# EDGAR Filing Document

**Accession Number:** 0000764719
**File Stem:** 0001410368-26-064324
**Filing Date:** 2026-6
**Character Count:** 190808
**Document Hash:** 4ab8c9799f4508f3a319a727a250bfa3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-064324.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0001410368-26-064324

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MFS SERIES TRUST XV
- **CENTRAL INDEX KEY:** 0000764719

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04253
- **FILM NUMBER:** 261113286

**BUSINESS ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 18006372929

**MAIL ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS GOVERNMENT LIMITED MATURITY FUND /MA/
- **DATE OF NAME CHANGE:** 19930623

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS GOVERNMENT PREMIUM FUND
- **DATE OF NAME CHANGE:** 19930408

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS GOVERNMENT PREMIUM ACCOUNT
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### MFS Commodity Strategy Fund (Series ID: S000028958)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000088951 | A            | MCSAX           |
| C000088952 | B            | MCSFX           |
| C000088953 | C            | MCSHX           |
| C000088954 | I            | MCSIX           |
| C000088955 | R1           | MCSNX           |
| C000088956 | R2           | MCSOX           |
| C000088957 | R3           | MCSQX           |
| C000088958 | R4           | MCSTX           |
| C000119775 | R6           | MCSRX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MFS SERIES TRUST XV

- **b. Investment Company Act file number:** 811-04253

- **c. CIK number of Registrant:** 0000764719

- **d. LEI of Registrant:** 549300YI4S4U2N712160

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

  - **Street Address 1:** 111 HUNTINGTON AVENUE

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199

  - **Telephone number:** 617-954-5000

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

- **a. Name of Series:** MFS Commodity Strategy Fund

- **b. EDGAR series identifier (if any):** S000028958

- **c. LEI of Series:** T0OEQ8I3F6DXUJCOV412

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

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

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $987223277.61

**Total Liabilities:** $18343404.67

**Net Assets:** $968879872.94

**Amount of Assets Invested in Other Investment Companies:** $198209179.85

**Delayed Delivery Securities:** $4793643.00

**Cash Not Reported:** $344130.76

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2949.62000000 | **1-Year:** -48362.24000000 | **5-Year:** -59231.55000000 | **10-Year:** -4922.50000000 | **30-Year:** -1593.23000000

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

- **3-Month:** -176.44000000 | **1-Year:** -2436.62000000 | **5-Year:** -2195.69000000 | **10-Year:** -2283.79000000 | **30-Year:** -1100.31000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000088953 | 2.29%                | 6.47%                | 4.67%                |
| Class ID C000088955 | 2.53%                | 6.67%                | 4.63%                |
| Class ID C000119775 | 2.53%                | 6.65%                | 4.85%                |
| Class ID C000088958 | 2.53%                | 6.65%                | 4.62%                |
| Class ID C000088954 | 2.52%                | 6.63%                | 4.84%                |
| Class ID C000088956 | 2.54%                | 6.44%                | 4.65%                |
| Class ID C000088957 | 2.53%                | 6.67%                | 4.63%                |
| Class ID C000088952 | 2.53%                | 6.42%                | 4.64%                |
| Class ID C000088951 | 2.53%                | 6.67%                | 4.63%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-63596.12               | $1341061.69                                |
| Month 2  | $-85545.40               | $-6130414.02                               |
| Month 3  | $-99188.39               | $163202.54                                 |

**Designated Index Information**

- **Index Name:** Bloomberg Commodity Index

- **Index Identifier:** BCOM

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ORACLE CORP                                      | Oracle Corp                                                                                                       | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2357000 | PA      | $2328568.69   | 0.24%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                              | PFS Financing Corp                                                                                                | CUSIP: 69335PGE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1970000 | PA      | $1974478.40   | 0.20%             | 2030-02-15      | Floating      | 4.34%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Securities LLC                          | Long: TR11872   TRS USD R E TR11872R / Short: TR11872   TRS USD P V 03MTBILL TR11872P/USB3MTA+8.00BPS             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              |  | US        |  57303228 | OU      | $2573947.42   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL Holdings Inc                                                                                                  | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1082000 | PA      | $1091925.71   | 0.11%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TR12032   TRS USD R E TR12032R                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        |  89965736 | OU      | $3295209.08   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX 2024-NQM1 Trust                                                                                               | CUSIP: 67448LAB8<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |    115598 | PA      | $116112.14    | 0.01%             | 2063-11-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Securities LLC                          | Long: TR11941   TRS USD R E TR11941R / Short: TR11941   TRS USD P V 03MTBILL TR11941P/USB3MTA+7.00BPS             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              |  | US        |  11772577 | OU      | $1782480.27   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                            | Arrow Electronics Inc                                                                                             | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   1491000 | PA      | $1327578.63   | 0.14%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                     | Business Jet Securities 2024-1 LLC                                                                                | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    552848 | PA      | $561071.86    | 0.06%             | 2039-05-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                         | Texas Capital Bancshares Inc                                                                                      | CUSIP: 88224QAC1<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |   2859000 | PA      | $2835946.54   | 0.29%             | 2032-02-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                          | Booz Allen Hamilton Inc                                                                                           | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   1081000 | PA      | $1052976.05   | 0.11%             | 2029-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch & Co., Inc.                        | Long: TR11988   TRS USD R E TR11988R / Short: TR11988   TRS USD P V 03MTBILL TR11988P/USB3MTA+13.00BPS            | CUSIP: 000000000<br>LEI: DWW559HN8WVTCCS4VJ94 | N/A              | DCO              |  | US        | 129872463 | OU      | $7088480.19   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| ACREC 2021-FL1 Ltd.                              | ACREC 2021-FL1 Ltd                                                                                                | CUSIP: 00500RAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    460702 | PA      | $460493.37    | 0.05%             | 2036-10-16      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2020-GC47                                                                            | CUSIP: 36258RBC6<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |   8579746 | PA      | $306827.17    | 0.03%             | 2053-05-12      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 75 CLO Ltd                                                                                                 | CUSIP: 26252JBE7<br>LEI: 254900JFO9XUH2EREJ70 | Long             | ABS-CBDO         | CORP              | KY        |   4026477 | PA      | $4026750.80   | 0.42%             | 2034-04-14      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                          | Morgan Stanley Private Bank NA                                                                                    | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   3296000 | PA      | $3291321.43   | 0.34%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust        | Santander Mortgage Asset Receivable Trust 2025-NQM2                                                               | CUSIP: 802638AA4<br>LEI: 254900FHBJ2YHHBOAU80 | Long             | ABS-MBS          | CORP              | US        |    371215 | PA      | $373836.46    | 0.04%             | 2065-02-25      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                                                                      | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1804000 | PA      | $1798342.91   | 0.19%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                          | Schlumberger Holdings Corp                                                                                        | CUSIP: 806851AL5<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   1313000 | PA      | $1323530.88   | 0.14%             | 2027-05-29      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                                                       | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3384000 | PA      | $3460450.52   | 0.36%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                           | Cox Communications Inc                                                                                            | CUSIP: 224044CR6<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   3417000 | PA      | $3478259.02   | 0.36%             | 2028-09-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORP                                 | NTT Finance Corp                                                                                                  | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1509000 | PA      | $1519552.75   | 0.16%             | 2030-07-16      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                          | Fidelity National Information Services Inc                                                                        | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1398000 | PA      | $1390528.86   | 0.14%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                                                  | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3868000 | PA      | $3838606.45   | 0.40%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust      | MF1 2025-FL20 LLC                                                                                                 | CUSIP: 59319CAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1128514 | PA      | $1132272.52   | 0.12%             | 2043-02-18      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                         | Angel Oak Mortgage Trust 2025-10                                                                                  | CUSIP: 034940AA4<br>LEI: 254900CFOEUA52TRVZ51 | Long             | ABS-MBS          | CORP              | US        |   1133968 | PA      | $1129681.52   | 0.12%             | 2070-09-25      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                            | ARI Fleet Lease Trust 2023-B                                                                                      | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94560 | PA      | $95014.27     | 0.01%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                   | PMT Loan Trust 2026-INV4                                                                                          | CUSIP: 69383UBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1620355 | PA      | $1620301.37   | 0.17%             | 2057-03-25      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                                                               | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1711000 | PA      | $1718501.01   | 0.18%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| General Motors                                   | GMF Floorplan Owner Revolving Trust                                                                               | CUSIP: 361886DR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1693000 | PA      | $1694842.83   | 0.17%             | 2029-11-15      | Floating      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| PSEG POWER LLC                                   | PSEG Power LLC                                                                                                    | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    790000 | PA      | $802359.51    | 0.08%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| SUMISHO AIR LEASE CORP                           | Sumisho Air Lease Corp                                                                                            | CUSIP: 873923AC0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $1081380.64   | 0.11%             | 2029-03-24      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CBRE SERVICES INC                                | CBRE Services Inc                                                                                                 | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   2639000 | PA      | $2703060.04   | 0.28%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC      | BBCMS Trust 2021-C10                                                                                              | CUSIP: 05551VBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6571279 | PA      | $299758.11    | 0.03%             | 2054-07-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                          | Schlumberger Holdings Corp                                                                                        | CUSIP: 806851AM3<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    919000 | PA      | $937126.22    | 0.10%             | 2029-11-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| WEA FINANCE LLC                                  | WEA Finance LLC                                                                                                   | CUSIP: 92928QAF5<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |    697000 | PA      | $672170.07    | 0.07%             | 2029-06-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                            | Stellantis Finance US Inc                                                                                         | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1276000 | PA      | $1248083.75   | 0.13%             | 2027-01-29      | Fixed         | 1.71%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                                                    | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1853000 | PA      | $1868533.33   | 0.19%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                             | Signal Peak CLO 1 LTD                                                                                             | CUSIP: 82666TAN9<br>LEI: 635400L44OLNOBHFTO08 | Long             | ABS-CBDO         | CORP              | KY        |   2700000 | PA      | $2697659.10   | 0.28%             | 2034-04-17      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                 | OneMain Financial Issuance Trust 2022-S1                                                                          | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295985 | PA      | $295945.23    | 0.03%             | 2035-05-14      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                               | CNO Global Funding                                                                                                | CUSIP: 18977W2J8<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   1701000 | PA      | $1684731.50   | 0.17%             | 2030-12-11      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust   | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM4                                                          | CUSIP: 61780QAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1052233 | PA      | $1051076.60   | 0.11%             | 2071-03-25      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust      | MF1 2026-FL21 LLC                                                                                                 | CUSIP: 55287NAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1240411 | PA      | $1241825.07   | 0.13%             | 2041-02-18      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: TR11871   TRS USD R E TR11871R / Short: TR11871   TRS USD P V 03MTBILL TR11871P/USB3MTA+8.00BPS             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |  56057505 | OU      | $2517989.33   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNTORY HOLDINGS LTD                             | Suntory Holdings Ltd                                                                                              | CUSIP: 86803UAE1<br>LEI: 54930074QUY8RD0UZM08 | Long             | DBT              | CORP              | JP        |   1958000 | PA      | $1988212.86   | 0.21%             | 2029-06-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| AGCO CORP                                        | AGCO Corp                                                                                                         | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |   1337000 | PA      | $1346594.89   | 0.14%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                          | Arthur J Gallagher & Co                                                                                           | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1739000 | PA      | $1743943.04   | 0.18%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                                                      | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2533000 | PA      | $2560711.48   | 0.26%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                         | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1438000 | PA      | $1464412.90   | 0.15%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                         | International Flavors & Fragrances Inc                                                                            | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    294000 | PA      | $282176.47    | 0.03%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| Aspire Mortgage Trust                            | Aspire Mortgage Trust 2026-1                                                                                      | CUSIP: 04539FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    673036 | PA      | $668982.67    | 0.07%             | 2066-01-25      | Variable      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                     | CaixaBank SA                                                                                                      | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   3255000 | PA      | $3338377.96   | 0.34%             | 2030-03-15      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| ACORE Issuer, LLC                                | Acore 2026-FL1 Issuer LLC                                                                                         | CUSIP: 00485EAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2131500 | PA      | $2134127.93   | 0.22%             | 2043-08-20      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd  | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                                                            | CUSIP: 03880RAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1014000 | PA      | $1014143.58   | 0.10%             | 2036-11-15      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch & Co., Inc.                        | Long: TR11856   TRS USD R E TR11856R / Short: TR11856   TRS USD P V 03MTBILL TR11856P/USB3MTA+9.00BPS             | CUSIP: 000000000<br>LEI: DWW559HN8WVTCCS4VJ94 | N/A              | DCO              |  | US        |  51228043 | OU      | $2301057.69   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust      | MF1 2022-FL8 Ltd                                                                                                  | CUSIP: 55284JAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    941914 | PA      | $937805.37    | 0.10%             | 2037-02-19      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                                                           | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    585000 | PA      | $574844.90    | 0.06%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                             | COPT Defense Properties LP                                                                                        | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    524000 | PA      | $489994.67    | 0.05%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                              | Ashtead Capital Inc                                                                                               | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1627000 | PA      | $1595269.99   | 0.16%             | 2029-11-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Securities LLC                          | Long: TR11997   TRS USD R V 03MTBILL TR11997R/USB3MTA-3.00BPS / Short: TR11997   TRS USD P E TR11997P             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              |  | US        |  12725250 | OU      | $-1851715.14  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd  | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                                                            | CUSIP: 03880XAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2695500 | PA      | $2697134.82   | 0.28%             | 2037-01-15      | Floating      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2024-6                                                                                 | CUSIP: 92540JAA0<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    567087 | PA      | $570710.96    | 0.06%             | 2069-07-25      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| DLLST LLC                                        | DLLST 2024-1 LLC                                                                                                  | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    166908 | PA      | $167382.45    | 0.02%             | 2027-08-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                          | Arthur J Gallagher & Co                                                                                           | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1739000 | PA      | $1755383.10   | 0.18%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                                                          | CUSIP: 345397J38<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1018000 | PA      | $1009184.07   | 0.10%             | 2033-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                         | Lloyds Banking Group PLC                                                                                          | CUSIP: 53944YBG7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1141000 | PA      | $1129876.93   | 0.12%             | 2030-02-10      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                 | Provident Funding Mortgage Trust 2025-1                                                                           | CUSIP: 74388NAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2022347 | PA      | $2022555.43   | 0.21%             | 2055-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                                                      | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2214000 | PA      | $2205715.43   | 0.23%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC      | BBCMS Mortgage Trust 2021-C9                                                                                      | CUSIP: 05493EAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10709692 | PA      | $619275.07    | 0.06%             | 2054-02-15      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch & Co., Inc.                        | Long: TR12008   TRS USD R E TR12008R / Short: TR12008   TRS USD P V 03MTBILL TR12008P/USB3MTA+11BPS               | CUSIP: 000000000<br>LEI: DWW559HN8WVTCCS4VJ94 | N/A              | DCO              |  | US        |   8158731 | OU      | $126156.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                         | American Transmission Systems Inc                                                                                 | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    323000 | PA      | $289537.38    | 0.03%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                      | Long: TR11830   TRS USD R V 03MTBILL TR11830R/USB3MTA-3.00BPS / Short: TR11830   TRS USD P E TR11830P             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        |   6820395 | OU      | $-396184.98   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL Holdings Inc                                                                                                  | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1124933.42   | 0.12%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                      | Balboa Bay Loan Funding 2022-1 Ltd                                                                                | CUSIP: 05766EAN2<br>LEI: 549300USDGJ8GD3PWY07 | Long             | ABS-CBDO         | CORP              | KY        |   3115644 | PA      | $3117937.11   | 0.32%             | 2037-04-20      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| TCW Gem Ltd                                      | TCW CLO 2020-1 Ltd                                                                                                | CUSIP: 87190CBL3<br>LEI: 549300BD6SSD2EBMCC95 | Long             | ABS-CBDO         | CORP              | KY        |   4157184 | PA      | $4158289.81   | 0.43%             | 2034-04-20      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| COLT Funding LLC                                 | COLT 2024-5 Mortgage Loan Trust                                                                                   | CUSIP: 19685AAA7<br>LEI: 213800AWBXHFGYDU9Q16 | Long             | ABS-MBS          | CORP              | US        |   1471237 | PA      | $1471185.48   | 0.15%             | 2069-08-25      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust      | MF1 2026-FL21 LLC                                                                                                 | CUSIP: 55287NAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    780014 | PA      | $780401.67    | 0.08%             | 2041-02-18      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK CORPORATION                             | M&T Bank Corp                                                                                                     | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    706000 | PA      | $752448.06    | 0.08%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority    | MASSACHUSETTS ST EDUCTNL FING AUTH                                                                                | CUSIP: 57563RQZ5<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    315000 | PA      | $314273.86    | 0.03%             | 2026-07-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Kentucky Higher Education Student Loan Corp      | KENTUCKY ST HGR EDU STUDENT LOAN CORP                                                                             | CUSIP: 49130NGL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1180000 | PA      | $1204776.93   | 0.12%             | 2037-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                              | Elevance Health Inc                                                                                               | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $1111831.96   | 0.11%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                         | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                     | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1278000 | PA      | $1297032.14   | 0.13%             | 2029-07-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                           | Blue Owl Credit Income Corp                                                                                       | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    475000 | PA      | $489414.06    | 0.05%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: TR11849   TRS USD R V 03MTBILL TR11849R/USB3MTA-6.00BPS / Short: TR11849   TRS USD P E TR11849P             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |   9334837 | OU      | $-217591.59   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                | GLS Auto Select Receivables Issuer Trust 2026-2                                                                   | CUSIP: 379958AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1270000 | PA      | $1270887.60   | 0.13%             | 2032-06-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                         | Huntington Ingalls Industries Inc                                                                                 | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   1903000 | PA      | $1941495.63   | 0.20%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                         | Goldman Sachs Private Credit Corp                                                                                 | CUSIP: 38152BAQ4<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    588000 | PA      | $583051.49    | 0.06%             | 2031-06-16      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                           | Mitsubishi UFJ Financial Group Inc                                                                                | CUSIP: 606822DU5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1800000 | PA      | $1800030.78   | 0.19%             | 2030-04-18      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust      | MF1 2025-FL20 LLC                                                                                                 | CUSIP: 59319CAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2006900.20   | 0.21%             | 2043-02-18      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| CPS Auto Trust                                   | CPS Auto Receivables Trust 2026-B                                                                                 | CUSIP: 12676XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    434000 | PA      | $433303.91    | 0.04%             | 2030-12-16      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| ACREC 2021-FL1 Ltd.                              | ACREC 2021-FL1 Ltd                                                                                                | CUSIP: 00500RAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1406000 | PA      | $1405495.67   | 0.15%             | 2036-10-16      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | Long: TR11846   TRS USD R V 03MTBILL TR11846R/USB3MTA-5.00BPS / Short: TR11846   TRS USD P E TR11846P             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              |  | US        |   5251945 | OU      | $-99685.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                     | Tapestry Inc                                                                                                      | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |   1939000 | PA      | $1962674.12   | 0.20%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                           | Brookfield Finance Inc                                                                                            | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   4053000 | PA      | $4005272.68   | 0.41%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX 2024-NQM1 Trust                                                                                               | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |    381915 | PA      | $383286.35    | 0.04%             | 2063-11-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                         | Mars Inc                                                                                                          | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4084000 | PA      | $4125367.82   | 0.43%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch & Co., Inc.                        | Long: TR12012   TRS USD R E TR12012R / Short: TR12012   TRS USD P V 03MTBILL TR12012P/USB3MTA+10.00BPS            | CUSIP: 000000000<br>LEI: DWW559HN8WVTCCS4VJ94 | N/A              | DCO              |  | US        |  24571645 | OU      | $899994.73    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                     | Business Jet Securities 2024-2 LLC                                                                                | CUSIP: 12326TAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    451951 | PA      | $448630.30    | 0.05%             | 2039-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                         | Sammons Financial Group Global Funding                                                                            | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    979000 | PA      | $984869.57    | 0.10%             | 2028-01-10      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                 | OneMain Financial Issuance Trust 2020-2                                                                           | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    982945 | PA      | $970297.49    | 0.10%             | 2035-09-14      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Bank                                             | BANK 2019-BNK24                                                                                                   | CUSIP: 06540VBC8<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   8857075 | PA      | $179989.05    | 0.02%             | 2062-11-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL Holdings Inc                                                                                                  | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2257000 | PA      | $2196860.02   | 0.23%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                         | Apollo Debt Solutions BDC                                                                                         | CUSIP: 03770DAH6<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    687000 | PA      | $679688.38    | 0.07%             | 2028-12-08      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust      | MF1 2024-FL14 LLC                                                                                                 | CUSIP: 55416AAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    818643 | PA      | $819992.94    | 0.08%             | 2039-03-19      | Floating      | 6.94%                 | Yes           |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                  | AutoNation Finance Trust 2025-1                                                                                   | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    289103 | PA      | $289403.90    | 0.03%             | 2028-04-10      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Invesco CLO LTD                                  | Invesco US CLO 2023-3 Ltd                                                                                         | CUSIP: 46091RAN3<br>LEI: 213800YAVR2FVYDIRM63 | Long             | ABS-CBDO         | CORP              | JE        |   2068965 | PA      | $2078589.83   | 0.21%             | 2038-07-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) JUN26                                                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        27 | NC      | $-51354.16    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                      | BNP Paribas SA                                                                                                    | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3494000 | PA      | $3447243.99   | 0.36%             | 2028-01-20      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA                         | Trans-Allegheny Interstate Line Co                                                                                | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1090561.89   | 0.11%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                         | First Citizens BancShares Inc/NC                                                                                  | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   2376000 | PA      | $2364100.02   | 0.24%             | 2031-03-12      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                 | Trinitas CLO XV Ltd                                                                                               | CUSIP: 89641XAQ8<br>LEI: 254900ZVDNHQAUJNHH42 | Long             | ABS-CBDO         | CORP              | KY        |   3427373 | PA      | $3427325.02   | 0.35%             | 2034-04-22      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                            | Truist Financial Corp                                                                                             | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3427890.82   | 0.35%             | 2030-01-24      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Southwick Park CLO, Ltd.                         | Southwick Park CLO LLC                                                                                            | CUSIP: 846031AR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1123000 | PA      | $1046980.76   | 0.11%             | 2032-07-20      | Fixed         | 2.46%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                                                       | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1614003.86   | 0.17%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                 | OneMain Financial Issuance Trust 2023-2                                                                           | CUSIP: 68269HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    969000 | PA      | $988476.80    | 0.10%             | 2036-09-15      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                           | PNC Financial Services Group Inc/The                                                                              | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3392000 | PA      | $3396890.48   | 0.35%             | 2027-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                                                        | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    621000 | PA      | $638047.73    | 0.07%             | 2030-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust 2026-NQM1                                                                                | CUSIP: 46660DAE5<br>LEI: 529900PEVYDPZXGGUW77 | Long             | ABS-MBS          | CORP              | US        |    556043 | PA      | $551596.04    | 0.06%             | 2066-06-25      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities, LLC                     | Business Jet Securities 2024-1 LLC                                                                                | CUSIP: 12327CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     66095 | PA      | $67407.71     | 0.01%             | 2039-05-15      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                                                          | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4336000 | PA      | $4366470.46   | 0.45%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                                                                | CUSIP: 3137BNPS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    295679 | PA      | $279797.29    | 0.03%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL Holdings Inc                                                                                                  | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2077000 | PA      | $2099069.97   | 0.22%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                  | Carmax Select Receivables Trust 2025-B                                                                            | CUSIP: 14320BAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1751962 | PA      | $1752845.30   | 0.18%             | 2029-03-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates                                                      | CUSIP: 3137FNAS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500920 | PA      | $500476.58    | 0.05%             | 2029-07-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: TR11870   TRS USD R E TR11870R / Short: TR11870   TRS USD P V 03MTBILL TR11870P/USB3MTA+6.50BPS             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |  46905899 | OU      | $1972640.92   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                                                                       | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1729000 | PA      | $1669787.94   | 0.17%             | 2028-02-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Bank                                             | BANK 2021-BNK31                                                                                                   | CUSIP: 06541ABM1<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |  10606617 | PA      | $500384.11    | 0.05%             | 2054-02-15      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                              | Citadel Finance LLC                                                                                               | CUSIP: 17287HAE0<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   1657000 | PA      | $1631171.41   | 0.17%             | 2029-02-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: TR11855   TRS USD R E TR11855R / Short: TR11855   TRS USD P V 03MTBILL TR11855P/USB3MTA+8.00BPS             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |  51228043 | OU      | $2301057.69   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2021-B23 Mortgage Trust                                                                                 | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12340705 | PA      | $521229.41    | 0.05%             | 2054-02-15      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                         | Citadel Securities Global Holdings LLC                                                                            | CUSIP: 17289RAE6<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1190577.82   | 0.12%             | 2032-01-27      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                   | Enterprise Fleet Financing 2023-2 LLC                                                                             | CUSIP: 29375NAC9<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    689000 | PA      | $696049.50    | 0.07%             | 2030-04-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd  | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                                                            | CUSIP: 03880RAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1684000 | PA      | $1683987.71   | 0.17%             | 2036-11-15      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                                                  | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1122000 | PA      | $1111918.81   | 0.11%             | 2029-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                         | BXMT 2020-FL2 LTD                                                                                                 | CUSIP: 12434LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     59842 | PA      | $59799.66     | 0.01%             | 2038-02-15      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                                                      | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1637000 | PA      | $1637351.23   | 0.17%             | 2027-08-05      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                            | Rentokil Terminix Funding LLC                                                                                     | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   3880000 | PA      | $3910765.41   | 0.40%             | 2030-04-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AREIT CRE Trust                                  | AREIT 2022-CRE6 Trust                                                                                             | CUSIP: 04002VAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    795500 | PA      | $793545.22    | 0.08%             | 2037-01-20      | Floating      | 6.49%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                                                      | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2856000 | PA      | $2820349.01   | 0.29%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                         | Element Fleet Management Corp                                                                                     | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   4254000 | PA      | $4295837.20   | 0.44%             | 2027-03-13      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| CBRE SERVICES INC                                | CBRE Services Inc                                                                                                 | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    735000 | PA      | $737531.26    | 0.08%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX 2024-NQM11 Trust                                                                                              | CUSIP: 67119EAA4<br>LEI: 254900F5LT8CA1U6PK21 | Long             | ABS-MBS          | CORP              | US        |   1198737 | PA      | $1207993.20   | 0.12%             | 2064-06-25      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch & Co., Inc.                        | Long: TR12037   TRS USD R V 03MTBILL TR12037R/USB3MTA-4.00BPS / Short: TR12037   TRS USD P E TR12037P             | CUSIP: 000000000<br>LEI: DWW559HN8WVTCCS4VJ94 | N/A              | DCO              |  | US        |   7000000 | OU      | $-98509.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                             | Las Vegas Sands Corp                                                                                              | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1592000 | PA      | $1615314.49   | 0.17%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PFP III                                          | PFP 2026-13 Ltd                                                                                                   | CUSIP: 716966AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3005628.00   | 0.31%             | 2043-08-18      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities, LLC                     | Business Jet Securities 2024-2 LLC                                                                                | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    774880 | PA      | $773216.91    | 0.08%             | 2039-09-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| BIOGEN INC                                       | Biogen Inc                                                                                                        | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   2017000 | PA      | $2051723.42   | 0.21%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: TR12009   TRS USD R V 03MTBILL TR12009R/USB3MTA-5.00BPS / Short: TR12009   TRS USD P E TR12009P             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |  15868191 | OU      | $1093158.69   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                                                                      | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1479000 | PA      | $1461434.55   | 0.15%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                         | Angel Oak Mortgage Trust 2024-9                                                                                   | CUSIP: 03466JAA7<br>LEI: 254900O3R79X1AD55F36 | Long             | ABS-MBS          | CORP              | US        |   1298013 | PA      | $1297691.53   | 0.13%             | 2069-09-25      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX 2024-NQM5 Trust                                                                                               | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-MBS          | CORP              | US        |    345786 | PA      | $347834.82    | 0.04%             | 2064-01-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                        | IQVIA Inc                                                                                                         | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    788000 | PA      | $802262.80    | 0.08%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bank                                             | BANK 2021-BNK35                                                                                                   | CUSIP: 06540CBL0<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   6017614 | PA      | $226253.27    | 0.02%             | 2064-06-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                   | Morgan Stanley Capital I Trust 2017-H1                                                                            | CUSIP: 61691JAW4<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   3585728 | PA      | $34485.02     | 0.00%             | 2050-06-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| General Motors                                   | GMF Floorplan Owner Revolving Trust                                                                               | CUSIP: 361886DL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1225000 | PA      | $1224929.32   | 0.13%             | 2028-11-15      | Floating      | 4.09%                 | Yes           |                  2 | On Loan: No      |
| SUMISHO AIR LEASE CORP                           | Sumisho Air Lease Corp                                                                                            | CUSIP: 873923AA4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1725843.28   | 0.18%             | 2028-03-24      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: SM11727   IRS USD R F  4.10600 SM11727_FIX CCPOIS / Short: SM11727   IRS USD P V 12MSOFR SM11727_FLO CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  34600000 | OU      | $196719.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: SM11481   IRS USD R F  4.96700 SM11481_FIX CCPOIS / Short: SM11481   IRS USD P V 12MSOFR SM11481_FLO CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  44600000 | OU      | $176243.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch & Co., Inc.                        | Long: TR11949   TRS USD R V 03MTBILL TR11949R/USB3MTA-2BPS / Short: TR11949   TRS USD P E TR11949P                | CUSIP: 000000000<br>LEI: DWW559HN8WVTCCS4VJ94 | N/A              | DCO              |  | US        |   4825809 | OU      | $-81840.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                           | Mizuho Financial Group Inc                                                                                        | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   2778000 | PA      | $2776474.96   | 0.29%             | 2031-07-08      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                         | Rogers Communications Inc                                                                                         | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   4027000 | PA      | $3986096.55   | 0.41%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                 | NTT Finance Corp                                                                                                  | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    536000 | PA      | $537506.33    | 0.06%             | 2027-07-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                              | Elevance Health Inc                                                                                               | CUSIP: 036752BG7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1298000 | PA      | $1300393.58   | 0.13%             | 2026-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                                                       | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $2113325.68   | 0.22%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch & Co., Inc.                        | Long: TR11986   TRS USD R E TR11986R / Short: TR11986   TRS USD P V 03MTBILL TR11986P/USB3MTA+10.00BPS            | CUSIP: 000000000<br>LEI: DWW559HN8WVTCCS4VJ94 | N/A              | DCO              |  | US        |  11130397 | OU      | $-261234.07   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| AUTONATION INC                                   | AutoNation Inc                                                                                                    | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3977000 | PA      | $3944445.83   | 0.41%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                          | Algonquin Power & Utilities Corp                                                                                  | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    830000 | PA      | $829979.03    | 0.09%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                        | IQVIA Inc                                                                                                         | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    598000 | PA      | $620297.03    | 0.06%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust     | American Credit Acceptance Receivables Trust 2026-2                                                               | CUSIP: 02528FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $599675.94    | 0.06%             | 2030-10-08      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                      | Long: TR11999   TRS USD R E TR11999R / Short: TR11999   TRS USD P V 03MTBILL TR11999P/USB3MTA+10.00               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        |  38695182 | OU      | $1417304.26   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BDS Ltd                                          | BDS 2026-FL17 LLC                                                                                                 | CUSIP: 05494WAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3108348 | PA      | $3108348.00   | 0.32%             | 2043-05-19      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| MEITUAN                                          | Meituan                                                                                                           | CUSIP: 58533EAF0<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |    845000 | PA      | $839387.10    | 0.09%             | 2029-10-02      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2021-B28 Mortgage Trust                                                                                 | CUSIP: 08163GAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9706245 | PA      | $447904.38    | 0.05%             | 2054-08-15      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Long: TR11795   TRS USD R E TR11795R / Short: TR11795   TRS USD P V 03MTBILL TR11795P/USB3MTA+10.00BPS            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        |  28005760 | OU      | $1025777.08   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                   | Salesforce Inc                                                                                                    | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   2308000 | PA      | $2301220.69   | 0.24%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                          | Consolidated Edison Co of New York Inc                                                                            | CUSIP: 209111GL1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1983201.63   | 0.20%             | 2027-11-18      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                                               | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30641000 | PA      | $30671641.00  | 3.17%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fortress CBO Investments Ltd                     | FORT CRE 2022-FL3 Issuer LLC                                                                                      | CUSIP: 34706CAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1190598 | PA      | $1189307.58   | 0.12%             | 2039-02-23      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| BXMT Ltd                                         | BXMT 2020-FL2 LTD                                                                                                 | CUSIP: 12434LAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1492000 | PA      | $1487582.19   | 0.15%             | 2038-02-15      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| BXMT Ltd                                         | BXMT 2021-FL4 Ltd                                                                                                 | CUSIP: 05609GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2601000 | PA      | $2593912.54   | 0.27%             | 2038-05-15      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                         | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                     | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1598000 | PA      | $1607996.58   | 0.17%             | 2027-01-12      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                           | Federation des Caisses Desjardins du Quebec                                                                       | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   2734000 | PA      | $2727862.33   | 0.28%             | 2030-08-26      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| ACREC 2021-FL1 Ltd.                              | ACREC 2021-FL1 Ltd                                                                                                | CUSIP: 00500RAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1129000 | PA      | $1128930.45   | 0.12%             | 2036-10-16      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Invesco CLO 2022-2, Ltd.                         | Invesco CLO 2022-2 Ltd                                                                                            | CUSIP: 46145XAQ9<br>LEI: 54930008L2A8UYGN7A86 | Long             | ABS-CBDO         | CORP              | JE        |   3344351 | PA      | $3346113.47   | 0.35%             | 2035-07-20      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                                                        | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1778000 | PA      | $1756900.83   | 0.18%             | 2032-01-30      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                       | Airbnb Inc                                                                                                        | CUSIP: 009066AC5<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |   1151000 | PA      | $1149413.29   | 0.12%             | 2029-03-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                         | SMBC Aviation Capital Finance DAC                                                                                 | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   4319000 | PA      | $4380466.63   | 0.45%             | 2029-04-03      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                         | Goldman Sachs Private Credit Corp                                                                                 | CUSIP: 38152BAJ0<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    344000 | PA      | $339886.05    | 0.04%             | 2028-02-23      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                | Japan Tobacco Inc                                                                                                 | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   2340000 | PA      | $2361816.33   | 0.24%             | 2028-05-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| SALESFORCE INC                                   | Salesforce Inc                                                                                                    | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1154000 | PA      | $1155083.62   | 0.12%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EMPIRE DISTRICT BONDCO                           | Empire District Bondco LLC                                                                                        | CUSIP: 291918AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    554172 | PA      | $559883.00    | 0.06%             | 2033-01-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                    | Boeing Co/The                                                                                                     | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2488441.30   | 0.26%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| PFP III                                          | PFP 2025-12 Ltd                                                                                                   | CUSIP: 69382JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3350000 | PA      | $3351537.65   | 0.35%             | 2042-12-18      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                         | Constellation Brands Inc                                                                                          | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1522083.41   | 0.16%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                                                           | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   3206000 | PA      | $3219868.61   | 0.33%             | 2026-08-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FED HOME LN DISCOUNT NT                          | Federal Home Loan Bank Discount Notes                                                                             | CUSIP: 313385WF9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |  32265000 | PA      | $32261782.55  | 3.33%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                           | PNC Financial Services Group Inc/The                                                                              | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   5237000 | PA      | $5312019.03   | 0.55%             | 2028-12-02      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                          | DCP Midstream Operating LP                                                                                        | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   3776000 | PA      | $3813273.69   | 0.39%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                          | Marathon Petroleum Corp                                                                                           | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   2724000 | PA      | $2779662.73   | 0.29%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust 2024-NQM1                                                                     | CUSIP: 64828DAA5<br>LEI: 213800TFYSB4XLW7QW74 | Long             | ABS-MBS          | CORP              | US        |   1183015 | PA      | $1190830.19   | 0.12%             | 2064-03-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                                                     | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   3462000 | PA      | $3503187.52   | 0.36%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                            | Gildan Activewear Inc                                                                                             | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |   1426000 | PA      | $1411667.87   | 0.15%             | 2030-10-07      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2024-3                                                                                 | CUSIP: 92540MAB1<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-MBS          | CORP              | US        |    558427 | PA      | $563349.78    | 0.06%             | 2069-04-25      | Variable      | 6.64%                 | Yes           |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                         | Sammons Financial Group Global Funding                                                                            | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   3609000 | PA      | $3639422.21   | 0.38%             | 2029-12-10      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| PFP III                                          | PFP 2026-13 Ltd                                                                                                   | CUSIP: 716966AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1253123.13   | 0.13%             | 2043-08-18      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Shackleton CLO LTD                               | Shackleton 2013-IV-R CLO Ltd                                                                                      | CUSIP: 81882HAE5<br>LEI: 5493000LHXWSIZGUY418 | Long             | ABS-CBDO         | CORP              | KY        |    722762 | PA      | $723374.18    | 0.07%             | 2031-04-13      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                           | Mitsubishi UFJ Financial Group Inc                                                                                | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    932000 | PA      | $945111.25    | 0.10%             | 2031-04-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                          | Corebridge Global Funding                                                                                         | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1469000 | PA      | $1490592.23   | 0.15%             | 2029-01-12      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| AUTONATION INC                                   | AutoNation Inc                                                                                                    | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2258000 | PA      | $2106965.09   | 0.22%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                                                                         | CUSIP: 89115A2S0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4257000 | PA      | $4269496.42   | 0.44%             | 2026-07-17      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                                                                       | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2263000 | PA      | $2192672.25   | 0.23%             | 2027-11-18      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                                                   | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1241000 | PA      | $1255343.84   | 0.13%             | 2027-11-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                       | VMware LLC                                                                                                        | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1504000 | PA      | $1492441.37   | 0.15%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                                                                | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1222400.11   | 0.13%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                   | Enterprise Fleet Financing 2024-3 LLC                                                                             | CUSIP: 29375QAB4<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    178853 | PA      | $179198.46    | 0.02%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                          | Fidelity National Information Services Inc                                                                        | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1398000 | PA      | $1394077.51   | 0.14%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                                                   | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1661000 | PA      | $1676920.92   | 0.17%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust            | Wells Fargo Commercial Mortgage Trust 2021-C61                                                                    | CUSIP: 95003QBC2<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   5478957 | PA      | $257264.99    | 0.03%             | 2054-11-15      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust   | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM9                                                          | CUSIP: 61779VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1323431 | PA      | $1319612.84   | 0.14%             | 2070-09-25      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                 | Berry Global Inc                                                                                                  | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   2847000 | PA      | $2792519.55   | 0.29%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                                                                      | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2609000 | PA      | $2630988.16   | 0.27%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                          | BDS 2026-FL17 LLC                                                                                                 | CUSIP: 05494WAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    565250 | PA      | $565250.00    | 0.06%             | 2043-05-19      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                                                    | CUSIP: 61748UAV4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2413000 | PA      | $2405371.71   | 0.25%             | 2030-04-10      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                           | Banque Federative du Credit Mutuel SA                                                                             | CUSIP: 06675FBA4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1887000 | PA      | $1893472.07   | 0.20%             | 2026-07-13      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                          | Fidelity National Information Services Inc                                                                        | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    777000 | PA      | $773965.71    | 0.08%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Trust                 | COOPR Residential Mortgage Trust 2025-CES1                                                                        | CUSIP: 12596SAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    369486 | PA      | $371677.37    | 0.04%             | 2060-05-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                         | Columbia Pipelines Holding Co LLC                                                                                 | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3227000 | PA      | $3330221.69   | 0.34%             | 2028-08-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                         | Angel Oak Mortgage Trust 2024-13                                                                                  | CUSIP: 03466PAA3<br>LEI: 254900WA697298AD1C53 | Long             | ABS-MBS          | CORP              | US        |   2365990 | PA      | $2375220.64   | 0.25%             | 2069-12-26      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                             | Verisk Analytics Inc                                                                                              | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   1759000 | PA      | $1734802.49   | 0.18%             | 2031-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                 | OneMain Financial Issuance Trust 2023-2                                                                           | CUSIP: 68269HAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2280000 | PA      | $2340060.44   | 0.24%             | 2036-09-15      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| Harbor Park CLO Ltd                              | Harbor Park CLO Ltd                                                                                               | CUSIP: 41154XAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2600000 | PA      | $2599958.40   | 0.27%             | 2031-01-20      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: SM11592   IRS USD R F  4.66400 SM11592_FIX CCPOIS / Short: SM11592   IRS USD P V 12MSOFR SM11592_FLO CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  13800000 | OU      | $52643.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                            | Huntington Bancshares Inc/OH                                                                                      | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    254000 | PA      | $253699.22    | 0.03%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                          | Long: TR12020   TRS USD R E TR12020R / Short: TR12020   TRS USD P V 03MTBILL TR12020P/USB3MTA+7.50BPS             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              |  | US        |  50506687 | OU      | $2268654.21   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: TR12019   TRS USD R V 03MTBILL TR12019R/USB3MTA-4.00BPS / Short: TR12019   TRS USD P E TR12019P             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |  12350224 | OU      | $-72698.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trust                  | 3650R 2021-PF1 Commercial Mortgage Trust                                                                          | CUSIP: 88581EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19372887 | PA      | $631246.13    | 0.07%             | 2054-11-15      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                          | Long: TR11844   TRS USD R E TR11844R / Short: TR11844   TRS USD P V 03MTBILL TR11844P/USB3MTA+10.50BPS            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              |  | US        |  32086183 | OU      | $1175229.41   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                                                      | CUSIP: 11135FCZ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    632000 | PA      | $626933.34    | 0.06%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Long: TR11940   TRS USD R E TR11940R / Short: TR11940   TRS USD P V 03MTBILL TR11940P/USB3MTA+11.00BPS            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        | 121798944 | OU      | $6777864.48   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| MFS Institutional Money Market Portfolio         | MFS Institutional Money Market Portfolio                                                                          | CUSIP: 55291X109<br>LEI: 5L2W638H85N8T1136O07 | Long             | EC               | RF                | US        |  63927706 | NS      | $63934099.03  | 6.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Funding II LLC                        | Chesapeake Funding II LLC                                                                                         | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    216045 | PA      | $216175.70    | 0.02%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                          | CUSIP: 20754TAB8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    307925 | PA      | $308424.85    | 0.03%             | 2045-02-25      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| BDS Ltd                                          | BDS 2026-FL17 LLC                                                                                                 | CUSIP: 05494WAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1120045 | PA      | $1120045.00   | 0.12%             | 2043-05-19      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                          | CF Hippolyta Issuer LLC                                                                                           | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350540 | PA      | $291776.09    | 0.03%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                                  | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   5268000 | PA      | $5059498.88   | 0.52%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                                    | JDE Peet's NV                                                                                                     | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   1537000 | PA      | $1503189.21   | 0.16%             | 2027-01-15      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                    | CCUBS Commercial Mortgage Trust 2017-C1                                                                           | CUSIP: 12508GAV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4911198 | PA      | $48247.61     | 0.00%             | 2050-11-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                                                      | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2393000 | PA      | $2413022.23   | 0.25%             | 2030-08-05      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| DANSKE BANK A/S                                  | Danske Bank A/S                                                                                                   | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   2107000 | PA      | $2165263.52   | 0.22%             | 2030-03-01      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                            | Arrow Electronics Inc                                                                                             | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   3068000 | PA      | $3099945.24   | 0.32%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                     | CD 2017-CD4 Mortgage Trust                                                                                        | CUSIP: 12515DAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8576095 | PA      | $52393.94     | 0.01%             | 2050-05-10      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch & Co., Inc.                        | Long: TR11866   TRS USD R E TR11866R / Short: TR11866   TRS USD P V 03MTBILL TR11866P/USB3MTA+8.00BPS             | CUSIP: 000000000<br>LEI: DWW559HN8WVTCCS4VJ94 | N/A              | DCO              |  | US        |   6690321 | OU      | $144915.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: TR12021   TRS USD R E TR12021R / Short: TR12021   TRS USD P V 03MTBILL TR12021P/USB3MTA+9.00BPS             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |  50451290 | OU      | $1847897.20   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                            | Stellantis Finance US Inc                                                                                         | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1738000 | PA      | $1486996.06   | 0.15%             | 2031-09-15      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                | Store Capital LLC                                                                                                 | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    394000 | PA      | $392129.55    | 0.04%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                                                                | CUSIP: 3137B2BP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1569637 | PA      | $1527593.55   | 0.16%             | 2033-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                                         | LKQ Corp                                                                                                          | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |   2976000 | PA      | $3022990.77   | 0.31%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2017-GS7                                                                             | CUSIP: 36254CAX8<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |  10149333 | PA      | $83706.62     | 0.01%             | 2050-08-10      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                                                                      | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1076000 | PA      | $1084576.93   | 0.11%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust      | MF1 2026-FL21 LLC                                                                                                 | CUSIP: 55287NAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    374772 | PA      | $375332.28    | 0.04%             | 2041-02-18      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd.                  | LoanCore 2025 2025-CRE8 Issuer LLC                                                                                | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1791500 | PA      | $1791714.98   | 0.18%             | 2042-08-17      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                | Eversource Energy                                                                                                 | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   3161000 | PA      | $3114725.08   | 0.32%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV                         | Bacardi Ltd / Bacardi-Martini BV                                                                                  | CUSIP: 05635JAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   4191000 | PA      | $4233480.90   | 0.44%             | 2029-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                 | Bain Capital Credit CLO 2021-4 Ltd                                                                                | CUSIP: 05685ABE7<br>LEI: 254900YJBP8866ZPO033 | Long             | ABS-CBDO         | CORP              | KY        |   3204420 | PA      | $3204368.73   | 0.33%             | 2034-10-20      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                                               | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41222000 | PA      | $42160766.74  | 4.35%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | Long: TR11812   TRS USD R E TR11812R / Short: TR11812   TRS USD P V 03MTBILL TR11812P/USB3MTA+10.00BPS            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              |  | US        |  13654349 | OU      | $645114.60    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                              | Rate Mortgage Trust 2025-J3                                                                                       | CUSIP: 75410EBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2804830 | PA      | $2821772.29   | 0.29%             | 2055-11-25      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| TPG Real Estate Finance                          | TRTX 2025-FL7 Issuer Ltd                                                                                          | CUSIP: 87277LAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1560956 | PA      | $1560954.13   | 0.16%             | 2043-06-18      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                         | Marsh & McLennan Cos Inc                                                                                          | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1712000 | PA      | $1720628.98   | 0.18%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                     | Dell Equipment Finance Trust 2024-2                                                                               | CUSIP: 24704EAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    232799 | PA      | $233018.78    | 0.02%             | 2030-08-22      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                    | UBS Commercial Mortgage Trust 2018-C14                                                                            | CUSIP: 90278KBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5476114 | PA      | $99240.87     | 0.01%             | 2051-12-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                          | CF Hippolyta Issuer LLC                                                                                           | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    113394 | PA      | $69618.80     | 0.01%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| AREIT CRE Trust                                  | AREIT 2022-CRE7 LLC                                                                                               | CUSIP: 00217VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2563500 | PA      | $2563817.87   | 0.26%             | 2039-06-17      | Floating      | 6.91%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                              | Synchrony Financial                                                                                               | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1140166.23   | 0.12%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                 | COLT 2024-3 Mortgage Loan Trust                                                                                   | CUSIP: 19688VAA8<br>LEI: 213800YFAHWZN77V6P52 | Long             | ABS-MBS          | CORP              | US        |   1069101 | PA      | $1080005.77   | 0.11%             | 2069-06-25      | Variable      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                               | BSPRT 2026-FL13 Issuer LLC                                                                                        | CUSIP: 05620GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2975000 | PA      | $2978385.55   | 0.31%             | 2043-10-18      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK CORPORATION                             | M&T Bank Corp                                                                                                     | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1321000 | PA      | $1326230.51   | 0.14%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                          | BDS 2024-FL13 LLC                                                                                                 | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    749000 | PA      | $749360.27    | 0.08%             | 2039-09-19      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                   | Morgan Stanley Capital I Trust 2021-L6                                                                            | CUSIP: 61692CBK3<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   7824561 | PA      | $276417.47    | 0.03%             | 2054-06-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                           | Taco Bell Funding LLC                                                                                             | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2021619 | PA      | $1998664.32   | 0.21%             | 2055-08-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy Inc                                                                                            | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    934000 | PA      | $941994.59    | 0.10%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                         | Triton Container International Ltd / TAL International Container Corp                                             | CUSIP: 89681LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1006000 | PA      | $987420.79    | 0.10%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                             | Las Vegas Sands Corp                                                                                              | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1096292.98   | 0.11%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                                   | CUSIP: 3138ERQS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83627 | PA      | $81406.92     | 0.01%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                   | Morgan Stanley Capital I Trust 2021-L5                                                                            | CUSIP: 61691YAP6<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   8262209 | PA      | $371925.84    | 0.04%             | 2054-05-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: TR11964   TRS USD R E TR11964R / Short: TR11964   TRS USD P V 03MTBILL TR11964P+USB3MTA+6.50BPS             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |  29971502 | OU      | $1260461.76   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                         | Jersey Mike's Funding LLC                                                                                         | CUSIP: 476681AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    977000 | PA      | $967579.28    | 0.10%             | 2056-02-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| SALESFORCE INC                                   | Salesforce Inc                                                                                                    | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1154000 | PA      | $1156247.63   | 0.12%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                             | BAT International Finance PLC                                                                                     | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   2754000 | PA      | $2854789.98   | 0.29%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | JPMCC Commercial Mortgage Securities Trust 2017-JP7                                                               | CUSIP: 465968AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8453213 | PA      | $64576.63     | 0.01%             | 2050-09-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| VIRGINIA POWER FUEL SEC                          | Virginia Power Fuel Securitization LLC                                                                            | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |    252514 | PA      | $254319.56    | 0.03%             | 2027-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                     | Dell Equipment Finance Trust 2024-2                                                                               | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    754000 | PA      | $756466.86    | 0.08%             | 2030-08-22      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                                                                      | CUSIP: 25160PAS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    822000 | PA      | $821082.90    | 0.08%             | 2032-04-14      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                | GXO Logistics Inc                                                                                                 | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1276750.71   | 0.13%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 49 Senior Loan Fund                                                                                        | CUSIP: 26244QAQ6<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |   1732399 | PA      | $1734824.16   | 0.18%             | 2030-07-18      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORP                                 | NTT Finance Corp                                                                                                  | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1509000 | PA      | $1514819.07   | 0.16%             | 2028-07-16      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                         | Pioneer Natural Resources Co                                                                                      | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   4567000 | PA      | $4125529.35   | 0.43%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                      | Bacardi Ltd                                                                                                       | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   1006000 | PA      | $1006184.06   | 0.10%             | 2028-05-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                         | Angel Oak Mortgage Trust 2024-7                                                                                   | CUSIP: 03466CAA2<br>LEI: 254900Q2UY574S9NQF08 | Long             | ABS-MBS          | CORP              | US        |   1843553 | PA      | $1853254.47   | 0.19%             | 2069-05-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                      | OCP CLO 2015-10 Ltd                                                                                               | CUSIP: 67092DBF5<br>LEI: 254900FZYL5HDKV64882 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2253550.50   | 0.23%             | 2038-01-26      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Bank                                             | BANK 2021-BNK34                                                                                                   | CUSIP: 06541JAR2<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |  11258828 | PA      | $381381.55    | 0.04%             | 2063-06-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                         | Plains All American Pipeline LP / PAA Finance Corp                                                                | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1819000 | PA      | $1814901.03   | 0.19%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                             | Flutter Treasury DAC                                                                                              | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   2823000 | PA      | $2812441.98   | 0.29%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                         | Marsh & McLennan Cos Inc                                                                                          | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1712000 | PA      | $1719666.22   | 0.18%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                       | NBN Co Ltd                                                                                                        | CUSIP: 62878U2F8<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   2064000 | PA      | $2126971.13   | 0.22%             | 2028-10-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 95 CLO Ltd                                                                                                 | CUSIP: 262487AL5<br>LEI: 549300KI3ILQQHC87U86 | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3250705.25   | 0.34%             | 2034-08-20      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| BROWN & BROWN INC                                | Brown & Brown Inc                                                                                                 | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $1030074.95   | 0.11%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                         | Vistra Operations Co LLC                                                                                          | CUSIP: 92840VBA9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1834000 | PA      | $1828784.53   | 0.19%             | 2031-04-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: TR12004   TRS USD R E TR12004R / Short: TR12004   TRS USD P V 03MTBILL TR12004P/USB3MTA+10BPS               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |  31412713 | OU      | $1150567.05   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                            | American Homes 4 Rent LP                                                                                          | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   2385000 | PA      | $2399402.01   | 0.25%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                    | AIB Group PLC                                                                                                     | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    409000 | PA      | $427343.45    | 0.04%             | 2029-09-13      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2025-V18 Mortgage Trust                                                                                 | CUSIP: 08164EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1538903 | PA      | $1566901.03   | 0.16%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                         | Citizens Financial Group Inc                                                                                      | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   2201000 | PA      | $2264993.96   | 0.23%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                   | Morgan Stanley Capital I Trust 2018-H4                                                                            | CUSIP: 61691RAF3<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |  14159876 | PA      | $247404.18    | 0.03%             | 2051-12-15      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                         | Vistra Operations Co LLC                                                                                          | CUSIP: 92840VBD3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1781000 | PA      | $1778106.00   | 0.18%             | 2028-10-30      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                         | Mars Inc                                                                                                          | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1941000 | PA      | $1952536.14   | 0.20%             | 2028-03-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                                                                      | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    169000 | PA      | $174669.58    | 0.02%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                   | Palmer Square Loan Funding 2025-2 Ltd                                                                             | CUSIP: 69704AAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2496057.50   | 0.26%             | 2033-07-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| COLT Funding LLC                                 | COLT 2024-2 Mortgage Loan Trust                                                                                   | CUSIP: 12665LAA2<br>LEI: 213800Z2Q6LED8DB8K38 | Long             | ABS-MBS          | CORP              | US        |    691790 | PA      | $696196.58    | 0.07%             | 2069-04-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                | Hyatt Hotels Corp                                                                                                 | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $1076376.10   | 0.11%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch & Co., Inc.                        | Long: TR11963   TRS USD R E TR11963R / Short: TR11963   TRS USD P V 03MTBILL TR11963P/USB3MTA+5.00BPS             | CUSIP: 000000000<br>LEI: DWW559HN8WVTCCS4VJ94 | N/A              | DCO              |  | US        |   6051729 | OU      | $-45173.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                            | Huntington Bancshares Inc/OH                                                                                      | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    946000 | PA      | $961534.37    | 0.10%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                                                           | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2510000 | PA      | $2575154.93   | 0.27%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                                               | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21331000 | PA      | $21365496.28  | 2.21%             | 2026-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                                                                        | CUSIP: 05369AAV3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1984000 | PA      | $1955931.04   | 0.20%             | 2029-04-30      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                | Credit Acceptance Auto Loan Trust 2023-3                                                                          | CUSIP: 224936AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1292000 | PA      | $1303297.51   | 0.13%             | 2033-10-17      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Securities LLC                          | Long: TR11982   TRS USD R E TR11982R / Short: TR11982   TRS USD P V 03MTBILL TR11982P/USB3MTA+7.00BPS             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              |  | US        |  22191996 | OU      | $2223286.16   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWS CORP                                        | News Corp                                                                                                         | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |   2396000 | PA      | $2317669.70   | 0.24%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                | Store Capital LLC                                                                                                 | CUSIP: 862123AC0<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   1101000 | PA      | $1093098.21   | 0.11%             | 2031-02-11      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd.                  | LoanCore 2025 2025-CRE8 Issuer LLC                                                                                | CUSIP: 53947FAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2698500 | PA      | $2699443.94   | 0.28%             | 2042-08-17      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| California Public Finance Authority              | CALIFORNIA PUBLIC FIN AUTH REVENUE                                                                                | CUSIP: 13057EKC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1682000 | PA      | $1724058.24   | 0.18%             | 2031-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                 | Genuine Parts Co                                                                                                  | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1942365.28   | 0.20%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                          | BPCE SA                                                                                                           | CUSIP: 05571AAX3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1969000 | PA      | $2007923.82   | 0.21%             | 2029-05-30      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| EQT CORP                                         | EQT Corp                                                                                                          | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3496000 | PA      | $3563223.57   | 0.37%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                                               | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30747000 | PA      | $30832274.96  | 3.18%             | 2027-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                  | AREIT 2022-CRE6 Trust                                                                                             | CUSIP: 04002VAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    894000 | PA      | $893461.19    | 0.09%             | 2037-01-20      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                   | Palmer Square Loan Funding 2025-1 Ltd                                                                             | CUSIP: 69704CAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2999940.00   | 0.31%             | 2033-02-15      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| WEA FINANCE LLC                                  | WEA Finance LLC                                                                                                   | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |    506000 | PA      | $500435.27    | 0.05%             | 2027-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                                                                | CUSIP: 3137AV5K9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    242075 | PA      | $227964.00    | 0.02%             | 2042-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust 2025-NQM3                                                                     | CUSIP: 64832CAC7<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-MBS          | CORP              | US        |    585376 | PA      | $588877.08    | 0.06%             | 2065-05-25      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX 2024-NQM8 Trust                                                                                               | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-MBS          | CORP              | US        |    763256 | PA      | $770110.30    | 0.08%             | 2064-05-25      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                                                              | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2434000 | PA      | $2471683.89   | 0.26%             | 2030-04-01      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| TPG Real Estate Finance                          | TRTX 2025-FL7 Issuer Ltd                                                                                          | CUSIP: 87277LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    849947 | PA      | $851663.64    | 0.09%             | 2043-06-18      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                          | Blackstone Secured Lending Fund                                                                                   | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    687000 | PA      | $670723.84    | 0.07%             | 2027-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                                               | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30789000 | PA      | $30838960.08  | 3.18%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                                                                 | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3032000 | PA      | $3047731.99   | 0.31%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                          | Meituan                                                                                                           | CUSIP: 58533EAE3<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |   1575000 | PA      | $1571171.21   | 0.16%             | 2028-04-02      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                                                   | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1184000 | PA      | $1180715.88   | 0.12%             | 2028-04-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                            | Huntington Bancshares Inc/OH                                                                                      | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    449000 | PA      | $464631.55    | 0.05%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2026-CSMO                                                                            | CUSIP: 12433LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    910000 | PA      | $910568.75    | 0.09%             | 2043-02-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                                                        | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1321532.55   | 0.14%             | 2027-10-29      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                         | Corebridge Financial Inc                                                                                          | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2409964.98   | 0.25%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                      | Paychex Inc                                                                                                       | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   3124000 | PA      | $3157290.53   | 0.33%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC      | BBCMS Mortgage Trust 2021-C11                                                                                     | CUSIP: 05493MAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7146013 | PA      | $340096.65    | 0.04%             | 2054-09-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                 | Crown Castle Inc                                                                                                  | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    448000 | PA      | $441869.65    | 0.05%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                                               | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30477000 | PA      | $30530572.78  | 3.15%             | 2026-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                                                                      | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2637000 | PA      | $2650022.51   | 0.27%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                          | Long: TR11985   TRS USD R V 03MTBILL TR11985R/USB3MTA-5.00BPS / Short: TR11985   TRS USD P E TR11985P             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              |  | US        |  22895345 | OU      | $-965089.20   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy Inc                                                                                            | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    934000 | PA      | $955450.21    | 0.10%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust Series 2024-NQM1                                                                         | CUSIP: 465983AA2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    736953 | PA      | $740303.50    | 0.08%             | 2064-02-25      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates                                                      | CUSIP: 3137FTG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6192149 | PA      | $322429.53    | 0.03%             | 2030-04-25      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                          | Morgan Stanley Private Bank NA                                                                                    | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2519627.04   | 0.26%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH                           | Molex Electronic Technologies LLC                                                                                 | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $2329841.00   | 0.24%             | 2028-04-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                         | Eagle Funding Luxco Sarl                                                                                          | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   2225000 | PA      | $2242132.50   | 0.23%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited  | HOMES 2026-INV1 Trust                                                                                             | CUSIP: 43761FAD7<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |    673970 | PA      | $670525.77    | 0.07%             | 2060-08-25      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                      | Long: TR11873   TRS USD R E TR11873R / Short: TR11873   TRS USD P V 03MTBILL TR11873P/USB3MTA+8.00BPS             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        |  57303228 | OU      | $2573947.42   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: TR11854   TRS USD R E TR11854R / Short: TR11854   TRS USD P V 03MTBILL TR11854P/USB3MTA+10.00BPS            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |  27709058 | OU      | $1014907.76   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust      | MF1 2022-FL9 LLC                                                                                                  | CUSIP: 55285AAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2988000 | PA      | $2989963.12   | 0.31%             | 2037-06-19      | Floating      | 6.81%                 | Yes           |                  2 | On Loan: No      |
| VIDEOTRON LTD                                    | Videotron Ltd                                                                                                     | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   2687000 | PA      | $2605036.32   | 0.27%             | 2029-06-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                    | Volvo Financial Equipment LLC Series 2026-1                                                                       | CUSIP: 92886FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    446000 | PA      | $445621.26    | 0.05%             | 2028-11-15      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                         | Element Fleet Management Corp                                                                                     | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   3307000 | PA      | $3342113.86   | 0.34%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                    | ARDN 2025-ARCP Mortgage Trust                                                                                     | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2999000 | PA      | $3004595.53   | 0.31%             | 2035-06-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                         | Sumitomo Mitsui Financial Group Inc                                                                               | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2842000 | PA      | $2804216.18   | 0.29%             | 2027-01-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust               | STWD 2021-FL2 Ltd                                                                                                 | CUSIP: 78486BAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2295000 | PA      | $2293734.77   | 0.24%             | 2038-04-18      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2017-GS6                                                                             | CUSIP: 36253PAE2<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |  10111837 | PA      | $71040.71     | 0.01%             | 2050-05-10      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                         | Icon Investments Six DAC                                                                                          | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   1081000 | PA      | $1101539.13   | 0.11%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2021-B29 Mortgage Trust                                                                                 | CUSIP: 08163JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14255320 | PA      | $464636.49    | 0.05%             | 2054-09-15      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch & Co., Inc.                        | Long: TR12007   TRS USD R E TR12007R / Short: TR12007   TRS USD P V 03MTBILL TR12007P/USB3MTA+10.00BPS            | CUSIP: 000000000<br>LEI: DWW559HN8WVTCCS4VJ94 | N/A              | DCO              |  | US        |   8234684 | OU      | $178367.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                          | Long: TR11876   TRS USD R E TR11876R / Short: TR11876   TRS USD P V 03MTBILL TR11876P/USB3MTA+7.00BPS             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              |  | US        |  18741467 | OU      | $2682162.93   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                           | Anglo American Capital PLC                                                                                        | CUSIP: 034863AR1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   2917000 | PA      | $2927562.08   | 0.30%             | 2027-04-10      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                         | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                     | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1804000 | PA      | $1835124.41   | 0.19%             | 2029-03-30      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Bank                                             | BANK 2021-BNK32                                                                                                   | CUSIP: 06542BBN6<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   9931784 | PA      | $261921.02    | 0.03%             | 2054-04-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                        | Chesapeake Funding II LLC                                                                                         | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    310729 | PA      | $312908.16    | 0.03%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33                                                       | CUSIP: 61767CAW8<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |   8140507 | PA      | $71957.20     | 0.01%             | 2050-05-15      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                 | Planet Fitness Master Issuer LLC                                                                                  | CUSIP: 72703PAH6<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    715000 | PA      | $712178.75    | 0.07%             | 2055-12-06      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                            | Rio Tinto Finance USA PLC                                                                                         | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1841000 | PA      | $1868379.37   | 0.19%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                 | COLT 2024-3 Mortgage Loan Trust                                                                                   | CUSIP: 19688VAB6<br>LEI: 213800YFAHWZN77V6P52 | Long             | ABS-MBS          | CORP              | US        |    354816 | PA      | $358363.08    | 0.04%             | 2069-06-25      | Variable      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                                                                               | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2697000 | PA      | $2711060.46   | 0.28%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL Holdings Inc                                                                                                  | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1426000 | PA      | $1419531.96   | 0.15%             | 2027-11-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                            | RIO TINTO FIN USA PLC                                                                                             | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1609000 | PA      | $1617252.37   | 0.17%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: TR11913   TRS USD R V 03MTBILL TR11913R/USB3MTA-5BPS / Short: TR11913   TRS USD P E TR11913P                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |  22339849 | OU      | $-1530818.78  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                                                      | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    857000 | PA      | $873618.44    | 0.09%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                          | Long: TR11935   TRS USD R V 03MTBILL TR11935R/USB3MTA-3.00BPS / Short: TR11935   TRS USD P E TR11935P             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              |  | US        |   7308246 | OU      | $-1063459.83  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                          | Long: TR12036   TRS USD R V 03MTBILL TR12036R/USB3MTA-4.00BPS / Short: TR12036   TRS USD P E TR12036P             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              |  | US        |  11000000 | OU      | $-1013843.90  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                          | Nationwide Building Society                                                                                       | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   4123000 | PA      | $4075054.70   | 0.42%             | 2028-02-16      | Fixed         | 2.97%                 | Yes           |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                           | NXP BV / NXP Funding LLC / NXP USA Inc                                                                            | CUSIP: 62954HBF4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | N/A       |    784000 | PA      | $781804.65    | 0.08%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                                                      | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    718000 | PA      | $725827.40    | 0.07%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                           | Mitsubishi UFJ Financial Group Inc                                                                                | CUSIP: 606822DW1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    747000 | PA      | $745725.51    | 0.08%             | 2032-04-21      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                  | WEA Finance LLC                                                                                                   | CUSIP: 92928QAE8<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |   2997000 | PA      | $2957599.58   | 0.31%             | 2028-09-20      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                   | Enterprise Fleet Financing 2023-2 LLC                                                                             | CUSIP: 29375NAB1<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    137505 | PA      | $137975.84    | 0.01%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2021-B27 Mortgage Trust                                                                                 | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14041556 | PA      | $611272.47    | 0.06%             | 2054-07-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                          | Meituan                                                                                                           | CUSIP: 58533EAG8<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |    632000 | PA      | $616155.44    | 0.06%             | 2031-05-05      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC      | BBCMS Mortgage Trust 2018-C2                                                                                      | CUSIP: 05491UBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17773712 | PA      | $260265.80    | 0.03%             | 2051-12-15      | Variable      | 0.90%                 | Yes           |                  2 | On Loan: No      |
| EBAY INC                                         | eBay Inc                                                                                                          | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   1752000 | PA      | $1744653.78   | 0.18%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                               | Regal Rexnord Corp                                                                                                | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   2278000 | PA      | $2335128.37   | 0.24%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd  | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                                                            | CUSIP: 03880RAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1684000 | PA      | $1684183.72   | 0.17%             | 2036-11-15      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                 | Provident Funding Mortgage Trust 2024-1                                                                           | CUSIP: 74389BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1421322 | PA      | $1421423.91   | 0.15%             | 2054-12-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                                                      | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    428000 | PA      | $463149.50    | 0.05%             | 2028-11-13      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                                               | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  82605000 | PA      | $84237739.04  | 8.69%             | 2029-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-27

**Name of Applicant:** MFS SERIES TRUST XV

**Signature:** James Byrne

**Name of Signer:** James Byrne

**Title:** Assistant Treasurer