# EDGAR Filing Document

**Accession Number:** 0000820892
**File Stem:** 0000820892-26-000127
**Filing Date:** 2026-4
**Character Count:** 311921
**Document Hash:** c394da03e86a93384ac84bffd4b4d411
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000820892-26-000127.hdr.sgml**: 20260427

**ACCESSION NUMBER**: 0000820892-26-000127

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260427

**DATE AS OF CHANGE**: 20260427

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NUVEEN INVESTMENT FUNDS INC
- **CENTRAL INDEX KEY:** 0000820892

**ORGANIZATION NAME:**
- **EIN:** 411418224
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05309
- **FILM NUMBER:** 26898633

**BUSINESS ADDRESS:**
- **STREET 1:** 333 WEST WACKER DR.
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 312-917-8146

**MAIL ADDRESS:**
- **STREET 1:** 333 WEST WACKER DR.
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIRST AMERICAN INVESTMENT FUNDS INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SECURAL MUTUAL FUNDS INC
- **DATE OF NAME CHANGE:** 19910627

## Series and Classes Contracts Data

### Nuveen Strategic Income Fund (Series ID: S000005573)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000015185 | Class A      | FCDDX           |
| C000015187 | Class C      | FCBCX           |
| C000015189 | Class I      | FCBYX           |
| C000151934 | Class R6     | FSFRX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Nuveen Investment Funds, Inc.

- **b. Investment Company Act file number:** 811-05309

- **c. CIK number of Registrant:** 0000820892

- **d. LEI of Registrant:** 549300L93TESPETT4366

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

  - **Street Address 1:** 333 W. Wacker Dr

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-917-7700

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

- **a. Name of Series:** Nuveen Strategic Income Fund

- **b. EDGAR series identifier (if any):** S000005573

- **c. LEI of Series:** D1SNQQOZ05OZW7FW7N26

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $1450557751.00

**Total Liabilities:** $95625575.00

**Net Assets:** $1354932176.00

**Delayed Delivery Securities:** $35987683.00

**Cash Not Reported:** $4081660.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -7308.05000000 | **1-Year:** -27611.80000000 | **5-Year:** -68835.83000000 | **10-Year:** -168663.99000000 | **30-Year:** -183630.15000000

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

- **3-Month:** -4762.26000000 | **1-Year:** -13601.57000000 | **5-Year:** -74258.25000000 | **10-Year:** -54469.86000000 | **30-Year:** -58204.39000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000015185 | 0.15%                | 0.45%                | 1.05%                |
| Class ID C000015187 | 0.09%                | 0.39%                | 0.99%                |
| Class ID C000015189 | 0.17%                | 0.47%                | 1.07%                |
| Class ID C000151934 | 0.28%                | 0.48%                | 0.98%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $659511.86               | $-2736662.59                               |
| Month 2  | $1255242.17              | $-922720.60                                |
| Month 3  | $892684.76               | $5280117.34                                |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate

- **Index Identifier:** LFI:LHMN0001

### Schedule of Portfolio Investments

| Name                                                                             | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ROMANIA                                                                          | Romanian Government International Bond                                           | CUSIP: 77586RAC4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1370000 | PA      | $1368267.32   | 0.10%             | 2044-01-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | Ecopetrol SA                                                                     | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     100000 | PA      | $75245.55     | 0.01%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                         | Republic of South Africa Government International Bond                           | CUSIP: 836205AS3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1900000 | PA      | $1597674.01   | 0.12%             | 2044-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | Colombia Government International Bond                                           | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2200000 | PA      | $1616564.20   | 0.12%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                         | Republic of South Africa Government Bond                                         | CUSIP: EJ7500196<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   33600000 | PA      | $2148193.64   | 0.16%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                               | Grupo Televisa SAB                                                               | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    2500000 | PA      | $1935392.40   | 0.14%             | 2046-01-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust 2016-P3                                      | CUSIP: 29429CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3856525.60   | 0.28%             | 2049-04-15      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     405000 | PA      | $403360.24    | 0.03%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COBANK ACB                                                                       | CoBank ACB                                                                       | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2003926.00   | 0.15%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LAND O'LAKES INC                                                                 | Land O' Lakes Inc                                                                | CUSIP: 514666AK2<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |    2730000 | PA      | $2728295.39   | 0.20%             | N/A             | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                         | CUSIP: 718286CB1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1150000 | PA      | $960828.05    | 0.07%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                           | Egypt Government International Bond                                              | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    2250000 | PA      | $2158575.37   | 0.16%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     100000 | PA      | $83170.53     | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                           | Oman Government International Bond                                               | CUSIP: 682051AF4<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    2950000 | PA      | $3197010.17   | 0.24%             | 2047-03-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2016-GS4                                            | CUSIP: 36251XAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2808815.10   | 0.21%             | 2049-11-10      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                                              | Senegal Government International Bond                                            | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    1600000 | PA      | $989537.70    | 0.07%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    3556000 | PA      | $3543620.07   | 0.26%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                                            | Petroleos del Peru SA                                                            | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |     200000 | PA      | $146232.00    | 0.01%             | 2032-06-19      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                                                | Jordan Government International Bond                                             | CUSIP: 418097AJ0<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     600000 | PA      | $593559.40    | 0.04%             | 2047-10-10      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                                                   | JPMDB Commercial Mortgage Securities Trust 2017-C7                               | CUSIP: 46648KAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3818852.80   | 0.28%             | 2050-10-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AZERBAIJAN                                                           | Republic of Azerbaijan International Bond                                        | CUSIP: AO9863769<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |    1700000 | PA      | $1600070.82   | 0.12%             | 2032-09-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                               | Wendy's Funding LLC                                                              | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    1379588 | PA      | $1365134.66   | 0.10%             | 2048-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Impac Secured Assets Corp.                                                       | Impac Secured Assets CMN Owner Trust                                             | CUSIP: 45254TDY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     277077 | PA      | $262233.61    | 0.02%             | 2030-10-25      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T                                                   | JP Morgan Alternative Loan Trust 2007-S1                                         | CUSIP: 466275AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     126438 | PA      | $122372.91    | 0.01%             | 2047-04-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2015-CCRE22 Mortgage Trust                                                  | CUSIP: 12592XBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1840000 | PA      | $1719055.88   | 0.13%             | 2048-03-10      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2015-CCRE24 Mortgage Trust                                                  | CUSIP: 12593JBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1401228.75   | 0.10%             | 2048-08-10      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2015-CCRE26 Mortgage Trust                                                  | CUSIP: 12593QBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2841360.00   | 0.21%             | 2048-10-10      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Washington Mutual MSC Mortgage                                                   | Washington Mutual MSC Mortgage Pass-Through Certificates                         | CUSIP: 939336T29<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      24987 | PA      | $25006.72     | 0.00%             | 2038-08-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2016-GS3                                            | CUSIP: 36251PAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $971614.80    | 0.07%             | 2049-10-10      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                                              | Senegal Government International Bond                                            | CUSIP: 81720TAD7<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     700000 | PA      | $394440.93    | 0.03%             | 2048-03-13      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1980000 | PA      | $1765570.47   | 0.13%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                             | Paraguay Government International Bond                                           | CUSIP: 699149AF7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    2125000 | PA      | $2061131.87   | 0.15%             | 2048-03-13      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                               | Angolan Government International Bond                                            | CUSIP: 035198AC4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    1725000 | PA      | $1560707.08   | 0.12%             | 2048-05-08      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: —       |
| COMM Mortgage Trust                                                              | COMM 2018-COR3 Mortgage Trust                                                    | CUSIP: 12595VAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3500517.20   | 0.26%             | 2051-05-10      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                                                           | Bausch Health Americas Inc                                                       | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1486503.92   | 0.11%             | 2027-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| VIVINT SOLAR FINANCING LLC                                                       | Vivint Solar Financing V LLC                                                     | CUSIP: 92854VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     383936 | PA      | $376319.29    | 0.03%             | 2048-04-30      | Fixed         | 7.37%                 | Yes           |                  2 | On Loan: No      |
| Ladder Capital Commercial Mort                                                   | Ladder Capital Commercial Mortgage 2013-GCP Mortgage Trust                       | CUSIP: 50184BAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     190000 | PA      | $179780.66    | 0.01%             | 2036-02-15      | Fixed         | 3.99%                 | Yes           |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                           | Eskom Holdings                                                                   | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     950000 | PA      | $980920.51    | 0.07%             | 2028-08-10      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                               | Voya Financial Inc                                                               | CUSIP: 929089AG5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1051501.00   | 0.08%             | N/A             | Fixed         | 7.76%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust 2015-C31                              | CUSIP: 46644YBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1424014.50   | 0.11%             | 2048-08-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust 2015-C31                              | CUSIP: 46644YBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $1978165.00   | 0.15%             | 2048-08-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                     | CSMC Trust 2016-NXSR                                                             | CUSIP: 12594PBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1871000 | PA      | $1822324.63   | 0.13%             | 2049-12-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2017-GS7                                            | CUSIP: 36254CBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2300000 | PA      | $2086655.22   | 0.15%             | 2050-08-10      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust 2016-C1                               | CUSIP: 46645LBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1459889.55   | 0.11%             | 2049-03-17      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2018-B2 Mortgage Trust                                                 | CUSIP: 08161CAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3750000 | PA      | $2972379.75   | 0.22%             | 2051-02-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                   | JPMCC Commercial Mortgage Securities Trust 2017-JP6                              | CUSIP: 48128KAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1809173.80   | 0.13%             | 2050-07-15      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2018-GS9                                            | CUSIP: 36255NAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $5190552.00   | 0.38%             | 2051-03-10      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                     | CSMC Trust 2016-NXSR                                                             | CUSIP: 12594PBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3391011.40   | 0.25%             | 2049-12-15      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust 2016-GC37                                    | CUSIP: 17290XAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1719983 | PA      | $1692420.42   | 0.12%             | 2049-04-10      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust 2014-GC23                                    | CUSIP: 17322VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     430842 | PA      | $414086.63    | 0.03%             | 2047-07-10      | Variable      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                   | JPMCC Commercial Mortgage Securities Trust 2017-JP7                              | CUSIP: 465968AM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1400000 | PA      | $1001231.00   | 0.07%             | 2050-09-15      | Variable      | 4.42%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2017-BNK8                                                                   | CUSIP: 06650AAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2107957.75   | 0.16%             | 2050-11-15      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2018-B3 Mortgage Trust                                                 | CUSIP: 08161BBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $2946608.70   | 0.22%             | 2051-04-10      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust 2017-C4                                      | CUSIP: 17326FAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2413783.75   | 0.18%             | 2050-10-12      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2015-LC23 Mortgage Trust                                                    | CUSIP: 12636FBP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1634365 | PA      | $1582662.04   | 0.12%             | 2048-10-10      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust 2015-GC29                                    | CUSIP: 17323VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1690000 | PA      | $1544131.37   | 0.11%             | 2048-04-10      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust 2017-C1                                            | CUSIP: 90276EAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2511000 | PA      | $2425374.90   | 0.18%             | 2050-06-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2014-CR14 Mortgage Trust                                                    | CUSIP: 12630DBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     507276 | PA      | $502337.47    | 0.04%             | 2047-02-10      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                     | CD 2016-CD1 Mortgage Trust                                                       | CUSIP: 12514MBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     705000 | PA      | $400633.03    | 0.03%             | 2049-08-10      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                     | CD Mortgage Trust                                                                | CUSIP: 12515GAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1344058.40   | 0.10%             | 2050-02-10      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2018-GS10                                           | CUSIP: 36250SAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1373241.00   | 0.10%             | 2051-07-10      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust 2018-C11                                           | CUSIP: 90276XBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5100000 | PA      | $4784701.68   | 0.35%             | 2051-06-15      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust 2018-C8                                            | CUSIP: 90276VAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3450000 | PA      | $3190137.38   | 0.24%             | 2051-02-15      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust 2017-P8                                      | CUSIP: 17326DAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2260000 | PA      | $1866808.36   | 0.14%             | 2050-09-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                   | Wells Fargo Commercial Mortgage Trust 2016-C36                                   | CUSIP: 95000MBV2<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |    2415000 | PA      | $2070152.25   | 0.15%             | 2059-11-15      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2015-CCRE24 Mortgage Trust                                                  | CUSIP: 12593JBK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     363982 | PA      | $360953.24    | 0.03%             | 2048-08-10      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust 2015-GC29                                    | CUSIP: 17323VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1388238 | PA      | $1344348.39   | 0.10%             | 2048-04-10      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2015-CCRE25 Mortgage Trust                                                  | CUSIP: 12593PBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     365568 | PA      | $357570.73    | 0.03%             | 2048-08-10      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                   | JPMCC Commercial Mortgage Securities Trust 2017-JP7                              | CUSIP: 465968AL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1778127.80   | 0.13%             | 2050-09-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2014-UBS3 Mortgage Trust                                                    | CUSIP: 12591YBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1866550.00   | 0.14%             | 2047-06-10      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2014-CCRE17 Mortgage Trust                                                  | CUSIP: 12631DBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1686031 | PA      | $1669582.76   | 0.12%             | 2047-05-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                                                   | DBJPM 2016-C3 Mortgage Trust                                                     | CUSIP: 23312VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1072714 | PA      | $1032257.77   | 0.08%             | 2049-08-10      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK                                                                             | CUSIP: 06541WBC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1200000 | PA      | $1153311.48   | 0.09%             | 2060-06-15      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2018-B1 Mortgage Trust                                                 | CUSIP: 08162PBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3400000 | PA      | $2827899.00   | 0.21%             | 2051-01-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                   | BBCMS Trust 2015-SRCH                                                            | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3925000 | PA      | $3782383.56   | 0.28%             | 2035-08-10      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                   | Wells Fargo Commercial Mortgage Trust 2017-SMP                                   | CUSIP: 95001CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2400000 | PA      | $2236439.52   | 0.17%             | 2034-12-15      | Variable      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2019-GC38                                           | CUSIP: 36252SAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1425000 | PA      | $1398609.43   | 0.10%             | 2052-02-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                                           | Republic of Uzbekistan International Bond                                        | CUSIP: 91822Q2A4<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    1600000 | PA      | $1617706.10   | 0.12%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                                    | New Residential Mortgage Loan Trust 2015-2                                       | CUSIP: 64829EAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      80568 | PA      | $80819.81     | 0.01%             | 2055-08-25      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Start Ltd.                                                                       | Start II LTD                                                                     | CUSIP: 85573LAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |     505797 | PA      | $505874.04    | 0.04%             | 2044-03-15      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                          | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1050000 | PA      | $987625.08    | 0.07%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136AGEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     128978 | PA      | $14485.93     | 0.00%             | 2043-09-25      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance II LL                                                   | Horizon Aircraft Finance II Ltd                                                  | CUSIP: 44040HAA0<br>LEI: 549300KSCDSEIWTVMM32 | Long             | ABS-O            | CORP              | KY        |     576205 | PA      | $571871.72    | 0.04%             | 2039-07-15      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: No      |
| One Bryant Park Trust                                                            | One Bryant Park Trust 2019-OBP                                                   | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1150000 | PA      | $1081074.98   | 0.08%             | 2054-09-15      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                                                | Transcanada Trust                                                                | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    1780000 | PA      | $1799330.80   | 0.13%             | 2079-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                  | MVW 2019-2 LLC                                                                   | CUSIP: 55400DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200033 | PA      | $199688.76    | 0.01%             | 2038-10-20      | Fixed         | 2.68%                 | Yes           |                  2 | On Loan: No      |
| Horizon Aircraft Finance III L                                                   | Horizon Aircraft Finance III Ltd                                                 | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     464899 | PA      | $455592.63    | 0.03%             | 2039-11-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2019-B14 Mortgage Trust                                                | CUSIP: 08162YAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3750000 | PA      | $2703805.50   | 0.20%             | 2062-12-15      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                                                   | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1440000 | PA      | $1408418.06   | 0.10%             | 2049-10-25      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2019-B15 Mortgage Trust                                                | CUSIP: 08160KAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2051286.75   | 0.15%             | 2072-12-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                                           | AXIS Specialty Finance LLC                                                       | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2835000 | PA      | $2791702.18   | 0.21%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                            | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2007470.00   | 0.15%             | N/A             | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                                   | Natixis Commercial Mortgage Securities Trust 2019-MILE                           | CUSIP: 63875FAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1175564.25   | 0.09%             | 2036-07-15      | Variable      | 7.24%                 | Yes           |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                                   | Natixis Commercial Mortgage Securities Trust 2019-MILE                           | CUSIP: 63875FAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1068488.70   | 0.08%             | 2036-07-15      | Variable      | 7.99%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2015-CCRE22 Mortgage Trust                                                  | CUSIP: 12592XAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1180640.00   | 0.09%             | 2048-03-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive Reit                                                          | CARS-DB4 LP                                                                      | CUSIP: 12510HAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1150000 | PA      | $1135923.43   | 0.08%             | 2050-02-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                         | Saudi Government International Bond                                              | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    2740000 | PA      | $1975726.32   | 0.15%             | 2055-01-21      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| GRUPO AVAL LTD                                                                   | Grupo Aval Ltd                                                                   | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |     375000 | PA      | $354899.66    | 0.03%             | 2030-02-04      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2470000 | PA      | $2562244.62   | 0.19%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                                                    | CF 2020-P1 Mortgage Trust                                                        | CUSIP: 12529WAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     750000 | PA      | $703794.68    | 0.05%             | 2052-04-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | Ecopetrol SA                                                                     | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     575000 | PA      | $579009.20    | 0.04%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3725000 | PA      | $3740049.34   | 0.28%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2019-B9 Mortgage Trust                                                 | CUSIP: 08160JAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1750000 | PA      | $1665238.75   | 0.12%             | 2052-03-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2020-IG3 Mortgage Trust                                                | CUSIP: 08162QBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $977115.70    | 0.07%             | 2048-09-15      | Variable      | 3.54%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    1560000 | PA      | $1598673.96   | 0.12%             | N/A             | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                                                    | CF 2020-P1 Mortgage Trust                                                        | CUSIP: 12529WAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      47824 | PA      | $47552.42     | 0.00%             | 2052-04-15      | Variable      | 2.84%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2020-IG2 Mortgage Trust                                                | CUSIP: 08162NAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $853686.30    | 0.06%             | 2048-09-15      | Variable      | 2.79%                 | Yes           |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                                                             | Thaioil Treasury Center Co Ltd                                                   | CUSIP: 88322YAK7<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    1000000 | PA      | $921757.90    | 0.07%             | 2030-06-18      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                                              | Honduras Government International Bond                                           | CUSIP: 438180AJ0<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    1675000 | PA      | $1691750.00   | 0.12%             | 2030-06-24      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                                                         | Empresas Publicas de Medellin ESP                                                | CUSIP: 29246BAF5<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |     800000 | PA      | $736690.80    | 0.05%             | 2031-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                          | CF Hippolyta Issuer LLC                                                          | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1349178 | PA      | $870638.46    | 0.06%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                          | CF Hippolyta Issuer LLC                                                          | CUSIP: 12530MAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     674589 | PA      | $429714.88    | 0.03%             | 2060-07-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                            | Argentine Republic Government International Bond                                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    2325000 | PA      | $1752585.00   | 0.13%             | 2035-07-09      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     559000 | PA      | $510401.69    | 0.04%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                           | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    1700000 | PA      | $1511837.76   | 0.11%             | 2036-03-31      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Hardee's Funding LLC and Carls                                                   | Hardee's Funding LLC                                                             | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2850000 | PA      | $2761089.98   | 0.20%             | 2050-12-20      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive LP                                                            | Cars Net Lease Mortgage Notes                                                    | CUSIP: 14576AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1461250 | PA      | $1415212.44   | 0.10%             | 2050-12-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive LP                                                            | Cars Net Lease Mortgage Notes                                                    | CUSIP: 14576AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1250000 | PA      | $1191648.63   | 0.09%             | 2050-12-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| UEP PENONOME II SA                                                               | UEP Penonome II SA                                                               | CUSIP: 90363PAA4<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | PA        |     529191 | PA      | $470995.75    | 0.03%             | 2038-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MRCD Mortgage Trust                                                              | MRCD 2019-MARK Mortgage Trust                                                    | CUSIP: 55348UAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1532125.00   | 0.11%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2020-GSA2                                           | CUSIP: 36264KAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $895110.90    | 0.07%             | 2053-12-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                           | US LONG BOND(CBT) Jun26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        250 | NC      | $29617187.50  | 2.19%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                             | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1572169.88   | 0.12%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | N/A             | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Oak Street Investment Grade Ne                                                   | Oak Street Investment Grade Net Lease Fund                                       | CUSIP: 67190AAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $451295.50    | 0.03%             | 2051-01-20      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                         | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    1050000 | PA      | $1084363.35   | 0.08%             | N/A             | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                          | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 00652MAH5<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     500000 | PA      | $455521.22    | 0.03%             | 2031-02-02      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2019-BNK21                                                                  | CUSIP: 06540BAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1515953.40   | 0.11%             | 2052-10-17      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2021-B23 Mortgage Trust                                                | CUSIP: 08162RAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2250000 | PA      | $1759466.70   | 0.13%             | 2054-02-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                         | Comision Federal de Electricidad                                                 | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    2000000 | PA      | $1838604.00   | 0.14%             | 2031-02-09      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| ALPEK SA DE CV                                                                   | Alpek SAB de CV                                                                  | CUSIP: 020564AD2<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |    1700000 | PA      | $1523158.72   | 0.11%             | 2029-09-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| NETWORK I2I LTD                                                                  | Network i2i Ltd                                                                  | CUSIP: 64132NAC0<br>LEI: 2549003L8M1FGHLHOX45 | Long             | DBT              | CORP              | MU        |    1000000 | PA      | $997937.50    | 0.07%             | N/A             | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| MFT Trust                                                                        | MFT Trust 2020-ABC                                                               | CUSIP: 55317BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   34356000 | PA      | $183313.31    | 0.01%             | 2042-02-10      | Variable      | 0.12%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                           | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    2000000 | PA      | $1569600.00   | 0.12%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ENERGIAN ISRAEL FINANCE                                                          | Energean Israel Finance Ltd                                                      | CUSIP: BO3321904<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     826000 | PA      | $816501.00    | 0.06%             | 2028-03-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ENERGIAN ISRAEL FINANCE                                                          | Energean Israel Finance Ltd                                                      | CUSIP: BO3322191<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    1000000 | PA      | $961661.55    | 0.07%             | 2031-03-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ALEN 2021-ACEN Mortgage Trust                                                    | Alen 2021-ACEN Mortgage Trust                                                    | CUSIP: 01449NAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1549970.60   | 0.11%             | 2034-04-15      | Variable      | 7.77%                 | Yes           |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                         | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1836742.54   | 0.14%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| WIN WASTE INNOVATIONS HO                                                         | WIN Waste Innovations Holdings, Inc., Term Loan B                                | CUSIP: 38723BAJ0<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |    1000000 | PA      | $1002420.00   | 0.07%             | 2028-03-27      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| MIZRAHI TEFAHOT BANK LTD                                                         | Mizrahi Tefahot Bank Ltd                                                         | CUSIP: BO7663400<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | DBT              | CORP              | IL        |    1700000 | PA      | $1695180.50   | 0.13%             | 2031-04-07      | Fixed         | 3.08%                 | Yes           |                  2 | On Loan: No      |
| 10 RENEW POWER SUBSIDIAR                                                         | ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries                 | CUSIP: 75973PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    1500000 | PA      | $1451882.72   | 0.11%             | 2028-07-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                             | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3325000 | PA      | $2704222.50   | 0.20%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                                                   | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     972500 | PA      | $933738.19    | 0.07%             | 2051-04-25      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                             | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DOLP Trust                                                                       | DOLP Trust 2021-NYC                                                              | CUSIP: 23345LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30450000 | PA      | $818824.86    | 0.06%             | 2041-05-10      | Variable      | 0.67%                 | Yes           |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                            | Arroyo Mortgage Trust 2019-3                                                     | CUSIP: 04285AAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     219339 | PA      | $213051.30    | 0.02%             | 2048-10-25      | Variable      | 3.42%                 | Yes           |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                                         | Development Bank of Kazakhstan JSC                                               | CUSIP: 25159XAD5<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |    1675000 | PA      | $1533541.98   | 0.11%             | 2031-05-06      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                              | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    2775000 | PA      | $2191556.25   | 0.16%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1992584.48   | 0.15%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2014-UBS3 Mortgage Trust                                                    | CUSIP: 12591YAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1049958.00   | 0.08%             | 2047-06-10      | Variable      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                                   | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377REK6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     850000 | PA      | $844775.90    | 0.06%             | 2027-08-20      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                     | CSMC 2021-NQM1                                                                   | CUSIP: 126407AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $825624.00    | 0.06%             | 2065-05-25      | Variable      | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Zaxby's Funding LLC                                                              | Zaxbys Funding LLC                                                               | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     620750 | PA      | $595287.21    | 0.04%             | 2051-07-30      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust 2019-GC41                                    | CUSIP: 17328FBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1574000 | PA      | $1372670.45   | 0.10%             | 2056-08-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Maps LTD                                                                         | MAPS 2021-1 Trust                                                                | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     101356 | PA      | $97969.01     | 0.01%             | 2046-06-15      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| Imperial Fund LLC                                                                | Imperial Fund Mortgage Trust 2021-NQM1                                           | CUSIP: 452764AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     450000 | PA      | $358845.44    | 0.03%             | 2056-06-25      | Variable      | 2.38%                 | Yes           |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                         | OCP SA                                                                           | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    1025000 | PA      | $966733.88    | 0.07%             | 2031-06-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                               | Wendy's Funding LLC                                                              | CUSIP: 95058XAK4<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |     830136 | PA      | $782686.01    | 0.06%             | 2051-06-15      | Fixed         | 2.37%                 | Yes           |                  2 | On Loan: No      |
| SLG Office Trust                                                                 | SLG Office Trust 2021-OVA                                                        | CUSIP: 78449RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1155000 | PA      | $1016604.20   | 0.08%             | 2041-07-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| SLG Office Trust                                                                 | SLG Office Trust 2021-OVA                                                        | CUSIP: 78449RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   40180000 | PA      | $446058.27    | 0.03%             | 2041-07-15      | Variable      | 0.26%                 | Yes           |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                              | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    1500000 | PA      | $1358207.85   | 0.10%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CC9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1704637.20   | 0.13%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PKHL Commercial Mortgage Trust                                                   | PKHL Commercial Mortgage Trust 2021-MF                                           | CUSIP: 69356GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1892527.80   | 0.14%             | 2038-07-15      | Variable      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Imperial Fund LLC                                                                | Imperial Fund Mortgage Trust 2020-NQM1                                           | CUSIP: 452760AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $1928923.40   | 0.14%             | 2055-10-25      | Variable      | 3.53%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                 | CIFC Funding 2020-I Ltd                                                          | CUSIP: 12555QAW6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2125000 | PA      | $2128408.50   | 0.16%             | 2036-07-15      | Variable      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive Reit                                                          | CARS-DB5 LP                                                                      | CUSIP: 12510HAM2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     625078 | PA      | $616396.40    | 0.05%             | 2051-08-15      | Fixed         | 1.92%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF RWANDA                                                               | Rwanda International Government Bond                                             | CUSIP: 78347YAL7<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | RW        |    1375000 | PA      | $1293470.27   | 0.10%             | 2031-08-09      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                           | Taco Bell Funding LLC                                                            | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2583975 | PA      | $2427761.31   | 0.18%             | 2051-08-25      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Corp Trust 2018-TWR                                       | CUSIP: 36251SAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $157500.00    | 0.01%             | 2031-07-15      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1976726.60   | 0.15%             | N/A             | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3235000 | PA      | $2269532.56   | 0.17%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                                         | Empresa Nacional del Petroleo                                                    | CUSIP: 29245JAM4<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     900000 | PA      | $831496.86    | 0.06%             | 2031-09-16      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                                              | Alfa Desarrollo SpA                                                              | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |    1181374 | PA      | $963292.38    | 0.07%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                                              | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 059895AV4<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     500000 | PA      | $460255.66    | 0.03%             | 2036-09-23      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Imperial Fund LLC                                                                | Imperial Fund Mortgage Trust 2020-NQM1                                           | CUSIP: 452760AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     165651 | PA      | $159529.09    | 0.01%             | 2055-10-25      | Variable      | 2.05%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                                            | DB Master Finance LLC                                                            | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    1149000 | PA      | $1131564.15   | 0.08%             | 2051-11-20      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                                            | DB Master Finance LLC                                                            | CUSIP: 233046AQ4<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    1149000 | PA      | $1094614.73   | 0.08%             | 2051-11-20      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| BANK HAPOALIM                                                                    | Bank Hapoalim BM                                                                 | CUSIP: BR9645804<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |    1000000 | PA      | $986491.00    | 0.07%             | 2032-01-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities 2021-INV1 Trust                           | CUSIP: 95003KBJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     907835 | PA      | $758864.21    | 0.06%             | 2051-08-25      | Variable      | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Oportun Funding LLC                                                              | Oportun Issuance Trust 2021-C                                                    | CUSIP: 68377WAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      98381 | PA      | $97572.65     | 0.01%             | 2031-10-08      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Oportun Funding LLC                                                              | Oportun Issuance Trust 2021-C                                                    | CUSIP: 68377WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     173431 | PA      | $171618.77    | 0.01%             | 2031-10-08      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| AMER AIRLINE 21-1A EETC                                                          | American Airlines 2021-1 Class A Pass Through Trust                              | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1096630 | PA      | $1011091.95   | 0.07%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    1000000 | PA      | $721920.86    | 0.05%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | Ecopetrol SA                                                                     | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     450000 | PA      | $403048.42    | 0.03%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MEDCO LAUREL TREE                                                                | Medco Laurel Tree Pte Ltd                                                        | CUSIP: 58406RAA6<br>LEI: 254900SX7FFGRREZD046 | Long             | DBT              | CORP              | SG        |     500000 | PA      | $502255.56    | 0.04%             | 2028-11-12      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited                                                    | Lunar 2021-1 Structured Aircraft Portfolio Notes                                 | CUSIP: 83438LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |     764773 | PA      | $747174.76    | 0.06%             | 2046-10-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                              | Hotwire Funding LLC                                                              | CUSIP: 44148JAB5<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    1100000 | PA      | $1082277.02   | 0.08%             | 2051-11-20      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| AASET 2021-2 Trust                                                               | Aaset 2021-2 Trust                                                               | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     959011 | PA      | $920053.24    | 0.07%             | 2047-01-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Multifamily                                                          | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 35833TAB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   11088808 | PA      | $977034.91    | 0.07%             | 2041-07-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2019-GC44 Mortgage Trust                                                    | CUSIP: 12655TBR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2102891.50   | 0.16%             | 2057-08-15      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                   | Carvana Auto Receivables Trust 2021-N4                                           | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     238325 | PA      | $233741.84    | 0.02%             | 2028-09-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2021-R03                                     | CUSIP: 20754AAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4830000 | PA      | $4978465.51   | 0.37%             | 2041-12-25      | Variable      | 9.17%                 | Yes           |                  2 | On Loan: No      |
| Crescendo Royalty Funding LP                                                     | Crescendo Royalty Funding LP                                                     | CUSIP: 225638AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2966610.00   | 0.22%             | 2051-12-20      | Fixed         | 3.57%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust 2021-8                                                | CUSIP: 92538GAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $1707349.20   | 0.13%             | 2066-11-25      | Variable      | 3.29%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                   | JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN                    | CUSIP: 46652BBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1629481.00   | 0.12%             | 2037-01-16      | Fixed         | 3.06%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2022-R01                                     | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5175659.50   | 0.38%             | 2041-12-25      | Variable      | 9.67%                 | Yes           |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                                                               | Enstar Finance LLC                                                               | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1485000 | PA      | $1474658.16   | 0.11%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SWEIHAN PV POWER CO PJSC                                                         | Sweihan PV Power Co PJSC                                                         | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |     670598 | PA      | $573468.16    | 0.04%             | 2049-01-31      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CIA CERVECERIAS UNIDAS                                                           | Cia Cervecerias Unidas SA                                                        | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |    1200000 | PA      | $1094477.28   | 0.08%             | 2032-01-19      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                                          | EIG Pearl Holdings Sarl                                                          | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    1966901 | PA      | $1823730.38   | 0.13%             | 2036-08-31      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQZ5<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-CBDO         | CORP              | US        |    6000000 | PA      | $6280743.60   | 0.46%             | 2042-01-25      | Variable      | 10.77%                | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust 2016-C1                               | CUSIP: 46645LAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1400000 | PA      | $1318201.08   | 0.10%             | 2049-03-17      | Variable      | 4.13%                 | Yes           |                  2 | On Loan: No      |
| HANWHA LIFE INSURANCE                                                            | Hanwha Life Insurance Co Ltd                                                     | CUSIP: 41135UAB1<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | KR        |    1000000 | PA      | $989236.00    | 0.07%             | 2032-02-04      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CT TRUST                                                                         | CT Trust                                                                         | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |     775000 | PA      | $746197.13    | 0.06%             | 2032-02-03      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SMR 2022-IND Mortgage Trust                                                      | SMR 2022-IND Mortgage Trust                                                      | CUSIP: 78458MAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1831354 | PA      | $1841226.02   | 0.14%             | 2039-02-15      | Variable      | 7.61%                 | Yes           |                  2 | On Loan: No      |
| HI-FI MUSIC IP ISSUER II L.P                                                     | HI-FI Music IP Issuer LP                                                         | CUSIP: 428357AA5<br>LEI: 635400VMUHJZERQEGT10 | Long             | ABS-O            | CORP              | CA        |    6150000 | PA      | $6101031.86   | 0.45%             | 2062-02-01      | Fixed         | 3.94%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                                 | VB-S1 Issuer LLC - VBTEL                                                         | CUSIP: 91823AAY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2974310.70   | 0.22%             | 2052-02-15      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Corp Trust 2018-TWR                                       | CUSIP: 36251SAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1081000 | PA      | $334839.75    | 0.02%             | 2031-07-15      | Variable      | 3.45%                 | Yes           |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust                                                    | MTN Commercial Mortgage Trust 2022-LPFL                                          | CUSIP: 62475WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1000686.80   | 0.07%             | 2039-03-15      | Variable      | 7.77%                 | Yes           |                  2 | On Loan: No      |
| CSAIL 2019-C17 Commercial Mortgage Trust                                         | CSAIL 2019-C17 Commercial Mortgage Trust                                         | CUSIP: 12597BAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1900000 | PA      | $1702844.98   | 0.13%             | 2052-09-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C4                                       | Barclays Commercial Mortgage Trust 2019-C4                                       | CUSIP: 07335CAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3750000 | PA      | $3142168.13   | 0.23%             | 2052-08-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                   | JPMCC Commercial Mortgage Securities Trust 2019-COR4                             | CUSIP: 48128YBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3220084.35   | 0.24%             | 2052-03-10      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B15 Mortgage Trust                                                | Benchmark 2019-B15 Mortgage Trust                                                | CUSIP: 08160KAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4391839.00   | 0.32%             | 2072-12-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust Series - 2019 B12 (Class C)                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1666512.60   | 0.12%             | 2052-08-15      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-H7                                           | Morgan Stanley Capital I Trust 2019-H7                                           | CUSIP: 61771MAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2765000 | PA      | $2668431.27   | 0.20%             | 2052-07-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B10 Mortgage Trust                                                | Benchmark 2019-B10 Mortgage Trust                                                | CUSIP: 08162VAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3837000 | PA      | $3505156.67   | 0.26%             | 2062-03-15      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B14 Mortgage Trust                                                | Benchmark 2019-B14 Mortgage Trust                                                | CUSIP: 08162YAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1249060.05   | 0.09%             | 2062-12-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF1                                   | Cantor Commercial Real Estate Lending 2019-CF1                                   | CUSIP: 12529MAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $2943201.80   | 0.22%             | 2052-05-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                         | CUSIP: BV4041802<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1225000 | PA      | $1032694.80   | 0.08%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL DPR FUNDING LTD.                                                      | Industrial DPR Funding Ltd                                                       | CUSIP: 45605PAZ1<br>LEI: 549300MBUJF25SSFY437 | Long             | ABS-O            | CORP              | KY        |    1166943 | PA      | $1053282.64   | 0.08%             | 2034-04-15      | Fixed         | 5.38%                 | Yes           |                  3 | On Loan: No      |
| EWC Master Issuer LLC                                                            | EWC Master Issuer LLC                                                            | CUSIP: 26929HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3860000 | PA      | $3829106.10   | 0.28%             | 2052-03-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1490000 | PA      | $1493228.00   | 0.11%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                                                             | Sitios Latinoamerica SAB de CV                                                   | CUSIP: 03217KAB4<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    1375000 | PA      | $1383749.13   | 0.10%             | 2032-04-04      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HESTIA RE LTD                                                                    | Hestia Re Ltd                                                                    | CUSIP: 42815KAA0<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |      14286 | PA      | $7142.86      | 0.00%             | 2029-04-22      | Variable      | 3.64%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                            | Freeport Indonesia PT                                                            | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    1120000 | PA      | $1145192.16   | 0.08%             | 2032-04-14      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                         | Republic of South Africa Government International Bond                           | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1575000 | PA      | $1594981.54   | 0.12%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2019-BNK18                                                                  | CUSIP: 065402BH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2700000 | PA      | $2325943.89   | 0.17%             | 2062-05-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                   | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP                  | CUSIP: 466317AN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2348187 | PA      | $2304812.60   | 0.17%             | 2037-04-15      | Variable      | 7.92%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2019-B14 Mortgage Trust                                                | CUSIP: 08162YAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $402257.80    | 0.03%             | 2062-12-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                                 | VB-S1 Issuer LLC - VBTEL                                                         | CUSIP: 91823AAU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2155000 | PA      | $2114330.62   | 0.16%             | 2052-02-15      | Fixed         | 3.16%                 | Yes           |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                         | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: BT2749815<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   12400000 | PA      | $2077656.51   | 0.15%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2019-B9 Mortgage Trust                                                 | CUSIP: 08160JAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3555499.60   | 0.26%             | 2052-03-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                   | BBCMS Mortgage Trust 2022-C16                                                    | CUSIP: 05552YAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1956458.00   | 0.14%             | 2055-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1866957.67   | 0.14%             | 2031-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAL8<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    3540000 | PA      | $3282935.57   | 0.24%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    3340000 | PA      | $3561462.88   | 0.26%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | Sands China Ltd                                                                  | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     800000 | PA      | $745045.28    | 0.05%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2022-R05                                     | CUSIP: 20754DAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5317533.00   | 0.39%             | 2042-04-25      | Variable      | 10.67%                | Yes           |                  2 | On Loan: No      |
| LUNAR AIRCRAFT 2020-1 LIMITED                                                    | LUNAR AIRCRAFT 2020-1 LTD                                                        | CUSIP: 55037LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1458058 | PA      | $1431454.75   | 0.11%             | 2045-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Jonah Energy LLC                                                                 | Jonah Energy Abs I LLC                                                           | CUSIP: 47987EAC1<br>LEI: 2549003KXV9PPFRCPA79 | Long             | ABS-O            | CORP              | US        |    1311314 | PA      | $1325041.70   | 0.10%             | 2037-12-10      | Fixed         | 7.20%                 | Yes           |                  3 | On Loan: No      |
| HALEON US CAPITAL LLC                                                            | Haleon US Capital LLC                                                            | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    1740000 | PA      | $1676528.85   | 0.12%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| 3650R 2021-PF1 Commercial Mortgage Trust                                         | 3650R 2021-PF1 Commercial Mortgage Trust                                         | CUSIP: 88575JAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1422000 | PA      | $1460074.62   | 0.11%             | 2055-11-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| LIBERTY COSTA RICA SR SF                                                         | Liberty Costa Rica Senior Secured Finance                                        | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |     907000 | PA      | $963687.55    | 0.07%             | 2031-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                               | Serbia International Bond                                                        | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    1500000 | PA      | $1638808.73   | 0.12%             | 2033-09-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VITALITY RE XIV LTD                                                              | Vitality Re XIV Ltd                                                              | CUSIP: 92851QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $1012000.00   | 0.07%             | 2027-01-05      | Variable      | 7.81%                 | Yes           |                  2 | On Loan: No      |
| TRANSNET SOC LTD                                                                 | Transnet/South Africa                                                            | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |    1500000 | PA      | $1580748.44   | 0.12%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2023-R02                                     | CUSIP: 20755AAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    2640000 | PA      | $2829857.45   | 0.21%             | 2043-01-25      | Variable      | 9.22%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                        | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1122995.70   | 0.08%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2023-R02                                     | CUSIP: 20755AAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    3350000 | PA      | $3722582.98   | 0.27%             | 2043-01-25      | Variable      | 11.57%                | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                         | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2123544.24   | 0.16%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1522692.70   | 0.11%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                               | Republic of Poland Government International Bond                                 | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    2055000 | PA      | $2017781.69   | 0.15%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                           | Brazilian Government International Bond                                          | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1620000 | PA      | $1654182.00   | 0.12%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                          | Sasol Financing USA LLC                                                          | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2049890.00   | 0.15%             | 2029-05-03      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                                                         | Magyar Export-Import Bank Zrt                                                    | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |    1300000 | PA      | $1339240.68   | 0.10%             | 2027-12-04      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                                            | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: ZK1811536<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        | 1600000000 | PA      | $1926604.95   | 0.14%             | 2033-04-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1205370.43   | 0.09%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2022-R03                                     | CUSIP: 20753XAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4500000 | PA      | $4880210.85   | 0.36%             | 2042-03-25      | Variable      | 14.82%                | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                                          | Romanian Government International Bond                                           | CUSIP: 77586RAS9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     450000 | PA      | $518412.12    | 0.04%             | 2053-01-17      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                  | RECEIVE USD [8266840.55] PAY EUR [-7028080.26] on 20260106 @ 1.176259            | CUSIP: EUR260408<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-51945.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC WHOLESALE                                                      | RECEIVE USD [5624540.33] PAY CAD [-7711632.88] on 20260106 @ 0.729358            | CUSIP: CAD260408<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-37779.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                  | RECEIVE EUR [906411.01] PAY USD [-1065399.4] on 20260122 @ 1.175404              | CUSIP: EUR260408<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |          1 | NC      | $7473.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                  | RECEIVE EUR [1808660.83] PAY USD [-2157366.48] on 20260210 @ 1.192798            | CUSIP: EUR260408<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-16545.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                           | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    1000000 | PA      | $1122499.91   | 0.08%             | 2038-06-29      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2023-R05                                     | CUSIP: 207942AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    2000000 | PA      | $2135436.00   | 0.16%             | 2043-06-25      | Variable      | 8.42%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2023-R05                                     | CUSIP: 207942AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    1415000 | PA      | $1579145.94   | 0.12%             | 2043-06-25      | Variable      | 10.52%                | Yes           |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                            | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   66000000 | PA      | $1957430.76   | 0.14%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1536700.32   | 0.11%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2023-R06                                     | CUSIP: 20754EAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    6000000 | PA      | $6571915.20   | 0.49%             | 2043-07-25      | Variable      | 9.57%                 | Yes           |                  2 | On Loan: No      |
| ADAMS OUTDOOR ADVERTISING                                                        | Adams Outdoor Advertising LP                                                     | CUSIP: 006346AW0<br>LEI: 549300BTFXNHDCUHER30 | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2029428.00   | 0.15%             | 2053-07-15      | Fixed         | 6.97%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2023-R06                                     | CUSIP: 20754EAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    5000000 | PA      | $5276717.00   | 0.39%             | 2043-07-25      | Variable      | 9.19%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                         | CUSIP: 38384B2S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    1362223 | PA      | $1522568.22   | 0.11%             | 2053-07-20      | Variable      | 10.17%                | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                                | Piedmont Operating Partnership LP                                                | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    4085000 | PA      | $4499000.21   | 0.33%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1955000 | PA      | $2090022.08   | 0.15%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | Dominican Republic International Bond                                            | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1775000 | PA      | $1599807.50   | 0.12%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2023-R04                                     | CUSIP: 20754QAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    5000000 | PA      | $5709563.00   | 0.42%             | 2043-05-25      | Variable      | 11.92%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                         | CUSIP: 38384CKS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    2165700 | PA      | $2463560.84   | 0.18%             | 2053-08-20      | Variable      | 8.92%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                       | Allianz SE                                                                       | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    1600000 | PA      | $1716923.57   | 0.13%             | 2053-09-06      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    1600000 | PA      | $1782382.40   | 0.13%             | N/A             | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA2                                          | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KSQ3<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-CBDO         | CORP              | US        |    6000000 | PA      | $6388638.60   | 0.47%             | 2042-02-25      | Variable      | 13.79%                | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3685000 | PA      | $3905469.87   | 0.29%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R07                                     | Connecticut Avenue Securities Trust 2022-R07                                     | CUSIP: 20754MAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4000000 | PA      | $4523604.80   | 0.33%             | 2042-06-25      | Variable      | 15.67%                | Yes           |                  2 | On Loan: No      |
| Medco Maple Tree Pte Ltd                                                         | Medco Maple Tree Pte Ltd                                                         | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |     500000 | PA      | $518549.84    | 0.04%             | 2029-04-27      | Fixed         | 8.96%                 | Yes           |                  2 | On Loan: No      |
| Willis Engine Structured Trust VII                                               | Willis Engine Structured Trust VII                                               | CUSIP: 97064YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     467827 | PA      | $479576.36    | 0.04%             | 2048-10-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                                            | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 833636AN3<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    1200000 | PA      | $1311812.40   | 0.10%             | 2033-11-07      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                     | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2060000 | PA      | $2409155.58   | 0.18%             | N/A             | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                               | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    2200000 | PA      | $2652771.00   | 0.20%             | N/A             | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R08                                     | Connecticut Avenue Securities Trust 2023-R08                                     | CUSIP: 20755CAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    6000000 | PA      | $6275647.20   | 0.46%             | 2043-10-25      | Variable      | 7.22%                 | Yes           |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                               | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1006028.60   | 0.07%             | 2048-11-20      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5821927 | PA      | $5935303.61   | 0.44%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R04                                     | Connecticut Avenue Securities Trust 2022-R04                                     | CUSIP: 20753YAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5403755.00   | 0.40%             | 2042-03-25      | Variable      | 14.84%                | Yes           |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                 | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     800000 | PA      | $866980.80    | 0.06%             | 2032-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | Mexico Government International Bond                                             | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    4925000 | PA      | $4803352.50   | 0.35%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Global Partners LP / GLP Finance Corp                                            | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1056480.00   | 0.08%             | 2032-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | Hungary Government International Bond                                            | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    1600000 | PA      | $1622687.25   | 0.12%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Willis Engine Structured Trust VI                                                | Willis Engine Structured Trust VI                                                | CUSIP: 97064GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     804931 | PA      | $768100.78    | 0.06%             | 2046-05-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA3                                          | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KWG0<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-CBDO         | CORP              | US        |    6000000 | PA      | $6527736.00   | 0.48%             | 2042-04-25      | Variable      | 15.09%                | Yes           |                  2 | On Loan: No      |
| Vitality Re XV Ltd                                                               | Vitality Re XV Ltd                                                               | CUSIP: 92847CAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $1008300.00   | 0.07%             | 2028-01-07      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Brazilian Government International Bond                                          | Brazilian Government International Bond                                          | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1725000 | PA      | $1752013.50   | 0.13%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                 | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    1025000 | PA      | $1121310.03   | 0.08%             | 2036-01-26      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| Vistra Corp                                                                      | Vistra Corp                                                                      | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    3479000 | PA      | $3832014.13   | 0.28%             | N/A             | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp                                                                | State Street Corp                                                                | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    1970000 | PA      | $2062487.56   | 0.15%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC                                                       | Camelot U.S. Acquisition LLC, Term Loan B                                        | CUSIP: BL4573418<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    1000000 | PA      | $851670.00    | 0.06%             | 2031-01-31      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Banco de Credito e Inversiones SA                                                | Banco de Credito e Inversiones SA                                                | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |     800000 | PA      | $863440.00    | 0.06%             | N/A             | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | Paraguay Government International Bond                                           | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    1425000 | PA      | $1530441.24   | 0.11%             | 2036-02-09      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Benin Government International Bond                                              | Benin Government International Bond                                              | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    2000000 | PA      | $2103968.30   | 0.16%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| CNX Resources Corp                                                               | CNX Resources Corp                                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1048595.00   | 0.08%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 26 Ltd                                                               | Elmwood CLO 26 Ltd                                                               | CUSIP: 29004CAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1500000 | PA      | $1497402.00   | 0.11%             | 2037-04-18      | Variable      | 7.27%                 | Yes           |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE Electric Co                                                                  | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     850000 | PA      | $888275.31    | 0.07%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| IRB Infrastructure Developers Ltd                                                | IRB Infrastructure Developers Ltd                                                | CUSIP: 449881AA9<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |    2500000 | PA      | $2605951.30   | 0.19%             | 2032-03-11      | Fixed         | 7.11%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2122882.00   | 0.16%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                          | El Salvador Government International Bond                                        | CUSIP: 283875AQ5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    2600000 | PA      | $2597400.00   | 0.19%             | 2041-02-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: —       |
| Israel Government International Bond                                             | Israel Government International Bond                                             | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    1675000 | PA      | $1636966.51   | 0.12%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                         | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $3056095.40   | 0.23%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                          | Hungary Government International Bond                                            | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    1650000 | PA      | $1965887.40   | 0.15%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R02                                     | Connecticut Avenue Securities Trust 2022-R02                                     | CUSIP: 20754BAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6000000 | PA      | $6292809.60   | 0.46%             | 2042-01-25      | Variable      | 12.97%                | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2022-LTV2                                             | J.P. Morgan Mortgage Trust 2022-LTV2                                             | CUSIP: 46655LAV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4585590 | PA      | $4040754.00   | 0.30%             | 2052-09-25      | Variable      | 3.67%                 | Yes           |                  2 | On Loan: No      |
| ProAmpac PG Borrower LLC                                                         | Proampac PG Borrower LLC, Term Loan                                              | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |    3203713 | PA      | $3167671.16   | 0.23%             | 2028-09-15      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust 2024-T53                                           | HTL Commercial Mortgage Trust 2024-T53                                           | CUSIP: 404300AE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $2027835.60   | 0.15%             | 2039-05-10      | Variable      | 7.09%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2024-5YR5                                                                  | BANK5 2024-5YR5                                                                  | CUSIP: 065931BM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2096758.00   | 0.15%             | 2029-02-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Ford Otomotiv Sanayi AS                                                          | Ford Otomotiv Sanayi AS                                                          | CUSIP: 345409AC0<br>LEI: 7890006XJG6ZE2H34671 | Long             | DBT              | CORP              | TR        |    1500000 | PA      | $1558625.49   | 0.12%             | 2029-04-25      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CSMC 2021-INV2 Trust                                                             | CSMC 2021-INV2 Trust                                                             | CUSIP: 12659TBQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3995185 | PA      | $3428399.08   | 0.25%             | 2056-11-25      | Variable      | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Indika Energy Tbk PT                                                             | Indika Energy Tbk PT                                                             | CUSIP: 69369KAA3<br>LEI: 254900YVKE6BJ1I4V036 | Long             | DBT              | CORP              | ID        |    2000000 | PA      | $1991244.36   | 0.15%             | 2029-05-07      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Sisecam UK PLC                                                                   | Sisecam UK PLC                                                                   | CUSIP: 829688AB6<br>LEI: 789000T82YRLMLUOC889 | Long             | DBT              | CORP              | GB        |    1275000 | PA      | $1334160.00   | 0.10%             | 2032-05-02      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2020-INV1                                               | JP Morgan Mortgage Trust 2020-INV1                                               | CUSIP: 46591VCA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1288889 | PA      | $1171661.74   | 0.09%             | 2050-08-25      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                              | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2171162.00   | 0.16%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NatWest Group PLC                                                                | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    3000000 | PA      | $3383346.00   | 0.25%             | N/A             | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Alterna Funding III LLC                                                          | Alterna Funding III LLC                                                          | CUSIP: 02157JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     644891 | PA      | $645901.17    | 0.05%             | 2039-05-16      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Alterna Funding III LLC                                                          | Alterna Funding III LLC                                                          | CUSIP: 02157JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     693132 | PA      | $694136.81    | 0.05%             | 2039-05-16      | Fixed         | 7.14%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     900000 | PA      | $957173.66    | 0.07%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| BPR 2023-STON Mortgage Trust                                                     | BPR 2023-STON Mortgage Trust                                                     | CUSIP: 05593GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $2069500.80   | 0.15%             | 2039-12-05      | Variable      | 7.87%                 | Yes           |                  2 | On Loan: No      |
| DBSG 2024-ALTA Mortgage Trust                                                    | DBSG 2024-ALTA Mortgage Trust                                                    | CUSIP: 239918AG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1300000 | PA      | $1310825.36   | 0.10%             | 2037-06-10      | Variable      | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                              | Hotwire Funding LLC                                                              | CUSIP: 44148JAK5<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1021620.40   | 0.08%             | 2054-06-20      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| TX Trust 2024-HOU                                                                | TX Trust 2024-HOU                                                                | CUSIP: 90216DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2100000 | PA      | $2113431.18   | 0.16%             | 2039-06-15      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Subway Funding LLC                                                               | Subway Funding LLC                                                               | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1481250 | PA      | $1497780.60   | 0.11%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TransDigm, Inc., Term Loan J                                                     | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    1000000 | PA      | $1001125.00   | 0.07%             | 2031-02-28      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | Republic of Poland Government Bond                                               | CUSIP: ZB2921763<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    6900000 | PA      | $1958671.19   | 0.14%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C33                              | JPMBB Commercial Mortgage Securities Trust 2015-C33                              | CUSIP: 46645JBG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3750000 | PA      | $3304687.50   | 0.24%             | 2048-12-15      | Variable      | 4.14%                 | Yes           |                  2 | On Loan: No      |
| Continuum Green Energy India Pvt / Co-Issuers                                    | Continuum Green Energy India Pvt / Co-Issuers                                    | CUSIP: 89629LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    1411125 | PA      | $1468777.81   | 0.11%             | 2033-06-26      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                                          | Jazz Financing Lux S.a.r.l., First Lien Term Loan B                              | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |     676986 | PA      | $680184.37    | 0.05%             | 2028-05-05      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust 2018-CBM                                                             | BBCMS Trust 2018-CBM                                                             | CUSIP: 05549RAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2852162.40   | 0.21%             | 2037-07-15      | Variable      | 6.82%                 | Yes           |                  2 | On Loan: No      |
| Leia Finco US LLC                                                                | Darktrace PLC, First Lien Term Loan                                              | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1985000 | PA      | $1891417.18   | 0.14%             | 2031-10-09      | Variable      | 6.90%                 | 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        |    1354000 | PA      | $1431008.51   | 0.11%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                  | Hertz Vehicle Financing III LLC                                                  | CUSIP: 42806MCQ0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1022867.90   | 0.08%             | 2029-01-25      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                  | Hertz Vehicle Financing III LLC                                                  | CUSIP: 42806MCM9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1562132.85   | 0.12%             | 2031-01-27      | Fixed         | 6.21%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1693277.57   | 0.12%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                              | Clydesdale Acquisition Holdings Inc, Term Loan B                                 | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    3441350 | PA      | $3418069.48   | 0.25%             | 2029-04-13      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co                                                           | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1545643.50   | 0.11%             | 2029-08-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-C9 Mortgage Trust                                                       | BMO 2024-C9 Mortgage Trust                                                       | CUSIP: 05593MAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1610019.30   | 0.12%             | 2057-07-15      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                 | CUSIP: 06368L5Q5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $5323745.00   | 0.39%             | 2084-11-26      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | Peruvian Government International Bond                                           | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1755000 | PA      | $1768338.00   | 0.13%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-C63                                   | Wells Fargo Commercial Mortgage Trust 2024-C63                                   | CUSIP: 94990FAH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3000000 | PA      | $3194353.20   | 0.24%             | 2057-08-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| NYCT Trust 2024-3ELV                                                             | NYCT Trust 2024-3ELV                                                             | CUSIP: 62956HAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4000000 | PA      | $4013462.40   | 0.30%             | 2029-08-15      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bond                                            | Ukraine Government International Bond                                            | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      73658 | PA      | $41727.26     | 0.00%             | 2035-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bond                                            | Ukraine Government International Bond                                            | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      15548 | PA      | $8776.85      | 0.00%             | 2036-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bond                                            | Ukraine Government International Bond                                            | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      55000 | PA      | $42102.50     | 0.00%             | 2029-02-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                 | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    1825000 | PA      | $1842533.38   | 0.14%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TransDigm, Inc., Term Loan                                                       | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     997475 | PA      | $998018.37    | 0.07%             | 2032-01-20      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2024-B                                         | Affirm Asset Securitization Trust 2024-B                                         | CUSIP: 00835AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2200000 | PA      | $2203978.92   | 0.16%             | 2029-09-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2024-B                                         | Affirm Asset Securitization Trust 2024-B                                         | CUSIP: 00835AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1900000 | PA      | $1904026.86   | 0.14%             | 2029-09-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Horizon Aircraft Finance IV Ltd                                                  | Horizon Aircraft Finance IV Ltd                                                  | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2787600 | PA      | $2842547.50   | 0.21%             | 2049-09-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| PG&E Corp                                                                        | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2586257.50   | 0.19%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK Inc                                                                        | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1210000 | PA      | $1214411.94   | 0.09%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                          | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    1500000 | PA      | $657750.00    | 0.05%             | 2035-01-17      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N3                                           | Carvana Auto Receivables Trust 2024-N3                                           | CUSIP: 14687WAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $505483.15    | 0.04%             | 2030-12-10      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | Romanian Government International Bond                                           | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2100000 | PA      | $2124949.11   | 0.16%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Kingston Airport Revenue Finance Ltd                                             | Kingston Airport Revenue Finance Ltd                                             | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |     975000 | PA      | $1005127.50   | 0.07%             | 2036-12-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                         | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $2072498.00   | 0.15%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1749151.90   | 0.13%             | N/A             | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| LD Celulose International GmbH                                                   | LD Celulose International GmbH                                                   | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |    1525000 | PA      | $1609879.98   | 0.12%             | 2032-01-26      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-BRBK                                           | BX Commercial Mortgage Trust 2024-BRBK                                           | CUSIP: 05613NAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2500000 | PA      | $2505956.50   | 0.18%             | 2041-10-15      | Variable      | 8.54%                 | Yes           |                  2 | On Loan: No      |
| Ghana Government International Bond                                              | Ghana Government International Bond                                              | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     137638 | PA      | $134978.02    | 0.01%             | 2029-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ghana Government International Bond                                              | Ghana Government International Bond                                              | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    2226200 | PA      | $2015487.61   | 0.15%             | 2035-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                                          | Centersquare Issuer LLC                                                          | CUSIP: 15201EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2240000 | PA      | $2212932.96   | 0.16%             | 2054-10-26      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                                          | Centersquare Issuer LLC                                                          | CUSIP: 15201EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2760000 | PA      | $2714607.66   | 0.20%             | 2054-10-26      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Azorra Finance Ltd                                                               | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    1500000 | PA      | $1575413.85   | 0.12%             | 2030-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Bojangles Issuer LLC                                                             | Bojangles Issuer LLC                                                             | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2412875 | PA      | $2446575.14   | 0.18%             | 2054-11-20      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| Concord Music Royalties LLC                                                      | Concord Music Royalties LLC                                                      | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1008904.70   | 0.07%             | 2074-10-20      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Muthoot Finance Ltd                                                              | Muthoot Finance Ltd                                                              | CUSIP: 62828L2D4<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |    2000000 | PA      | $2031352.94   | 0.15%             | 2029-04-23      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1559800.20   | 0.12%             | 2029-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Zelis Payments Buyer Inc                                                         | Zelis Payments Buyer, Inc., 5th Amendment Term Loan                              | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    1989950 | PA      | $1884094.36   | 0.14%             | 2031-11-26      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                                                       | Grupo Aeromexico SAB de CV                                                       | CUSIP: 40054JAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    1500000 | PA      | $1535625.00   | 0.11%             | 2029-11-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Blue Stream Issuer LLC                                                           | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2400000 | PA      | $2433855.36   | 0.18%             | 2054-11-20      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Legends Outlets Kansas City KS Mortgage Secured Pass-Through Trust               | Legends Outlets Kansas City KS Mortgage Secured Pass-Through Trust               | CUSIP: 524947AB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3015000 | PA      | $3026512.48   | 0.22%             | 2039-11-05      | Fixed         | 6.73%                 | Yes           |                  2 | On Loan: No      |
| Waste Management Inc                                                             | Waste Management Inc                                                             | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    1195000 | PA      | $1229175.92   | 0.09%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Veon Midco BV                                                                    | Veon Midco BV                                                                    | CUSIP: YX4781523<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $961130.51    | 0.07%             | 2027-11-25      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Lyra Music Assets Delaware LP                                                    | Lyra Music Assets Delaware LP                                                    | CUSIP: 552339AA1<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |    3699344 | PA      | $3751954.00   | 0.28%             | 2064-12-22      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                        | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAE8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    1500000 | PA      | $1650247.50   | 0.12%             | N/A             | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                        | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     500000 | PA      | $534375.00    | 0.04%             | N/A             | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| IHS Holding Ltd                                                                  | IHS Holding Ltd                                                                  | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    1500000 | PA      | $1597974.29   | 0.12%             | 2031-11-29      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: —       |
| IHS Holding Ltd                                                                  | IHS Holding Ltd                                                                  | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    1500000 | PA      | $1570503.12   | 0.12%             | 2030-05-29      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Cotiviti Inc                                                                     | Cotiviti Corporation, Term Loan                                                  | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    2372888 | PA      | $2111123.26   | 0.16%             | 2031-05-01      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-11INV                                               | Flagstar Mortgage Trust 2021-11INV                                               | CUSIP: 33851TBU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1776591 | PA      | $1516925.87   | 0.11%             | 2051-11-25      | Variable      | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Planet US Buyer LLC                                                              | Planet US Buyer LLC, Term Loan B                                                 | CUSIP: 72706RAB2<br>LEI: 254900ZE51SEX2EFFH74 | Long             | LON              | CORP              | US        |    3181624 | PA      | $3184360.45   | 0.24%             | 2031-02-10      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bond                                            | Nigeria Government International Bond                                            | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    1575000 | PA      | $1875134.96   | 0.14%             | 2034-12-09      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PNF7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $3102234.00   | 0.23%             | 2085-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    1775000 | PA      | $1853987.50   | 0.14%             | 2029-12-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CRC Insurance Group LLC                                                          | Truist Insurance Holdings LLC, Term Loan B                                       | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3595081 | PA      | $3537559.36   | 0.26%             | 2031-05-06      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Phoenix Guarantor Inc                                                            | Phoenix Guarantor Inc, Term Loan B                                               | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |    1985025 | PA      | $1985164.03   | 0.15%             | 2031-02-21      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     580000 | PA      | $587938.01    | 0.04%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corp                                                             | Epicor Software Corporation, Term Loan E                                         | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |    1496212 | PA      | $1455066.29   | 0.11%             | 2031-05-30      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                          | Talen Energy Supply, LLC, Incremental Term Loan B                                | CUSIP: BL4858959<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    1000000 | PA      | $1004125.00   | 0.07%             | 2031-12-15      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | Boeing Co/The                                                                    | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1373441.60   | 0.10%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R06                                     | Connecticut Avenue Securities Trust 2022-R06                                     | CUSIP: 20754NAR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6000000 | PA      | $6634908.00   | 0.49%             | 2042-05-25      | Variable      | 15.33%                | Yes           |                  2 | On Loan: No      |
| Organon & Co                                                                     | Organon & Co, Term Loan                                                          | CUSIP: BL4871606<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |    1492407 | PA      | $1446709.93   | 0.11%             | 2031-05-19      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                     | Acrisure, LLC, First Lien Term Loan B6                                           | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    1984962 | PA      | $1927894.74   | 0.14%             | 2030-11-06      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                     | AES Corp/The                                                                     | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2802872.62   | 0.21%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                              | Saudi Government International Bond                                              | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    1500000 | PA      | $1601646.05   | 0.12%             | 2035-01-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | Mexico Government International Bond                                             | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1300000 | PA      | $1425190.00   | 0.11%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                 | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    1750000 | PA      | $1893290.00   | 0.14%             | 2035-01-13      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                                                 | Wand NewCo 3, Inc., Repriced Term Loan B                                         | CUSIP: BL4939163<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    2192865 | PA      | $2183731.62   | 0.16%             | 2031-01-30      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                | Clarios Global LP, Term Loan B                                                   | CUSIP: BL4949832<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |    2496250 | PA      | $2493653.90   | 0.18%             | 2032-01-28      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                          | Talen Energy Supply, LLC, Term Loan B                                            | CUSIP: 87422LAV2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    1170740 | PA      | $1175756.84   | 0.09%             | 2030-05-17      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Banco Bradesco SA/Cayman Islands                                                 | Banco Bradesco SA/Cayman Islands                                                 | CUSIP: 05947KBB5<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |    1500000 | PA      | $1585800.00   | 0.12%             | 2030-01-22      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3141564.00   | 0.23%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber Abs Issuer LLC                                                       | Uniti Fiber Abs Issuer LLC                                                       | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1540623.90   | 0.11%             | 2055-04-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| LS Group OpCo Acquistion LLC                                                     | Les Schwab Tire Centers, Term Loan B                                             | CUSIP: BL4979243<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |    2490077 | PA      | $2492417.61   | 0.18%             | 2031-04-23      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                            | HUB International Limited, Term Loan B                                           | CUSIP: BL4978526<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     997055 | PA      | $987752.61    | 0.07%             | 2030-06-20      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| EUSHI Finance Inc                                                                | EUSHI Finance Inc                                                                | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2225000 | PA      | $2348899.13   | 0.17%             | 2054-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Arcos Dorados BV                                                                 | Arcos Dorados BV                                                                 | CUSIP: 03965TAC7<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $2126760.00   | 0.16%             | 2032-01-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Vitality Re XVI Ltd                                                              | Vitality Re XVI Ltd                                                              | CUSIP: 92849FAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1500000 | PA      | $1489650.00   | 0.11%             | 2029-01-08      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Boxer Parent Co Inc                                                              | Boxer Parent Company Inc., Term Loan B                                           | CUSIP: BL4985299<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    1481250 | PA      | $1369141.59   | 0.10%             | 2031-07-30      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Houston Galleria Mall Trust 2025-HGLR                                            | Houston Galleria Mall Trust 2025-HGLR                                            | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3000000 | PA      | $3170286.30   | 0.23%             | 2045-02-05      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                  | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1605417.00   | 0.12%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Kaman Corp                                                                       | Kaman Corporation, Term Loan B                                                   | CUSIP: BL4985539<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    2727672 | PA      | $2727481.49   | 0.20%             | 2032-02-26      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Kaman Corp                                                                       | Kaman Corporation, Delayed Draw Term Loan                                        | CUSIP: BL4985513<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     258497 | PA      | $258478.62    | 0.02%             | 2032-02-26      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                  | Zayo Issuer LLC                                                                  | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4500000 | PA      | $4602075.30   | 0.34%             | 2055-03-20      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                  | Zayo Issuer LLC                                                                  | CUSIP: 98919WAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1578271.65   | 0.12%             | 2055-03-20      | Fixed         | 8.66%                 | Yes           |                  2 | On Loan: No      |
| Savor Acquisition Inc                                                            | Sauer Brands Inc, Term Loan B                                                    | CUSIP: BL4989473<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |    1272914 | PA      | $1276363.38   | 0.09%             | 2032-02-19      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                             | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1966000 | PA      | $1637678.00   | 0.12%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Saavi Energia Sarl                                                               | Saavi Energia Sarl                                                               | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |    1500000 | PA      | $1656000.00   | 0.12%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| GFL ES US LLC                                                                    | GFL Environmental Inc., Term Loan B                                              | CUSIP: BL4990463<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | CA        |    2992500 | PA      | $2999981.25   | 0.22%             | 2032-03-03      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | Turkiye Government International Bond                                            | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1950000 | PA      | $2039437.47   | 0.15%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    1100000 | PA      | $1174415.00   | 0.09%             | 2035-02-11      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2022-PJ1                                     | GS Mortgage-Backed Securities Trust 2022-PJ1                                     | CUSIP: 36263NBM6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6292001 | PA      | $5283929.44   | 0.39%             | 2052-05-28      | Variable      | 2.83%                 | Yes           |                  2 | On Loan: No      |
| BAMLL Trust 2025-ASHF                                                            | BAMLL Trust 2025-ASHF                                                            | CUSIP: 05494CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3500000 | PA      | $3507632.45   | 0.26%             | 2042-02-15      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | Rogers Communications Inc                                                        | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    2544000 | PA      | $2694276.12   | 0.20%             | 2055-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BSST 2022-1700 Mortgage Trust                                                    | BSST 2022-1700 Mortgage Trust                                                    | CUSIP: 055742AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2644600.80   | 0.20%             | 2037-02-15      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                               | Compass Datacenters Issuer III LLC                                               | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1519086.15   | 0.11%             | 2050-02-25      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bond                                            | Dominican Republic International Bond                                            | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    2225000 | PA      | $2385200.00   | 0.18%             | 2037-03-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Windsor Holdings III LLC                                                         | Windsor Holdings III, LLC, Term Loan B                                           | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |    1466512 | PA      | $1466738.96   | 0.11%             | 2030-08-01      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | Targa Resources Corp                                                             | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1191717.18   | 0.09%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                                                            | Julius Baer Group Ltd                                                            | CUSIP: YR4111344<br>LEI: 5299007MF0604ZGJER92 | Long             | DBT              | CORP              | CH        |    2000000 | PA      | $2093056.00   | 0.15%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                         | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1616295.51   | 0.12%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco Inc                                                         | TK Elevator US Newco Inc                                                         | CUSIP: BL5017431<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |     997500 | PA      | $998921.44    | 0.07%             | 2030-04-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | Mars Inc                                                                         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    3035000 | PA      | $3077652.62   | 0.23%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                         | Mars Inc                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    2065000 | PA      | $2138229.98   | 0.16%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Enstar Group Ltd                                                                 | Enstar Group Ltd                                                                 | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    2424000 | PA      | $2525134.13   | 0.19%             | 2045-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FNA 8 LLC                                                                        | FNA 8 LLC                                                                        | CUSIP: 30340WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1807139 | PA      | $1825147.30   | 0.13%             | 2045-03-15      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                                            | Mission Lane Credit Card Master Trust                                            | CUSIP: 60510MBP2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2490416.25   | 0.18%             | 2030-05-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                        | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1587741.00   | 0.12%             | 2033-03-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                             | Petronas Capital Ltd                                                             | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     560000 | PA      | $583391.78    | 0.04%             | 2031-01-03      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                             | Petronas Capital Ltd                                                             | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    2400000 | PA      | $2528926.75   | 0.19%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                              | Clydesdale Acquisition Holdings Inc, Term Loan B                                 | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     980828 | PA      | $972245.63    | 0.07%             | 2032-04-01      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                 | CUSIP: YQ6757971<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    3000000 | PA      | $3761846.30   | 0.28%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Savor Acquisition Inc                                                            | Sauer Brands Inc, Delayed Draw Term Loan                                         | CUSIP: 80536AAC6<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |     120690 | PA      | $121016.73    | 0.01%             | 2032-02-19      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-DWHP                                  | Wells Fargo Commercial Mortgage Trust 2025-DWHP                                  | CUSIP: 95004EAE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2500000 | PA      | $2510951.25   | 0.19%             | 2038-04-15      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4065000 | PA      | $4295874.93   | 0.32%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2205000 | PA      | $2331694.49   | 0.17%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5850000 | PA      | $6066845.40   | 0.45%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | Wells Fargo & Co                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1915184.71   | 0.14%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | Wells Fargo & Co                                                                 | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1872078.96   | 0.14%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                           | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     500000 | PA      | $539124.80    | 0.04%             | 2036-03-01      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $5025163.20   | 0.37%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | Consumers Energy Co                                                              | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1275537.16   | 0.09%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE Electric Co                                                                  | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     825000 | PA      | $857194.36    | 0.06%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Grupo Nutresa SA                                                                 | Grupo Nutresa SA                                                                 | CUSIP: 40055CAA1<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |    2000000 | PA      | $2154500.00   | 0.16%             | 2030-05-12      | Fixed         | 8.00%                 | Yes           |                  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        |    2500000 | PA      | $2562908.75   | 0.19%             | 2055-05-20      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Albion Financing 1 SARL / Aggreko Holdings Inc                                   | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1500000 | PA      | $1570879.50   | 0.12%             | 2030-05-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Kohl's Corp                                                                      | Kohl's Corp                                                                      | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2177244.00   | 0.16%             | 2030-06-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Omnis Funding Trust                                                              | Omnis Funding Trust                                                              | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    3015000 | PA      | $3142692.43   | 0.23%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                        | IP 2025-IP Mortgage Trust                                                        | CUSIP: 449843AL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $2048210.40   | 0.15%             | 2042-06-10      | Variable      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| Oportun Issuance Trust 2025-B                                                    | Oportun Issuance Trust 2025-B                                                    | CUSIP: 68378QAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3330000 | PA      | $3353203.44   | 0.25%             | 2033-05-09      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                                    | ARDN 2025-ARCP Mortgage Trust                                                    | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2500000 | PA      | $2510067.50   | 0.19%             | 2035-06-15      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                                    | ARDN 2025-ARCP Mortgage Trust                                                    | CUSIP: 039961AG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2500000 | PA      | $2504364.00   | 0.18%             | 2035-06-15      | Variable      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                                    | ARDN 2025-ARCP Mortgage Trust                                                    | CUSIP: 039961AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $1001844.60   | 0.07%             | 2035-06-15      | Variable      | 8.16%                 | Yes           |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                  | Cemex SAB de CV                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    1275000 | PA      | $1342575.00   | 0.10%             | N/A             | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Applebee's Funding LLC / IHOP Funding LLC                                        | Applebee's Funding LLC / IHOP Funding LLC                                        | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3037437.30   | 0.22%             | 2055-06-07      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Willis Engine Structured Trust VIII                                              | Willis Engine Structured Trust VIII                                              | CUSIP: 97063RAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1464492 | PA      | $1498923.35   | 0.11%             | 2050-06-15      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC                                                                      | Asurion LLC, Term Loan B13                                                       | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    2985000 | PA      | $2980895.63   | 0.22%             | 2030-09-19      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| ILPT Commercial Mortgage Trust 2025-LPF2                                         | ILPT Commercial Mortgage Trust 2025-LPF2                                         | CUSIP: 451955AE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1500000 | PA      | $1542795.60   | 0.11%             | 2042-07-13      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                            | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1967782.50   | 0.15%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | Hungary Government International Bond                                            | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    1500000 | PA      | $1554081.69   | 0.11%             | 2030-09-26      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SNB Funding Ltd                                                                  | SNB Funding Ltd                                                                  | CUSIP: YN3694075<br>LEI: 549300PT73WJRNMAKE44 | Long             | DBT              | CORP              | KY        |    4775000 | PA      | $4929744.09   | 0.36%             | 2035-06-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                   | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    3290000 | PA      | $3475723.79   | 0.26%             | N/A             | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Barbados Government International Bond                                           | Barbados Government International Bond                                           | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |    2725000 | PA      | $2913025.00   | 0.21%             | 2035-06-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | Mexico Government International Bond                                             | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1950000 | PA      | $2016007.50   | 0.15%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | Nomura Holdings Inc                                                              | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    3429000 | PA      | $3588270.19   | 0.26%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bond                                         | Kazakhstan Government International Bond                                         | CUSIP: 486661BP5<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    2225000 | PA      | $2300448.28   | 0.17%             | 2037-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Latam Airlines Group SA                                                          | Latam Airlines Group SA                                                          | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    3000000 | PA      | $3141600.00   | 0.23%             | 2031-01-07      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-AGLN                                  | Wells Fargo Commercial Mortgage Trust 2025-AGLN                                  | CUSIP: 94990HAG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1500000 | PA      | $1502714.10   | 0.11%             | 2037-07-15      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Guatemala Government Bond                                                        | Guatemala Government Bond                                                        | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    1700000 | PA      | $1798889.00   | 0.13%             | 2036-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Montego Bay Airport Revenue Finance Ltd                                          | Montego Bay Airport Revenue Finance Ltd                                          | CUSIP: 61238BAA9<br>LEI: 2549008BQQ5ON8H2UC19 | Long             | DBT              | CORP              | KY        |    2575000 | PA      | $2586587.50   | 0.19%             | 2035-06-15      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Froneri US Inc                                                                   | Froneri Lux Finco Sarl, Term Loan                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2000000 | PA      | $1957500.00   | 0.14%             | 2032-09-30      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| MARKIT CDX.NA.HY.44 06/30                                                        | MARKIT CDX.NA.HY.44 06/30                                                        | CUSIP: N/A<br>LEI: 5R6J7JCQRIPQR1EEP713       | N/A              | DCR              | CORP              | US        |          1 | NC      | $-1535999.32  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Alterra Mountain Co                                                              | Alterra Mountain Company, Term Loan B8                                           | CUSIP: 46124CAS6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |     989720 | PA      | $992194.58    | 0.07%             | 2030-05-31      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc                                                                   | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1239122.40   | 0.09%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                                | Chamberlain Group Inc, Term Loan B                                               | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    1990000 | PA      | $1986039.90   | 0.15%             | 2032-09-08      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Arcor SAIC                                                                       | Arcor SAIC                                                                       | CUSIP: 03965PAE1<br>LEI: 529900B2ROYOJG45VO88 | Long             | DBT              | CORP              | AR        |    1275000 | PA      | $1314397.50   | 0.10%             | 2033-07-31      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                                          | Sedgwick Claims Management Services, Inc., Term Loan B                           | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    1980025 | PA      | $1923594.35   | 0.14%             | 2031-07-31      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                          | UKG Inc., Term Loan B                                                            | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    1084959 | PA      | $1029897.77   | 0.08%             | 2031-02-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                                         | Eagle Funding Luxco Sarl                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |    2075000 | PA      | $2111084.25   | 0.16%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower, LP, Term Loan B                                                | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    3000000 | PA      | $3007665.00   | 0.22%             | 2028-10-23      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| BACR                                                                             | CDX-NAHYS44V1-5 Year Index                                                       | CUSIP: N/A<br>LEI: 5R6J7JCQRIPQR1EEP713       | N/A              | DCR              | CORP              | US        |          1 | NC      | $-807839.73   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Entain Holdings Gibraltar Ltd                                                    | GVC Holdings (Gibraltar) Limited, Term Loan B6 (2029)                            | CUSIP: N/A<br>LEI: 213800ATWJIEYQ8NF838       | Long             | LON              | CORP              | GI        |    2328006 | PA      | $2323012.64   | 0.17%             | 2029-10-31      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2769548.60   | 0.20%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate, LLC, Term Loan B                                  | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    1000000 | PA      | $979580.00    | 0.07%             | 2031-09-19      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-B33RP                                 | Wells Fargo Commercial Mortgage Trust 2025-B33RP                                 | CUSIP: 95004RAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2400000 | PA      | $2417516.40   | 0.18%             | 2042-08-15      | Variable      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC, Term Loan B                                         | CUSIP: BL5184058<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    4987500 | PA      | $4995729.38   | 0.37%             | 2032-08-20      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                         | Cloud Software Group, Inc., Term Loan B (2031)                                   | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    1990000 | PA      | $1854679.99   | 0.14%             | 2031-03-24      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd                                   | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    1993000 | PA      | $2115445.93   | 0.16%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                  | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1704198.51   | 0.13%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                                                      | Surgery Center Holdings, Inc., Term Loan B                                       | CUSIP: BL5192622<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |     835178 | PA      | $837266.07    | 0.06%             | 2030-12-19      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Lmrk Issuer Co 2 LLC                                                             | Lmrk Issuer Co 2 LLC                                                             | CUSIP: 50209AAH4<br>LEI: 549300TATF7H68SRLE80 | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2036937.20   | 0.15%             | 2055-09-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Icon Parent Inc                                                                  | Instructure Holdings, Inc., Repriced Term Loan                                   | CUSIP: 45115DAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     997500 | PA      | $947211.04    | 0.07%             | 2031-11-13      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Javelin Buyer Inc                                                                | Javelin Buyer, Inc., Term Loan                                                   | CUSIP: 47189BAF6<br>LEI: 254900GL30A9G6Z7OW50 | Long             | LON              | CORP              | US        |    3473794 | PA      | $3252339.39   | 0.24%             | 2031-12-08      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| BSF Finance                                                                      | BSF Finance                                                                      | CUSIP: YL5967630<br>LEI: 549300FJCGREO1P1UL36 | Long             | DBT              | CORP              | KY        |    2500000 | PA      | $2513184.75   | 0.19%             | 2035-09-03      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Saudi Awwal Bank                                                                 | Saudi Awwal Bank                                                                 | CUSIP: YL5970378<br>LEI: 558600TQS0WENZUC5190 | Long             | DBT              | CORP              | SA        |    4500000 | PA      | $4589706.38   | 0.34%             | 2035-09-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Yapi ve Kredi Bankasi AS                                                         | Yapi ve Kredi Bankasi AS                                                         | CUSIP: 984848AV3<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |    1500000 | PA      | $1511932.50   | 0.11%             | N/A             | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                     | CUSIP: 456837BT9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    2800000 | PA      | $2910594.46   | 0.21%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                                                  | Antofagasta PLC                                                                  | CUSIP: 03718NAD8<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     950000 | PA      | $982252.80    | 0.07%             | 2035-09-09      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                          | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1031221.00   | 0.08%             | 2033-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Suzano Netherlands BV                                                            | Suzano Netherlands BV                                                            | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |    1435000 | PA      | $1450067.50   | 0.11%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                      | CUSIP: 71647NBN8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    1950000 | PA      | $1977105.00   | 0.15%             | 2036-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Colbun SA                                                                        | Colbun SA                                                                        | CUSIP: 192714AF0<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |    2625000 | PA      | $2648625.00   | 0.20%             | 2035-09-11      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                      | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $1991000.00   | 0.15%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     900000 | PA      | $915711.15    | 0.07%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $1224274.84   | 0.09%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rede D'or Finance Sarl                                                           | Rede D'or Finance Sarl                                                           | CUSIP: 75735GAC2<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |    1500000 | PA      | $1543612.50   | 0.11%             | 2035-09-09      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                        | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    3570000 | PA      | $3690487.50   | 0.27%             | N/A             | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Kallpa Generacion SA                                                             | Kallpa Generacion SA                                                             | CUSIP: 48344FAC4<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |    1300000 | PA      | $1316250.00   | 0.10%             | 2035-09-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MCR 2024-HF1 Mortgage Trust                                                      | MCR 2024-HF1 Mortgage Trust                                                      | CUSIP: 55287FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1037764 | PA      | $1041456.40   | 0.08%             | 2041-12-15      | Variable      | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Millrose Properties Inc                                                          | Millrose Properties Inc                                                          | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2126340.30   | 0.16%             | 2032-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Bidvest Group UK PLC/The                                                         | Bidvest Group UK PLC/The                                                         | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |    1275000 | PA      | $1303024.50   | 0.10%             | 2032-09-17      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Colombia Government International Bond                                           | Colombia Government International Bond                                           | CUSIP: YK0049733<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1065000 | PA      | $1221053.36   | 0.09%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CFE FIBRA E                                                                      | CFE FIBRA E                                                                      | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     520626 | PA      | $517606.60    | 0.04%             | 2040-09-23      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Energuate Trust 2 0                                                              | Energuate Trust 2 0                                                              | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | RF                | KY        |    1550000 | PA      | $1579498.05   | 0.12%             | 2035-09-15      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| BrewCo Borrower LLC                                                              | City Brewing Company, LLC, PIK Super Priority Term Loan                          | CUSIP: 10756PAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      17105 | PA      | $7697.03      | 0.00%             | 2030-09-30      | Variable      | 10.67%                | No            |                  2 | On Loan: No      |
| BrewCo Borrower LLC                                                              | City Brewing Company, LLC, PIK First Out Term Loan                               | CUSIP: 10756PAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      89525 | PA      | $13428.73     | 0.00%             | 2030-09-30      | Variable      | 10.67%                | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | Mexico Government International Bond                                             | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1500000 | PA      | $1495500.00   | 0.11%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                             | CUSIP: 780086TQ7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    4000000 | PA      | $2883354.72   | 0.21%             | 2081-11-24      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | Toronto-Dominion Bank/The                                                        | CUSIP: 89117FM63<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    4000000 | PA      | $2883911.88   | 0.21%             | 2081-10-31      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc                                                    | CDX-NAHYS44V1-5Y                                                                 | CUSIP: N/A<br>LEI: 5R6J7JCQRIPQR1EEP713       | N/A              | DCR              | CORP              | US        |          1 | NC      | $-807839.73   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                                               | Morocco Government International Bond                                            | CUSIP: 617726AG9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    1650000 | PA      | $1600404.12   | 0.12%             | 2042-12-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     700000 | PA      | $676447.00    | 0.05%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group Inc                                                         | Encore Capital Group Inc                                                         | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2030800.00   | 0.15%             | 2031-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     305000 | PA      | $268398.07    | 0.02%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MFT Trust 2020-ABC                                                               | MFT Trust 2020-ABC                                                               | CUSIP: 55317BAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3250000 | PA      | $2467593.38   | 0.18%             | 2042-02-10      | Variable      | 3.59%                 | Yes           |                  2 | On Loan: No      |
| IGT Holding IV AB                                                                | IGT Holding IV AB, Term Loan B5                                                  | CUSIP: N/A<br>LEI: 549300S0NZ6VQU5JU607       | Long             | LON              | CORP              | SE        |     480000 | PA      | $468600.00    | 0.03%             | 2031-09-02      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                          | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    2054064 | PA      | $2002676.56   | 0.15%             | 2030-03-09      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc                                                    | CDX-NAHYS44V1-5Y                                                                 | CUSIP: N/A<br>LEI: 5R6J7JCQRIPQR1EEP713       | N/A              | DCR              | CORP              | US        |          1 | NC      | $1615679.47   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon AS                                                         | Turk Telekomunikasyon AS                                                         | CUSIP: 90011QAE0<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |    2250000 | PA      | $2304215.78   | 0.17%             | 2032-10-07      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2025-OMG                                                                | BX Trust 2025-OMG                                                                | CUSIP: 05619HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2400000 | PA      | $2405678.88   | 0.18%             | 2042-10-15      | Variable      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                          | Zayo Group Holdings, Inc., Term Loan                                             | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    3001167 | PA      | $2893049.64   | 0.21%             | 2030-03-11      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| OPENLANE Inc                                                                     | Openlane Inc, Term Loan B                                                        | CUSIP: BL5245164<br>LEI: 5493004HKD20LBSG7D03 | Long             | LON              | CORP              | US        |    2455000 | PA      | $2458081.03   | 0.18%             | 2032-10-08      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Santander Bank Mortgage Credit-Linked Notes Series 2023-MTG1                     | Santander Bank Mortgage Credit-Linked Notes                                      | CUSIP: 80290CBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    1300650 | PA      | $1502194.27   | 0.11%             | 2052-02-26      | Variable      | 9.26%                 | Yes           |                  2 | On Loan: No      |
| Dayforce Bidco LLC                                                               | Dayforce Bidco LLC                                                               | CUSIP: BL5216785<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1000000 | PA      | $924290.00    | 0.07%             | 2033-02-04      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                          | Talen Energy Supply LLC                                                          | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2313377.98   | 0.17%             | 2036-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CIP Commercial Mortgage Trust 2025-SBAY                                          | CIP Commercial Mortgage Trust 2025-SBAY                                          | CUSIP: 12576AAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3500000 | PA      | $3510917.90   | 0.26%             | 2037-10-15      | Variable      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Opal US LLC                                                                      | Opal Bidco SAS, First Lien Term Loan B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    3000000 | PA      | $3000375.00   | 0.22%             | 2032-04-23      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Win Waste Innovations Holdings Inc                                               | WIN Waste Innovations Holdings, Inc., First Lien Term Loan                       | CUSIP: 38723BAM3<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |     995006 | PA      | $999205.18    | 0.07%             | 2028-03-27      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                  | Trust Fibra Uno                                                                  | CUSIP: 898339AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     290000 | PA      | $285505.15    | 0.02%             | 2030-01-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Cajun Global LLC                                                                 | Cajun Global LLC                                                                 | CUSIP: 12803VAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     997500 | PA      | $1014230.97   | 0.07%             | 2055-11-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Volcan Cia Minera SAA                                                            | Volcan Cia Minera SAA                                                            | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     750000 | PA      | $784282.50    | 0.06%             | 2032-10-28      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | Meta Platforms Inc                                                               | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1066919.51   | 0.08%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| QXO Building Products Inc                                                        | QXO Inc, Term Loan B                                                             | CUSIP: BL5277530<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |     549667 | PA      | $550381.24    | 0.04%             | 2032-04-30      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Auna SA / Oncosalud SAC                                                          | Auna SA / Oncosalud SAC                                                          | CUSIP: 05151PAA8<br>LEI: 254900SOGP7YC0N9I368 | Long             | DBT              | CORP              | LU        |    2500000 | PA      | $2556606.95   | 0.19%             | 2032-11-06      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Flexential Issuer LLC                                                            | Flexential Issuer LLC                                                            | CUSIP: 33938MAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2032828.00   | 0.15%             | 2060-10-25      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Hin Timeshare Trust                                                              | Hin Timeshare Trust                                                              | CUSIP: 433401AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1172462 | PA      | $1191850.64   | 0.09%             | 2045-05-15      | Fixed         | 7.58%                 | Yes           |                  2 | On Loan: No      |
| Jordan Government International Bond                                             | Jordan Government International Bond                                             | CUSIP: 418097AP6<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    2000000 | PA      | $1963862.16   | 0.14%             | 2032-11-12      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| COLT 2025-11 Mortgage Loan Trust                                                 | COLT 2025-11 Mortgage Loan Trust                                                 | CUSIP: 12676KAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2023908.40   | 0.15%             | 2070-11-25      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Cipher Compute LLC                                                               | Cipher Compute LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2084688.00   | 0.15%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Corp Quiport SA                                                                  | Corp Quiport SA                                                                  | CUSIP: 22000FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | EC        |     550000 | PA      | $600872.87    | 0.04%             | 2037-12-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Summit Issuer LLC                                                                | Summit Issuer LLC                                                                | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $4063552.40   | 0.30%             | 2055-11-20      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| SIERRACOL EN AND/ARA/DEV                                                         | SIERRACOL EN AND/ARA/DEV                                                         | CUSIP: 82653NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1600593.75   | 0.12%             | 2030-11-14      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: —       |
| Verus Securitization Trust                                                       | Verus Securitization Trust                                                       | CUSIP: 924935AK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2239000 | PA      | $2256723.03   | 0.17%             | 2070-11-25      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Maritime Partners, LLC                                                           | Maritime Partners, LLC                                                           | CUSIP: 553427AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1984244 | PA      | $2005916.17   | 0.15%             | 2065-11-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6000000 | PA      | $6021562.50   | 0.44%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                        | HA Sustainable Infrastructure Capital Inc                                        | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    2355000 | PA      | $2480686.35   | 0.18%             | 2056-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Transportadora de Gas del Sur SA                                                 | Transportadora de Gas del Sur SA                                                 | CUSIP: 893870AZ8<br>LEI: 5299002TRC7IFQYSW596 | Long             | DBT              | CORP              | AR        |    1750000 | PA      | $1771148.77   | 0.13%             | 2035-11-20      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC                                                 | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAG8<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4735976.00   | 0.35%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20500000 | PA      | $20464765.63  | 1.51%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                   | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   10270000 | PA      | $10333210.31  | 0.76%             | 2031-11-19      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                   | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1555766.78   | 0.11%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                         | CUSIP: 46594JDP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2239042 | PA      | $2344780.05   | 0.17%             | 2056-05-25      | Variable      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Baxter International Inc                                                         | Baxter International Inc                                                         | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1426155.73   | 0.11%             | 2029-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FIBRA Prologis                                                                   | FIBRA Prologis                                                                   | CUSIP: 31575KAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    1440000 | PA      | $1459440.00   | 0.11%             | 2035-11-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18000000 | PA      | $18118125.00  | 1.34%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust                                                                         | CUSIP: 05594MAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2200000 | PA      | $2209405.44   | 0.16%             | 2042-12-15      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust                                                         | CUSIP: 03466KAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $2021979.60   | 0.15%             | 2070-12-25      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                  | Hertz Vehicle Financing III LLC                                                  | CUSIP: 42806MDR7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1010379.20   | 0.07%             | 2032-05-25      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4135124.56   | 0.31%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                               | MetroNet Infrastructure Issuer LLC                                               | CUSIP: 59170JBD9<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2032202.40   | 0.15%             | 2055-12-20      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Trust 2401                                                                       | Trust 2401                                                                       | CUSIP: 89834MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     560000 | PA      | $553868.00    | 0.04%             | 2030-01-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                                 | Planet Fitness Master Issuer LLC                                                 | CUSIP: 72703PAH6<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1015827.50   | 0.07%             | 2055-12-06      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19000000 | PA      | $19056406.25  | 1.41%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lmdv Issuer Co LLC                                                               | Lmdv Issuer Co LLC                                                               | CUSIP: 538908AA2<br>LEI: 254900A6HRP8XHJJGM20 | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2539125.50   | 0.19%             | 2055-12-15      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| PAREXEL International Corp                                                       | Parexel International Corporation, Repriced Term Loan B                          | CUSIP: 71911KAF1<br>LEI: 549300GCZVUYB6P2OA17 | Long             | LON              | CORP              | US        |    2920345 | PA      | $2890235.81   | 0.21%             | 2031-12-12      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK51                                                                  | BANK 2025-BNK51                                                                  | CUSIP: 06541HAH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4000000 | PA      | $4206862.80   | 0.31%             | 2067-12-25      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust IX                                                | Willis Engine Structured Trust IX                                                | CUSIP: 970910AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1985535 | PA      | $2006957.73   | 0.15%             | 2050-12-15      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Centuri Group Inc                                                                | Centuri Group Inc                                                                | CUSIP: 15643XAE8<br>LEI: 254900H4HY0IHK5J9N53 | Long             | LON              | CORP              | US        |    2802800 | PA      | $2814361.55   | 0.21%             | 2032-07-09      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp                                                               | Bausch + Lomb Corp                                                               | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |    1850700 | PA      | $1854864.08   | 0.14%             | 2031-01-15      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Charter Next Generation Inc                                                      | Charter Next Generation Inc                                                      | CUSIP: 16125TAP7<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |    1492147 | PA      | $1493079.19   | 0.11%             | 2030-12-02      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7000000 | PA      | $6996171.84   | 0.52%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                           | US 2YR NOTE (CBT) Jun26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        125 | NC      | $26159179.75  | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Wisconsin Public Service Corp                                                    | Wisconsin Public Service Corp                                                    | CUSIP: 976843BR2<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    2105000 | PA      | $2125521.88   | 0.16%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FCZ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     815000 | PA      | $822230.60    | 0.06%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FDB4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     675000 | PA      | $684888.09    | 0.05%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FDD0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     695000 | PA      | $713674.55    | 0.05%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                                 | Bank Hapoalim BM                                                                 | CUSIP: DC8043440<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |     950000 | PA      | $961302.06    | 0.07%             | 2033-01-14      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Industrial Subordinated Trust 2 0                                                | Industrial Subordinated Trust 2 0                                                | CUSIP: 456349AA7<br>LEI: 5493000UIKKX04UT3Q55 | Long             | DBT              | CORP              | KY        |     500000 | PA      | $513925.00    | 0.04%             | 2036-04-15      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Banco Internacional del Peru SAA Interbank                                       | Banco Internacional del Peru SAA Interbank                                       | CUSIP: 05968DAH3<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |    1325000 | PA      | $1328445.00   | 0.10%             | 2031-07-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Pan American Energy LLC/Argentina                                                | Pan American Energy LLC/Argentina                                                | CUSIP: 69784DAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |    2000000 | PA      | $2017500.00   | 0.15%             | 2037-01-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                                                         | Mizrahi Tefahot Bank Ltd                                                         | CUSIP: DC8477119<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | DBT              | CORP              | IL        |    2400000 | PA      | $2462642.76   | 0.18%             | 2036-04-15      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Ihracat Kredi Bankasi AS                                                 | Turkiye Ihracat Kredi Bankasi AS                                                 | CUSIP: 90015LAM9<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |    2000000 | PA      | $2006734.46   | 0.15%             | 2031-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| STC SUKUK CO II LTD                                                              | STC SUKUK CO II LTD                                                              | CUSIP: 784772AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1450000 | PA      | $1453716.35   | 0.11%             | 2031-01-15      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                 | AmWINS Group Inc                                                                 | CUSIP: 03234TBB3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    1237500 | PA      | $1226671.88   | 0.09%             | 2032-01-30      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                                                  | Barnes Group Inc, Term Loan B                                                    | CUSIP: 38021CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2268287 | PA      | $2264737.17   | 0.17%             | 2032-01-27      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1107615.30   | 0.08%             | 2036-01-31      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Colombia Government International Bond                                           | Colombia Government International Bond                                           | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     875000 | PA      | $872943.75    | 0.06%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance Plc                                                         | Azule Energy Finance Plc                                                         | CUSIP: 05501YAC2<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    1200000 | PA      | $1206966.79   | 0.09%             | 2033-01-22      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| HOPPER MERGER SUB INC                                                            | HOPPER MERGER SUB INC                                                            | CUSIP: BL5276755<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2000000 | PA      | $1978750.00   | 0.15%             | 2033-01-14      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| BroadStreet Partners Inc                                                         | Broadstreet Partners, Inc., Term Loan B4                                         | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    3617079 | PA      | $3473155.69   | 0.26%             | 2031-06-16      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Sisecam UK PLC                                                                   | Sisecam UK PLC                                                                   | CUSIP: 829688AC4<br>LEI: 789000T82YRLMLUOC889 | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $2074775.04   | 0.15%             | 2033-01-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| UNITK 2026-1A A2                                                                 | UNITK 2026-1A A2                                                                 | CUSIP: 49459AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2025000 | PA      | $2057637.74   | 0.15%             | 2056-02-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| UNITK 2026-1A A2                                                                 | UNITK 2026-1A A2                                                                 | CUSIP: 49459AAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1250000 | PA      | $1279195.13   | 0.09%             | 2056-02-25      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| Mitchell International Inc                                                       | Mitchell International Inc                                                       | CUSIP: 60662WBB7<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |     994962 | PA      | $923454.29    | 0.07%             | 2031-06-17      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| QTS Issuer ABS II LLC                                                            | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FAQ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3047341.50   | 0.22%             | 2056-01-05      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp                                                        | Garda World Security Corp                                                        | CUSIP: N/A<br>LEI: 549300ZF1NDXLMCHNO20       | Long             | LON              | CORP              | CA        |     994975 | PA      | $994666.44    | 0.07%             | 2029-02-01      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer                                                                  | DataBank Issuer                                                                  | CUSIP: 23802WAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2175000 | PA      | $2199914.19   | 0.16%             | 2056-02-25      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Alera Group Inc                                                                  | Alera Group Inc                                                                  | CUSIP: 01451PAE6<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |    1992500 | PA      | $1902279.60   | 0.14%             | 2032-05-28      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corp Ltd                                                         | Israel Electric Corp Ltd                                                         | CUSIP: YI2581605<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    1475000 | PA      | $1498213.55   | 0.11%             | 2038-01-28      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Vitality Re XVII Ltd                                                             | Vitality Re XVII Ltd                                                             | CUSIP: 92853KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $998500.00    | 0.07%             | 2030-01-08      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Banco BTG Pactual SA/Cayman Islands                                              | Banco BTG Pactual SA/Cayman Islands                                              | CUSIP: 05971AAM3<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |    1575000 | PA      | $1574921.25   | 0.12%             | 2031-01-27      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                 | CUSIP: 200447AQ3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    1400000 | PA      | $1415750.00   | 0.10%             | 2034-01-28      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                                           | ASURION LLC/ASURION CO                                                           | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1492749.99   | 0.11%             | 2034-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Ecuador Government International Bond                                            | Ecuador Government International Bond                                            | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    2800000 | PA      | $2818200.00   | 0.21%             | 2034-01-29      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Ecuador Government International Bond                                            | Ecuador Government International Bond                                            | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    1075000 | PA      | $1088437.50   | 0.08%             | 2039-01-29      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                             | CUSIP: 780082BA0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $1997531.80   | 0.15%             | 2086-05-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sotheby's Artfi Master Trust                                                     | Sotheby's Artfi Master Trust                                                     | CUSIP: 83589DAE6<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1009358.40   | 0.07%             | 2033-06-20      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568PAX7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    1575000 | PA      | $1574839.26   | 0.12%             | 2036-02-03      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7000000 | PA      | $7071093.75   | 0.52%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2015-420                                          | Morgan Stanley Capital I Trust 2015-420                                          | CUSIP: 61765BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3022865 | PA      | $3153395.25   | 0.23%             | 2050-10-12      | Fixed         | 7.98%                 | Yes           |                  2 | On Loan: No      |
| Muthoot Finance Ltd                                                              | Muthoot Finance Ltd                                                              | CUSIP: 62828L2F9<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |    1650000 | PA      | $1649225.04   | 0.12%             | 2030-08-04      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Team Health Holdings Inc                                                         | Team Health Holdings Inc                                                         | CUSIP: 87817JAJ7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |    2000000 | PA      | $2001250.00   | 0.15%             | 2028-06-30      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| OHS Issuer LLC                                                                   | OHS Issuer LLC                                                                   | CUSIP: 67115SAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3005901.60   | 0.22%             | 2061-02-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Jersey Mike's Funding LLC                                                        | Jersey Mike's Funding LLC                                                        | CUSIP: 476681AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2920000 | PA      | $2957798.52   | 0.22%             | 2056-02-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc                                                           | AI Aqua Merger Sub Inc                                                           | CUSIP: 00132UAQ7<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    1492481 | PA      | $1487817.20   | 0.11%             | 2028-07-31      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1000560.09   | 0.07%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Republic of Uganda Government Bonds                                              | Republic of Uganda Government Bonds                                              | CUSIP: YW1784167<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        | 7046000000 | PA      | $1985470.16   | 0.15%             | 2039-06-23      | Fixed         | 15.80%                | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2021-2 LTD                                                        | CARLYLE US CLO 2021-2 LTD                                                        | CUSIP: 14316KBC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1000000 | PA      | $974810.00    | 0.07%             | 2038-04-20      | Variable      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| El Puerto de Liverpool SAB de CV                                                 | El Puerto de Liverpool SAB de CV                                                 | CUSIP: 283837AE2<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |    3500000 | PA      | $3486875.00   | 0.26%             | 2038-02-10      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Akbank TAS                                                                       | Akbank TAS                                                                       | CUSIP: 00971YAN0<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |    2975000 | PA      | $2978995.45   | 0.22%             | N/A             | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PLYM Commercial Mortgage Trust 2026-IND                                          | PLYM Commercial Mortgage Trust 2026-IND                                          | CUSIP: 69292BAG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3500000 | PA      | $3506559.70   | 0.26%             | 2043-03-15      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                        | HA Sustainable Infrastructure Capital Inc                                        | CUSIP: 41068XAH3<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    5680000 | PA      | $5678438.74   | 0.42%             | 2056-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                        | Ivory Coast Government International Bond                                        | CUSIP: 221625AX4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    1850000 | PA      | $1763372.88   | 0.13%             | 2041-02-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25000000 | PA      | $25175781.25  | 1.86%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                              | CUSIP: 002824BS8<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1398891.87   | 0.10%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                              | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     600000 | PA      | $602062.75    | 0.04%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares Inc                                                     | Texas Capital Bancshares Inc                                                     | CUSIP: 88224QAC1<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    2040000 | PA      | $2046557.05   | 0.15%             | 2032-02-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co                                                                   | Idaho Power Co                                                                   | CUSIP: 45138LBM4<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     980000 | PA      | $980883.36    | 0.07%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP                  | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP                  | CUSIP: 466317AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     939275 | PA      | $926089.03    | 0.07%             | 2037-04-15      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| ProAmpac PG Borrower LLC                                                         | ProAmpac PG Borrower LLC                                                         | CUSIP: 74274NAM5<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |    2014506 | PA      | $1991842.34   | 0.15%             | 2033-02-22      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1099873.56   | 0.08%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WCORE Commercial Mortgage Trust 2024-CORE                                        | WCORE Commercial Mortgage Trust 2024-CORE                                        | CUSIP: 951913AG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $2005898.00   | 0.15%             | 2041-11-15      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers Clo 51 Ltd                                        | Neuberger Berman Loan Advisers Clo 51 Ltd                                        | CUSIP: 64135BBC2<br>LEI: 549300E2R8NH2QE50368 | Long             | ABS-O            | CORP              | JE        |    1000000 | PA      | $1001895.00   | 0.07%             | 2036-10-23      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                                            | Costa Rica Government International Bond                                         | CUSIP: 221597BT3<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    1955000 | PA      | $1909898.15   | 0.14%             | 2043-04-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | Fixed Income Clearing Corporation                                                | CUSIP: 85748R009<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   12986720 | PA      | $12986719.80  | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | Fixed Income Clearing Corporation                                                | CUSIP: 85748R009<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   60550000 | PA      | $60550000.00  | 4.47%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR                                                    | State Street Navigator Securities Lending Government Money Market Portfolio      | CUSIP: 857509301<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    6384977 | NS      | $6384977.04   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-28

**Name of Applicant:** Nuveen Investment Funds, Inc.

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting