# EDGAR Filing Document

**Accession Number:** 0001736078
**File Stem:** 0002048251-26-003541
**Filing Date:** 2026-4
**Character Count:** 207264
**Document Hash:** 19de6cab0abb404901b9b1851b2a4bd6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-003541.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0002048251-26-003541

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260429

**DATE AS OF CHANGE**: 20260428

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Symmetry Panoramic Trust
- **CENTRAL INDEX KEY:** 0001736078

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23334
- **FILM NUMBER:** 26910169

**BUSINESS ADDRESS:**
- **STREET 1:** 151 NATIONAL DRIVE
- **CITY:** GLASTONBURY
- **STATE:** CT
- **ZIP:** 06033
- **BUSINESS PHONE:** 860-734-2075

**MAIL ADDRESS:**
- **STREET 1:** 151 NATIONAL DRIVE
- **CITY:** GLASTONBURY
- **STATE:** CT
- **ZIP:** 06033

## Series and Classes Contracts Data

### Symmetry Panoramic US Systematic Fixed Income Fund (Series ID: S000062180)

| Class ID   | Class Name                                                        | Ticker Symbol   |
|:---|:---|:---|
| C000201188 | Symmetry Panoramic US Systematic Fixed Income Fund Class I Shares | SPUBX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Symmetry Panoramic Trust

- **b. Investment Company Act file number:** 811-23334

- **c. CIK number of Registrant:** 0001736078

- **d. LEI of Registrant:** 00000000000000000000

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

  - **Street Address 1:** 151 National Drive

  - **City:** Glastonbury

  - **State:** CT

  - **Foreign country:** US

  - **Zip / Postal Code:** 06033

  - **Telephone number:** 8447963863

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

- **a. Name of Series:** Symmetry Panoramic US Systematic Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000062180

- **c. LEI of Series:** 549300VVMEQSUX7XNF38

**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:** $167857504.19

**Total Liabilities:** $674782.67

**Net Assets:** $167182721.52

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -223.05857120 | **1-Year:** -5977.98317948 | **5-Year:** -17367.04130845 | **10-Year:** -19585.10972396 | **30-Year:** -3956.45311132

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

- **3-Month:** -135.15412630 | **1-Year:** -2271.70680936 | **5-Year:** -3291.06282037 | **10-Year:** -2605.05141679 | **30-Year:** -667.99333415

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000201188 | 1.59%                | 0.22%                | -0.20%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $67370.37                | $1091993.69                                |
| Month 2  | $38611.24                | $-221238.60                                |
| Month 3  | $90163.72                | $-1157898.31                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABBOTT LABORATORIES                                                                      | ABBOTT LABORATORIES 1.150000% 01/30/2028                                          | CUSIP: 002824BP4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    328000 | PA      | $313597.27    | 0.19%             | 2028-01-30      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                                      | ABBOTT LABORATORIES 6.000000% 04/01/2039                                          | CUSIP: 002824AV2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     67000 | PA      | $74522.19     | 0.04%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ADOBE INC.                                                                               | ADOBE INC 2.150000% 02/01/2027                                                    | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    169000 | PA      | $166564.68    | 0.10%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS, INC.                                                          | ADVANCED DRAINAGE SYSTEMS INC 144A 6.375000% 06/15/2030                           | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    241000 | PA      | $245212.20    | 0.15%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES, INC.                                                               | AGILENT TECHNOLOGIES INC 2.750000% 09/15/2029                                     | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    430000 | PA      | $412090.90    | 0.25%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES, INC.                                                               | AGILENT TECHNOLOGIES INC 4.750000% 09/09/2034                                     | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    324000 | PA      | $327181.53    | 0.20%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AGREE LIMITED PARTNERSHIP                                                                | AGREE LP 2.000000% 06/15/2028                                                     | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    292000 | PA      | $279931.22    | 0.17%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AGREE LIMITED PARTNERSHIP                                                                | AGREE LP 2.600000% 06/15/2033                                                     | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    192000 | PA      | $167517.84    | 0.10%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL COMPANY                                                                 | ALLEGIANT TRAVEL CO 144A 7.250000% 08/15/2027                                     | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |    248000 | PA      | $250300.94    | 0.15%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING COMPANY INC.                                                         | ALLEGION US HOLDING CO INC 3.550000% 10/01/2027                                   | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    361000 | PA      | $358474.19    | 0.21%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING COMPANY INC.                                                         | ALLEGION US HOLDING CO INC 5.411000% 07/01/2032                                   | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    149000 | PA      | $155673.01    | 0.09%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                            | ALPHABET INC 0.800000% 08/15/2027                                                 | CUSIP: 02079KAJ6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    353000 | PA      | $339522.54    | 0.20%             | 2027-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                            | ALPHABET INC 1.900000% 08/15/2040                                                 | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69076.40     | 0.04%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                            | ALPHABET INC 4.500000% 05/15/2035                                                 | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    236000 | PA      | $237548.42    | 0.14%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amdocs Limited                                                                           | AMDOCS LTD 2.538000% 06/15/2030                                                   | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | NUSS              | US        |    377000 | PA      | $344231.41    | 0.21%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.                                                    | AMERICAN ELECTRIC POWER CO INC 3.200000% 11/13/2027                               | CUSIP: 025537AJ0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    335000 | PA      | $331063.02    | 0.20%             | 2027-11-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP INC.                                                             | AMERICAN NATIONAL GROUP INC 6.000000% 07/15/2035                                  | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    164000 | PA      | $162694.74    | 0.10%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL, INC.                                                               | AMERIPRISE FINANCIAL INC 5.150000% 05/15/2033                                     | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    413000 | PA      | $428892.06    | 0.26%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE, INC.                                                                     | AMN HEALTHCARE INC 144A 4.000000% 04/15/2029                                      | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    165000 | PA      | $157147.14    | 0.09%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE, INC.                                                                     | AMN HEALTHCARE INC 144A 6.500000% 01/15/2031                                      | CUSIP: 00175PAD5<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    319000 | PA      | $320299.61    | 0.19%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                                                       | APLD COMPUTECO LLC 144A 9.250000% 12/15/2030                                      | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169000 | PA      | $177381.05    | 0.11%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                               | APPLE INC 4.300000% 05/10/2033                                                    | CUSIP: 037833EV8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16351.13     | 0.01%             | 2033-05-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| APTARGROUP, INC.                                                                         | APTARGROUP INC 3.600000% 03/15/2032                                               | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    451000 | PA      | $430460.81    | 0.26%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance Public Limited Company                                    | ARDAGH METAL PACKAGING FINANCE USA LLC / ARDAGH ME 3.250000% 09/01/2028           | CUSIP: 03969YAA6<br>LEI: 635400FSFRHBFVPTP424 | Long             | DBT              | NUSS              | US        |    334000 | PA      | $323101.51    | 0.19%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ASGN INCORPORATED                                                                        | ASGN INC 144A 4.625000% 05/15/2028                                                | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |    338000 | PA      | $327756.77    | 0.20%             | 2028-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                | AT&T INC 2.550000% 12/01/2033                                                     | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $346909.08    | 0.21%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                | AT&T INC 4.250000% 03/01/2027                                                     | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     82000 | PA      | $82205.68     | 0.05%             | 2027-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                | AT&T INC 4.350000% 03/01/2029                                                     | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    164000 | PA      | $165845.38    | 0.10%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                | AT&T INC 4.850000% 03/01/2039                                                     | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    101000 | PA      | $97175.57     | 0.06%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD.                                                                      | ATHENE HOLDING LTD 4.125000% 01/12/2028                                           | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    271000 | PA      | $270075.66    | 0.16%             | 2028-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD.                                                                      | ATHENE HOLDING LTD 5.875000% 01/15/2034                                           | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68191.15     | 0.04%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORPORATION                                                                 | ATMOS ENERGY CORP 5.450000% 10/15/2032                                            | CUSIP: 049560AX3<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    203000 | PA      | $216656.97    | 0.13%             | 2032-10-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AUTOZONE, INC.                                                                           | AUTOZONE INC 5.200000% 08/01/2033                                                 | CUSIP: 053332BF8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     57000 | PA      | $59173.85     | 0.04%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AUTOZONE, INC.                                                                           | AUTOZONE INC 6.550000% 11/01/2033                                                 | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    252000 | PA      | $281897.34    | 0.17%             | 2033-11-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                                                              | AVALONBAY COMMUNITIES INC 2.050000% 01/15/2032                                    | CUSIP: 053484AB7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    253000 | PA      | $225222.19    | 0.13%             | 2032-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                                                              | AVALONBAY COMMUNITIES INC 5.300000% 12/07/2033                                    | CUSIP: 053484AE1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    234000 | PA      | $246511.04    | 0.15%             | 2033-12-07      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AVANGRID, INC.                                                                           | AVANGRID INC 3.800000% 06/01/2029                                                 | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    437000 | PA      | $433830.64    | 0.26%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                           | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2022-1A A                          | CUSIP: 05377REZ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    100000 | PA      | $99803.96     | 0.06%             | 2028-08-21      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                                                    | BANCO BILBAO VIZCAYA ARGENTARIA SA 7.883000% 11/15/2034                           | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | NUSS              | ES        |    200000 | PA      | $233630.29    | 0.14%             | 2034-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BANK                                                                                     | BANK 2025-BNK50 BANK 2025-BNK50 A5                                                | CUSIP: 064908AH9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    205000 | PA      | $220473.17    | 0.13%             | 2068-05-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | BANK OF AMERICA CORP 2.482000% 09/21/2036                                         | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $353942.71    | 0.21%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | BANK OF AMERICA CORP 2.651000% 03/11/2032                                         | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    370000 | PA      | $343051.49    | 0.21%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | BANK OF AMERICA CORP MTN 1.898000% 07/23/2031                                     | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9080.69      | 0.01%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                         | BANK OF MONTREAL 3.088000% 01/10/2037                                             | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | NUSS              | CA        |    276000 | PA      | $251911.41    | 0.15%             | 2037-01-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | BARCLAYS PLC 5.086000% 02/25/2029                                                 | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |    330000 | PA      | $336196.77    | 0.20%             | 2029-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | BARCLAYS PLC 5.501000% 08/09/2028                                                 | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |    200000 | PA      | $203911.08    | 0.12%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                | BAT CAPITAL CORP 4.390000% 08/15/2037                                             | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    303000 | PA      | $283002.05    | 0.17%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC.                                                                              | BIOGEN INC 5.750000% 05/15/2035                                                   | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    807000 | PA      | $860547.84    | 0.51%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FINANCE, INC.                                                                  | BLACKROCK INC 4.750000% 05/25/2033                                                | CUSIP: 09247XAT8<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63923.85     | 0.04%             | 2033-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                                      | BLOCK FINANCIAL LLC 2.500000% 07/15/2028                                          | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    228000 | PA      | $217237.75    | 0.13%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                                      | BLOCK FINANCIAL LLC 3.875000% 08/15/2030                                          | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    229000 | PA      | $217958.19    | 0.13%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                                       | BMO 2024-C9 MORTGAGE TRUST BMO 2024-C9 A5                                         | CUSIP: 05593MAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    300000 | PA      | $324090.72    | 0.19%             | 2057-07-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                                       | BMO 2025-C11 MORTGAGE TRUST BMO 2025-C11 A5                                       | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    300000 | PA      | $324048.66    | 0.19%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES, LP                                                                  | BOARDWALK PIPELINES LP 3.600000% 09/01/2032                                       | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     84000 | PA      | $79457.58     | 0.05%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                                                            | BOSTON SCIENTIFIC CORP 4.000000% 03/01/2028                                       | CUSIP: 101137AS6<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54222.67     | 0.03%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                                                            | BOSTON SCIENTIFIC CORP 4.550000% 03/01/2039                                       | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    348000 | PA      | $339326.72    | 0.20%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRISTOW GROUP INC.                                                                       | BRISTOW GROUP INC 144A 6.875000% 03/01/2028                                       | CUSIP: 11040GAA1<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47000.00     | 0.03%             | 2028-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                            | BROADCOM INC 144A 3.187000% 11/15/2036                                            | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     73000 | PA      | $62975.22     | 0.04%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOLUTIONS, INC.                                                     | BROADRIDGE FINANCIAL SOLUTIONS INC 2.900000% 12/01/2029                           | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10422.86     | 0.01%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN, INC.                                                                      | BROWN & BROWN INC 5.650000% 06/11/2034                                            | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48375.64     | 0.03%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                         | CALIFORNIA RESOURCES CORP 144A 8.250000% 06/15/2029                               | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    310000 | PA      | $325440.79    | 0.19%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Canada                                                                                   | CANADA GOVERNMENT 3.750000% 04/26/2028                                            | CUSIP: 135087Q56<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    415000 | PA      | $417839.11    | 0.25%             | 2028-04-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                  | CANADIAN IMPERIAL BANK OF COMMERCE 5.237000% 06/28/2027                           | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | NUSS              | CA        |    600000 | PA      | $611005.54    | 0.37%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Compagnie des chemins de fer nationaux du Canada                                         | CANADIAN NATIONAL RAILWAY CO 3.850000% 08/05/2032                                 | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | NUSS              | CA        |    285000 | PA      | $279211.37    | 0.17%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Compagnie des chemins de fer nationaux du Canada                                         | CANADIAN NATIONAL RAILWAY CO 5.850000% 11/01/2033                                 | CUSIP: 136375DH2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | NUSS              | CA        |    166000 | PA      | $180790.69    | 0.11%             | 2033-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                                       | CANADIAN NATURAL RESOURCES LTD 2.950000% 07/15/2030                               | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | NUSS              | CA        |    145000 | PA      | $138591.00    | 0.08%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                                       | CANADIAN NATURAL RESOURCES LTD 3.850000% 06/01/2027                               | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | NUSS              | CA        |    461000 | PA      | $460939.45    | 0.28%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                        | CAPITAL ONE FINANCIAL CORP 2.359000% 07/29/2032                                   | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    349000 | PA      | $307532.93    | 0.18%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                        | CAPITAL ONE FINANCIAL CORP 4.100000% 02/09/2027                                   | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    233000 | PA      | $233321.41    | 0.14%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                        | CAPITAL ONE FINANCIAL CORP 7.624000% 10/30/2031                                   | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    145000 | PA      | $163436.63    | 0.10%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE, NATIONAL ASSOCIATION                                                        | CAPITAL ONE NA 2.700000% 02/06/2030                                               | CUSIP: 25466AAR2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    274000 | PA      | $260380.60    | 0.16%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH, INC.                                                                    | CARDINAL HEALTH INC 5.450000% 02/15/2034                                          | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    159000 | PA      | $167237.48    | 0.10%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CARLISLE COMPANIES INCORPORATED                                                          | CARLISLE COS INC 2.200000% 03/01/2032                                             | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    458000 | PA      | $405002.56    | 0.24%             | 2032-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Cascades Inc.                                                                            | CASCADES INC/CASCADES USA INC 144A 6.750000% 07/15/2030                           | CUSIP: 14739LAD4<br>LEI: FPD41G4F3GH7OJ38TS94 | Long             | DBT              | NUSS              | CA        |    160000 | PA      | $164000.00    | 0.10%             | 2030-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES, INC.                                                                      | CBRE SERVICES INC 2.500000% 04/01/2031                                            | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    356000 | PA      | $324796.87    | 0.19%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                                      | CENTENE CORP 2.625000% 08/01/2031                                                 | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     52000 | PA      | $45046.22     | 0.03%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                                      | CENTENE CORP 4.250000% 12/15/2027                                                 | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    441000 | PA      | $438329.52    | 0.26%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CGI INC.                                                                                 | CGI INC 4.950000% 03/14/2030                                                      | CUSIP: 12532HAM6<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | NUSS              | CA        |    337000 | PA      | $342561.67    | 0.20%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| C.H. ROBINSON WORLDWIDE, INC.                                                            | CH ROBINSON WORLDWIDE INC 4.200000% 04/15/2028                                    | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |    295000 | PA      | $295686.34    | 0.18%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL, INC.                                           | CHARLES RIVER LABORATORIES INTERNATIONAL INC 144A 3.750000% 03/15/2029            | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336859.92    | 0.20%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO., INC.                                                                | CHURCH & DWIGHT CO INC 2.300000% 12/15/2031                                       | CUSIP: 17136MAA0<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181590.64    | 0.11%             | 2031-12-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO., INC.                                                                | CHURCH & DWIGHT CO INC 3.150000% 08/01/2027                                       | CUSIP: 171340AN2<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297322.10    | 0.18%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO., INC.                                                                | CHURCH & DWIGHT CO INC 5.600000% 11/15/2032                                       | CUSIP: 17136MAC6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    300000 | PA      | $322863.26    | 0.19%             | 2032-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                                                 | CINTAS CORP NO 2 3.700000% 04/01/2027                                             | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    409000 | PA      | $408612.99    | 0.24%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CITIGROUP INC 3.057000% 01/25/2033                                                | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46235.19     | 0.03%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CITIGROUP INC 3.070000% 02/24/2028                                                | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    254000 | PA      | $251546.73    | 0.15%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                                                           | CITIZENS FINANCIAL GROUP INC 3.250000% 04/30/2030                                 | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    224000 | PA      | $215439.17    | 0.13%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC.                                                                    | CLEVELAND-CLIFFS INC 144A 4.625000% 03/01/2029                                    | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    336000 | PA      | $328841.28    | 0.20%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                      | COMCAST CORP 1.950000% 01/15/2031                                                 | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    114000 | PA      | $103064.80    | 0.06%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORPORATION                                                                   | CONCENTRIX CORP 6.850000% 08/02/2033                                              | CUSIP: 20602DAC5<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |     47000 | PA      | $45192.49     | 0.03%             | 2033-08-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                                   | CONOCOPHILLIPS CO 5.050000% 09/15/2033                                            | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29145.79     | 0.02%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                                            | CONSOLIDATED EDISON CO OF NEW YORK INC 3.350000% 04/01/2030                       | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    343000 | PA      | $334696.50    | 0.20%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                                            | CONSOLIDATED EDISON CO OF NEW YORK INC 4.000000% 12/01/2028                       | CUSIP: 209111FS7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35240.50     | 0.02%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION, LLC                                                     | CONSTELLATION ENERGY GENERATION LLC 5.600000% 03/01/2028                          | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    313000 | PA      | $322825.57    | 0.19%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                                               | COREBRIDGE FINANCIAL INC 6.050000% 09/15/2033                                     | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     71000 | PA      | $75752.91     | 0.05%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CORECIVIC, INC.                                                                          | CORECIVIC INC 4.750000% 10/15/2027                                                | CUSIP: 21871NAA9<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    347000 | PA      | $347085.25    | 0.21%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                                                             | COSTCO WHOLESALE CORP 1.750000% 04/20/2032                                        | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    523000 | PA      | $459980.72    | 0.28%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC.                                                                      | COTERRA ENERGY INC 3.900000% 05/15/2027                                           | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    433000 | PA      | $432499.05    | 0.26%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANQUE DEVELOPPT CONSEIL EUROPE 9                                                        | COUNCIL OF EUROPE DEVELOPMENT BANK 4.125000% 01/24/2029                           | CUSIP: 222213BE9<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $763905.29    | 0.46%             | 2029-01-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BANQUE DEVELOPPT CONSEIL EUROPE 9                                                        | COUNCIL OF EUROPE DEVELOPMENT BANK 4.625000% 06/11/2027                           | CUSIP: 222213BF6<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |     75000 | PA      | $76053.07     | 0.05%             | 2027-06-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                        | CREDIT ACCEPTANCE AUTO LOAN TRUST 2025-1 CAALT 2025-1A A                          | CUSIP: 22536KAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     95000 | PA      | $96256.27     | 0.06%             | 2035-03-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE CORPORATION                                                            | CREDIT ACCEPTANCE CORP 144A 6.625000% 03/15/2030                                  | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    243000 | PA      | $241732.76    | 0.14%             | 2030-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                             | DELL EQUIPMENT FINANCE TRUST 2025-1 DEFT 2025-1 B                                 | CUSIP: 24703UAG8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    310000 | PA      | $315367.96    | 0.19%             | 2031-02-24      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| DELTA AIR LINES, INC.                                                                    | DELTA AIR LINES INC 4.375000% 04/19/2028                                          | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25117.52     | 0.02%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DELUXE CORPORATION                                                                       | DELUXE CORP 144A 8.125000% 09/15/2029                                             | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    465000 | PA      | $487749.07    | 0.29%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                         | DEUTSCHE BANK AG/NEW YORK NY 3.742000% 01/07/2033                                 | CUSIP: 25160PAG2<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |    536000 | PA      | $502788.08    | 0.30%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                         | DEUTSCHE BANK AG/NEW YORK NY 5.373000% 01/10/2029                                 | CUSIP: 25160PAQ0<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |    150000 | PA      | $153299.01    | 0.09%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS, LLC                                                            | DISCOVERY COMMUNICATIONS LLC 4.125000% 05/15/2029                                 | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    185000 | PA      | $182437.75    | 0.11%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS, INC.                                                          | DISCOVERY GLOBAL HOLDINGS INC 4.054000% 03/15/2029                                | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    408000 | PA      | $403662.96    | 0.24%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON, INC.                                                                        | DR HORTON INC 1.400000% 10/15/2027                                                | CUSIP: 23331ABP3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192514.67    | 0.12%             | 2027-10-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                                       | DTE ENERGY CO 2.950000% 03/01/2030                                                | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    358000 | PA      | $341528.73    | 0.20%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                                       | DTE ENERGY CO 3.400000% 06/15/2029                                                | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10779.62     | 0.01%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                               | DUKE ENERGY CAROLINAS LLC 4.950000% 01/15/2033                                    | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10366.04     | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                      | DWS GOVERNMENT MONEY MARKET SERIES INSTITUTIONAL SHARES                           | CUSIP: 25160K207<br>LEI: N/A                  | Long             | STIV             |  | US        |    444696 | PA      | $444695.69    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| EDWARDS LIFESCIENCES CORPORATION                                                         | EDWARDS LIFESCIENCES CORP 4.300000% 06/15/2028                                    | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |    264000 | PA      | $265693.88    | 0.16%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                    | ELEVANCE HEALTH INC 5.200000% 02/15/2035                                          | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63748.24     | 0.04%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                    | ELEVANCE HEALTH INC 5.375000% 06/15/2034                                          | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30187.74     | 0.02%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                           | EPR PROPERTIES 3.750000% 08/15/2029                                               | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9754.98      | 0.01%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                           | EPR PROPERTIES 4.500000% 06/01/2027                                               | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145255.33    | 0.09%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                                          | EQT CORP 5.750000% 02/01/2034                                                     | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     68000 | PA      | $72037.13     | 0.04%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES, L.P.                                                               | ESSENTIAL PROPERTIES LP 2.950000% 07/15/2031                                      | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    396000 | PA      | $365503.84    | 0.22%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                                | ESSENTIAL UTILITIES INC 5.375000% 01/15/2034                                      | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    331000 | PA      | $344649.05    | 0.21%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                 | EUROPEAN INVESTMENT BANK 3.250000% 11/15/2027                                     | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    754000 | PA      | $751844.10    | 0.45%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                 | EUROPEAN INVESTMENT BANK 3.625000% 07/15/2030                                     | CUSIP: 298785JW7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $100464.85    | 0.06%             | 2030-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                 | EUROPEAN INVESTMENT BANK 4.250000% 08/16/2032                                     | CUSIP: 298785KL9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     47000 | PA      | $48449.72     | 0.03%             | 2032-08-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL, INC.                                                              | EVERGY KANSAS CENTRAL INC 5.900000% 11/15/2033                                    | CUSIP: 30036FAC5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    401000 | PA      | $434021.40    | 0.26%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORPORATION                                                                | EXPAND ENERGY CORP 4.750000% 02/01/2032                                           | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119801.98    | 0.07%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE, INC.                                                               | F&G ANNUITIES & LIFE INC 7.400000% 01/13/2028                                     | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    391000 | PA      | $405694.16    | 0.24%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC.                                                            | FACTSET RESEARCH SYSTEMS INC 3.450000% 03/01/2032                                 | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    378000 | PA      | $346373.79    | 0.21%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                                       | FAIRFAX FINANCIAL HOLDINGS LTD 4.625000% 04/29/2030                               | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | NUSS              | CA        |     24000 | PA      | $24278.42     | 0.01%             | 2030-04-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                                       | FAIRFAX FINANCIAL HOLDINGS LTD 6.000000% 12/07/2033                               | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | NUSS              | CA        |    268000 | PA      | $286468.93    | 0.17%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN BA2896                                                         | CUSIP: 3140E7GE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     71300 | PA      | $70593.28     | 0.04%             | 2030-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN BU0631                                                         | CUSIP: 3140M1VZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    142482 | PA      | $113096.46    | 0.07%             | 2051-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN BV1028                                                         | CUSIP: 3140MEEA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    324346 | PA      | $316602.92    | 0.19%             | 2052-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN BV6131                                                         | CUSIP: 3140MKY55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    101574 | PA      | $104244.25    | 0.06%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN CA8460                                                         | CUSIP: 3140QGMJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    334438 | PA      | $293470.97    | 0.18%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN CA9344                                                         | CUSIP: 3140QHL29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     91543 | PA      | $86502.95     | 0.05%             | 2041-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN CB0114                                                         | CUSIP: 3140QKDU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     90059 | PA      | $82822.17     | 0.05%             | 2041-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN CB0176                                                         | CUSIP: 3140QKFS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    548380 | PA      | $476917.94    | 0.29%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN CB1630                                                         | CUSIP: 3140QLY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     89868 | PA      | $78707.10     | 0.05%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN CB1784                                                         | CUSIP: 3140QL6W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    115049 | PA      | $100914.15    | 0.06%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN CB2638                                                         | CUSIP: 3140QM4Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1978718 | PA      | $1740521.64   | 1.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN CB4625                                                         | CUSIP: 3140QQD77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     82326 | PA      | $83887.69     | 0.05%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN CB6874                                                         | CUSIP: 3140QST84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    223684 | PA      | $231162.47    | 0.14%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN CB7867                                                         | CUSIP: 3140QTW54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    188555 | PA      | $195988.34    | 0.12%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN FM1096                                                         | CUSIP: 3140X4GE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    159858 | PA      | $166053.45    | 0.10%             | 2049-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN FS5947                                                         | CUSIP: 3140XMTD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    628077 | PA      | $649333.36    | 0.39%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN FS8279                                                         | CUSIP: 3140XQFV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    534983 | PA      | $477626.77    | 0.29%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN FS9366                                                         | CUSIP: 3140XRMQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    421622 | PA      | $367792.89    | 0.22%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN MA3897                                                         | CUSIP: 31418DKK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    113604 | PA      | $110756.65    | 0.07%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN MA4209                                                         | CUSIP: 31418DVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    204085 | PA      | $162567.63    | 0.10%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN MA4325                                                         | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2102764 | PA      | $1754806.80   | 1.05%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN MA4437                                                         | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    983460 | PA      | $818570.24    | 0.49%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN MA4473                                                         | CUSIP: 31418D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    249838 | PA      | $211675.71    | 0.13%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN MA4496                                                         | CUSIP: 31418D7J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    714173 | PA      | $651363.33    | 0.39%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN MA4548                                                         | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    473311 | PA      | $412815.91    | 0.25%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN MA4562                                                         | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3720843 | PA      | $3092324.30   | 1.85%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN MA4567                                                         | CUSIP: 31418ECD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1024792 | PA      | $954986.63    | 0.57%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN MA4568                                                         | CUSIP: 31418ECE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    411207 | PA      | $392082.70    | 0.23%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN MA4579                                                         | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1766201 | PA      | $1602046.37   | 0.96%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN MA4624                                                         | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1086586 | PA      | $986049.26    | 0.59%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN MA4785                                                         | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1247417 | PA      | $1259949.10   | 0.75%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN MA4805                                                         | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    522782 | PA      | $519116.55    | 0.31%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN MA4838                                                         | CUSIP: 31418ELU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1689477 | PA      | $1593642.29   | 0.95%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN MA4839                                                         | CUSIP: 31418ELV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    277517 | PA      | $270109.72    | 0.16%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN MA4841                                                         | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     88340 | PA      | $89190.92     | 0.05%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN MA4842                                                         | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1621988 | PA      | $1656794.20   | 0.99%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN MA4895                                                         | CUSIP: 31418ENM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    652766 | PA      | $677703.72    | 0.41%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN MA5108                                                         | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    995167 | PA      | $1025726.89   | 0.61%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN MA5140                                                         | CUSIP: 31418EWA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    179747 | PA      | $186844.60    | 0.11%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN MA5164                                                         | CUSIP: 31418EW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    453206 | PA      | $456922.49    | 0.27%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN MA5216                                                         | CUSIP: 31418EYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    244178 | PA      | $251216.93    | 0.15%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FANNIE MAE POOL FN MA5978                                                         | CUSIP: 31418FUC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     99439 | PA      | $100988.77    | 0.06%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORPORATION                                                                        | FEDEX CORP 3.900000% 02/01/2035                                                   | CUSIP: 31428XDK9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71588.46     | 0.04%             | 2035-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FEDEX CORPORATION                                                                        | FEDEX CORP 4.900000% 01/15/2034                                                   | CUSIP: 31428XDJ2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59275.95     | 0.04%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                                       | FORD MOTOR CO 3.250000% 02/12/2032                                                | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     76000 | PA      | $68407.84     | 0.04%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY LTD                                                               | FORTESCUE TREASURY PTY LTD 144A 4.500000% 09/15/2027                              | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | NUSS              | AU        |    567000 | PA      | $566526.66    | 0.34%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                          | FOX CORP 3.500000% 04/08/2030                                                     | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    426000 | PA      | $415306.68    | 0.25%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                          | FOX CORP 4.709000% 01/25/2029                                                     | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    335000 | PA      | $340095.58    | 0.20%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                          | FOX CORP 6.500000% 10/13/2033                                                     | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     73000 | PA      | $80123.39     | 0.05%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                              | FREDDIE MAC GOLD POOL FG C91956                                                   | CUSIP: 3128P8E56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     80640 | PA      | $78996.75     | 0.05%             | 2037-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                              | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K122 A1                   | CUSIP: 3137F82M4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    753389 | PA      | $709087.91    | 0.42%             | 2030-05-25      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                              | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K126 A1                   | CUSIP: 3137FFYP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    536178 | PA      | $516446.00    | 0.31%             | 2030-10-25      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                              | FREDDIE MAC POOL FR QB9065                                                        | CUSIP: 3133AGCA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     89699 | PA      | $78790.37     | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                              | FREDDIE MAC POOL FR QX9177                                                        | CUSIP: 31426GFT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     57122 | PA      | $60053.15     | 0.04%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                              | FREDDIE MAC POOL FR QZ5795                                                        | CUSIP: 31427DNM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    219255 | PA      | $224921.28    | 0.13%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                              | FREDDIE MAC POOL FR RA6622                                                        | CUSIP: 3133KNLB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    743220 | PA      | $655055.75    | 0.39%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                              | FREDDIE MAC POOL FR RA7668                                                        | CUSIP: 3133KPQV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1128827 | PA      | $1097652.02   | 0.66%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                              | FREDDIE MAC POOL FR RB5202                                                        | CUSIP: 3133KYX79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     86075 | PA      | $88317.24     | 0.05%             | 2042-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                              | FREDDIE MAC POOL FR RQ0067                                                        | CUSIP: 3142J6CD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     93660 | PA      | $98362.16     | 0.06%             | 2055-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                              | FREDDIE MAC POOL FR RR0061                                                        | CUSIP: 3142JCB74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     99079 | PA      | $99545.96     | 0.06%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                              | FREDDIE MAC POOL FR SB1634                                                        | CUSIP: 3132CXY71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     90620 | PA      | $88551.48     | 0.05%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                              | FREDDIE MAC POOL FR SD0566                                                        | CUSIP: 3132DMTX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     93380 | PA      | $80985.37     | 0.05%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                              | FREDDIE MAC POOL FR SD3427                                                        | CUSIP: 3132DQYY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    253699 | PA      | $265875.10    | 0.16%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                              | FREDDIE MAC POOL FR SD5288                                                        | CUSIP: 3132DS2V3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    303925 | PA      | $287517.30    | 0.17%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                              | FREDDIE MAC POOL FR SD5368                                                        | CUSIP: 3132DS6D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     99106 | PA      | $86098.40     | 0.05%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                              | FREDDIE MAC POOL FR SD6891                                                        | CUSIP: 3132DUUQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    251530 | PA      | $259697.96    | 0.16%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                              | FREDDIE MAC POOL FR SD8209                                                        | CUSIP: 3132DWDN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    496742 | PA      | $394294.49    | 0.24%             | 2052-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                              | FREDDIE MAC POOL FR SD8257                                                        | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    779361 | PA      | $774057.59    | 0.46%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                              | FREDDIE MAC POOL FR SD8475                                                        | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    151154 | PA      | $153682.70    | 0.09%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                              | FREDDIE MAC POOL FR SL0226                                                        | CUSIP: 31427MHC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    241082 | PA      | $251603.38    | 0.15%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                              | FREDDIE MAC POOL FR SL1637                                                        | CUSIP: 31427NZB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     85853 | PA      | $72063.86     | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                              | FREDDIE MAC POOL FR SL1743                                                        | CUSIP: 31427N5D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    160321 | PA      | $166310.24    | 0.10%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                              | FREDDIE MAC POOL FR SL3022                                                        | CUSIP: 31427QLC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     86989 | PA      | $91666.69     | 0.05%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                                                    | GILEAD SCIENCES INC 1.200000% 10/01/2027                                          | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    352000 | PA      | $338540.77    | 0.20%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                                                    | GILEAD SCIENCES INC 4.600000% 09/01/2035                                          | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    144000 | PA      | $143875.95    | 0.09%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                                                    | GILEAD SCIENCES INC 5.250000% 10/15/2033                                          | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    226000 | PA      | $238499.78    | 0.14%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                               | GINNIE MAE II POOL G2 783311                                                      | CUSIP: 36241LVC7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     80493 | PA      | $83572.65     | 0.05%             | 2041-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                               | GINNIE MAE II POOL G2 MA3805                                                      | CUSIP: 36179SGN1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     77448 | PA      | $78269.79     | 0.05%             | 2046-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                               | GINNIE MAE II POOL G2 MA4385                                                      | CUSIP: 36179S2S5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     75766 | PA      | $77864.63     | 0.05%             | 2047-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                               | GINNIE MAE II POOL G2 MA6995                                                      | CUSIP: 36179VXY1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    121164 | PA      | $107138.86    | 0.06%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                               | GINNIE MAE II POOL G2 MA7472                                                      | CUSIP: 36179WJR0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1048067 | PA      | $925532.35    | 0.55%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                               | GINNIE MAE II POOL G2 MA7705                                                      | CUSIP: 36179WR26<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    462405 | PA      | $408315.58    | 0.24%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                               | GINNIE MAE II POOL G2 MA7986                                                      | CUSIP: 36179W2T4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1678242 | PA      | $1421996.89   | 0.85%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                               | GINNIE MAE II POOL G2 MA8044                                                      | CUSIP: 36179W5D6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1005664 | PA      | $955682.94    | 0.57%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                               | GINNIE MAE II POOL G2 MA8148                                                      | CUSIP: 36179XBR6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     92231 | PA      | $84749.06     | 0.05%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                               | GINNIE MAE II POOL G2 MA8267                                                      | CUSIP: 36179XFG6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    491561 | PA      | $477533.91    | 0.29%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                               | GINNIE MAE II POOL G2 MA8346                                                      | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    123421 | PA      | $120036.23    | 0.07%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                               | GINNIE MAE II POOL G2 MA8799                                                      | CUSIP: 36179XX43<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    731005 | PA      | $727176.93    | 0.43%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                               | GINNIE MAE II POOL G2 MA9016                                                      | CUSIP: 36179YAR5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    815881 | PA      | $822218.31    | 0.49%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                               | GINNIE MAE II POOL G2 MA9171                                                      | CUSIP: 36179YFL3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    699772 | PA      | $711026.64    | 0.43%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                               | GINNIE MAE II POOL G2 MA9304                                                      | CUSIP: 36179YKR4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    151692 | PA      | $153088.87    | 0.09%             | 2053-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                               | GINNIE MAE II POOL G2 MB0021                                                      | CUSIP: 3618N5AX7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    331818 | PA      | $304622.21    | 0.18%             | 2054-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                               | GINNIE MAE II POOL G2 MB0149                                                      | CUSIP: 3618N5EX3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     65795 | PA      | $68437.79     | 0.04%             | 2055-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                               | GINNIE MAE II POOL G2 MB0310                                                      | CUSIP: 3618N5KY4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    123352 | PA      | $128306.08    | 0.08%             | 2055-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                               | GINNIE MAE II POOL G2 MB0425                                                      | CUSIP: 3618N5PK9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    677930 | PA      | $692202.41    | 0.41%             | 2055-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                               | GINNIE MAE II POOL G2 MB0551                                                      | CUSIP: 3618N5TH2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    801147 | PA      | $736654.70    | 0.44%             | 2055-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                               | GINNIE MAE II POOL G2 MB0556                                                      | CUSIP: 3618N5TN9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    402931 | PA      | $408520.29    | 0.24%             | 2055-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL PLC                                                              | GLAXOSMITHKLINE CAPITAL PLC 3.375000% 06/01/2029                                  | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | NUSS              | GB        |     11000 | PA      | $10856.25     | 0.01%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS CAPITAL I                                                                  | GOLDMAN SACHS CAPITAL I 6.345000% 02/15/2034                                      | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |    103000 | PA      | $110746.80    | 0.07%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                            | GOLDMAN SACHS GROUP INC/THE 4.017000% 10/31/2038                                  | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    210000 | PA      | $189742.18    | 0.11%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                            | GOLDMAN SACHS GROUP INC/THE 4.411000% 04/23/2039                                  | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    480000 | PA      | $446944.73    | 0.27%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                            | GOLDMAN SACHS GROUP INC/THE 5.218000% 04/23/2031                                  | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    530000 | PA      | $548660.63    | 0.33%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OPERATING CORPORATION                                                    | GULFPORT ENERGY OPERATING CORP 144A 6.750000% 09/01/2029                          | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    315000 | PA      | $326202.35    | 0.20%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HESS CORPORATION                                                                         | HESS CORP 6.000000% 01/15/2040                                                    | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    107000 | PA      | $117259.43    | 0.07%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORPORATION                                                                       | HEXCEL CORP 4.200000% 02/15/2027                                                  | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    297000 | PA      | $296643.80    | 0.18%             | 2027-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                                     | HIGHWOODS REALTY LP 4.125000% 03/15/2028                                          | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    432000 | PA      | $429222.87    | 0.26%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HLF FINANCING SARL, LLC                                                                  | HLF FINANCING SARL LLC / HERBALIFE INTERNATIONAL I 12.250000% 04/15/2029          | CUSIP: 40390DAD7<br>LEI: 549300VKVJUV5OGV2R51 | Long             | DBT              | CORP              | US        |    300000 | PA      | $320456.10    | 0.19%             | 2029-04-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| THE HOWARD HUGHES CORPORATION                                                            | HOWARD HUGHES CORP/THE 144A 4.125000% 02/01/2029                                  | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    339000 | PA      | $328235.34    | 0.20%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC.                                                                    | HOWMET AEROSPACE INC 5.950000% 02/01/2037                                         | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    181000 | PA      | $197884.69    | 0.12%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                        | HSBC HOLDINGS PLC 2.013000% 09/22/2028                                            | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    550000 | PA      | $533527.47    | 0.32%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                        | HSBC HOLDINGS PLC 4.755000% 06/09/2028                                            | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    200000 | PA      | $201670.16    | 0.12%             | 2028-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                        | HSBC HOLDINGS PLC 6.800000% 06/01/2038                                            | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    480000 | PA      | $539644.92    | 0.32%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                                              | HUMANA INC 2.150000% 02/03/2032                                                   | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    165000 | PA      | $144012.11    | 0.09%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                                              | HUMANA INC 3.125000% 08/15/2029                                                   | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    310000 | PA      | $298484.72    | 0.18%             | 2029-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                                              | HUMANA INC 5.875000% 03/01/2033                                                   | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     44000 | PA      | $46061.13     | 0.03%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                              | ILLINOIS ST STATE OF ILLINOIS                                                     | CUSIP: 452152BM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    259615 | PA      | $277557.78    | 0.17%             | 2035-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| INGREDION INCORPORATED                                                                   | INGREDION INC 2.900000% 06/01/2030                                                | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    450000 | PA      | $429741.23    | 0.26%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 1.250000% 02/10/2031           | CUSIP: 459058JR5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    800000 | PA      | $717065.89    | 0.43%             | 2031-02-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 3.125000% 06/15/2027           | CUSIP: 459058KJ1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    280000 | PA      | $278768.97    | 0.17%             | 2027-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                                | INVITATION HOMES OPERATING PARTNERSHIP LP 2.700000% 01/15/2034                    | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    293000 | PA      | $250992.16    | 0.15%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| J. B. HUNT TRANSPORT SERVICES, INC.                                                      | JB HUNT TRANSPORT SERVICES INC 4.900000% 03/15/2030                               | CUSIP: 445658CG0<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123336.94    | 0.07%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDINGS, LLC                                                          | JEFFERSON CAPITAL HOLDINGS LLC 144A 8.250000% 05/15/2030                          | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $246207.86    | 0.15%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| KBR, INC.                                                                                | KBR INC 144A 4.750000% 09/30/2028                                                 | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |    261000 | PA      | $257592.83    | 0.15%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES, INC.                                                              | KEYSIGHT TECHNOLOGIES INC 4.950000% 10/15/2034                                    | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56072.63     | 0.03%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORPORATION                                                                 | KINROSS GOLD CORP 6.250000% 07/15/2033                                            | CUSIP: 496902AT4<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | NUSS              | CA        |    287000 | PA      | $315650.54    | 0.19%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corporation                                                              | KIOXIA HOLDINGS CORP 144A 6.250000% 07/24/2030                                    | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | NUSS              | JP        |    320000 | PA      | $332257.24    | 0.20%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                                                                       | KOHL'S CORP 144A 10.000000% 06/01/2030                                            | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    295000 | PA      | $321143.49    | 0.19%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Kontoor Brands, Inc.                                                                     | KONTOOR BRANDS INC 144A 4.125000% 11/15/2029                                      | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |    340000 | PA      | $323971.32    | 0.19%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank                                                                   | KOREA DEVELOPMENT BANK 4.375000% 02/15/2028                                       | CUSIP: 500630DW5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    209000 | PA      | $211945.00    | 0.13%             | 2028-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                           | LANDWIRTSCHAFTLICHE RENTENBANK 3.875000% 06/14/2028                               | CUSIP: 515110CD4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | NUSS              | DE        |     36000 | PA      | $36340.40     | 0.02%             | 2028-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                 | LLOYDS BANKING GROUP PLC 3.574000% 11/07/2028                                     | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |    469000 | PA      | $465890.46    | 0.28%             | 2028-11-07      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIES AND COMMUNITY DEVELOPMENT AUTHORITY  | LOUISIANA ST LOCAL GOVT ENVRNM LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIE | CUSIP: 54627RAP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $289002.23    | 0.17%             | 2039-08-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| M/I HOMES, INC.                                                                          | M/I HOMES INC 3.950000% 02/15/2030                                                | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    347000 | PA      | $334204.58    | 0.20%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HOLDINGS, LLC                                                              | MACY'S RETAIL HOLDINGS LLC 144A 5.875000% 03/15/2030                              | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    328000 | PA      | $329516.67    | 0.20%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MANUFACTURERS AND TRADERS TRUST COMPANY                                                  | MANUFACTURERS & TRADERS TRUST CO 4.700000% 01/27/2028                             | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    261000 | PA      | $264866.01    | 0.16%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                                          | MAREX GROUP PLC 5.829000% 05/08/2028                                              | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | NUSS              | GB        |    100000 | PA      | $101993.11    | 0.06%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                                          | MAREX GROUP PLC 6.404000% 11/04/2029                                              | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | NUSS              | GB        |    120000 | PA      | $125623.03    | 0.08%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                                                             | MARRIOTT INTERNATIONAL INC/MD 2.750000% 10/15/2033                                | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35448.27     | 0.02%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INCORPORATED.                                                                 | MASTERCARD INC 4.100000% 01/15/2028                                               | CUSIP: 57636QBA1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    330000 | PA      | $332914.11    | 0.20%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II, LLC                                                             | MATCH GROUP HOLDINGS II LLC 144A 4.125000% 08/01/2030                             | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    345000 | PA      | $327860.54    | 0.20%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II, LLC                                                             | MATCH GROUP HOLDINGS II LLC 144A 4.625000% 06/01/2028                             | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    181000 | PA      | $178806.35    | 0.11%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST                                                           | MERCEDES-BENZ AUTO LEASE TRUST 2024-A MBALT 2024-A A4                             | CUSIP: 58770JAE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    300000 | PA      | $304932.00    | 0.18%             | 2030-02-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                                                        | MERCK & CO INC 3.900000% 03/07/2039                                               | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    397000 | PA      | $361110.56    | 0.22%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORPORATION                                                               | MERITAGE HOMES CORP 5.125000% 06/06/2027                                          | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    330000 | PA      | $332177.51    | 0.20%             | 2027-06-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                     | META PLATFORMS INC 4.600000% 05/15/2028                                           | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91793.48     | 0.05%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                     | META PLATFORMS INC 4.800000% 05/15/2030                                           | CUSIP: 30303M8M7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    419000 | PA      | $433378.83    | 0.26%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                             | MIZUHO FINANCIAL GROUP INC 2.260000% 07/09/2032                                   | CUSIP: 60687YBT5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | NUSS              | JP        |    205000 | PA      | $184668.35    | 0.11%             | 2032-07-09      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                                                  | MOLINA HEALTHCARE INC 144A 3.875000% 11/15/2030                                   | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    345000 | PA      | $314269.99    | 0.19%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                                                  | MOLINA HEALTHCARE INC 144A 4.375000% 06/15/2028                                   | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    288000 | PA      | $282984.74    | 0.17%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MORGAN STANLEY 2.484000% 09/16/2036                                               | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1080124.08   | 0.65%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                  | MPLX LP 4.125000% 03/01/2027                                                      | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    530000 | PA      | $530315.87    | 0.32%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                  | MPLX LP 4.500000% 04/15/2038                                                      | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21340.81     | 0.01%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MSWF COMMERCIAL MORTGAGE TRUST                                                           | MSWF COMMERCIAL MORTGAGE TRUST 2023-2 MSWF 2023-2 A5                              | CUSIP: 55361AAU8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    300000 | PA      | $327609.33    | 0.20%             | 2056-12-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| BANQUE NATIONALE DU CANADA                                                               | NATIONAL BANK OF CANADA 5.600000% 12/18/2028                                      | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    403000 | PA      | $420939.39    | 0.25%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                                                | NATIONAL FUEL GAS CO 5.950000% 03/15/2035                                         | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    248000 | PA      | $264207.80    | 0.16%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTORS, INC.                                                          | NATIONAL HEALTH INVESTORS INC 3.000000% 02/01/2031                                | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |    112000 | PA      | $102731.92    | 0.06%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                        | NATWEST GROUP PLC 3.032000% 11/28/2035                                            | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $195670.16    | 0.12%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                        | NATWEST GROUP PLC 3.073000% 05/22/2028                                            | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | NUSS              | GB        |    239000 | PA      | $236566.39    | 0.14%             | 2028-05-22      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                        | NATWEST GROUP PLC 5.516000% 09/30/2028                                            | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | NUSS              | GB        |    275000 | PA      | $281570.21    | 0.17%             | 2028-09-30      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORPORATION                                                                      | NAVIENT CORP 5.500000% 03/15/2029                                                 | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112070.41    | 0.07%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NETAPP, INC.                                                                             | NETAPP INC 2.375000% 06/22/2027                                                   | CUSIP: 64110DAJ3<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    350000 | PA      | $342799.76    | 0.21%             | 2027-06-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NETFLIX, INC.                                                                            | NETFLIX INC 4.875000% 04/15/2028                                                  | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    436000 | PA      | $445998.19    | 0.27%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX, INC.                                                                            | NETFLIX INC 6.375000% 05/15/2029                                                  | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16114.92     | 0.01%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NewMarket Corporation                                                                    | NEWMARKET CORP 2.700000% 03/18/2031                                               | CUSIP: 651587AG2<br>LEI: 54930082CG88ERDREQ47 | Long             | DBT              | CORP              | US        |    309000 | PA      | $285047.10    | 0.17%             | 2031-03-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Nordiska Investeringsbanken, Pohjoismaiden Investointipankki NIB, Nordic Investment Bank | NORDIC INVESTMENT BANK 3.375000% 09/08/2027                                       | CUSIP: 65562QBV6<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $199678.94    | 0.12%             | 2027-09-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Nordiska Investeringsbanken, Pohjoismaiden Investointipankki NIB, Nordic Investment Bank | NORDIC INVESTMENT BANK 4.375000% 03/14/2028                                       | CUSIP: 65562QBW4<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    359000 | PA      | $365366.09    | 0.22%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                                                | NORTHERN STATES POWER CO/MN 5.350000% 11/01/2039                                  | CUSIP: 665772CE7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    462000 | PA      | $475245.80    | 0.28%             | 2039-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| nVent Finance S.a r.l.                                                                   | NVENT FINANCE SARL 5.650000% 05/15/2033                                           | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | NUSS              | GB        |    290000 | PA      | $306468.91    | 0.18%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                                | O'REILLY AUTOMOTIVE INC 3.900000% 06/01/2029                                      | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    153000 | PA      | $152470.02    | 0.09%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                                | O'REILLY AUTOMOTIVE INC 4.700000% 06/15/2032                                      | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    298000 | PA      | $303380.56    | 0.18%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTERNATIONAL, INC.                                                          | OCEANEERING INTERNATIONAL INC 6.000000% 02/01/2028                                | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    320000 | PA      | $325585.73    | 0.19%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA GAS AND ELECTRIC COMPANY                                                        | OKLAHOMA GAS AND ELECTRIC CO 5.400000% 01/15/2033                                 | CUSIP: 678858BX8<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    316000 | PA      | $332782.10    | 0.20%             | 2033-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                                                         | OMEGA HEALTHCARE INVESTORS INC 4.750000% 01/15/2028                               | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    433000 | PA      | $437172.35    | 0.26%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                     | ONEMAIN FINANCE CORP 7.875000% 03/15/2030                                         | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83676.40     | 0.05%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                                    | OPEN TEXT CORP 144A 3.875000% 12/01/2029                                          | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | NUSS              | CA        |    270000 | PA      | $243012.58    | 0.15%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC.                                                                           | OPEN TEXT HOLDINGS INC 144A 4.125000% 02/15/2030                                  | CUSIP: 683720AA4<br>LEI: 391200TOWHX99FWE8G92 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $297400.82    | 0.18%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                       | ORACLE CORP 3.800000% 11/15/2037                                                  | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    116000 | PA      | $95400.43     | 0.06%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                         | PARAMOUNT GLOBAL 3.700000% 06/01/2028                                             | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    214000 | PA      | $207127.17    | 0.12%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                         | PARAMOUNT GLOBAL 4.200000% 05/19/2032                                             | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    300000 | PA      | $264171.97    | 0.16%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES, INC.                                                                 | PATRICK INDUSTRIES INC 144A 4.750000% 05/01/2029                                  | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    330000 | PA      | $329122.56    | 0.20%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PAYCHEX, INC.                                                                            | PAYCHEX INC 5.350000% 04/15/2032                                                  | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    340000 | PA      | $348688.01    | 0.21%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Pentair Finance S.a r.l.                                                                 | PENTAIR FINANCE SARL 4.500000% 07/01/2029                                         | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | NUSS              | US        |    181000 | PA      | $182748.86    | 0.11%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pentair Finance S.a r.l.                                                                 | PENTAIR FINANCE SARL 5.900000% 07/15/2032                                         | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | NUSS              | US        |    120000 | PA      | $128815.81    | 0.08%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Company, Inc.                                                       | PIEDMONT NATURAL GAS CO INC 2.500000% 03/15/2031                                  | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13826.04     | 0.01%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORPORATION                                                              | PILGRIM'S PRIDE CORP 4.250000% 04/15/2031                                         | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    375000 | PA      | $367550.33    | 0.22%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES CORPORATION                                                       | PPL ELECTRIC UTILITIES CORP 5.000000% 05/15/2033                                  | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    462000 | PA      | $477289.06    | 0.29%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP, INC.                                                          | PRINCIPAL FINANCIAL GROUP INC 5.375000% 03/15/2033                                | CUSIP: 74251VAT9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     54000 | PA      | $56399.77     | 0.03%             | 2033-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                                                             | PROCTER & GAMBLE CO/THE 4.050000% 01/26/2033                                      | CUSIP: 742718GA1<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    330000 | PA      | $333039.47    | 0.20%             | 2033-01-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                                       | PUBLIC SERVICE CO OF COLORADO 3.700000% 06/15/2028                                | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    328000 | PA      | $327170.53    | 0.20%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                  | PUBLIC SERVICE ELECTRIC AND GAS CO 5.200000% 08/01/2033                           | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    480000 | PA      | $501850.78    | 0.30%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP, INC.                                                                         | PULTEGROUP INC 6.000000% 02/15/2035                                               | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $173022.70    | 0.10%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP, INC.                                                                         | PULTEGROUP INC 7.875000% 06/15/2032                                               | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    182000 | PA      | $214993.93    | 0.13%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES, INC.                                                                    | QUANTA SERVICES INC 5.250000% 08/09/2034                                          | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103614.10    | 0.06%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INCORPORATED                                                           | QUEST DIAGNOSTICS INC 4.200000% 06/30/2029                                        | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    116000 | PA      | $116850.55    | 0.07%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INCORPORATED                                                           | QUEST DIAGNOSTICS INC 6.400000% 11/30/2033                                        | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    292000 | PA      | $326464.79    | 0.20%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICALS, INC.                                                          | REGENERON PHARMACEUTICALS INC 1.750000% 09/15/2030                                | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90136.25     | 0.05%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA, INCORPORATED                                               | REINSURANCE GROUP OF AMERICA INC 6.000000% 09/15/2033                             | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     29000 | PA      | $31006.31     | 0.02%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RELIANCE, INC.                                                                           | RELIANCE INC 2.150000% 08/15/2030                                                 | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    349000 | PA      | $319442.16    | 0.19%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc.                                                                        | RELX CAPITAL INC 3.000000% 05/22/2030                                             | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $333948.74    | 0.20%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                            | REPUBLIC OF INDONESIA 4.550000% 01/11/2028                                        | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    315000 | PA      | $318212.00    | 0.19%             | 2028-01-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Republica de Panama                                                                      | REPUBLIC OF PANAMA 4.500000% 01/19/2063                                           | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    237000 | PA      | $183461.70    | 0.11%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                              | REPUBLIC OF PHILIPPINES 3.200000% 07/06/2046                                      | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    740000 | PA      | $538801.77    | 0.32%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Republica Oriental del Uruguay                                                           | REPUBLICA ORIENT URUGUAY 5.250000% 09/10/2060                                     | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    300000 | PA      | $284850.00    | 0.17%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                                      | RESIDEO FUNDING INC 144A 4.000000% 09/01/2029                                     | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    345000 | PA      | $336323.91    | 0.20%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC                                                              | RESORTS WORLD LAS VEGAS LLC / RWLV CAPITAL INC 144 8.450000% 07/27/2030           | CUSIP: 76120HAD9<br>LEI: 254900LHVH9D3APT8R82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203840.40    | 0.12%             | 2030-07-27      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                                              | RIO TINTO FINANCE USA PLC 5.000000% 03/09/2033                                    | CUSIP: 76720AAN6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | NUSS              | AU        |    308000 | PA      | $319896.95    | 0.19%             | 2033-03-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROLLINS, INC.                                                                            | ROLLINS INC 5.250000% 02/24/2035                                                  | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154186.39    | 0.09%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                       | ROYALTY PHARMA PLC 2.150000% 09/02/2031                                           | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | NUSS              | US        |    471000 | PA      | $420909.92    | 0.25%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                             | SANTANDER HOLDINGS USA INC 7.660000% 11/09/2031                                   | CUSIP: 80282KBH8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    130000 | PA      | $146730.49    | 0.09%             | 2031-11-09      | Fixed         | 7.66%                 | No            |                  2 | On Loan: No      |
| Seadrill Finance Limited                                                                 | SEADRILL FINANCE LTD 144A 8.375000% 08/01/2030                                    | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | NUSS              | NO        |    220000 | PA      | $231187.92    | 0.14%             | 2030-08-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE. LTD.                                                | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 144A 4.091000% 06/01/2029                 | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    340000 | PA      | $333468.91    | 0.20%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                      | SIRIUS XM RADIO LLC 144A 4.000000% 07/15/2028                                     | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    340000 | PA      | $331922.82    | 0.20%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS, INC.                                                                 | SKYWORKS SOLUTIONS INC 3.000000% 06/01/2031                                       | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    175000 | PA      | $159342.45    | 0.10%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                                       | SMITH & NEPHEW PLC 5.150000% 03/20/2027                                           | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | NUSS              | GB        |     96000 | PA      | $97111.42     | 0.06%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc.                                                            | SOMNIGROUP INTERNATIONAL INC 144A 4.000000% 04/15/2029                            | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    337000 | PA      | $327507.75    | 0.20%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                                       | SOUTHERN CALIFORNIA EDISON CO 2.750000% 02/01/2032                                | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15431.80     | 0.01%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                                       | SOUTHERN CALIFORNIA EDISON CO 5.550000% 01/15/2037                                | CUSIP: 842400FF5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147897.29    | 0.09%             | 2037-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                                          | SOUTHERN CALIFORNIA GAS CO 5.200000% 06/01/2033                                   | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98859.18     | 0.06%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank (New York Branch)                                                | STANDARD CHARTERED BANK/NEW YORK MTN 4.853000% 12/03/2027                         | CUSIP: 85325X2B1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |    320000 | PA      | $325978.39    | 0.19%             | 2027-12-03      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STERIS IRISH FINCO UNLIMITED COMPANY                                                     | STERIS IRISH FINCO UNLTD CO 2.700000% 03/15/2031                                  | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | NUSS              | US        |    887000 | PA      | $824687.65    | 0.49%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc.                                                                       | SUNCOR ENERGY INC 5.950000% 12/01/2034                                            | CUSIP: 867229AD8<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | NUSS              | CA        |    180000 | PA      | $193544.79    | 0.12%             | 2034-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc.                                                                       | SUNCOR ENERGY INC 6.850000% 06/01/2039                                            | CUSIP: 86722TAB8<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | NUSS              | CA        |    237000 | PA      | $266594.38    | 0.16%             | 2039-06-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc.                                                                       | SUNCOR ENERGY INC 7.150000% 02/01/2032                                            | CUSIP: 867229AC0<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | NUSS              | CA        |     65000 | PA      | $73722.46     | 0.04%             | 2032-02-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                           | SYNCHRONY BANK 5.625000% 08/23/2027                                               | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    580000 | PA      | $590776.64    | 0.35%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                       | T-MOBILE USA INC 2.625000% 02/15/2029                                             | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33682.12     | 0.02%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                       | T-MOBILE USA INC 3.500000% 04/15/2031                                             | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     94000 | PA      | $90810.19     | 0.05%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                       | T-MOBILE USA INC 5.050000% 07/15/2033                                             | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    537000 | PA      | $553930.73    | 0.33%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LIMITED PARTNERSHIP                                                    | TANGER PROPERTIES LP 2.750000% 09/01/2031                                         | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    491000 | PA      | $449083.13    | 0.27%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TAPESTRY, INC.                                                                           | TAPESTRY INC 3.050000% 03/15/2032                                                 | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    383000 | PA      | $355905.48    | 0.21%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP.                                                                    | TARGA RESOURCES CORP 5.500000% 02/15/2035                                         | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    425000 | PA      | $439777.48    | 0.26%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEGNA INC.                                                                               | TEGNA INC 4.625000% 03/15/2028                                                    | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    420000 | PA      | $418810.48    | 0.25%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INCORPORATED                                                       | TELEDYNE TECHNOLOGIES INC 2.250000% 04/01/2028                                    | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101584.71    | 0.06%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INCORPORATED                                                                    | TELEFLEX INC 144A 4.250000% 06/01/2028                                            | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    331000 | PA      | $325982.04    | 0.19%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones, S.A.U.                                                             | TELEFONICA EMISIONES SA 4.103000% 03/08/2027                                      | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | NUSS              | ES        |    340000 | PA      | $340298.64    | 0.20%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                               | TENN VALLEY AUTHORITY 3.875000% 03/15/2028                                        | CUSIP: 880591EZ1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    439000 | PA      | $443617.63    | 0.27%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC.                                                                           | TIDEWATER INC 144A 9.125000% 07/15/2030                                           | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |    300000 | PA      | $324540.60    | 0.19%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| TOLL BROTHERS FINANCE CORP.                                                              | TOLL BROTHERS FINANCE CORP 4.875000% 03/15/2027                                   | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $352006.34    | 0.21%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                           | TR FINANCE LLC 5.850000% 04/15/2040                                               | CUSIP: 87268LAB3<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $306078.83    | 0.18%             | 2040-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDCO INC.                                                           | TRANE TECHNOLOGIES HOLDCO INC 3.750000% 08/21/2028                                | CUSIP: 45687AAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    249000 | PA      | $249579.44    | 0.15%             | 2028-08-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES, INC.                                                                   | TRI POINTE HOMES INC 5.700000% 06/15/2028                                         | CUSIP: 87265HAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $324940.48    | 0.19%             | 2028-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRIMAS CORPORATION                                                                       | TRIMAS CORP 144A 4.125000% 04/15/2029                                             | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |    335000 | PA      | $323361.73    | 0.19%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                             | TRUIST FINANCIAL CORP MTN 5.122000% 01/26/2034                                    | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20514.10     | 0.01%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S.A.                                                              | TYCO ELECTRONICS GROUP SA 3.125000% 08/15/2027                                    | CUSIP: 902133AU1<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | NUSS              | CH        |    160000 | PA      | $158792.51    | 0.09%             | 2027-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                 | UNITED MEXICAN STATES 4.280000% 08/14/2041                                        | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    523000 | PA      | $425355.90    | 0.25%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                          | UNITEDHEALTH GROUP INC 2.300000% 05/15/2031                                       | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23742.38     | 0.01%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                          | UNITEDHEALTH GROUP INC 2.875000% 08/15/2029                                       | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19324.71     | 0.01%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                          | UNITEDHEALTH GROUP INC 3.500000% 08/15/2039                                       | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    408000 | PA      | $342479.69    | 0.20%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                          | UNITEDHEALTH GROUP INC 4.500000% 04/15/2033                                       | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16978.89     | 0.01%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                          | UNITEDHEALTH GROUP INC 6.625000% 11/15/2037                                       | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22748.85     | 0.01%             | 2037-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                                             | US BANCORP 2.491000% 11/03/2036                                                   | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $354172.49    | 0.21%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | US TREASURY N/B 0.625000% 05/15/2030                                              | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    989000 | PA      | $879514.61    | 0.53%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | US TREASURY N/B 0.875000% 11/15/2030                                              | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2065000 | PA      | $1830832.22   | 1.10%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | US TREASURY N/B 1.250000% 05/15/2050                                              | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    365000 | PA      | $182884.96    | 0.11%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | US TREASURY N/B 1.375000% 11/15/2031                                              | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1724000 | PA      | $1526278.75   | 0.91%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | US TREASURY N/B 1.375000% 11/15/2040                                              | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2197000 | PA      | $1475165.35   | 0.88%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | US TREASURY N/B 1.375000% 12/31/2028                                              | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1112000 | PA      | $1052056.25   | 0.63%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | US TREASURY N/B 1.500000% 02/15/2030                                              | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    234000 | PA      | $217272.66    | 0.13%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | US TREASURY N/B 1.500000% 11/30/2028                                              | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    446000 | PA      | $424065.86    | 0.25%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | US TREASURY N/B 1.625000% 08/15/2029                                              | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    500000 | PA      | $471230.47    | 0.28%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | US TREASURY N/B 1.750000% 11/15/2029                                              | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   5169000 | PA      | $4869763.39   | 2.91%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | US TREASURY N/B 1.875000% 02/15/2032                                              | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    902000 | PA      | $817367.04    | 0.49%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | US TREASURY N/B 1.875000% 02/15/2041                                              | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3023000 | PA      | $2182346.20   | 1.31%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | US TREASURY N/B 1.875000% 02/15/2051                                              | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2045000 | PA      | $1193449.22   | 0.71%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | US TREASURY N/B 1.875000% 02/28/2029                                              | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    274000 | PA      | $262194.45    | 0.16%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | US TREASURY N/B 1.875000% 11/15/2051                                              | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2949000 | PA      | $1702241.13   | 1.02%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | US TREASURY N/B 2.000000% 02/15/2050                                              | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    139000 | PA      | $85007.19     | 0.05%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | US TREASURY N/B 2.000000% 11/15/2041                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    117000 | PA      | $84422.81     | 0.05%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | US TREASURY N/B 2.250000% 02/15/2052                                              | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    146000 | PA      | $92362.11     | 0.06%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | US TREASURY N/B 2.250000% 05/15/2041                                              | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    562000 | PA      | $426944.38    | 0.26%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | US TREASURY N/B 2.500000% 02/15/2046                                              | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5650000 | PA      | $4083449.25   | 2.44%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | US TREASURY N/B 2.750000% 05/31/2029                                              | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1600000 | PA      | $1567500.00   | 0.94%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | US TREASURY N/B 2.750000% 08/15/2032                                              | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    313000 | PA      | $296286.29    | 0.18%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | US TREASURY N/B 2.875000% 05/15/2032                                              | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |     31000 | PA      | $29651.02     | 0.02%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | US TREASURY N/B 2.875000% 05/15/2049                                              | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3014000 | PA      | $2244841.34   | 1.34%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | US TREASURY N/B 2.875000% 05/15/2052                                              | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2047000 | PA      | $1487433.35   | 0.89%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | US TREASURY N/B 3.000000% 08/15/2048                                              | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    711000 | PA      | $546136.88    | 0.33%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | US TREASURY N/B 3.125000% 05/15/2048                                              | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    720000 | PA      | $567168.75    | 0.34%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | US TREASURY N/B 3.125000% 11/15/2028                                              | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2100000 | PA      | $2085808.60   | 1.25%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | US TREASURY N/B 3.250000% 06/30/2029                                              | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1848000 | PA      | $1838326.87   | 1.10%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | US TREASURY N/B 3.375000% 11/15/2048                                              | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    324000 | PA      | $265654.69    | 0.16%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | US TREASURY N/B 3.750000% 10/31/2032                                              | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    825000 | PA      | $827320.31    | 0.49%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | US TREASURY N/B 4.250000% 02/15/2054                                              | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    183000 | PA      | $171426.68    | 0.10%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | US TREASURY N/B 4.250000% 08/15/2035                                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   4675000 | PA      | $4791144.53   | 2.87%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | US TREASURY N/B 4.250000% 08/15/2054                                              | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    124000 | PA      | $116182.19    | 0.07%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | US TREASURY N/B 4.625000% 02/15/2055                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    124000 | PA      | $123665.78    | 0.07%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | US TREASURY N/B 4.625000% 11/15/2055                                              | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    305000 | PA      | $304475.78    | 0.18%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | US TREASURY N/B 4.750000% 08/15/2055                                              | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3897000 | PA      | $3968242.03   | 2.37%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORPORATION                                                                | VALERO ENERGY CORP 2.800000% 12/01/2031                                           | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    343000 | PA      | $317219.44    | 0.19%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VERISIGN, INC.                                                                           | VERISIGN INC 2.700000% 06/15/2031                                                 | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    115000 | PA      | $104650.81    | 0.06%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VERISIGN, INC.                                                                           | VERISIGN INC 5.250000% 06/01/2032                                                 | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    698000 | PA      | $714433.40    | 0.43%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC 4.500000% 08/10/2033                                   | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49873.43     | 0.03%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC.                                                                    | VERMILION ENERGY INC 144A 6.875000% 05/01/2030                                    | CUSIP: 923725AD7<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | NUSS              | CA        |    350000 | PA      | $353871.35    | 0.21%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VIASAT, INC.                                                                             | VIASAT INC 144A 5.625000% 04/15/2027                                              | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    375000 | PA      | $374308.61    | 0.22%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                    | WELLS FARGO & CO MTN 2.572000% 02/11/2031                                         | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42353.82     | 0.03%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                         | WELLTOWER OP LLC 3.850000% 06/15/2032                                             | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53830.83     | 0.03%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                                          | WESTERN MIDSTREAM OPERATING LP 4.050000% 02/01/2030                               | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    457000 | PA      | $451443.63    | 0.27%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER AND LIGHT COMPANY                                                        | WISCONSIN POWER AND LIGHT CO 3.050000% 10/15/2027                                 | CUSIP: 976826BL0<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    330000 | PA      | $325734.95    | 0.19%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                                 | WOODSIDE FINANCE LTD 5.100000% 09/12/2034                                         | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | NUSS              | AU        |    199000 | PA      | $199923.67    | 0.12%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS, LP                                               | XPLR INFRASTRUCTURE OPERATING PARTNERS LP 144A 4.500000% 09/15/2027               | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    430000 | PA      | $428160.42    | 0.26%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS, LP                                               | XPLR INFRASTRUCTURE OPERATING PARTNERS LP 144A 7.250000% 01/15/2029               | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155692.65    | 0.09%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| XYLEM INC.                                                                               | XYLEM INC/NY 1.950000% 01/30/2028                                                 | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    190000 | PA      | $183474.86    | 0.11%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS, INC.                                                                         | ZIFF DAVIS INC 144A 4.625000% 10/15/2030                                          | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |    350000 | PA      | $314562.57    | 0.19%             | 2030-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS, INC.                                                             | ZIMMER BIOMET HOLDINGS INC 5.750000% 11/30/2039                                   | CUSIP: 98956PAB8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     22000 | PA      | $23032.88     | 0.01%             | 2039-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC.                                                                              | ZOETIS INC 3.000000% 09/12/2027                                                   | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    326000 | PA      | $322137.86    | 0.19%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Symmetry Panoramic Trust

**Signature:** Andrew Metzger

**Name of Signer:** Andrew Metzger

**Title:** CFO