop Grumman Corp                                                                       | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227301.53    | 0.04%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140Q7XN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    738119 | PA      | $698214.06    | 0.14%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    608000 | PA      | $406112.80    | 0.08%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31402HPQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14178 | PA      | $14381.24     | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                        | PNC Financial Services Group Inc/The                                                        | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175062.41    | 0.03%             | 2035-07-23      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 3132Y4B50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1807843 | PA      | $1766190.47   | 0.35%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                                       | Truist Financial Corp                                                                       | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    290000 | PA      | $312285.38    | 0.06%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                        | PNC Financial Services Group Inc/The                                                        | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324698.21    | 0.06%             | 2041-01-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179XTC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1493139 | PA      | $1501191.28   | 0.30%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com Inc                                                                      | EquipmentShare.com Inc                                                                      | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     47000 | PA      | $50244.27     | 0.01%             | 2032-05-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36201M3E0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11671 | PA      | $11861.16     | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                                          | Freddie Mac REMICS                                                                          | CUSIP: 3137AUKE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    379815 | PA      | $9329.78      | 0.00%             | 2041-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HAT Holdings I LLC / HAT Holdings II LLC                                                    | HAT Holdings I LLC / HAT Holdings II LLC                                                    | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $21900.42     | 0.00%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                                    | iHeartCommunications Inc                                                                    | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    276000 | PA      | $236297.40    | 0.05%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GSA2                                                      | GS Mortgage Securities Trust 2020-GSA2                                                      | CUSIP: 36264KAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1764254.40   | 0.35%             | 2053-12-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC / SBP Finance Corp                                 | Specialty Building Products Holdings LLC / SBP Finance Corp                                 | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    657000 | PA      | $654819.22    | 0.13%             | 2029-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SLM Corp                                                                                    | SLM Corp                                                                                    | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $330453.82    | 0.07%             | 2026-11-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                      | Diamondback Energy Inc                                                                      | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    735000 | PA      | $702222.18    | 0.14%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140J7PG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     28081 | PA      | $26469.68     | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kinetic ABS Issuer LLC                                                                      | Kinetic ABS Issuer LLC                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   3100000 | PA      | $3104008.30   | 0.61%             | 2056-02-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Navios Maritime Partners LP                                                                 | Navios Maritime Partners LP                                                                 | CUSIP: Y62267AA0<br>LEI: 213800185NOIXCLYX335 | Long             | DBT              | CORP              | MH        |    200000 | PA      | $201747.96    | 0.04%             | 2030-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Istanbul Metropolitan Municipality                                                          | Istanbul Metropolitan Municipality                                                          | CUSIP: 46522TAC2<br>LEI: 213800T1VDQSNKA2MD76 | Long             | DBT              | NUSS              | TR        |    300000 | PA      | $329424.53    | 0.06%             | 2028-12-06      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                                    | American Homes 4 Rent LP                                                                    | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    425000 | PA      | $434612.51    | 0.09%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                                       | Truist Financial Corp                                                                       | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    575000 | PA      | $576465.78    | 0.11%             | 2032-01-27      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                             | Philip Morris International Inc                                                             | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    505000 | PA      | $493183.40    | 0.10%             | 2035-10-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                            | BAT Capital Corp                                                                            | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $105791.18    | 0.02%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31388GTN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1284 | PA      | $1327.39      | 0.00%             | 2031-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                                | Deutsche Bank AG/New York NY                                                                | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    485000 | PA      | $492589.63    | 0.10%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    750000 | PA      | $667018.52    | 0.13%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                            | Markel Group Inc                                                                            | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212366.38    | 0.04%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                                | Huntington Bancshares Inc/OH                                                                | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $2024001.48   | 0.40%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                                  | US Bancorp                                                                                  | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    710000 | PA      | $730375.90    | 0.14%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2025-A                                                       | Mercedes-Benz Auto Lease Trust 2025-A                                                       | CUSIP: 58768YAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1483457 | PA      | $1484903.85   | 0.29%             | 2028-04-17      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1436479.92   | 0.28%             | 2041-02-02      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                           | Kinder Morgan Inc                                                                           | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    650000 | PA      | $672324.38    | 0.13%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                         | Clydesdale Acquisition Holdings Inc                                                         | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116013.15    | 0.02%             | 2029-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $172491.78    | 0.03%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3138EM6R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    272013 | PA      | $272280.59    | 0.05%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                              | Eli Lilly & Co                                                                              | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    415000 | PA      | $414884.90    | 0.08%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XCZA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    642564 | PA      | $583942.56    | 0.12%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                                                            | Equitable America Global Funding                                                            | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254355.73    | 0.05%             | 2030-06-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136A9SX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     41193 | PA      | $598.56       | 0.00%             | 2027-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                                    | RTX Corp                                                                                    | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    530000 | PA      | $346368.70    | 0.07%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140Y6TY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1616790 | PA      | $1658169.55   | 0.33%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                             | Philip Morris International Inc                                                             | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    522000 | PA      | $531221.15    | 0.10%             | 2029-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2024-4                                                      | JP Morgan Mortgage Trust Series 2024-4                                                      | CUSIP: 46657WAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    584170 | PA      | $583079.92    | 0.11%             | 2054-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co                                                       | Mauser Packaging Solutions Holding Co                                                       | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    314000 | PA      | $308882.90    | 0.06%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                                       | Bath & Body Works Inc                                                                       | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129565.11    | 0.03%             | 2033-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                                                            | MercadoLibre Inc                                                                            | CUSIP: 58733RAG7<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |    700000 | PA      | $692825.00    | 0.14%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Vanguard Short-Term Corporate Bond ETF                                                      | Vanguard Short-Term Corporate Bond ETF                                                      | CUSIP: 92206C409<br>LEI: N/A                  | Long             | EC               | RF                | US        |     98000 | NS      | $7844900.00   | 1.55%             |  |  |  | No            |                  1 | On Loan: —       |
| SMRT 2022-MINI                                                                              | SMRT 2022-MINI                                                                              | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $800072.72    | 0.16%             | 2039-01-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       130 | NC      | $-188284.26   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares Broad USD High Yield Corporate Bond ETF                                             | iShares Broad USD High Yield Corporate Bond ETF                                             | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             | EC               | RF                | US        |    568000 | NS      | $21379520.00  | 4.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                             | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                             | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $151450.41    | 0.03%             | 2032-06-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 312946ZU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1189807 | PA      | $1195137.28   | 0.24%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                                   | Packaging Corp of America                                                                   | CUSIP: 695156AY5<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    760000 | PA      | $771066.40    | 0.15%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                                        | OneMain Finance Corp                                                                        | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35918.37     | 0.01%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl Term Loan B2                                                        | Jazz Financing Lux Sarl Term Loan B2                                                        | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |    189560 | PA      | $190006.96    | 0.04%             | 2028-05-05      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                   | Sunoco LP                                                                                   | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    643000 | PA      | $644712.31    | 0.13%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| McAfee Corp Term Loan B1                                                                    | McAfee Corp Term Loan B1                                                                    | CUSIP: N/A<br>LEI: 2549009UKR8UEZYVCR93       | Long             | LON              | CORP              | US        |    437789 | PA      | $386348.74    | 0.08%             | 2029-03-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                               | Smyrna Ready Mix Concrete LLC                                                               | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   1032000 | PA      | $1035222.94   | 0.20%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                                        | OneMain Finance Corp                                                                        | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28137.83     | 0.01%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC and Asurion Co-Issuer Inc                                                       | Asurion LLC and Asurion Co-Issuer Inc                                                       | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $626882.69    | 0.12%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                                          | Freddie Mac REMICS                                                                          | CUSIP: 3137B5AG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     16685 | PA      | $16447.21     | 0.00%             | 2036-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                                | Berkshire Hathaway Energy Co                                                                | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    540000 | PA      | $454070.03    | 0.09%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                            | BAT Capital Corp                                                                            | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    305000 | PA      | $323727.54    | 0.06%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3138XRAE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13634 | PA      | $13403.62     | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 3618N5A25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3035120 | PA      | $2967217.92   | 0.58%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       145 | NC      | $-49073.03    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    885000 | PA      | $877304.94    | 0.17%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Taseko Mines Ltd                                                                            | Taseko Mines Ltd                                                                            | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    590000 | PA      | $626250.78    | 0.12%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica SAB de CV                                                              | Sitios Latinoamerica SAB de CV                                                              | CUSIP: 03217KAB4<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    575000 | PA      | $579848.40    | 0.11%             | 2032-04-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                                        | OneMain Finance Corp                                                                        | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    318000 | PA      | $329520.49    | 0.06%             | 2031-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136BAJA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   2189224 | PA      | $260754.49    | 0.05%             | 2050-06-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31288FQM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     27558 | PA      | $28234.69     | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31417F3F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    157597 | PA      | $145744.09    | 0.03%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC / Victra Finance Corp                                                   | Victra Holdings LLC / Victra Finance Corp                                                   | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $689519.16    | 0.14%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                                | Ecopetrol SA                                                                                | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    250000 | PA      | $268716.50    | 0.05%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1738276.48   | 0.34%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38379WE24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    246542 | PA      | $28464.27     | 0.01%             | 2046-05-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38379NCL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1099664 | PA      | $137265.83    | 0.03%             | 2045-06-20      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                                   | Caesars Entertainment Inc                                                                   | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    540000 | PA      | $518595.59    | 0.10%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                                                  | Alliant Energy Finance LLC                                                                  | CUSIP: 01882YAE6<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    305000 | PA      | $319598.05    | 0.06%             | 2029-03-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                                      | Citadel Securities Global Holdings LLC                                                      | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513753.75    | 0.10%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31414TU25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    116979 | PA      | $121532.57    | 0.02%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XR3G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1637953 | PA      | $1649032.17   | 0.32%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jazz Securities DAC                                                                         | Jazz Securities DAC                                                                         | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    285000 | PA      | $280416.63    | 0.06%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DVMV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    710315 | PA      | $743579.04    | 0.15%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                                  | Zoetis Inc                                                                                  | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1102494.62   | 0.22%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382HLM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   2210119 | PA      | $305002.79    | 0.06%             | 2050-08-20      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    560000 | PA      | $465610.36    | 0.09%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FDA6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    865000 | PA      | $862547.80    | 0.17%             | 2033-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136AD2Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     53423 | PA      | $664.69       | 0.00%             | 2028-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 31427NBB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    601235 | PA      | $615269.78    | 0.12%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Watco Cos LLC / Watco Finance Corp                                                          | Watco Cos LLC / Watco Finance Corp                                                          | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $476971.95    | 0.09%             | 2032-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings LP                                                                    | Endo Finance Holdings LP                                                                    | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $724803.30    | 0.14%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc Term Loan                                                          | iHeartCommunications Inc Term Loan                                                          | CUSIP: N/A<br>LEI: 54930076J6KDZL504O62       | Long             | LON              | CORP              | US        |    705040 | PA      | $643835.82    | 0.13%             | 2029-05-01      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance SA                                                              | Consolidated Energy Finance SA                                                              | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    555000 | PA      | $457875.00    | 0.09%             | 2028-10-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| Saxon Asset Securities Trust 2004-1                                                         | Saxon Asset Securities Trust 2004-1                                                         | CUSIP: 805564PP0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    207429 | PA      | $118904.73    | 0.02%             | 2035-03-25      | Floating      | 0.64%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-5C33                                                              | BBCMS Mortgage Trust 2025-5C33                                                              | CUSIP: 072924AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2618447.25   | 0.52%             | 2058-03-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc PIK Term Loan                                                       | Zayo Group Holdings Inc PIK Term Loan                                                       | CUSIP: N/A<br>LEI: 529900Z6OTS7RT0V0I47       | Long             | LON              | CORP              | US        |    652332 | PA      | $627236.48    | 0.12%             | 2030-03-11      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179XNF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1036456 | PA      | $1040542.49   | 0.20%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103794.09    | 0.02%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1008000 | PA      | $1008048.38   | 0.20%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154503.85    | 0.03%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| TrueNoord Capital DAC                                                                       | TrueNoord Capital DAC                                                                       | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    415000 | PA      | $437715.03    | 0.09%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd Term Loan B                                                       | AAdvantage Loyalty IP Ltd Term Loan B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | KY        |    125107 | PA      | $125106.86    | 0.02%             | 2028-04-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136B2AC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1973966 | PA      | $236701.61    | 0.05%             | 2048-06-25      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382WR58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1474858 | PA      | $201136.17    | 0.04%             | 2051-08-20      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co Term Loan B                                                            | Veritiv Operating Co Term Loan B                                                            | CUSIP: N/A<br>LEI: 5493004G8OK5L1UTIY12       | Long             | LON              | CORP              | US        |    504887 | PA      | $493527.23    | 0.10%             | 2030-11-30      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513933.46    | 0.10%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    861000 | PA      | $790082.34    | 0.16%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136AARZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   3790660 | PA      | $391362.48    | 0.08%             | 2042-12-25      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-3                                               | Santander Drive Auto Receivables Trust 2025-3                                               | CUSIP: 80288JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2191393 | PA      | $2197292.98   | 0.43%             | 2028-10-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc                                                                            | Cinemark USA Inc                                                                            | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56909.93     | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140Y7EH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    942091 | PA      | $977518.81    | 0.19%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Atlantica Sustainable Infrastructure Ltd                                                    | Atlantica Sustainable Infrastructure Ltd                                                    | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |    222000 | PA      | $217791.81    | 0.04%             | 2028-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                                                       | Switch ABS Issuer LLC                                                                       | CUSIP: 871044AS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2165000 | PA      | $2158392.42   | 0.43%             | 2055-10-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC Term Loan B                                                          | Arsenal AIC Parent LLC Term Loan B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    512891 | PA      | $513372.90    | 0.10%             | 2030-08-18      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    340000 | PA      | $388232.36    | 0.08%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Indianapolis Power & Light Co                                                               | Indianapolis Power & Light Co                                                               | CUSIP: 455434BW9<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |    345000 | PA      | $343240.80    | 0.07%             | 2054-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust 2025-1                                                                      | BofA Auto Trust 2025-1                                                                      | CUSIP: 05594BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    257871 | PA      | $258032.39    | 0.05%             | 2027-11-22      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| McAfee Corp                                                                                 | McAfee Corp                                                                                 | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    590000 | PA      | $469403.50    | 0.09%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                              | Wynn Macau Ltd                                                                              | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    805000 | PA      | $803351.17    | 0.16%             | 2028-08-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Carvana Co                                                                                  | Carvana Co                                                                                  | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    475000 | PA      | $495280.13    | 0.10%             | 2030-06-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31294FUC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1809 | PA      | $1892.18      | 0.00%             | 2030-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                                | Comcast Corp                                                                                | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    405000 | PA      | $228271.74    | 0.04%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B25 Mortgage Trust                                                           | Benchmark 2021-B25 Mortgage Trust                                                           | CUSIP: 08163DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $450813.95    | 0.09%             | 2054-04-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                                             | AutoNation Finance Trust 2025-1                                                             | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    555000 | PA      | $566257.29    | 0.11%             | 2032-09-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    915000 | PA      | $599919.27    | 0.12%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Vanguard Emerging Markets Government Bond ETF                                               | Vanguard Emerging Markets Government Bond ETF                                               | CUSIP: 921946885<br>LEI: N/A                  | Long             | EC               | RF                | US        |    150000 | NS      | $10149000.00  | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140HJXW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6195 | PA      | $6024.56      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                        | Glencore Funding LLC                                                                        | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    485000 | PA      | $501723.14    | 0.10%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140X4F68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     54500 | PA      | $49297.74     | 0.01%             | 2048-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XQND5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    992260 | PA      | $981409.42    | 0.19%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2025-2                                                          | Verizon Master Trust Series 2025-2                                                          | CUSIP: 92348KDV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $241379.43    | 0.05%             | 2033-01-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                                       | Directv Financing LLC                                                                       | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    299000 | PA      | $302740.19    | 0.06%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31298AHY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     23825 | PA      | $24481.36     | 0.00%             | 2030-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                           | Vale Overseas Ltd                                                                           | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $602400.00    | 0.12%             | 2056-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                                      | Colombia Government International Bond                                                      | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    300000 | PA      | $298740.00    | 0.06%             | 2031-01-21      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    320000 | PA      | $310464.22    | 0.06%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    165000 | PA      | $159740.14    | 0.03%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 31427NHJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    941360 | PA      | $966314.70    | 0.19%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    530000 | PA      | $533956.78    | 0.11%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 3128L9BD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     43202 | PA      | $44589.86     | 0.01%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                            | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                            | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    775000 | PA      | $814401.00    | 0.16%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38383RFM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   2187543 | PA      | $218333.67    | 0.04%             | 2052-04-20      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                | Barclays PLC                                                                                | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    540000 | PA      | $547013.91    | 0.11%             | 2035-09-10      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| LABL Inc                                                                                    | LABL Inc                                                                                    | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    185000 | PA      | $84175.00     | 0.02%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                                    | Ford Motor Credit Co LLC                                                                    | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1459777.75   | 0.29%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                              | Morgan Stanley Private Bank NA                                                              | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    530000 | PA      | $536966.64    | 0.11%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust 2025-1                                                                 | USB Auto Owner Trust 2025-1                                                                 | CUSIP: 90367VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $405194.08    | 0.08%             | 2032-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                                                                    | Ziggo BV                                                                                    | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    261000 | PA      | $246400.78    | 0.05%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    565000 | PA      | $587894.40    | 0.12%             | N/A             | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                            | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                            | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1421000 | PA      | $1111329.73   | 0.22%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Claire's Holdings LLC                                                                       | Claire's Holdings LLC                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       232 | NS      | $2.32         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36200AJA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18251 | PA      | $18743.90     | 0.00%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                              | Eli Lilly & Co                                                                              | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    330000 | PA      | $328348.83    | 0.06%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northern Oil & Gas Inc                                                                      | Northern Oil & Gas Inc                                                                      | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    802000 | PA      | $809714.44    | 0.16%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179X2K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1237040 | PA      | $1243496.24   | 0.24%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco Inc Term Loan B                                                        | TK Elevator US Newco Inc Term Loan B                                                        | CUSIP: N/A<br>LEI: 549300C2AFWPAYWS5574       | Long             | LON              | CORP              | US        |     24813 | PA      | $24855.14     | 0.00%             | 2030-04-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                   | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    750000 | PA      | $747411.59    | 0.15%             | 2029-02-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    450000 | PA      | $452540.83    | 0.09%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2719444 | PA      | $2448565.75   | 0.48%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 3128P7QT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    140491 | PA      | $141630.72    | 0.03%             | 2031-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382ATA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    741290 | PA      | $141349.74    | 0.03%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-2                                                         | Drive Auto Receivables Trust 2025-2                                                         | CUSIP: 262103AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1791788 | PA      | $1792884.35   | 0.35%             | 2028-10-16      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                            | BAT Capital Corp                                                                            | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    825000 | PA      | $933353.36    | 0.18%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Deep Blue Operating I LLC Term Loan B                                                       | Deep Blue Operating I LLC Term Loan B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    435000 | PA      | $435817.80    | 0.09%             | 2032-10-01      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1550000 | PA      | $1551453.13   | 0.31%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                                       | Waste Connections Inc                                                                       | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    235000 | PA      | $242511.64    | 0.05%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                      | Marvell Technology Inc                                                                      | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $542476.29    | 0.11%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                                       | Aon North America Inc                                                                       | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $683079.04    | 0.13%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Issuer Trust 2026-1                                             | GLS Auto Select Receivables Issuer Trust 2026-1                                             | CUSIP: 37989DAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $249949.43    | 0.05%             | 2033-04-18      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    675000 | PA      | $689753.21    | 0.14%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                               | Interstate Power and Light Co                                                               | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1279556.69   | 0.25%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Asurion LLC and Asurion Co-Issuer Inc                                                       | Asurion LLC and Asurion Co-Issuer Inc                                                       | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $126370.01    | 0.02%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3142GRLC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1241520 | PA      | $1293998.45   | 0.25%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1166410.83   | 0.23%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36201FSZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1295 | PA      | $1322.47      | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                                        | Pertamina Persero PT                                                                        | CUSIP: 69370PAH4<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $186509.06    | 0.04%             | 2030-08-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XJ7J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    630485 | PA      | $625398.42    | 0.12%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                                      | Puget Sound Energy Inc                                                                      | CUSIP: 745332CP9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    235000 | PA      | $228693.01    | 0.05%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                                  | Intel Corp                                                                                  | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    575000 | PA      | $476200.68    | 0.09%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136BBUT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1786552 | PA      | $283951.18    | 0.06%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                                      | XHR LP                                                                                      | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    511000 | PA      | $503739.66    | 0.10%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                                   | ONEOK Inc                                                                                   | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    570000 | PA      | $572557.11    | 0.11%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                                         | Teachers Insurance & Annuity Association of America                                         | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164743.54    | 0.03%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                                  | US Bancorp                                                                                  | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    420000 | PA      | $434714.89    | 0.09%             | 2036-02-12      | Variable      | 5.42%                 | No            |                  2 | On Loan: —       |
| PNC Financial Services Group Inc/The                                                        | PNC Financial Services Group Inc/The                                                        | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    340000 | PA      | $348122.07    | 0.07%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    480000 | PA      | $493089.88    | 0.10%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Patrick Industries Inc                                                                      | Patrick Industries Inc                                                                      | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74241.54     | 0.01%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    625000 | PA      | $536954.13    | 0.11%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                                     | Arthur J Gallagher & Co                                                                     | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171321.99    | 0.03%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    551000 | PA      | $562910.97    | 0.11%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 31427QFZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    986957 | PA      | $974632.35    | 0.19%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                     | Hyundai Capital America                                                                     | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    490000 | PA      | $495931.33    | 0.10%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1152626 | PA      | $999035.55    | 0.20%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                                   | Caesars Entertainment Inc                                                                   | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    535000 | PA      | $547050.88    | 0.11%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                                         | Citadel Finance LLC                                                                         | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1023677.45   | 0.20%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                               | Clearway Energy Operating LLC                                                               | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    315000 | PA      | $314777.96    | 0.06%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LBA Trust 2024-7IND                                                                         | LBA Trust 2024-7IND                                                                         | CUSIP: 52109XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    532644 | PA      | $533309.93    | 0.11%             | 2041-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179W2X5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    308521 | PA      | $294321.05    | 0.06%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mesquite Energy Inc                                                                         | Mesquite Energy Inc                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       407 | NS      | $28857.68     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                               | Hewlett Packard Enterprise Co                                                               | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    900000 | PA      | $886264.61    | 0.17%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp                                                                               | EchoStar Corp                                                                               | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    916365 | PA      | $1004537.64   | 0.20%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3138WKQQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     64118 | PA      | $60830.52     | 0.01%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                                | American Express Credit Account Master Trust                                                | CUSIP: 02582JJZ4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $326009.32    | 0.06%             | 2028-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36291AM89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7154 | PA      | $7290.17      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36201CLT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       589 | PA      | $605.38       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust 2024-B                                                             | Toyota Lease Owner Trust 2024-B                                                             | CUSIP: 891943AD4<br>LEI: 254900R64DFTI1MWY364 | Long             | ABS-O            | CORP              | US        |   1880000 | PA      | $1883010.63   | 0.37%             | 2027-09-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3142GVBQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1039733 | PA      | $1061904.19   | 0.21%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc Term Loan J                                                                   | TransDigm Inc Term Loan J                                                                   | CUSIP: N/A<br>LEI: 88Q84GB3X55CF5OC7582       | Long             | LON              | CORP              | US        |    481953 | PA      | $481634.98    | 0.09%             | 2031-02-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                                          | Freddie Mac REMICS                                                                          | CUSIP: 3137BBG61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    175518 | PA      | $2133.52      | 0.00%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                                    | RTX Corp                                                                                    | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87710.16     | 0.02%             | 2048-11-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140W2PR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    870195 | PA      | $886092.45    | 0.17%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                                  | First Quantum Minerals Ltd                                                                  | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $590183.47    | 0.12%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC / NGL Energy Finance Corp                                          | NGL Energy Operating LLC / NGL Energy Finance Corp                                          | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176413.93    | 0.03%             | 2029-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    550000 | PA      | $546366.54    | 0.11%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-2                                               | Santander Drive Auto Receivables Trust 2025-2                                               | CUSIP: 80287NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    525496 | PA      | $526197.00    | 0.10%             | 2028-06-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| TMS International Corp/DE                                                                   | TMS International Corp/DE                                                                   | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |    385000 | PA      | $375375.00    | 0.07%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                                       | Micron Technology Inc                                                                       | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    790000 | PA      | $820515.39    | 0.16%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC Term Loan B                                                           | Jane Street Group LLC Term Loan B                                                           | CUSIP: N/A<br>LEI: 5493002N1IVX6KHGYO08       | Long             | LON              | CORP              | US        |    550951 | PA      | $546268.35    | 0.11%             | 2031-12-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1064866 | PA      | $886235.58    | 0.17%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                         | NextEra Energy Capital Holdings Inc                                                         | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    915000 | PA      | $944709.14    | 0.19%             | 2054-09-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-2                                                               | Sequoia Mortgage Trust 2024-2                                                               | CUSIP: 81749HAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    713885 | PA      | $714652.00    | 0.14%             | 2054-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                                                               | Affiliated Managers Group Inc                                                               | CUSIP: 008252AS7<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225119.80    | 0.04%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                                    | Willis North America Inc                                                                    | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    405000 | PA      | $404728.75    | 0.08%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-3                                                | GM Financial Automobile Leasing Trust 2024-3                                                | CUSIP: 38012QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340085 | PA      | $340146.51    | 0.07%             | 2027-01-20      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31298PTR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        46 | PA      | $47.87        | 0.00%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XAC83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1934604 | PA      | $1610863.26   | 0.32%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                                    | Corebridge Financial Inc                                                                    | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    235000 | PA      | $245497.86    | 0.05%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                                          | Freddie Mac REMICS                                                                          | CUSIP: 3137AUWZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     42171 | PA      | $614.42       | 0.00%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QVR48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2036796 | PA      | $2116033.29   | 0.42%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    290000 | PA      | $302959.55    | 0.06%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                      | Marvell Technology Inc                                                                      | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $253080.14    | 0.05%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser Inc Term Loan B                                                            | Fiesta Purchaser Inc Term Loan B                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    752324 | PA      | $729084.59    | 0.14%             | 2031-02-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 3128KE4E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     58893 | PA      | $62231.76     | 0.01%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-5C7                                              | Wells Fargo Commercial Mortgage Trust 2025-5C7                                              | CUSIP: 95004XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    246605 | PA      | $246428.17    | 0.05%             | 2058-12-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XJGL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1221548 | PA      | $1237204.52   | 0.24%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31417GHP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    292147 | PA      | $270083.07    | 0.05%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                                         | Citibank Credit Card Issuance Trust                                                         | CUSIP: 17305EGS8<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1303639.48   | 0.26%             | 2030-10-13      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                                                                | ams-OSRAM AG                                                                                | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    150000 | PA      | $159385.95    | 0.03%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36295NAZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    197481 | PA      | $205897.78    | 0.04%             | 2038-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292HNN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       445 | PA      | $463.26       | 0.00%             | 2032-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Inc                                                                 | Global Medical Response Inc                                                                 | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    240000 | PA      | $248157.60    | 0.05%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XB2U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2601203 | PA      | $2252300.94   | 0.44%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                             | Madison IAQ LLC                                                                             | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    270000 | PA      | $266765.29    | 0.05%             | 2028-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Viasat Inc                                                                                  | Viasat Inc                                                                                  | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    790000 | PA      | $767170.82    | 0.15%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    910000 | PA      | $863769.22    | 0.17%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                                    | RTX Corp                                                                                    | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    425000 | PA      | $409184.80    | 0.08%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co                                                                        | Matador Resources Co                                                                        | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    971000 | PA      | $978620.41    | 0.19%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    405000 | PA      | $418541.56    | 0.08%             | 2030-02-08      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                             | American Airlines Inc/AAdvantage Loyalty IP Ltd                                             | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    385000 | PA      | $389005.54    | 0.08%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Arbor Realty SR Inc                                                                         | Arbor Realty SR Inc                                                                         | CUSIP: 03881NAL1<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |    560000 | PA      | $545693.74    | 0.11%             | 2028-12-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292GY42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       599 | PA      | $620.23       | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31283HN43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       203 | PA      | $212.29       | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners Colombia SAS | ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners Colombia SAS | CUSIP: 00193BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    440000 | PA      | $452783.76    | 0.09%             | 2030-02-03      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                                | NiSource Inc                                                                                | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    835000 | PA      | $869654.17    | 0.17%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XHV38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    882665 | PA      | $894860.60    | 0.18%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grupo Nutresa SA                                                                            | Grupo Nutresa SA                                                                            | CUSIP: 40055CAA1<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |    300000 | PA      | $319492.67    | 0.06%             | 2030-05-12      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36202C3X9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1987 | PA      | $2036.98      | 0.00%             | 2028-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31389XRY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       870 | PA      | $899.31       | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31412RJQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     77273 | PA      | $78946.44     | 0.02%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                                    | RTX Corp                                                                                    | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    545000 | PA      | $594739.60    | 0.12%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                          | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                          | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $323987.61    | 0.06%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                                    | Mars Inc                                                                                    | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $1005645.36   | 0.20%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    900000 | PA      | $888968.93    | 0.18%             | 2041-01-18      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                            | Comision Federal de Electricidad                                                            | CUSIP: 200447AQ3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $400000.00    | 0.08%             | 2034-01-28      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    275000 | PA      | $283454.42    | 0.06%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                                          | MetroNet Infrastructure Issuer LLC                                                          | CUSIP: 59170JBD9<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   3600000 | PA      | $3628897.56   | 0.71%             | 2055-12-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| ORL Trust 2024-GLKS                                                                         | ORL Trust 2024-GLKS                                                                         | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002500.00   | 0.20%             | 2039-12-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $2087979.67   | 0.41%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36176XE70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    347927 | PA      | $327674.67    | 0.06%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                          | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                          | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    514000 | PA      | $509710.57    | 0.10%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38378FPD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1556388 | PA      | $243763.17    | 0.05%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aegea Finance Sarl                                                                          | Aegea Finance Sarl                                                                          | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |    550000 | PA      | $584520.75    | 0.12%             | 2031-01-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                        | PNC Financial Services Group Inc/The                                                        | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    571000 | PA      | $641713.17    | 0.13%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co/The                                                   | Northwestern Mutual Life Insurance Co/The                                                   | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    300000 | PA      | $319179.85    | 0.06%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                                    | Directv Financing LLC / Directv Financing Co-Obligor Inc                                    | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $36053.12     | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                                       | Northrop Grumman Corp                                                                       | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    490000 | PA      | $461710.08    | 0.09%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36202DLH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       720 | PA      | $750.63       | 0.00%             | 2031-01-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                             | Xcel Energy Inc                                                                             | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1568363.77   | 0.31%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382LHP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1578159 | PA      | $226182.54    | 0.04%             | 2050-11-20      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd Term Loan B                                                                  | 1261229 BC Ltd Term Loan B                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    842700 | PA      | $820671.82    | 0.16%             | 2030-10-08      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382JA89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1641958 | PA      | $239194.53    | 0.05%             | 2050-09-20      | Floating      | 2.55%                 | No            |                  2 | On Loan: No      |
| Grupo Energia Bogota SA ESP                                                                 | Grupo Energia Bogota SA ESP                                                                 | CUSIP: 40053XAC3<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |    400000 | PA      | $391632.00    | 0.08%             | 2035-10-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3133KNGS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3673055 | PA      | $3028432.07   | 0.60%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136B1FY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1786337 | PA      | $214923.72    | 0.04%             | 2048-03-25      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-4                                               | Santander Drive Auto Receivables Trust 2023-4                                               | CUSIP: 802927AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    162910 | PA      | $163062.91    | 0.03%             | 2028-04-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                            | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                            | CUSIP: 472140AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    340000 | PA      | $350953.92    | 0.07%             | 2055-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-5                                                               | Chase Auto Owner Trust 2024-5                                                               | CUSIP: 16144QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1670000 | PA      | $1676676.16   | 0.33%             | 2029-08-27      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                                      | Commonwealth Edison Co                                                                      | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    325000 | PA      | $257549.90    | 0.05%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp Term Loan B                                                                | IRB Holding Corp Term Loan B                                                                | CUSIP: N/A<br>LEI: 549300HVW4WNWYBXN830       | Long             | LON              | CORP              | US        |    248167 | PA      | $248001.07    | 0.05%             | 2030-12-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co                                                                        | Veritiv Operating Co                                                                        | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    315000 | PA      | $337285.31    | 0.07%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                                       | Level 3 Financing Inc                                                                       | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    485000 | PA      | $496510.87    | 0.10%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                               | Ford Motor Co                                                                               | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    330000 | PA      | $293148.99    | 0.06%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| B&G Foods Inc                                                                               | B&G Foods Inc                                                                               | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    644000 | PA      | $607777.64    | 0.12%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd / Aircastle Ireland DAC                                                       | Aircastle Ltd / Aircastle Ireland DAC                                                       | CUSIP: 00929JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    790000 | PA      | $800450.66    | 0.16%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                     | KeyCorp                                                                                     | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    225000 | PA      | $243792.55    | 0.05%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc Term Loan B                                                 | Kronos Acquisition Holdings Inc Term Loan B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    734993 | PA      | $505675.03    | 0.10%             | 2031-06-27      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 21H042620<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2890000 | PA      | $2821705.63   | 0.56%             | 2056-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                       | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                       | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $284787.19    | 0.06%             | 2027-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Adams Homes Inc                                                                             | Adams Homes Inc                                                                             | CUSIP: 00623PAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $297257.28    | 0.06%             | 2028-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| B&G Foods Inc                                                                               | B&G Foods Inc                                                                               | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96635.90     | 0.02%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 31427MMB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2055056 | PA      | $2073116.50   | 0.41%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                           | CF Industries Inc                                                                           | CUSIP: 12527GAL7<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    650000 | PA      | $652531.94    | 0.13%             | 2035-11-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                                | Deutsche Bank AG/New York NY                                                                | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1310000 | PA      | $1325312.04   | 0.26%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    605000 | PA      | $604256.28    | 0.12%             | 2036-11-06      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31293JFB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        72 | PA      | $73.51        | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179YU51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2429687 | PA      | $2435660.27   | 0.48%             | 2054-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                            | Altice France SA                                                                            | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    230000 | PA      | $224643.30    | 0.04%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-3                                                | GM Financial Automobile Leasing Trust 2024-3                                                | CUSIP: 38012QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    675000 | PA      | $676135.62    | 0.13%             | 2027-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    425000 | PA      | $422726.92    | 0.08%             | 2045-11-19      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC Term Loan B                                                             | Shift4 Payments LLC Term Loan B                                                             | CUSIP: N/A<br>LEI: 254900GTEMR7L40VPI74       | Long             | LON              | CORP              | US        |    438900 | PA      | $441094.50    | 0.09%             | 2032-06-30      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1464243 | PA      | $1440927.56   | 0.28%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36202C6G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2769 | PA      | $2848.22      | 0.00%             | 2028-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                            | Zions Bancorp NA                                                                            | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    675000 | PA      | $676636.34    | 0.13%             | 2028-08-18      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd                                                                      | AS Mileage Plan IP Ltd                                                                      | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1145000 | PA      | $1158010.99   | 0.23%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $224083.69    | 0.04%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SREIT Trust 2021-MFP2                                                                       | SREIT Trust 2021-MFP2                                                                       | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.20%             | 2036-11-15      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                     | HCA Inc                                                                                     | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    265000 | PA      | $275509.26    | 0.05%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                                          | Freddie Mac REMICS                                                                          | CUSIP: 3137BSL27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   2456344 | PA      | $291316.73    | 0.06%             | 2046-10-15      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179VN22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    597444 | PA      | $517810.95    | 0.10%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024-ELM                                                                          | ELM Trust 2024-ELM                                                                          | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2011235.40   | 0.40%             | 2039-06-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292GZZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1155 | PA      | $1195.74      | 0.00%             | 2029-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings LP Term Loan B                                                        | Endo Finance Holdings LP Term Loan B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    682963 | PA      | $683174.66    | 0.13%             | 2031-04-23      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                                       | Northrop Grumman Corp                                                                       | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    410000 | PA      | $424023.57    | 0.08%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        17 | NC      | $-1098.54     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                                                                      | Marvell Technology Inc                                                                      | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $370039.30    | 0.07%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance SA                                                              | Consolidated Energy Finance SA                                                              | CUSIP: 20914UAE6<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $148500.00    | 0.03%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                            | BAT Capital Corp                                                                            | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257618.68    | 0.05%             | 2033-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 21H050623<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2595000 | PA      | $2594382.78   | 0.51%             | 2056-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                              | Rocket Cos Inc                                                                              | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $250833.21    | 0.05%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-VLT6                                                                          | BX Trust 2025-VLT6                                                                          | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2002500.00   | 0.39%             | 2042-03-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ADW2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    705000 | PA      | $700351.87    | 0.14%             | 2033-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                        | Glencore Funding LLC                                                                        | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    560000 | PA      | $576486.93    | 0.11%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

**Name of Applicant:** Principal Funds, Inc

**Signature:** Megan Hoffmann

**Name of Signer:** /s/ Megan Hoffmann

**Title:** Vice President and Treasurer