# EDGAR Filing Document

**Accession Number:** 0001084380
**File Stem:** 0001084380-26-000624
**Filing Date:** 2026-5
**Character Count:** 732439
**Document Hash:** 3171c1b29ff41d34e07de0f0e00e3acb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001084380-26-000624.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001084380-26-000624

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TIAA-CREF FUNDS
- **CENTRAL INDEX KEY:** 0001084380

**ORGANIZATION NAME:**
- **EIN:** 134055167
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09301
- **FILM NUMBER:** 261028705

**BUSINESS ADDRESS:**
- **STREET 1:** 730 THIRD AVE.
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 2129166746

**MAIL ADDRESS:**
- **STREET 1:** 730 THIRD AVE.
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TIAA CREF INSTITUTIONAL MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19990415

## Series and Classes Contracts Data

### Nuveen Core Plus Bond Fund (Series ID: S000012198)

| Class ID   | Class Name       | Ticker Symbol   |
|:---|:---|:---|
| C000033283 | Class A          | TCBPX           |
| C000033284 | Retirement Class | TCBRX           |
| C000033285 | Class R6         | TIBFX           |
| C000079574 | Premier Class    | TBPPX           |
| C000162569 | Class I          | TCBHX           |
| C000202758 | Class W          | TCBWX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** TIAA-CREF Funds

- **b. Investment Company Act file number:** 811-09301

- **c. CIK number of Registrant:** 0001084380

- **d. LEI of Registrant:** 549300L8R42TEBN5NG46

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

  - **Street Address 1:** 730 Third Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

  - **Telephone number:** 800-842-2733

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

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

- **b. EDGAR series identifier (if any):** S000012198

- **c. LEI of Series:** 0MUK3R86NU2905A9L154

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4551714070.00

**Total Liabilities:** $73430324.00

**Net Assets:** $4478283746.00

**Delayed Delivery Securities:** $6966964.00

**Cash Not Reported:** $24059912.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -11407.79000000 | **1-Year:** -60150.79000000 | **5-Year:** -314514.45000000 | **10-Year:** -695925.84000000 | **30-Year:** -1095756.18000000

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

- **3-Month:** -6374.62000000 | **1-Year:** -30284.45000000 | **5-Year:** -160460.43000000 | **10-Year:** -72887.48000000 | **30-Year:** -50685.29000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000033283 | 0.35%                | 1.54%                | -1.97%               |
| Class ID C000033284 | 0.36%                | 1.44%                | -1.86%               |
| Class ID C000033285 | 0.38%                | 1.46%                | -1.84%               |
| Class ID C000079574 | 0.37%                | 1.56%                | -1.96%               |
| Class ID C000162569 | 0.31%                | 1.56%                | -1.95%               |
| Class ID C000202758 | 0.41%                | 1.48%                | -1.81%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $674337.29               | $44018.66                                  |
| Month 2  | $514015.56               | $47873168.99                               |
| Month 3  | $-6646525.25             | $-94734433.11                              |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate

- **Index Identifier:** LFI:LHMN0001

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Brown & Brown Inc                                                               | Brown & Brown, Inc                                                          | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     525000 | PA      | $524302.60    | 0.01%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 3140Q8KY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     763072 | PA      | $750655.99    | 0.02%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                              | Vodafone Group plc                                                          | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    6000000 | PA      | $4663536.60   | 0.10%             | 2081-06-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                               | Post Holdings, Inc                                                          | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1970285.40   | 0.04%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays plc                                                                | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4525000 | PA      | $4935666.38   | 0.11%             | N/A             | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool                                                            | CUSIP: 3132DPBM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     431377 | PA      | $381550.86    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc                                                           | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $1963438.68   | 0.04%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                    | Hudson Yards Mortgage Trust                                                 | CUSIP: 44421MAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $897156.80    | 0.02%             | 2041-12-10      | Variable      | 2.94%                 | Yes           |                  2 | On Loan: No      |
| PHILLIPS 66                                                                     | Phillips 66 Co                                                              | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     715000 | PA      | $602173.92    | 0.01%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-C63                                  | Wells Fargo Commercial Mortgage Trust                                       | CUSIP: 94990FAH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2400000 | PA      | $2471757.84   | 0.06%             | 2057-08-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                         | Teva Pharmaceutical Finance Netherlands III BV                              | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    1178000 | PA      | $1166289.27   | 0.03%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                    | CUSIP: 08162QBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4893161.50   | 0.11%             | 2048-09-15      | Variable      | 3.54%                 | Yes           |                  2 | On Loan: No      |
| Molina Healthcare Inc                                                           | Molina Healthcare, Inc                                                      | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     800000 | PA      | $775672.50    | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co                                                            | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4125000 | PA      | $4333242.38   | 0.10%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| Freddie Mac - STACR                                                             | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KSJ9<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-CBDO         | CORP              | US        |     890000 | PA      | $911446.69    | 0.02%             | 2042-02-25      | Variable      | 9.11%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31384VP48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        124 | PA      | $125.97       | 0.00%             | 2030-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | Novartis Capital Corp                                                       | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1208561.00   | 0.03%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46654FAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3747209 | PA      | $109198.93    | 0.00%             | 2052-04-25      | Variable      | 0.50%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP                                                                      | US Bancorp                                                                  | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1976554.22   | 0.04%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                                             | Senegal Government International Bond                                       | CUSIP: 81720TAD7<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    1425000 | PA      | $721021.74    | 0.02%             | 2048-03-13      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Barbados Government International Bond                                          | Barbados Government International Bond                                      | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |    1000000 | PA      | $1012580.00   | 0.02%             | 2035-06-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| PG&E Corp                                                                       | PG&E Corp                                                                   | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4025657.68   | 0.09%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber Abs Issuer LLC                                                      | Uniti Fiber Abs Issuer LLC                                                  | CUSIP: 91326EAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2715000 | PA      | $2706616.35   | 0.06%             | 2056-01-20      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Columbus McKinnon Corp/NY                                                       | Columbus McKinnon Corp                                                      | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |    1465000 | PA      | $1464326.10   | 0.03%             | 2033-01-31      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | Hungary Government International Bond                                       | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    1250000 | PA      | $1257012.23   | 0.03%             | 2030-09-26      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA3                                         | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KWG0<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-CBDO         | CORP              | US        |    1890000 | PA      | $2027634.34   | 0.05%             | 2042-04-25      | Variable      | 15.09%                | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                            | OneMain Finance Corp                                                        | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1345000 | PA      | $1319599.00   | 0.03%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco Nacional de Comercio Exterior SNC/Cayman Islands                          | Banco Nacional de Comercio Exterior SNC                                     | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |    1150000 | PA      | $1175530.00   | 0.03%             | 2030-05-07      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Alterra Mountain Co                                                             | Alterra Mountain Company, Term Loan B9                                      | CUSIP: 46124CAU1<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |     313914 | PA      | $314209.47    | 0.01%             | 2028-08-17      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust                                                | CUSIP: 36250SAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1473129.30   | 0.03%             | 2051-07-10      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| CD&R Smokey Buyer Inc / Radio Systems Corp                                      | CD&R Smokey Buyer, Inc                                                      | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $850615.82    | 0.02%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| McGraw-Hill Education Inc                                                       | McGraw-Hill Education, Inc                                                  | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1166511.12   | 0.03%             | 2031-09-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 26 Ltd                                                              | Elmwood CLO 26 Ltd                                                          | CUSIP: 29004CAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    3250000 | PA      | $3250162.50   | 0.07%             | 2037-04-18      | Variable      | 7.27%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                              | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3125000 | PA      | $3135838.19   | 0.07%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                        | OBX Trust                                                                   | CUSIP: 670857AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2700000 | PA      | $1764119.79   | 0.04%             | 2061-05-25      | Variable      | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | Alliant Holdings Intermediate LLC                                           | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1963895.20   | 0.04%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2026-2                                 | Chase Home Lending Mortgage Trust Series                                    | CUSIP: 16160EBQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    1048375 | PA      | $1043181.99   | 0.02%             | 2056-12-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust                                                | CUSIP: 36251PAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2250000 | PA      | $2193814.58   | 0.05%             | 2049-10-10      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48                                                                 | BANK                                                                        | CUSIP: 06541GAH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1750000 | PA      | $1756385.75   | 0.04%             | 2057-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                  | BBCMS Trust                                                                 | CUSIP: 05547HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6500000 | PA      | $6303640.20   | 0.14%             | 2035-08-10      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46654VAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     893163 | PA      | $772992.59    | 0.02%             | 2052-05-25      | Variable      | 2.93%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2022-3                                                      | RCKT Mortgage Trust                                                         | CUSIP: 74938XBU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     154211 | PA      | $129945.71    | 0.00%             | 2052-05-25      | Variable      | 3.19%                 | Yes           |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                                                        | Empresas Publicas de Medellin ESP                                           | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |    2525000 | PA      | $2343553.50   | 0.05%             | 2029-07-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                            | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7975000 | PA      | $8161037.61   | 0.18%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com, Inc                                                             | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1448834.75   | 0.03%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-S2                                                  | Sequoia Mortgage Trust                                                      | CUSIP: 81748UAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7249799 | PA      | $6702290.62   | 0.15%             | 2055-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                    | CUSIP: 081916AB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $2022929.00   | 0.05%             | 2056-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                         | Kodiak Gas Services LLC                                                     | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     765000 | PA      | $768788.56    | 0.02%             | 2031-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                          | Republic of South Africa Government International Bond                      | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1500000 | PA      | $1532122.37   | 0.03%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6698966 | PA      | $6491642.12   | 0.14%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15181140 | PA      | $14725363.25  | 0.33%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DBJPM 20-C9 Mortgage Trust                                                      | DBJPMortgage Trust                                                          | CUSIP: 233063AT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2425000 | PA      | $2169815.55   | 0.05%             | 2053-08-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| INEOS US Petrochem LLC                                                          | INEOS Quattro Holdings UK Ltd, Term Loan B                                  | CUSIP: BL4766400<br>LEI: N/A                  | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2031-10-07      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                       | CUSIP: 31283HJT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |        214 | PA      | $217.30       | 0.00%             | 2031-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | American Tower Corp                                                         | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1226767.34   | 0.03%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Government National Mortgage Association                                    | CUSIP: 38383YGU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    3774011 | PA      | $3478684.47   | 0.08%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                                               | Imperial Fund Mortgage Trust                                                | CUSIP: 452760AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     440000 | PA      | $416820.14    | 0.01%             | 2055-10-25      | Variable      | 3.53%                 | Yes           |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                | Corp Nacional del Cobre de Chile                                            | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    1050000 | PA      | $1106519.40   | 0.02%             | 2036-01-26      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | Kroger Co                                                                   | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2043092.46   | 0.05%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ulker Biskuvi Sanayi AS                                                         | Ulker Biskuvi Sanayi AS.                                                    | CUSIP: 903742AB0<br>LEI: 7890009HEU9BS7J3DA93 | Long             | DBT              | CORP              | TR        |    1800000 | PA      | $1816096.07   | 0.04%             | 2031-07-08      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp                                                       | Garda World Security Corp                                                   | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     855000 | PA      | $866847.74    | 0.02%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp                                      | RHP Hotel Properties LP                                                     | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     995000 | PA      | $981919.43    | 0.02%             | 2034-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                       | CUSIP: 3128M5X47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      57417 | PA      | $60356.84     | 0.00%             | 2033-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46655NBX7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2644559 | PA      | $2272981.36   | 0.05%             | 2052-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | Freddie Mac REMICS                                                          | CUSIP: 3137F4EA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     902663 | PA      | $855121.57    | 0.02%             | 2048-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                    | CUSIP: 38384CKS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    2301724 | PA      | $2516508.82   | 0.06%             | 2053-08-20      | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2022-3                                                 | JP Morgan Mortgage Trust                                                    | CUSIP: 46654UCV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     990283 | PA      | $804987.58    | 0.02%             | 2052-08-25      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                | Connecticut Avenue Securities Trust                                         | CUSIP: 20754NAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15060000 | PA      | $15476463.22  | 0.35%             | 2042-05-25      | Variable      | 8.21%                 | Yes           |                  2 | On Loan: No      |
| HESTIA RE LTD                                                                   | Hestia Re Ltd                                                               | CUSIP: 42815KAA0<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |      35714 | PA      | $17857.15     | 0.00%             | 2029-04-22      | Variable      | 3.64%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | Credit Agricole S.A.                                                        | CUSIP: 225313AT2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    3850000 | PA      | $3886436.40   | 0.09%             | N/A             | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO Holdings LLC                                                            | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1268484.19   | 0.03%             | 2033-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | Roper Technologies, Inc                                                     | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3659041.43   | 0.08%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | Freddie Mac REMICS                                                          | CUSIP: 3137F4ST0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    3354293 | PA      | $3177966.49   | 0.07%             | 2048-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR II                                                          | Five Corners Funding Trust II                                               | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1690000 | PA      | $1574305.90   | 0.04%             | 2030-05-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| MIZRAHI TEFAHOT BANK LTD                                                        | Mizrahi Tefahot Bank Ltd                                                    | CUSIP: BO7663400<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | DBT              | CORP              | IL        |    3000000 | PA      | $2998583.70   | 0.07%             | 2031-04-07      | Fixed         | 3.08%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                  | JPMBB Commercial Mortgage Securities Trust                                  | CUSIP: 46642NBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1100000 | PA      | $1075948.17   | 0.02%             | 2047-09-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                                                | IRB Holding Corp, Term Loan B                                               | CUSIP: 44988LAM9<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |     463125 | PA      | $462546.54    | 0.01%             | 2030-12-16      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Government National Mortgage Association                                    | CUSIP: 38383V7U6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    2544013 | PA      | $2388447.94   | 0.05%             | 2053-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems Inc                                                   | Advanced Drainage Systems, Inc                                              | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     520000 | PA      | $506022.82    | 0.01%             | 2034-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive Reit                                                         | Capital Automotive REIT                                                     | CUSIP: 12510HAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5100000 | PA      | $5033205.81   | 0.11%             | 2050-02-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                              | Grupo Televisa SAB                                                          | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    1000000 | PA      | $709629.63    | 0.02%             | 2046-01-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac REMICS                                                          | CUSIP: 3137FWNA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1879774 | PA      | $229454.03    | 0.01%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                | Lamar Media Corp                                                            | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2964258.90   | 0.07%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LEX Trust 2026-450                                                              | LEX Trust                                                                   | CUSIP: 501970AC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1250000 | PA      | $1243883.13   | 0.03%             | 2043-03-15      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp                                                             | American Tower Corp                                                         | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    4025000 | PA      | $4051110.30   | 0.09%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Comision Ejecutiva Hidroelectrica del Rio Lempa                                 | Comision Ejecutiva Hidroelectrica del Rio Lempa                             | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |     900000 | PA      | $922500.00    | 0.02%             | 2033-01-24      | Fixed         | 8.65%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                         | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12350000 | PA      | $9285131.87   | 0.21%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Industrial Subordinated Trust 2 0                                               | Industrial Subordinated Trust 2 0                                           | CUSIP: 456349AA7<br>LEI: 5493000UIKKX04UT3Q55 | Long             | DBT              | CORP              | KY        |     625000 | PA      | $625000.00    | 0.01%             | 2036-04-15      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46654FAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2003052 | PA      | $1717961.12   | 0.04%             | 2052-04-25      | Variable      | 3.34%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                         | Public Service Co of Colorado                                               | CUSIP: 744448CE9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     550000 | PA      | $495904.00    | 0.01%             | 2041-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | Hungary Government International Bond                                       | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     750000 | PA      | $731166.26    | 0.02%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                 | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26656000 | PA      | $25698050.00  | 0.57%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Flagstar Mortgage Trust 2021-5INV                                               | Flagstar Mortgage Trust                                                     | CUSIP: 33851PAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2479556 | PA      | $2050523.71   | 0.05%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BrewCo Borrower LLC                                                             | City Brewing Company, LLC, PIK Super Priority Term Loan                     | CUSIP: 10756PAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      15090 | PA      | $6790.59      | 0.00%             | 2030-09-30      | Variable      | 10.67%                | No            |                  2 | On Loan: No      |
| Ecuador Government International Bond                                           | Ecuador Government International Bond                                       | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    1350000 | PA      | $1323000.00   | 0.03%             | 2034-01-29      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                           | Level 3 Financing, Inc                                                      | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1043411.71   | 0.02%             | 2036-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com, Inc                                                             | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    4875000 | PA      | $4830570.42   | 0.11%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOLAR STAR FUNDING LLC                                                          | Solar Star Funding LLC                                                      | CUSIP: 83416WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1819982 | PA      | $1727417.14   | 0.04%             | 2035-06-30      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Orbia Advance Corp SAB de CV                                                    | Orbia Advance Corp SAB de C.V.                                              | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    1150000 | PA      | $1130220.00   | 0.03%             | 2030-05-13      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                        | Mars, Inc                                                                   | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1706376.84   | 0.04%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                         | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3350000 | PA      | $3392566.11   | 0.08%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36267BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3165276 | PA      | $2723338.34   | 0.06%             | 2052-08-26      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | Colombia Government International Bond                                      | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     425000 | PA      | $417562.50    | 0.01%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31418BJD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1231454 | PA      | $1213387.72   | 0.03%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                                            | BANK                                                                        | CUSIP: 06540BAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2229446.10   | 0.05%             | 2052-10-17      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Israel Government International Bond                                            | Israel Government International Bond                                        | CUSIP: 46515CJY1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    1025000 | PA      | $1003512.35   | 0.02%             | 2031-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                                  | Alternative Loan Trust                                                      | CUSIP: 12667F5M3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      24180 | PA      | $3894.52      | 0.00%             | 2056-12-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust                                                         | CUSIP: 12630DBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2746617 | PA      | $2716581.28   | 0.06%             | 2047-02-10      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                          | Sequoia Mortgage Trust                                                      | CUSIP: 81743AAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     470646 | PA      | $424257.67    | 0.01%             | 2049-12-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | Gilead Sciences, Inc                                                        | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     600000 | PA      | $434275.91    | 0.01%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                                               | TransCanada Trust                                                           | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $1982644.80   | 0.04%             | 2079-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BCPE Pequod Buyer Inc                                                           | BCPE Pequod Buyer Inc, Term Loan B                                          | CUSIP: 05624AAB8<br>LEI: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |    2661642 | PA      | $2587887.63   | 0.06%             | 2031-11-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer Inc                                                        | Zelis Payments Buyer, Inc., Term Loan B                                     | CUSIP: 98932TAG8<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    2456250 | PA      | $2384515.22   | 0.05%             | 2029-09-28      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                 | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3850000 | PA      | $3710173.31   | 0.08%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                                               | Jordan Government International Bond                                        | CUSIP: 418097AJ0<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     875000 | PA      | $821491.13    | 0.02%             | 2047-10-10      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| GFL Environmental Holdings US Inc                                               | GFL Environmental Holdings US, Inc                                          | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     735000 | PA      | $720884.99    | 0.02%             | 2034-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| UEP PENONOME II SA                                                              | UEP Penonome II S.A.                                                        | CUSIP: 90363PAA4<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | PA        |    1322978 | PA      | $1174275.29   | 0.03%             | 2038-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                        | OBX Trust                                                                   | CUSIP: 67448JAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    3329831 | PA      | $3059827.55   | 0.07%             | 2052-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| EQT Trust 2024-EXTR                                                             | EQT Trust                                                                   | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1731661 | PA      | $1752756.09   | 0.04%             | 2041-07-05      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Sitios Latinoamerica SAB de CV                                                  | Sitios Latinoamerica SAB de C.V.                                            | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    1650000 | PA      | $1661550.00   | 0.04%             | 2029-11-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                  | Rocket Cos, Inc                                                             | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1137087.00   | 0.03%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| USA Compression Partners LP / USA Compression Finance Corp                      | USA Compression Partners LP                                                 | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $398742.00    | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                        | AerCap Ireland Capital DAC                                                  | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    5050000 | PA      | $4861051.57   | 0.11%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                    | Hudson Yards Mortgage Trust                                                 | CUSIP: 44421GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2250000 | PA      | $2077094.48   | 0.05%             | 2039-07-10      | Variable      | 3.44%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Trust                                         | CUSIP: 362925CB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2276560 | PA      | $1962853.84   | 0.04%             | 2052-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46654WBS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5198580 | PA      | $4295967.44   | 0.10%             | 2052-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36260RAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1153734 | PA      | $954077.10    | 0.02%             | 2051-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                                               | Imola Merger Corp                                                           | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4125000 | PA      | $4009226.51   | 0.09%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | Consumers Energy Co                                                         | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1382895.29   | 0.03%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ILPT Commercial Mortgage Trust 2025-LPF2                                        | ILPT Commercial Mortgage Trust                                              | CUSIP: 451955AA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3325000 | PA      | $3372304.11   | 0.08%             | 2042-07-13      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                    | CUSIP: 08162FAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1200000 | PA      | $1122970.92   | 0.03%             | 2052-08-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc                                                              | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     400000 | PA      | $400011.31    | 0.01%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Kleopatra Finco Sarl                                                            | Kleopatra Finco Sarl                                                        | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | EC               | CORP              | LU        |       7002 | NS      | $9598.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                           | HUB International Limited, Term Loan B                                      | CUSIP: BL4978526<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    3212878 | PA      | $3209328.16   | 0.07%             | 2030-06-20      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| OHS Issuer LLC                                                                  | OHS Issuer LLC                                                              | CUSIP: 67115SAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4995833 | PA      | $4898024.91   | 0.11%             | 2061-02-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                       | CUSIP: 3132HC6G3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     300870 | PA      | $295043.35    | 0.01%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                           | Accenture Capital, Inc                                                      | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1546959.47   | 0.03%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-10INV                                              | Flagstar Mortgage Trust                                                     | CUSIP: 33851RBF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1271173 | PA      | $1054641.79   | 0.02%             | 2051-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Cardinal Health Inc                                                             | Cardinal Health, Inc                                                        | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1563012.42   | 0.03%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                         | Talen Energy Supply LLC                                                     | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    2815000 | PA      | $2953151.76   | 0.07%             | 2030-06-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| SWISS RE FINANCE LUX                                                            | Swiss Re Finance Luxembourg S.A.                                            | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |     900000 | PA      | $889436.48    | 0.02%             | 2049-04-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Government National Mortgage Association                                    | CUSIP: 38380WZL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    1345422 | PA      | $141783.38    | 0.00%             | 2046-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                        | Raytheon Technologies Corp                                                  | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3454428.09   | 0.08%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                            | Colombia Government International Bond                                      | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1000000 | PA      | $869040.00    | 0.02%             | 2041-01-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                    | United Airlines Holdings, Inc                                               | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     465000 | PA      | $455382.27    | 0.01%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                                  | Open Text Corp                                                              | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    2830000 | PA      | $2529041.95   | 0.06%             | 2029-12-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom, Inc                                                               | CUSIP: 11135FDD0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     725000 | PA      | $721239.95    | 0.02%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings Inc                                                           | Ellucian Holdings, Inc., First Lien Term Loan B                             | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    1159918 | PA      | $1129951.21   | 0.03%             | 2029-10-09      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 3138AFEM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     248575 | PA      | $251210.84    | 0.01%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSC ServiceWorks East LLC                                                       | CSC ServiceWorks East LLC                                                   | CUSIP: BL5524097<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      79128 | PA      | $80924.76     | 0.00%             | 2030-09-04      | Variable      | 9.11%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                               | Herc Holdings, Inc                                                          | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     665000 | PA      | $681453.43    | 0.02%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                          | Acrisure LLC                                                                | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2406791.24   | 0.05%             | 2029-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Esab Corp                                                                       | Esab Corp                                                                   | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     955000 | PA      | $961694.55    | 0.02%             | 2031-04-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                         | Flagstar Mortgage Trust                                                     | CUSIP: 33852FAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1492819 | PA      | $1234557.08   | 0.03%             | 2051-06-01      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Trans Union LLC                                                                 | Trans Union, LLC, Term Loan B9                                              | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    2775596 | PA      | $2765020.99   | 0.06%             | 2031-06-24      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                           | Encompass Health Corp                                                       | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    4630000 | PA      | $4588901.34   | 0.10%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                          | Oman Government International Bond                                          | CUSIP: 682051AF4<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    2275000 | PA      | $2331016.87   | 0.05%             | 2047-03-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Vitality Re XVI Ltd                                                             | Vitality Re XVI Ltd                                                         | CUSIP: 92849FAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    8500000 | PA      | $8443050.00   | 0.19%             | 2029-01-08      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Suzano Netherlands BV                                                           | Suzano Netherlands BV                                                       | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |    2580000 | PA      | $2496150.00   | 0.06%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc                                                 | PennyMac Financial Services, Inc                                            | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     350000 | PA      | $358038.10    | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                         | Talen Energy Supply LLC                                                     | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2051881.18   | 0.05%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                       | CUSIP: 3132XCSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    5832969 | PA      | $5745857.59   | 0.13%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | Canadian Imperial Bank of Commerce                                          | CUSIP: 13607P7Y4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    5200000 | PA      | $5255114.80   | 0.12%             | 2085-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                            | CUSIP: 3132DVKW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2092461 | PA      | $1875025.30   | 0.04%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                    | CUSIP: 08161CAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3240000 | PA      | $2113375.86   | 0.05%             | 2051-02-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NiSource, Inc                                                               | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    8135000 | PA      | $7069984.10   | 0.16%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                          | WESCO Distribution, Inc                                                     | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1988061.80   | 0.04%             | 2031-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae REMICS                                                           | CUSIP: 3136BN4W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    2226910 | PA      | $1972400.91   | 0.04%             | 2052-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                          | Egypt Government International Bond                                         | CUSIP: 03846JX21<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1500000 | PA      | $1416238.92   | 0.03%             | 2032-01-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| BOCA Commercial Mortgage Trust 2025-BOCA                                        | BOCA Commercial Mortgage Trust                                              | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4009073.20   | 0.09%             | 2042-12-15      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7242141 | PA      | $7180981.84   | 0.16%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                | Connecticut Avenue Securities Trust                                         | CUSIP: 20754QAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     800000 | PA      | $855851.68    | 0.02%             | 2043-05-25      | Variable      | 9.01%                 | Yes           |                  2 | On Loan: No      |
| Neptune Bidco US Inc                                                            | Neptune Bidco US, Inc                                                       | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     670000 | PA      | $650060.13    | 0.01%             | 2033-02-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T                                                  | JP Morgan Alternative Loan Trust                                            | CUSIP: 466275AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      21444 | PA      | $20652.25     | 0.00%             | 2047-04-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| ENERGIAN ISRAEL FINANCE                                                         | Energean Israel Finance Ltd                                                 | CUSIP: 29290WAA5<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    1450000 | PA      | $1488787.86   | 0.03%             | 2033-09-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | American Water Capital Corp                                                 | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     875000 | PA      | $856088.19    | 0.02%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SRAM LLC                                                                        | SRAM, LLC , Term Loan B                                                     | CUSIP: 85232BAV8<br>LEI: 5493005GYDYQG38FCT53 | Long             | LON              | CORP              | US        |     220692 | PA      | $220002.77    | 0.00%             | 2032-02-27      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                            | Verisk Analytics, Inc                                                       | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1660671.05   | 0.04%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | Truist Financial Corp                                                       | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    3055000 | PA      | $3049619.53   | 0.07%             | N/A             | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                        | Liberty Mutual Group, Inc                                                   | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    1521000 | PA      | $1513190.20   | 0.03%             | 2029-02-01      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                       | CUSIP: 3132HDA35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      47331 | PA      | $46414.70     | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | Sunoco LP                                                                   | CUSIP: 86765KAJ8<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1932564.80   | 0.04%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group, Inc                                                     | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     950000 | PA      | $958100.10    | 0.02%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                  | Wells Fargo Mortgage Backed Securities Trust                                | CUSIP: 95003KAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1035108 | PA      | $891554.31    | 0.02%             | 2051-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                       | Sunoco LP                                                                   | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     500000 | PA      | $494476.95    | 0.01%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DAVITA INC                                                                      | DaVita, Inc                                                                 | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1923030.40   | 0.04%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                              | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5275000 | PA      | $5402983.90   | 0.12%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                        | Republic of South Africa Government International Bond                      | CUSIP: EJ7498649<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    9300000 | PA      | $496393.06    | 0.01%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                             | Freddie Mac STACR Securitized Participation Interests Trust                 | CUSIP: 3137G1CL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      12859 | PA      | $12600.03     | 0.00%             | 2048-02-25      | Variable      | 3.79%                 | Yes           |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                          | Hartford Financial Services Group, Inc                                      | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     850000 | PA      | $526776.77    | 0.01%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 3140X45K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2971277 | PA      | $2798263.52   | 0.06%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                                                   | Discover Bank                                                               | CUSIP: 25466AAR2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1282951.77   | 0.03%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WEST TECHNOLOGY GRP LLC                                                         | West Corporation, Term Loan B3                                              | CUSIP: 68162RAH4<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |     180934 | PA      | $38385.08     | 0.00%             | 2027-04-12      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                         | Kodiak Gas Services LLC                                                     | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     440000 | PA      | $444752.88    | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co                                                            | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5825000 | PA      | $5685526.37   | 0.13%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | General Motors Financial Co, Inc                                            | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3517437.63   | 0.08%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LD Celulose International GmbH                                                  | LD Celulose International GmbH                                              | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |     725000 | PA      | $745060.62    | 0.02%             | 2032-01-26      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co                                                                    | Organon & Co, Term Loan                                                     | CUSIP: BL4871606<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |    2493891 | PA      | $2382289.75   | 0.05%             | 2031-05-19      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3361018 | PA      | $2958818.97   | 0.07%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STC SUKUK CO II LTD                                                             | STC SUKUK CO II Ltd                                                         | CUSIP: 784772AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1950000 | PA      | $1902953.91   | 0.04%             | 2031-01-15      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| Qnity Electronics Inc                                                           | Qnity Electronics, Inc                                                      | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    1665000 | PA      | $1666983.02   | 0.04%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14488552 | PA      | $14361739.50  | 0.32%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac REMICS                                                          | CUSIP: 3137H95S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    2867078 | PA      | $2677879.09   | 0.06%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae REMICS                                                           | CUSIP: 3136BPJA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    3461837 | PA      | $3503040.09   | 0.08%             | 2052-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                              | Ryan Specialty LLC                                                          | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     985000 | PA      | $973539.13    | 0.02%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                                       | Oryx Midstream Services Permian Basin LLC, Term Loan B                      | CUSIP: BL4978609<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |     725680 | PA      | $727494.08    | 0.02%             | 2028-10-05      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                  | Wells Fargo Mortgage Backed Securities Trust                                | CUSIP: 949930AT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1086759 | PA      | $898068.94    | 0.02%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46643UDN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     557836 | PA      | $551270.85    | 0.01%             | 2044-12-25      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                               | SYSCO Corp                                                                  | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $1386356.13   | 0.03%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Merlin Entertainments Group US Holdings Inc                                     | Merlin Entertainments Group US Holdings, Inc                                | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $834571.50    | 0.02%             | 2031-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Uganda Government Bonds                                             | Republic of Uganda Government Bonds                                         | CUSIP: YW1784167<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        | 5780000000 | PA      | $1511681.93   | 0.03%             | 2039-06-23      | Fixed         | 15.80%                | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 466247K93<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      80809 | PA      | $80785.94     | 0.00%             | 2033-11-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 3140MUXM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1514374 | PA      | $1467346.88   | 0.03%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd                                                                 | IHS Holding Ltd                                                             | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $1026007.39   | 0.02%             | 2031-11-29      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: —       |
| Government National Mortgage Association                                        | Government National Mortgage Association                                    | CUSIP: 38384BAA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    4130309 | PA      | $739318.25    | 0.02%             | 2052-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36258FAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     249942 | PA      | $221566.22    | 0.00%             | 2050-05-25      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications, Inc                                                 | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3871559.72   | 0.09%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| LIGHTPATH FIBER ISSUER LLC                                                      | LIGHTPATH FIBER ISSUER LLC                                                  | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3250000 | PA      | $3240991.00   | 0.07%             | 2056-03-25      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Medco Maple Tree Pte Ltd                                                        | Medco Maple Tree Pte Ltd                                                    | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |    1500000 | PA      | $1540942.04   | 0.03%             | 2029-04-27      | Fixed         | 8.96%                 | Yes           |                  2 | On Loan: No      |
| Banco BTG Pactual SA/Cayman Islands                                             | Banco BTG Pactual S.A.                                                      | CUSIP: 05971AAM3<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |    1950000 | PA      | $1883700.00   | 0.04%             | 2031-01-27      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                         | Asbury Automotive Group, Inc                                                | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    2670000 | PA      | $2581170.17   | 0.06%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Albion Financing 1 SARL / Aggreko Holdings Inc                                  | Albion Financing  SARL                                                      | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     975000 | PA      | $996486.08    | 0.02%             | 2030-05-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 3140X4E51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     117775 | PA      | $116436.12    | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31374TMV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        142 | PA      | $142.92       | 0.00%             | 2029-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                           | Tenet Healthcare Corp                                                       | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $5424029.52   | 0.12%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC                                                      | Camelot U.S. Acquisition LLC, Term Loan B                                   | CUSIP: BL4573418<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |     645055 | PA      | $560527.37    | 0.01%             | 2031-01-31      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Banco de Credito e Inversiones SA                                               | Banco de Credito e Inversiones S.A.                                         | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |     700000 | PA      | $735791.00    | 0.02%             | N/A             | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                             | Highwoods Realty LP                                                         | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     700000 | PA      | $680657.10    | 0.02%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                         | Hungary Government International Bond                                       | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     710000 | PA      | $726447.75    | 0.02%             | 2028-05-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CNT Holdings I Corp                                                             | CNT Holdings I Corp, Term Loan                                              | CUSIP: BL4989556<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |    1661156 | PA      | $1662318.99   | 0.04%             | 2032-11-08      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS Health Corp                                                             | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3375000 | PA      | $3388123.59   | 0.08%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36262LAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6155492 | PA      | $5079378.28   | 0.11%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| EWC Master Issuer LLC                                                           | EWC Master Issuer LLC                                                       | CUSIP: 26929HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3850000 | PA      | $3820289.55   | 0.09%             | 2052-03-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | Saudi Government International Bond                                         | CUSIP: 80413TBG3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    2050000 | PA      | $2039354.23   | 0.05%             | 2034-01-16      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 3140XFZZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8902507 | PA      | $8264924.02   | 0.18%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc                                                             | Resideo Funding Inc., First Lien Term Loan B                                | CUSIP: BL4809531<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |     356093 | PA      | $356983.65    | 0.01%             | 2028-02-14      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                            | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7139998 | PA      | $6285588.12   | 0.14%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                  | Wells Fargo Mortgage Backed Securities Trust                                | CUSIP: 95002JAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      43857 | PA      | $41551.41     | 0.00%             | 2049-04-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                         | Public Service Co of Colorado                                               | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    1410000 | PA      | $1082153.41   | 0.02%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSMISION                                                          | Empresa de Transmision Electrica S.A.                                       | CUSIP: 29247QAA2<br>LEI: 254900RX1DOMC83TZ320 | Long             | DBT              | CORP              | PA        |    1500000 | PA      | $1170510.00   | 0.03%             | 2049-05-02      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11269037 | PA      | $11168666.95  | 0.25%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46650MAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      79249 | PA      | $73878.73     | 0.00%             | 2049-01-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bond                                           | Ukraine Government International Bond                                       | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     410057 | PA      | $187806.11    | 0.00%             | 2035-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                              | Ameren Illinois Co                                                          | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3014788.44   | 0.07%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                               | Herc Holdings, Inc                                                          | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     665000 | PA      | $675923.96    | 0.02%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| C&W Senior Finance Ltd                                                          | C&W Senior Finance Ltd                                                      | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |    1665000 | PA      | $1681916.40   | 0.04%             | 2033-01-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| ARCHROCK SERVICES/PARTNE                                                        | ARCHROCK SERVICES                                                           | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     855000 | PA      | $846503.92    | 0.02%             | 2034-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                    | NCL Corp Ltd                                                                | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     625000 | PA      | $606461.50    | 0.01%             | 2033-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                             | Sirius XM Radio, Inc                                                        | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2630335.95   | 0.06%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Houston Galleria Mall Trust 2025-HGLR                                           | Houston Galleria Mall Trust                                                 | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7130000 | PA      | $7299528.58   | 0.16%             | 2045-02-05      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | Duke Energy Florida LLC                                                     | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3551143.40   | 0.08%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Continuum Green Energy India Pvt / Co-Issuers                                   | Continuum Green Energy India Pvt                                            | CUSIP: 89629LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    1411125 | PA      | $1392114.89   | 0.03%             | 2033-06-26      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                                                        | Pattern Energy Operations LP                                                | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $585872.58    | 0.01%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                                      | Verus Securitization Trust                                                  | CUSIP: 92538QAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2046764 | PA      | $1813044.60   | 0.04%             | 2066-10-25      | Variable      | 2.24%                 | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                          | Republic of Poland Government International Bond                            | CUSIP: ZN9554595<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | CORP              | PL        |    5425000 | PA      | $1494085.48   | 0.03%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31418EKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4405205 | PA      | $4164041.51   | 0.09%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                          | PNC Financial Services Group, Inc                                           | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    3275000 | PA      | $3282270.50   | 0.07%             | N/A             | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group, Inc                                                    | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4281114.60   | 0.10%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Perrigo Investments LLC                                                         | Perrigo Investments, LLC, Term Loan B                                       | CUSIP: BL4842904<br>LEI: 549300POZGC78VHAAJ73 | Long             | LON              | CORP              | IE        |     205211 | PA      | $204271.62    | 0.00%             | 2029-04-20      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                             | Sirius XM Radio, Inc                                                        | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1474715.34   | 0.03%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Global Medical Response Inc                                                     | Global Medical Response, Inc                                                | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |     355000 | PA      | $368646.20    | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| FannieMae Whole Loan                                                            | Fannie Mae REMIC Trust                                                      | CUSIP: 31392GWE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     241901 | PA      | $93271.83     | 0.00%             | 2042-12-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Wynnton Funding Trust                                                           | Wynnton Funding Trust                                                       | CUSIP: 983196AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6881098.35   | 0.15%             | 2035-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46655LAP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3468081 | PA      | $3090166.56   | 0.07%             | 2052-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Bidvest Group UK PLC/The                                                        | Bidvest Group UK plc                                                        | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |    2250000 | PA      | $2240412.44   | 0.05%             | 2032-09-17      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                            | Verisk Analytics, Inc                                                       | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |      75000 | PA      | $52326.11     | 0.00%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond                                        | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2000000 | PA      | $1949000.00   | 0.04%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC / Windstream Escrow Finance Corp                        | Windstream Escrow LLC                                                       | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     760000 | PA      | $794319.32    | 0.02%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission Inc                                                        | Allison Transmission, Inc                                                   | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     770000 | PA      | $765279.44    | 0.02%             | 2033-12-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                             | Clydesdale Acquisition Holdings Inc, Term Loan B                            | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    4339119 | PA      | $4150258.47   | 0.09%             | 2029-04-13      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                           | Turkiye Government International Bond                                       | CUSIP: 900123DT4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1425000 | PA      | $1347812.03   | 0.03%             | 2033-03-14      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                 | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   41181000 | PA      | $40537546.88  | 0.91%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                        | Northern States Power Co                                                    | CUSIP: 665772CQ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1034382.33   | 0.02%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                                                   | BLP Commercial Mortgage Trust                                               | CUSIP: 05556WAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2700000 | PA      | $2705643.00   | 0.06%             | 2042-12-15      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                 | DTE Electric Co                                                             | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1787303.96   | 0.04%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4225943 | PA      | $4187652.34   | 0.09%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                 | Cyprium Corp                                                                | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     580000 | PA      | $571774.12    | 0.01%             | 2031-04-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                                                | Organon Finance  LLC                                                        | CUSIP: 68622TAA9<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1940706.92   | 0.04%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                            | 1011778 BC ULC                                                              | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1035000 | PA      | $1051730.78   | 0.02%             | 2029-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                                                     | BioMarin Pharmaceutical, Inc                                                | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |     780000 | PA      | $767954.07    | 0.02%             | 2034-01-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| USA Compression Partners LP / USA Compression Finance Corp                      | USA Compression Partners LP                                                 | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1447794.28   | 0.03%             | 2029-03-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                         | CF Hippolyta LLC                                                            | CUSIP: 12530MAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2806290 | PA      | $1781898.61   | 0.04%             | 2060-07-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                         | Raizen Fuels Finance S.A.                                                   | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    1500000 | PA      | $821250.00    | 0.02%             | 2035-01-17      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                     | Starwood Property Trust, Inc                                                | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     815000 | PA      | $832334.24    | 0.02%             | 2030-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                                             | Alfa Desarrollo S.p.A                                                       | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |    2942596 | PA      | $2237043.00   | 0.05%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                                   | ARDN Mortgage Trust                                                         | CUSIP: 039961AG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2500000 | PA      | $2497452.50   | 0.06%             | 2035-06-15      | Variable      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Rackspace Finance LLC                                                           | Rackspace Finance, LLC, First Lien Second Out Term Loan                     | CUSIP: 75008UAD9<br>LEI: 25490078N5MHLAGLZ689 | Long             | LON              | CORP              | US        |     308160 | PA      | $145605.46    | 0.00%             | 2028-05-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                          | CCO Holdings LLC                                                            | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1846000 | PA      | $1843912.36   | 0.04%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NRTH PARK Mortgage Trust                                                        | NRTH PARK Mortgage Trust                                                    | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3465000 | PA      | $3466683.99   | 0.08%             | 2040-10-15      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Walmart Inc                                                                     | Walmart, Inc                                                                | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1261997.51   | 0.03%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                                  | C-BASS Trust                                                                | CUSIP: 14986PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      12657 | PA      | $12629.13     | 0.00%             | 2036-07-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                  | Wells Fargo Mortgage Backed Securities Trust                                | CUSIP: 95003NAT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1329523 | PA      | $1144717.09   | 0.03%             | 2052-03-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF1                                  | Cantor Commercial Real Estate Lending                                       | CUSIP: 12529MAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2250000 | PA      | $1872357.30   | 0.04%             | 2052-05-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Banco Bradesco SA/Cayman Islands                                                | Banco Bradesco S.A.                                                         | CUSIP: 05947KBB5<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |    1500000 | PA      | $1549950.00   | 0.03%             | 2030-01-22      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                          | Sequoia Mortgage Trust                                                      | CUSIP: 81747WBN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      12847 | PA      | $12241.21     | 0.00%             | 2048-09-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                                                                    | Ecopetrol S.A.                                                              | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    1600000 | PA      | $1601534.40   | 0.04%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                | Hilton Domestic Operating Co, Inc                                           | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1155000 | PA      | $1128408.32   | 0.03%             | 2034-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc                                                               | Herc Holdings, Inc                                                          | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    1295000 | PA      | $1251939.70   | 0.03%             | 2034-03-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI SA                                            | Aeropuertos Dominicanos Siglo XXI S.A.                                      | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |    2000000 | PA      | $2037780.00   | 0.05%             | 2034-06-30      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                  | PECO Energy Co                                                              | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    2325000 | PA      | $1437162.29   | 0.03%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                       | Ball Corp                                                                   | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    2425000 | PA      | $2207179.44   | 0.05%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                              | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1471228.32   | 0.03%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                       | Clarios Global LP                                                           | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     350000 | PA      | $357875.00    | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Kleopatra Finco Sarl                                                            | Kleopatra Finco Sarl                                                        | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | EC               | CORP              | LU        |       7002 | NS      | $9598.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-1                                                 | JP Morgan Mortgage Trust                                                    | CUSIP: 46592EBQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9099750 | PA      | $55453.88     | 0.00%             | 2051-06-25      | Variable      | 0.12%                 | Yes           |                  2 | On Loan: No      |
| GSAT Trust 2025-BMF                                                             | GSAT Trust                                                                  | CUSIP: 36271XAC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3000000 | PA      | $2997030.00   | 0.07%             | 2040-07-15      | Variable      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                          | Sequoia Mortgage Trust                                                      | CUSIP: 81746PAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     158348 | PA      | $146176.60    | 0.00%             | 2046-06-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                          | Perusahaan Penerbit SBSN Indonesia III                                      | CUSIP: 71567WAD7<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | CORP              | ID        |    1200000 | PA      | $1177536.10   | 0.03%             | 2030-12-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Nuveen Securitized Income ETF                                                   | Nuveen Securitized Income ETF                                               | CUSIP: 67092P698<br>LEI: 254900VY03VUUSY2TQ72 | Long             | EC               | RF                | US        |    2377000 | NS      | $59849532.20  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Indiana Michigan Power Co                                                       | Indiana Michigan Power Co                                                   | CUSIP: 454889AW6<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     850000 | PA      | $819881.29    | 0.02%             | 2056-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX    | BBVA Mexico S.A. Institucion De Banca Multiple Grupo Financiero BBVA Mexico | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    1100000 | PA      | $1135750.00   | 0.03%             | 2035-02-11      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                          | Sequoia Mortgage Trust                                                      | CUSIP: 81748AAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1482083 | PA      | $1286821.57   | 0.03%             | 2050-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Sisecam UK PLC                                                                  | Sisecam UK plc                                                              | CUSIP: 829688AB6<br>LEI: 789000T82YRLMLUOC889 | Long             | DBT              | CORP              | GB        |    3000000 | PA      | $3026058.00   | 0.07%             | 2032-05-02      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | Fannie Mae REMICS                                                           | CUSIP: 3136B0K39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    2620725 | PA      | $2342379.81   | 0.05%             | 2048-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                           | Mineral Resources Ltd                                                       | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    2000000 | PA      | $2025538.34   | 0.05%             | 2027-11-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| DANA INC                                                                        | Dana, Inc                                                                   | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     164000 | PA      | $155152.56    | 0.00%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Banco do Brasil SA/Cayman                                                       | Banco do Brasil S.A.                                                        | CUSIP: 059578AK0<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |    2000000 | PA      | $2017262.00   | 0.05%             | 2031-03-18      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Boxer Parent Co Inc                                                             | Boxer Parent Company Inc., Term Loan B                                      | CUSIP: BL4985299<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    1752168 | PA      | $1629331.98   | 0.04%             | 2031-07-30      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                              | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4012490.16   | 0.09%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                          | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1588887.87   | 0.04%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                         | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8950000 | PA      | $9222830.64   | 0.21%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46649KAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     801950 | PA      | $722380.78    | 0.02%             | 2048-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                | Connecticut Avenue Securities Trust                                         | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5665000 | PA      | $5890009.27   | 0.13%             | 2042-06-25      | Variable      | 8.31%                 | Yes           |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | Public Service Electric and Gas Co                                          | CUSIP: 74456QCR5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3819577.48   | 0.09%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Government National Mortgage Association                                    | CUSIP: 38383UW55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    3864839 | PA      | $3563041.17   | 0.08%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2021-GR1                                    | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36262QBM0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     393261 | PA      | $334108.14    | 0.01%             | 2051-11-25      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                  | Rocket Cos, Inc                                                             | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1074826.76   | 0.02%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| MF1 2025-FL19 LLC                                                               | MF1 LLC                                                                     | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1250000 | PA      | $1252888.13   | 0.03%             | 2042-05-18      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| BXP Trust                                                                       | BXP Trust                                                                   | CUSIP: 05607TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1642287.80   | 0.04%             | 2044-01-15      | Variable      | 2.78%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                                            | BANK                                                                        | CUSIP: 06541UBW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1764309.80   | 0.04%             | 2053-12-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46651XBT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2167429 | PA      | $1956135.61   | 0.04%             | 2050-06-25      | Variable      | 3.81%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING Groep NV                                                                | CUSIP: 456837BT9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    4225000 | PA      | $4218842.44   | 0.09%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | Florida Power & Light Co                                                    | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    2520000 | PA      | $1950284.02   | 0.04%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                             | Freddie Mac STACR Securitized Participation Interests Trust                 | CUSIP: 3137G1CT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     226398 | PA      | $221723.38    | 0.00%             | 2048-05-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                    | CUSIP: 08162QCG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2800000 | PA      | $2296151.48   | 0.05%             | 2048-09-15      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                                             | Honduras Government International Bond                                      | CUSIP: 438180AJ0<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    1250000 | PA      | $1235625.00   | 0.03%             | 2030-06-24      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Antofagasta PLC                                                                 | Antofagasta plc                                                             | CUSIP: 03718NAD8<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     950000 | PA      | $938550.83    | 0.02%             | 2035-09-09      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                   | Citigroup Mortgage Loan Trust                                               | CUSIP: 17330CAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3345027 | PA      | $45798.77     | 0.00%             | 2052-02-25      | Variable      | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                                                        | Oceanview Mortgage Trust                                                    | CUSIP: 67647LAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1289099 | PA      | $1065276.94   | 0.02%             | 2051-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2022-INV1                                   | New Residential Mortgage Loan Trust                                         | CUSIP: 64831DBG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     802631 | PA      | $654621.41    | 0.01%             | 2052-03-25      | Variable      | 3.51%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust                                                         | CUSIP: 12592XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $2068950.00   | 0.05%             | 2048-03-10      | Variable      | 3.69%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                            | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        300 | PA      | $303.89       | 0.00%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Olin Corp                                                                       | Olin Corp                                                                   | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     855000 | PA      | $836383.14    | 0.02%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust 2022-NQM2                                          | Imperial Fund Mortgage Trust                                                | CUSIP: 45276PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1608070 | PA      | $1535369.42   | 0.03%             | 2067-03-25      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Staples Inc                                                                     | Staples, Inc                                                                | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $924819.30    | 0.02%             | 2029-09-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| One Bryant Park Trust                                                           | One Bryant Park Trust                                                       | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $5548486.20   | 0.12%             | 2054-09-15      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust                                                         | CUSIP: 12595VAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3006257.10   | 0.07%             | 2051-05-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Omnis Funding Trust                                                             | Omnis Funding Trust                                                         | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    3575000 | PA      | $3614050.76   | 0.08%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Carpenter Technology Corp                                                       | Carpenter Technology Corp                                                   | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     915000 | PA      | $906571.90    | 0.02%             | 2034-03-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                        | Cheniere Energy Partners LP                                                 | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2506377.28   | 0.06%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                                          | Power Finance Corp Ltd                                                      | CUSIP: 73928QAB4<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |    2375000 | PA      | $2294016.80   | 0.05%             | 2030-04-23      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: —       |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | Albertsons Cos, Inc                                                         | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $503352.50    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                | DT Midstream, Inc                                                           | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1490000 | PA      | $1436258.62   | 0.03%             | 2031-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| PKHL Commercial Mortgage Trust                                                  | PKHL Commercial Mortgage Trust                                              | CUSIP: 69356GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1421821.80   | 0.03%             | 2038-07-15      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Epicor Software Corp                                                            | Epicor Software Corporation, Term Loan E                                    | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |    2068474 | PA      | $2031892.75   | 0.05%             | 2031-05-30      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Government National Mortgage Association                                    | CUSIP: 38384AJQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    3013904 | PA      | $231318.93    | 0.01%             | 2053-05-20      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                    | Oriental Republic of Uruguay                                                | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    1500000 | PA      | $1360200.00   | 0.03%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | Albertsons Cos, Inc                                                         | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     780000 | PA      | $771164.16    | 0.02%             | 2031-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Nuveen Ultra Short Income ETF                                                   | Nuveen Ultra Short Income ETF                                               | CUSIP: 67092P755<br>LEI: 254900O5MH0BVF4L2M34 | Long             | EC               | RF                | US        |    1982716 | NS      | $50113146.90  | 1.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Belron Finance 2019 LLC                                                         | Belron Finance LLC, Repriced Term Loan B                                    | CUSIP: 08078UAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2371060 | PA      | $2373134.93   | 0.05%             | 2031-10-16      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                 | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6425000 | PA      | $6216940.45   | 0.14%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                         | Honeywell Aerospace, Inc                                                    | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2693528.89   | 0.06%             | 2056-03-16      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140XLXH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2291810 | PA      | $2275398.80   | 0.05%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                            | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1823000 | PA      | $1502123.52   | 0.03%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | Raytheon Technologies Corp                                                  | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $987389.36    | 0.02%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NMEF Funding 2026-A LLC                                                         | NMEF Funding LLC                                                            | CUSIP: 62919FAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2180000 | PA      | $2161676.23   | 0.05%             | 2034-02-15      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA1                                         | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KP45<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-CBDO         | USGSE             | US        |     510000 | PA      | $527615.50    | 0.01%             | 2043-03-25      | Variable      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | Philip Morris International, Inc                                            | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4073204.68   | 0.09%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                                          | Cushman & Wakefield US Borrower LLC                                         | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1852670.99   | 0.04%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Avient Corp                                                                     | Avient Corp                                                                 | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     400000 | PA      | $402793.60    | 0.01%             | 2031-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| IHS Holding Ltd                                                                 | IHS Holding Ltd                                                             | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    2000000 | PA      | $2026317.56   | 0.05%             | 2030-05-29      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                                           | Bonos de la Tesoreria de la Republica en pesos                              | CUSIP: ZK1811536<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  735000000 | PA      | $815943.69    | 0.02%             | 2033-04-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2026-1                           | Morgan Stanley Residential Mortgage Loan Trust                              | CUSIP: 617956AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     495000 | PA      | $490881.45    | 0.01%             | 2056-04-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bond                                           | Ukraine Government International Bond                                       | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     280000 | PA      | $196000.00    | 0.00%             | 2029-02-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB Master Finance LLC                                                       | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    2274062 | PA      | $2238582.35   | 0.05%             | 2051-11-20      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| CFE FIBRA E                                                                     | CFE FIBRA E                                                                 | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     813284 | PA      | $789951.06    | 0.02%             | 2040-09-23      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Government National Mortgage Association                                    | CUSIP: 38383FQ71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    5340660 | PA      | $4037545.72   | 0.09%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                      | Bell Telephone Co of Canada or Bell Canada                                  | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    3855000 | PA      | $3945665.75   | 0.09%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                             | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-CBDO         | USGSE             | US        |    1485000 | PA      | $1532288.93   | 0.03%             | 2042-09-25      | Variable      | 7.36%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                       | CUSIP: 3132FCC52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     620963 | PA      | $627429.34    | 0.01%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HI-FI MUSIC IP ISSUER II L.P                                                    | HIFI A2                                                                     | CUSIP: 428357AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    6550000 | PA      | $6493322.20   | 0.14%             | 2062-02-01      | Fixed         | 3.94%                 | Yes           |                  2 | On Loan: No      |
| Nigeria Government International Bond                                           | Nigeria Government International Bond                                       | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    1000000 | PA      | $1041881.85   | 0.02%             | 2036-01-13      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31418AJY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1731606 | PA      | $1679877.18   | 0.04%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS Health Corp                                                             | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   14375000 | PA      | $12333786.08  | 0.28%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                      | Air Canada, Term Loan B                                                     | CUSIP: BL4807543<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |    1749312 | PA      | $1738378.33   | 0.04%             | 2031-03-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Mitchell International Inc                                                      | Mitchell International, Inc., Term Loan                                     | CUSIP: 60662WBB7<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |    1957594 | PA      | $1873270.40   | 0.04%             | 2031-06-17      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 3140LNJM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2593430 | PA      | $2317888.72   | 0.05%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                        | Healthcare Realty Holdings LP                                               | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    3055000 | PA      | $2875431.41   | 0.06%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                          | Oman Government International Bond                                          | CUSIP: 68205LAB9<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     800000 | PA      | $822071.22    | 0.02%             | 2029-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | Fannie Mae REMICS                                                           | CUSIP: 3136BMFV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    6713930 | PA      | $5219277.74   | 0.12%             | 2052-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                             | Highwoods Realty LP                                                         | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     725000 | PA      | $714599.31    | 0.02%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                               | Chile Government International Bond                                         | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    1400000 | PA      | $1261750.00   | 0.03%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                            | CUSIP: 3133BE6T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5301307 | PA      | $5141066.24   | 0.11%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | American Tower Corp                                                         | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2421701.16   | 0.05%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT Corp                                                                    | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     708000 | PA      | $706344.09    | 0.02%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIERRACOL EN AND/ARA/DEV                                                        | SIERRACOL EN AND                                                            | CUSIP: 82653NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1568000 | PA      | $1560160.00   | 0.03%             | 2030-11-14      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                            | Springleaf Finance Corp                                                     | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1301822.55   | 0.03%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | American Tower Corp                                                         | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1182091.20   | 0.03%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool                                                            | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6988100 | PA      | $6924782.04   | 0.15%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                            | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5018818.45   | 0.11%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                            | Howmet Aerospace, Inc                                                       | CUSIP: 443201AD0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    2275000 | PA      | $2245536.25   | 0.05%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Lsf12 Helix Parent LLC                                                          | Lsf12 Helix Parent LLC                                                      | CUSIP: 548916AA3<br>LEI: 254900H70V4IL22BHL88 | Long             | DBT              | CORP              | US        |    2365000 | PA      | $2276090.43   | 0.05%             | 2033-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                        | Prudential Financial, Inc                                                   | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3827500.40   | 0.09%             | 2052-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                | Connecticut Avenue Securities Trust                                         | CUSIP: 207932AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    9681000 | PA      | $10072215.02  | 0.22%             | 2042-12-25      | Variable      | 8.11%                 | Yes           |                  2 | On Loan: No      |
| Archrock Partners LP / Archrock Partners Finance Corp                           | Archrock Partners LP                                                        | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1611054.90   | 0.04%             | 2032-09-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2025-5YR19                                                                | BANK5                                                                       | CUSIP: 05494RBL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $2044461.20   | 0.05%             | 2058-12-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Bank                                                                            | BANK                                                                        | CUSIP: 06540BBG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $935546.40    | 0.02%             | 2052-10-17      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                 | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5300000 | PA      | $5368941.39   | 0.12%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                 | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2425000 | PA      | $2274637.78   | 0.05%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                           | Turkiye Government International Bond                                       | CUSIP: YM2197288<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     850000 | PA      | $980652.08    | 0.02%             | 2031-08-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                         | XPO, Inc                                                                    | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    3940000 | PA      | $3988729.92   | 0.09%             | 2028-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31371FH47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          9 | PA      | $9.15         | 0.00%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                             | Benin Government International Bond                                         | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     450000 | PA      | $441474.84    | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                           | CUSIP: 36295QBH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |       7539 | PA      | $7659.34      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                         | CF Hippolyta LLC                                                            | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9938711 | PA      | $7994445.63   | 0.18%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| LS Group OpCo Acquistion LLC                                                    | Les Schwab Tire Centers, Term Loan B                                        | CUSIP: BL4979243<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |    3471324 | PA      | $3466984.37   | 0.08%             | 2031-04-23      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                           | Icahn Enterprises LP                                                        | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     925000 | PA      | $906414.35    | 0.02%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                        | Alliant Holdings Intermediate LLC                                           | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     825000 | PA      | $808547.03    | 0.02%             | 2027-10-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                             | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KB32<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-CBDO         | USGSE             | US        |    5065000 | PA      | $5224119.51   | 0.12%             | 2042-07-25      | Variable      | 7.66%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                         | Anheuser-Busch Cos LLC                                                      | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4240000 | PA      | $3820969.28   | 0.09%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                    | CSMC                                                                        | CUSIP: 126407AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1799583 | PA      | $1408679.74   | 0.03%             | 2065-05-25      | Variable      | 2.13%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                        | Hilcorp Energy I LP                                                         | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     450000 | PA      | $443705.22    | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Kosmos Energy Ltd                                                               | Kosmos Energy Ltd                                                           | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $937615.00    | 0.02%             | 2031-10-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| JP Morgan Chase Commercial Mor                                                  | JP Morgan Chase Commercial Mortgage Securities Trust                        | CUSIP: 46652BBG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $689970.00    | 0.02%             | 2037-01-16      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                              | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6625000 | PA      | $6602117.91   | 0.15%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                            | Paraguay Government International Bond                                      | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    1475000 | PA      | $1308325.00   | 0.03%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive LP                                                           | Cars Net Lease Mortgage Notes Series                                        | CUSIP: 14576AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2363961.50   | 0.05%             | 2050-12-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                         | Marathon Petroleum Corp                                                     | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1382686.01   | 0.03%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| COSTA RICA GOVERNMENT                                                           | Costa Rica Government International Bond                                    | CUSIP: 221602AC9<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    1600000 | PA      | $1684336.00   | 0.04%             | 2044-04-04      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                          | General Motors Financial Co, Inc                                            | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $2870673.41   | 0.06%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                                        | Archrock Partners LP                                                        | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     375000 | PA      | $375000.00    | 0.01%             | 2028-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                           | Taco Bell Funding LLC                                                       | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $4923182.00   | 0.11%             | 2055-08-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                       | Sunoco LP                                                                   | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     500000 | PA      | $497706.65    | 0.01%             | 2031-03-31      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                             | Nigeria Government International Bond                                       | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    1250000 | PA      | $1224039.60   | 0.03%             | 2033-09-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                        | Banco Mercantil del Norte S.A.                                              | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     925000 | PA      | $924836.46    | 0.02%             | N/A             | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                             | Churchill Downs, Inc                                                        | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    3285000 | PA      | $3346761.29   | 0.07%             | 2031-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36267JBM1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1980343 | PA      | $1703451.35   | 0.04%             | 2053-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                          | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2240666.52   | 0.05%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                         | GLP Capital LP                                                              | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1775723.98   | 0.04%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                          | Sunoco LP                                                                   | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1121390.65   | 0.03%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                                                                     | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    2275000 | PA      | $2096932.68   | 0.05%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                                                   | Discover Bank                                                               | CUSIP: 25466AAJ0<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1619862.68   | 0.04%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-8                                                 | JP Morgan Mortgage Trust                                                    | CUSIP: 46592TCC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     400247 | PA      | $326046.28    | 0.01%             | 2051-12-25      | Variable      | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                | Corp Nacional del Cobre de Chile                                            | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    4200000 | PA      | $4377240.00   | 0.10%             | 2035-01-13      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Delta Topco Inc                                                                 | Delta TopCo, Inc., Term Loan B                                              | CUSIP: BL4985182<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2945050 | PA      | $2855550.05   | 0.06%             | 2029-11-30      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                  | JPMBB Commercial Mortgage Securities Trust                                  | CUSIP: 46644ABK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4671737.50   | 0.10%             | 2048-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                    | CUSIP: 08162RAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6500000 | PA      | $4763197.40   | 0.11%             | 2054-02-15      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | Indonesia Government International Bond                                     | CUSIP: 455780EA0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     875000 | PA      | $890260.74    | 0.02%             | 2035-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                           | Mexico Government International Bond                                        | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1859000 | PA      | $1802579.35   | 0.04%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                                                     | Surgery Center Holdings, Inc., Term Loan B                                  | CUSIP: BL5192622<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |    2407833 | PA      | $2411601.18   | 0.05%             | 2030-12-19      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK, Inc                                                                  | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     900000 | PA      | $821093.73    | 0.02%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                    | CUSIP: 38384J4B7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    2594994 | PA      | $439917.45    | 0.01%             | 2040-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                         | KazMunayGas National Co JSC                                                 | CUSIP: 48667QAQ8<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    1500000 | PA      | $1515040.62   | 0.03%             | 2030-04-24      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Gruma SAB de CV                                                                 | Gruma SAB de C.V.                                                           | CUSIP: 400131AH1<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |    1350000 | PA      | $1341495.80   | 0.03%             | 2034-12-09      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                             | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-CBDO         | CORP              | US        |    5470000 | PA      | $5677740.75   | 0.13%             | 2042-06-25      | Variable      | 8.16%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                         | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1155854.63   | 0.03%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                               | Newell Brands, Inc                                                          | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1180744.58   | 0.03%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Lmdv Issuer Co LLC                                                              | Lmdv Issuer Co LLC                                                          | CUSIP: 538908AA2<br>LEI: 254900A6HRP8XHJJGM20 | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $4993459.50   | 0.11%             | 2055-12-15      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Black Pearl Compute LLC                                                         | Black Pearl Compute LLC                                                     | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     450000 | PA      | $458008.65    | 0.01%             | 2031-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Oportun Issuance Trust 2025-B                                                   | Oportun Issuance Trust                                                      | CUSIP: 68378QAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $6011557.20   | 0.13%             | 2033-05-09      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36260DAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13265509 | PA      | $172921.22    | 0.00%             | 2051-03-27      | Variable      | 0.23%                 | Yes           |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                              | Wendy's Funding LLC                                                         | CUSIP: 95058XAK4<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    5528726 | PA      | $5113359.19   | 0.11%             | 2051-06-15      | Fixed         | 2.37%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                    | CUSIP: 08162NAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1769000 | PA      | $1488159.57   | 0.03%             | 2048-09-15      | Variable      | 2.79%                 | Yes           |                  2 | On Loan: No      |
| Jordan Government International Bond                                            | Jordan Government International Bond                                        | CUSIP: 418097AP6<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    1250000 | PA      | $1202994.25   | 0.03%             | 2032-11-12      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AppLovin Corp                                                                   | AppLovin Corp                                                               | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    9650000 | PA      | $9705992.10   | 0.22%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                               | Chile Government International Bond                                         | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    3575000 | PA      | $3161944.50   | 0.07%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                     | RCKT Mortgage Trust                                                         | CUSIP: 74938XAV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2170707 | PA      | $1867632.12   | 0.04%             | 2052-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                           | Bath & Body Works, Inc                                                      | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     925000 | PA      | $933715.35    | 0.02%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                       | Caesars Entertainment Inc., Term Loan B                                     | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    1275750 | PA      | $1242261.56   | 0.03%             | 2030-02-06      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                                        | Bank Gospodarstwa Krajowego                                                 | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    1780000 | PA      | $1801678.03   | 0.04%             | 2033-05-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF RWANDA                                                              | Rwanda International Government Bond                                        | CUSIP: 78347YAL7<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | RW        |    3150000 | PA      | $2815921.33   | 0.06%             | 2031-08-09      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                              | Angolan Government International Bond                                       | CUSIP: 035198AC4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    1425000 | PA      | $1261712.77   | 0.03%             | 2048-05-08      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                          | BBVA Bancomer S.A.                                                          | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    1850000 | PA      | $1797830.00   | 0.04%             | 2033-01-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust                                                | CUSIP: 36254CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1712625.00   | 0.04%             | 2050-08-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                        | Amcor Flexibles North America, Inc                                          | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3326963.67   | 0.07%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                           | Huntington Bancshares, Inc                                                  | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4036420.00   | 0.09%             | N/A             | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PAREXEL International Corp                                                      | Parexel International Corporation, Repriced Term Loan B                     | CUSIP: 71911KAF1<br>LEI: 549300GCZVUYB6P2OA17 | Long             | LON              | CORP              | US        |    3255645 | PA      | $3248856.71   | 0.07%             | 2031-12-12      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                           | CUSIP: 36213X7C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      15073 | PA      | $15114.33     | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Inc                                                     | Global Medical Response, Inc., Term Loan B                                  | CUSIP: 00169QAH2<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |     448505 | PA      | $447663.81    | 0.01%             | 2032-09-20      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae REMICS                                                           | CUSIP: 3136BNB62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    2546703 | PA      | $2221963.56   | 0.05%             | 2052-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                          | US 5YR NOTE (CBT) Jun26                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       1774 | NC      | $191910766.51 | 4.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                                                            | Matador Resources Co                                                        | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     520000 | PA      | $516712.13    | 0.01%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Numericable US LLC                                                              | Altice France S.A., Term Loan B12                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     699755 | PA      | $697788.22    | 0.02%             | 2028-10-31      | Variable      | 8.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                | Connecticut Avenue Securities Trust                                         | CUSIP: 20754EAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    2165000 | PA      | $2256162.95   | 0.05%             | 2043-07-25      | Variable      | 9.19%                 | Yes           |                  2 | On Loan: No      |
| AECOM                                                                           | AECOM                                                                       | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    2205000 | PA      | $2202577.37   | 0.05%             | 2033-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36262CAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7369209 | PA      | $6089717.62   | 0.14%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                          | CUSIP: 36179XVR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    1608764 | PA      | $1564532.17   | 0.03%             | 2053-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                          | CHL Mortgage Pass-Through Trust                                             | CUSIP: 12669GBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     194688 | PA      | $188823.65    | 0.00%             | 2034-11-20      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae REMICS                                                           | CUSIP: 3136BNPR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    4319631 | PA      | $3860340.59   | 0.09%             | 2052-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                        | Healthcare Realty Holdings LP                                               | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    3225000 | PA      | $3214180.93   | 0.07%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mid-State Trust                                                                 | Mid-State Capital Corp Trust                                                | CUSIP: 595481AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      56319 | PA      | $56250.57     | 0.00%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | SYSCO Corp                                                                  | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     975000 | PA      | $967910.38    | 0.02%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                          | Galaxy Pipeline Assets Bidco Ltd                                            | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    2750000 | PA      | $2339458.11   | 0.05%             | 2036-03-31      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC/ Asurion Co-Issuer Inc                                              | Asurion LLC                                                                 | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1058240.04   | 0.02%             | 2034-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| CNX Resources Corp                                                              | CNX Resources Corp                                                          | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1519922.60   | 0.03%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                              | Kennedy-Wilson, Inc                                                         | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1471524.78   | 0.03%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46654FAT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1281953 | PA      | $1085897.31   | 0.02%             | 2052-04-25      | Variable      | 3.34%                 | Yes           |                  2 | On Loan: No      |
| Utz Quality Foods LLC                                                           | UTZ Quality Foods, LLC, Term Loan B                                         | CUSIP: 91809EAG6<br>LEI: 549300K2HU2ISL0R2Q75 | Long             | LON              | CORP              | US        |     182555 | PA      | $182707.26    | 0.00%             | 2032-01-29      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                    | CUSIP: 38384CKJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    6752986 | PA      | $4681946.95   | 0.10%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36262AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   33552201 | PA      | $273098.14    | 0.01%             | 2051-08-25      | Variable      | 0.15%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                           | Tenet Healthcare Corp                                                       | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    2380000 | PA      | $2385532.19   | 0.05%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae REMICS                                                           | CUSIP: 3136BNY67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1915373 | PA      | $1689226.58   | 0.04%             | 2052-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36260DAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     378476 | PA      | $327498.22    | 0.01%             | 2051-03-27      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                 | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    6550000 | PA      | $6297748.37   | 0.14%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                            | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      27895 | PA      | $24556.98     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                                     | Hologic, Inc                                                                | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3493918.75   | 0.08%             | 2029-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                 | State of Israel                                                             | CUSIP: BJ1411179<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    2400000 | PA      | $1552864.85   | 0.03%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                             | Avantor Funding, Inc                                                        | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    2040000 | PA      | $1913913.92   | 0.04%             | 2029-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                                  | Natixis Commercial Mortgage Securities Trust                                | CUSIP: 63875FAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $3241504.35   | 0.07%             | 2036-07-15      | Variable      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                              | Ryan Specialty Group, LLC, Term Loan B                                      | CUSIP: BL4755205<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |    1192752 | PA      | $1192751.67   | 0.03%             | 2031-09-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31385XM87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16301 | PA      | $16188.59     | 0.00%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | Corebridge Financial, Inc                                                   | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    1210000 | PA      | $1264873.55   | 0.03%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | Apple, Inc                                                                  | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $826712.86    | 0.02%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                    | Navient Corp                                                                | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1833104.40   | 0.04%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Venture Global Plaquemines LNG LLC                                              | Venture Global Plaquemines LNG LLC                                          | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     550000 | PA      | $565634.30    | 0.01%             | 2030-12-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140XPDD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2347481 | PA      | $2086010.31   | 0.05%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                    | CUSIP: 08163CBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1794989.80   | 0.04%             | 2054-03-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | American Tower Corp                                                         | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     825000 | PA      | $742470.09    | 0.02%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                               | Iliad Holding SAS                                                           | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     735000 | PA      | $735880.53    | 0.02%             | 2032-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2022-LTV2                                   | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36266VBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     973307 | PA      | $808753.75    | 0.02%             | 2052-06-25      | Variable      | 3.24%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36264TAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1808321 | PA      | $1558663.32   | 0.03%             | 2052-07-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Altice France Lux 3 SA                                                          | Altice France Lux 3 S.A.                                                    | CUSIP: N/A<br>LEI: 213800KN5HWZ17ATLB25       | Long             | EC               | CORP              | US        |       4170 | NS      | $69406.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBRE Realty Finance CDO Ltd                                                     | CBRE Realty Finance                                                         | CUSIP: 1248MLAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    6451318 | PA      | $645.13       | 0.00%             | 2052-04-07      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Paraguay Government International Bond                                          | Paraguay Government International Bond                                      | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     500000 | PA      | $517800.00    | 0.01%             | 2036-02-09      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc                                             | Jane Street Group                                                           | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     715000 | PA      | $725416.12    | 0.02%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF AZERBAIJAN                                                          | Republic of Azerbaijan International Bond                                   | CUSIP: AO9863769<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |    1600000 | PA      | $1473489.47   | 0.03%             | 2032-09-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| IQVIA Inc                                                                       | IQVIA, Inc                                                                  | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    1975000 | PA      | $2005594.73   | 0.04%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                                                  | Ziff Davis, Inc                                                             | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |    1413000 | PA      | $1332271.04   | 0.03%             | 2030-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Cotiviti Inc                                                                    | Cotiviti Corporation, Term Loan                                             | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |      19144 | PA      | $17684.64     | 0.00%             | 2031-05-01      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31402RRN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     488048 | PA      | $492425.40    | 0.01%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T, Inc                                                                   | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   23520000 | PA      | $15296519.65  | 0.34%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36259VAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     200187 | PA      | $173150.10    | 0.00%             | 2051-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                       | Sunoco LP                                                                   | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    1260000 | PA      | $1212584.95   | 0.03%             | 2030-05-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                         | VZ Secured Financing BV                                                     | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $857196.00    | 0.02%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                  | Morgan Stanley Private Bank NA                                              | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2791327.20   | 0.06%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46652VBW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     930239 | PA      | $761232.54    | 0.02%             | 2051-08-25      | Variable      | 2.88%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                         | EUR260408                                                                   | CUSIP: EUR260408<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $15533.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | Walmart, Inc                                                                | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $995187.52    | 0.02%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae - CAS                                                                | Connecticut Avenue Securities Trust                                         | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2475000 | PA      | $2511238.95   | 0.06%             | 2042-04-25      | Variable      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                    | CD Mortgage Trust                                                           | CUSIP: 12515ABH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1800000 | PA      | $1462752.36   | 0.03%             | 2049-11-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                          | OCP S.A.                                                                    | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    1000000 | PA      | $1015674.36   | 0.02%             | 2030-04-30      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | Enbridge, Inc                                                               | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    3450000 | PA      | $3573808.22   | 0.08%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                          | WESCO Distribution, Inc                                                     | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     725000 | PA      | $728953.82    | 0.02%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Corp Quiport SA                                                                 | Corp Quiport S.A.                                                           | CUSIP: 22000FAA8<br>LEI: 9845008C1QFC4A49E084 | Long             | DBT              | CORP              | EC        |     450000 | PA      | $483300.00    | 0.01%             | 2037-12-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 3140MFZE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2527045 | PA      | $2451180.62   | 0.05%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc                                                                    | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8546770.44   | 0.19%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                                                              | Century Plaza Towers                                                        | CUSIP: 12654YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3493752.40   | 0.08%             | 2039-11-13      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BrewCo Borrower LLC                                                             | City Brewing Company, LLC, PIK First Out Term Loan                          | CUSIP: 10756PAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      60664 | PA      | $9099.63      | 0.00%             | 2030-09-30      | Variable      | 10.67%                | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-8                                                 | JP Morgan Mortgage Trust                                                    | CUSIP: 46592TBS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16864121 | PA      | $101714.26    | 0.00%             | 2051-12-25      | Variable      | 0.11%                 | Yes           |                  2 | On Loan: No      |
| Primo Brands Corp                                                               | Primo Brands Corp                                                           | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    1777176 | PA      | $1781024.06   | 0.04%             | 2028-03-31      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                           | Quikrete Holdings, Inc., Term Loan B1                                       | CUSIP: BL4995835<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     329817 | PA      | $329723.24    | 0.01%             | 2031-04-14      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| BRE Grand Islander Timeshare I                                                  | BRE Grand Islander Timeshare Issuer LLC                                     | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     446671 | PA      | $445079.15    | 0.01%             | 2033-09-26      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | Time Warner Cable LLC                                                       | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1114670.30   | 0.02%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Yapi ve Kredi Bankasi AS                                                        | Yapi ve Kredi Bankasi AS.                                                   | CUSIP: 984848AU5<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |    2000000 | PA      | $2005500.00   | 0.04%             | 2030-03-03      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO Holdings LLC                                                            | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1760000 | PA      | $1752690.14   | 0.04%             | 2036-02-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NiSource, Inc                                                               | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1142256.50   | 0.03%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Masterbrand Inc                                                                 | Masterbrand, Inc                                                            | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |     595000 | PA      | $581337.79    | 0.01%             | 2032-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                        | Hilcorp Energy I LP                                                         | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $973363.80    | 0.02%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17775374 | PA      | $16797489.26  | 0.38%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV6                                              | JP Morgan Mortgage Trust                                                    | CUSIP: 46654FAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     974819 | PA      | $803235.79    | 0.02%             | 2052-04-25      | Variable      | 3.34%                 | Yes           |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                                          | Arsenal AIC Parent LLC                                                      | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1445000 | PA      | $1504486.32   | 0.03%             | 2030-10-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                          | Goodyear Tire & Rubber Co                                                   | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4510458.00   | 0.10%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                      | Eaton Corp                                                                  | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    2450000 | PA      | $2414552.30   | 0.05%             | 2031-03-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group, Inc                                                    | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3010159.62   | 0.07%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark                                                                   | CUSIP: 08161HAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1791968 | PA      | $1731179.43   | 0.04%             | 2051-07-15      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| TRICORBRAUN HOLDINGS INC                                                        | TricorBraun Holdings, Inc., Term Loan                                       | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |    1847414 | PA      | $1760622.73   | 0.04%             | 2031-03-03      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Banco del Estado de Chile                                                       | Banco del Estado de Chile                                                   | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |    1800000 | PA      | $1894698.00   | 0.04%             | N/A             | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46648HAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     152251 | PA      | $138690.96    | 0.00%             | 2047-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36261HAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4589659 | PA      | $3792771.54   | 0.08%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                                                  | DBJPMortgage Trust                                                          | CUSIP: 23312LAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5065000 | PA      | $5026885.88   | 0.11%             | 2049-05-10      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                  | JP Morgan Chase Commercial Mortgage Securities Trust                        | CUSIP: 46652BBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2036803.75   | 0.05%             | 2037-01-16      | Fixed         | 3.06%                 | Yes           |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                                             | Minejesa Capital BV                                                         | CUSIP: 602736AA8<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |     908600 | PA      | $897261.13    | 0.02%             | 2030-08-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                         | Kodiak Gas Services LLC                                                     | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     685000 | PA      | $695899.72    | 0.02%             | 2035-10-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46592WBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     931197 | PA      | $767474.33    | 0.02%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                        | American Homes 4 Rent LP                                                    | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $985040.66    | 0.02%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46654KBP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3280263 | PA      | $2723002.37   | 0.06%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                                             | Bangkok Bank PCL                                                            | CUSIP: 059895AV4<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    2600000 | PA      | $2337619.08   | 0.05%             | 2036-09-23      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                        | Republic of South Africa Government Bond                                    | CUSIP: EJ7500196<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   27050000 | PA      | $1491493.81   | 0.03%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                                         | Windstream Services LLC                                                     | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     800000 | PA      | $831721.33    | 0.02%             | 2033-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                        | OCP S.A.                                                                    | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    1100000 | PA      | $999290.60    | 0.02%             | 2031-06-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NBK SPC LTD                                                                     | NBK SPC Ltd                                                                 | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |    1975000 | PA      | $1943881.90   | 0.04%             | 2027-09-15      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                                                | Wand NewCo 3, Inc., Repriced Term Loan B                                    | CUSIP: BL4939163<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    3751209 | PA      | $3725625.42   | 0.08%             | 2031-01-30      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| MRCD Mortgage Trust                                                             | MRCD Mortgage Trust                                                         | CUSIP: 55348UAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1035000.00   | 0.02%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                           | HUB International Ltd                                                       | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    2755000 | PA      | $2822233.02   | 0.06%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Saudi Awwal Bank                                                                | Saudi Awwal Bank                                                            | CUSIP: YL5970378<br>LEI: 558600TQS0WENZUC5190 | Long             | DBT              | CORP              | SA        |    3000000 | PA      | $2936838.06   | 0.07%             | 2035-09-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                 | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   75645000 | PA      | $72276433.59  | 1.61%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | American Tower Corp                                                         | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3848169.39   | 0.09%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc                                                                  | Gray Media, Inc                                                             | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1209205.20   | 0.03%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                    | Antero Midstream Partners LP                                                | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2044078.00   | 0.05%             | 2032-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Imperial Fund LLC                                                               | Imperial Fund Mortgage Trust                                                | CUSIP: 452764AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4810000 | PA      | $3870863.85   | 0.09%             | 2056-06-25      | Variable      | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                            | CUSIP: 3133KRVW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10966693 | PA      | $11046027.32  | 0.25%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN                                                         | Misc Capital Two Labuan Ltd                                                 | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |    2260000 | PA      | $2239997.64   | 0.05%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Fertitta Entertainment LLC/NV                                                   | Fertitta Entertainment, LLC, Term Loan B                                    | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |    1783759 | PA      | $1752543.44   | 0.04%             | 2029-01-29      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| AlixPartners LLP                                                                | AlixPartners, LLP, Term Loan                                                | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |     283637 | PA      | $281410.00    | 0.01%             | 2032-08-12      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                     | United States Treasury Bill                                                 | CUSIP: 912797TZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    2500000 | PA      | $2482775.88   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                    | CUSIP: 08162YAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1422645.60   | 0.03%             | 2062-12-15      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                         | Talen Energy Supply, LLC, Term Loan B                                       | CUSIP: 87422LAV2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    2464012 | PA      | $2471564.51   | 0.06%             | 2030-05-17      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | Freddie Mac REMICS                                                          | CUSIP: 3137F4YK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    3105274 | PA      | $2936503.44   | 0.07%             | 2048-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GreenPoint Mortgage Funding Tr                                                  | Greenpoint Mortgage Funding Trust                                           | CUSIP: 39539LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2047-04-25      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418E5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30133665 | PA      | $30301011.51  | 0.68%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                    | CUSIP: 08160JAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1754258 | PA      | $1673061.64   | 0.04%             | 2052-03-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-5INV                                               | Flagstar Mortgage Trust                                                     | CUSIP: 33851PBX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     988435 | PA      | $816871.03    | 0.02%             | 2051-07-25      | Variable      | 3.33%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                                            | BANK                                                                        | CUSIP: 06541RBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $881090.70    | 0.02%             | 2052-12-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                                                         | Home Equity Asset Trust                                                     | CUSIP: 22541NZD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      11478 | PA      | $11356.90     | 0.00%             | 2033-06-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 A PTT                                                         | United Airlines Pass Through Trust                                          | CUSIP: 90931VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3104511 | PA      | $2982640.76   | 0.07%             | 2030-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | Union Electric Co                                                           | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     975000 | PA      | $883457.72    | 0.02%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                                                      | USALCO, LLC, Term Loan                                                      | CUSIP: 91732NAN3<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |    1253413 | PA      | $1252479.19   | 0.03%             | 2031-09-30      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac REMICS                                                          | CUSIP: 3137F9LG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   12484033 | PA      | $2092185.44   | 0.05%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                 | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2175000 | PA      | $2212042.97   | 0.05%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 3140J5LR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     496184 | PA      | $489398.67    | 0.01%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                           | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    3125000 | PA      | $2260016.88   | 0.05%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46653PBQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14581900 | PA      | $105562.75    | 0.00%             | 2051-10-25      | Variable      | 0.13%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 3140J8N66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1669870 | PA      | $1642266.74   | 0.04%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | Peruvian Government International Bond                                      | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     780000 | PA      | $750945.00    | 0.02%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                         | Romanian Government International Bond                                      | CUSIP: ZM1054521<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    5900000 | PA      | $1381227.38   | 0.03%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ASGN INCORPORATED                                                               | ASGN, Inc                                                                   | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |     800000 | PA      | $774470.80    | 0.02%             | 2028-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays plc                                                                | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    3025000 | PA      | $3077536.54   | 0.07%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | Boeing Co                                                                   | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1029260.80   | 0.02%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Arcor SAIC                                                                      | Arcor SAIC                                                                  | CUSIP: 03965PAE1<br>LEI: 529900B2ROYOJG45VO88 | Long             | DBT              | CORP              | AR        |    1700000 | PA      | $1733116.00   | 0.04%             | 2033-07-31      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                | Comision Federal de Electricidad                                            | CUSIP: 200447AQ3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    1975000 | PA      | $1913972.50   | 0.04%             | 2034-01-28      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                        | Cheniere Energy Partners LP                                                 | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3599716.95   | 0.08%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust                                                         | CUSIP: 12592XAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $1463250.00   | 0.03%             | 2048-03-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | Romanian Government International Bond                                      | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     750000 | PA      | $755174.00    | 0.02%             | 2029-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                              | Banco Bilbao Vizcaya Argentaria S.A.                                        | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    4000000 | PA      | $4321524.00   | 0.10%             | N/A             | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 3140JAV88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     349501 | PA      | $339053.18    | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                     | Asurion LLC, Term Loan B13                                                  | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     541931 | PA      | $536511.91    | 0.01%             | 2030-09-19      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| GSAT Trust 2025-BMF                                                             | GSAT Trust                                                                  | CUSIP: 36271XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1450000 | PA      | $1450688.32   | 0.03%             | 2040-07-15      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                       | IP Mortgage Trust                                                           | CUSIP: 449843AC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3500000 | PA      | $3531992.80   | 0.08%             | 2042-06-10      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae REMICS                                                           | CUSIP: 3136BDC89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      67752 | PA      | $12925.90     | 0.00%             | 2051-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                           | Icahn Enterprises LP                                                        | CUSIP: 451102CC9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    3850000 | PA      | $3285437.54   | 0.07%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2026-MED1                                                | Sequoia Mortgage Trust                                                      | CUSIP: 816940AR1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    2472000 | PA      | $2444825.80   | 0.05%             | 2056-04-25      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc                                                     | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3625000 | PA      | $3249035.23   | 0.07%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-7                                                 | JP Morgan Mortgage Trust                                                    | CUSIP: 465971AY5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    3053633 | PA      | $2627130.79   | 0.06%             | 2053-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                       | Ivory Coast Government International Bond                                   | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    2125000 | PA      | $2157466.86   | 0.05%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                                        | Empresa Nacional del Petroleo                                               | CUSIP: 29245JAM4<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    1500000 | PA      | $1359329.10   | 0.03%             | 2031-09-16      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust Series - 2019 B12 (Class C)                            | Benchmark Mortgage Trust Series - 2019 B12 (Class C)                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1238445.45   | 0.03%             | 2052-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings plc                                                           | CUSIP: 404280EJ4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2700000 | PA      | $2706903.90   | 0.06%             | N/A             | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust                                                | CUSIP: 36252SAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3800000 | PA      | $3683273.12   | 0.08%             | 2052-02-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Cornerstone Generation LLC                                                      | Cornerstone Generation LLC, Term Loan B                                     | CUSIP: 21924NAB4<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |    1561170 | PA      | $1564518.79   | 0.03%             | 2031-10-28      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPER                                                                | Essential Properties LP                                                     | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $2139325.26   | 0.05%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                 | BAE Systems plc                                                             | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $528766.27    | 0.01%             | 2031-02-15      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Kingston Airport Revenue Finance Ltd                                            | Kingston Airport Revenue Finance Ltd                                        | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |     975000 | PA      | $965250.00    | 0.02%             | 2036-12-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| USI Inc/NY                                                                      | USI, Inc., Term Loan C                                                      | CUSIP: BL4881803<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |    3917836 | PA      | $3912017.97   | 0.09%             | 2030-09-27      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                                                      | Akbank T.A.S.                                                               | CUSIP: 00971YAJ9<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |    1500000 | PA      | $1493582.12   | 0.03%             | 2031-06-22      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| New York Mortgage Trust                                                         | New York Mortgage Trust                                                     | CUSIP: 649603AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      29043 | PA      | $29044.17     | 0.00%             | 2036-02-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Dayforce Bidco LLC                                                              | Dayforce, Inc., Term Loan                                                   | CUSIP: BL5216785<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2000000 | PA      | $1897220.00   | 0.04%             | 2033-02-04      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Zekelman Industries Inc                                                         | Zekelman Industries, Inc., Term Loan B                                      | CUSIP: 98931YAD5<br>LEI: 549300S5LMRAKDWWI425 | Long             | LON              | CORP              | US        |    1402422 | PA      | $1406299.85   | 0.03%             | 2031-01-24      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac REMICS                                                          | CUSIP: 3137F5RP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    2224081 | PA      | $2026268.53   | 0.05%             | 2048-06-15      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                  | Wells Fargo Mortgage Backed Securities Trust                                | CUSIP: 95003NAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2302963 | PA      | $2056143.93   | 0.05%             | 2052-03-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co                                                                    | SM Energy Co                                                                | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     705000 | PA      | $703008.11    | 0.02%             | 2034-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                                                       | Madison Safety & Flow LLC, First Lien Term Loan B                           | CUSIP: 55822DAN1<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |     892791 | PA      | $894282.05    | 0.02%             | 2031-09-26      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                        | Republic of South Africa Government International Bond                      | CUSIP: 836205AS3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2150000 | PA      | $1676288.11   | 0.04%             | 2044-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc                                                    | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1204904.97   | 0.03%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                 | CMS Energy Corp                                                             | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3054105.00   | 0.07%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                     | Cheniere Energy Partners LP                                                 | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3156879.95   | 0.07%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31418A7C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     441674 | PA      | $436286.07    | 0.01%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                              | Expand Energy Corp                                                          | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    3650000 | PA      | $3707124.87   | 0.08%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Virgin Islands Water & Power Authority - Electric System                        | Virgin Islands Water & Power Authority-Electric System                      | CUSIP: 927688GY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3836182 | PA      | $3837219.69   | 0.09%             | 2026-07-01      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140XMQA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     354644 | PA      | $301298.52    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                           | MidAmerican Energy Co                                                       | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     775000 | PA      | $760956.46    | 0.02%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | Roper Technologies, Inc                                                     | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1243695.95   | 0.03%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                | Connecticut Avenue Securities Trust                                         | CUSIP: 20753XAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3650000 | PA      | $3932441.02   | 0.09%             | 2042-03-25      | Variable      | 14.82%                | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications, Inc                                                 | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1094257.31   | 0.02%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Science Applications International Corp                                         | Science Applications International Corp                                     | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     395000 | PA      | $385469.99    | 0.01%             | 2033-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc                                                 | Solstice Advanced Materials, Inc                                            | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     345000 | PA      | $340184.56    | 0.01%             | 2033-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                                        | Provincia de Buenos Aires (Step Bond)                                       | CUSIP: BR3458824<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |    1633633 | PA      | $1229308.85   | 0.03%             | 2037-09-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                                  | Natixis Commercial Mortgage Securities Trust                                | CUSIP: 63875FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9507202 | PA      | $9245508.19   | 0.21%             | 2036-07-15      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                           | Quikrete Holdings, Inc                                                      | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1014003.00   | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WALMART INC                                                                     | Walmart, Inc                                                                | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $1703142.52   | 0.04%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Government National Mortgage Association                                    | CUSIP: 38384B2S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   11427132 | PA      | $12249295.36  | 0.27%             | 2053-07-20      | Variable      | 10.12%                | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                             | Highwoods Realty LP                                                         | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    3369000 | PA      | $2978492.54   | 0.07%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                                  | 101B.C. Unlimited Liability Company, Term Loan B6                           | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |    2333021 | PA      | $2330699.83   | 0.05%             | 2030-09-23      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                 | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2231000 | PA      | $2236838.95   | 0.05%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                   | ZF North America Capital, Inc                                               | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     750000 | PA      | $760727.25    | 0.02%             | 2028-04-14      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                       | CUSIP: 3128M5CF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       9491 | PA      | $9977.53      | 0.00%             | 2035-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac REMICS                                                          | CUSIP: 3137H9DW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    3516117 | PA      | $3581692.92   | 0.08%             | 2052-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                           | Level 3 Financing, Inc                                                      | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    2160000 | PA      | $2210945.52   | 0.05%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                         | CUSIP: 46625HRS1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     350000 | PA      | $349463.49    | 0.01%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond                                        | CUSIP: DC9392168<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1000000 | PA      | $1118588.31   | 0.02%             | 2040-05-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46650HAR9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     144346 | PA      | $135055.72    | 0.00%             | 2049-05-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                          | Sequoia Mortgage Trust                                                      | CUSIP: 81746YAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      70413 | PA      | $66520.50     | 0.00%             | 2049-06-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                                                         | Aeropuerto Internacional de Tocumen S.A.                                    | CUSIP: 00787CAD4<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |    1400000 | PA      | $1162434.00   | 0.03%             | 2041-08-11      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                         | GSR Mortgage Loan Trust                                                     | CUSIP: 36242DVJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     102585 | PA      | $99470.19     | 0.00%             | 2035-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                            | CUSIP: 3133AWHC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     528347 | PA      | $477884.78    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                  | NRG Energy, Inc                                                             | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1352516.16   | 0.03%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                           | Mexico Government International Bond                                        | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3000000 | PA      | $2345250.00   | 0.05%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | Atmos Energy Corp                                                           | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     250000 | PA      | $206769.21    | 0.00%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Applebee's Funding LLC / IHOP Funding LLC                                       | Applebee's Funding LLC / IHOP Funding LLC                                   | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5001111.50   | 0.11%             | 2055-06-07      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae REMICS                                                           | CUSIP: 3136AGEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1478684 | PA      | $145582.54    | 0.00%             | 2043-09-25      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                  | Wells Fargo Mortgage Backed Securities Trust                                | CUSIP: 95002VAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     243377 | PA      | $210599.48    | 0.00%             | 2050-07-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CenterPoint Energy Houston Electric LLC                                     | CUSIP: 15189XBL1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1077222.36   | 0.02%             | 2036-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                  | Wells Fargo Mortgage Backed Securities Trust                                | CUSIP: 949798AS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5766050 | PA      | $4764909.98   | 0.11%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc                                                               | Post Holdings, Inc                                                          | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     785000 | PA      | $768766.91    | 0.02%             | 2036-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                                                          | Indian Railway Finance Corp Ltd                                             | CUSIP: 45434L2C7<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |    3000000 | PA      | $2740623.51   | 0.06%             | 2031-02-10      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                            | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  135110000 | PA      | $81424885.94  | 1.82%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                                                      | Grupo Aeromexico SAB de C.V.                                                | CUSIP: 40054JAC3<br>LEI: 529900BECKHBL62WD126 | Long             | DBT              | CORP              | MX        |    2100000 | PA      | $2023875.00   | 0.05%             | 2029-11-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Select Medical Corp                                                             | Select Medical Corporation, Term Loan B                                     | CUSIP: BL4807634<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |     701878 | PA      | $698368.46    | 0.02%             | 2031-12-03      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Open Text Corp                                                                  | Open Text Corporation, Term Loan B                                          | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |    2449134 | PA      | $2401902.55   | 0.05%             | 2030-01-31      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                         | Asbury Automotive Group, Inc                                                | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     755000 | PA      | $714994.14    | 0.02%             | 2032-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                          | Venture Global LNG, Inc                                                     | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3221964.00   | 0.07%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                            | Saudi Arabian Oil Co                                                        | CUSIP: 80414L2K0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    2675000 | PA      | $2359152.05   | 0.05%             | 2030-11-24      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                                                  | Countrywide Asset-Backed Certificates (Step Bond)                           | CUSIP: 126671UD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      17571 | PA      | $15287.02     | 0.00%             | 2027-10-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup, Inc                                                              | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6025000 | PA      | $6004095.36   | 0.13%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | Florida Power & Light Co                                                    | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1693132.68   | 0.04%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                            | CUSIP: 3132DMZ65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2831992 | PA      | $2529884.39   | 0.06%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                  | JPMBB Commercial Mortgage Securities Trust                                  | CUSIP: 46644YAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1246948 | PA      | $1235414.79   | 0.03%             | 2048-08-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | Barclays plc                                                                | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2225000 | PA      | $1653733.54   | 0.04%             | 2042-11-24      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                           | Guatemala Government International Bond                                     | CUSIP: 401494AT6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    2075000 | PA      | $1809400.00   | 0.04%             | 2033-10-07      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Qnity Electronics Inc                                                           | Qnity Electronics, Inc                                                      | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     535000 | PA      | $540958.30    | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                         | Arthur J Gallagher & Co                                                     | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     810000 | PA      | $756148.79    | 0.02%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| APLD ComputeCo 2 LLC                                                            | APLD ComputeCo 2 LLC                                                        | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     955000 | PA      | $948046.74    | 0.02%             | 2031-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                          | Hartford Financial Services Group, Inc                                      | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     250000 | PA      | $209948.62    | 0.00%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust                                                         | CUSIP: 12593JBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2311225.75   | 0.05%             | 2048-08-10      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                                                 | Sealed Air Corp                                                             | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1342668.11   | 0.03%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                        | Mars, Inc                                                                   | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2172535.53   | 0.05%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                                                | Wand NewCo 3, Inc                                                           | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     460000 | PA      | $470348.61    | 0.01%             | 2032-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                        | Aon Corp                                                                    | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    1450000 | PA      | $1484982.09   | 0.03%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                            | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     100000 | PA      | $98476.56     | 0.00%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group, Inc                                                     | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5875000 | PA      | $5599309.46   | 0.13%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SURA Asset Management SA                                                        | SURA Asset Management S.A.                                                  | CUSIP: 78486LAB8<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |    1000000 | PA      | $1050210.00   | 0.02%             | 2032-05-13      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                              | Compass Datacenters Issuer III LLC                                          | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5500000 | PA      | $5527098.50   | 0.12%             | 2050-02-25      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Kleopatra Finco Sarl                                                            | Kleopatra Finco Sarl                                                        | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | EC               | CORP              | LU        |       7002 | NS      | $9598.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae REMICS                                                           | CUSIP: 3136BPCG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    2123978 | PA      | $2037662.58   | 0.05%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418E4R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3030236 | PA      | $3047064.40   | 0.07%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Millrose Properties Inc                                                         | Millrose Properties, Inc                                                    | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $588964.68    | 0.01%             | 2032-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | Bank of New York Mellon Corp                                                | CUSIP: 064058AN0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    4075000 | PA      | $4151728.18   | 0.09%             | N/A             | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                           | Turkiye Government International Bond                                       | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1000000 | PA      | $994102.71    | 0.02%             | 2032-07-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20578512 | PA      | $20399453.66  | 0.46%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36267ECK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3161690 | PA      | $2720095.51   | 0.06%             | 2052-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418ELW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4290781 | PA      | $4157991.63   | 0.09%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | Chile Government International Bond                                         | CUSIP: YN6832904<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     530000 | PA      | $597872.97    | 0.01%             | 2035-07-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet, Inc                                                               | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    8325000 | PA      | $8267149.91   | 0.18%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46655DBX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1352049 | PA      | $1163275.85   | 0.03%             | 2052-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet, Inc                                                               | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    2325000 | PA      | $2305017.86   | 0.05%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc                                                    | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1091088.20   | 0.02%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited                                                   | Lunar Structured Aircraft Portfolio Notes                                   | CUSIP: 83438LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    1188443 | PA      | $1157072.69   | 0.03%             | 2046-10-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc                                                           | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    8650000 | PA      | $8423983.63   | 0.19%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                          | BBVA Bancomer S.A.                                                          | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    1000000 | PA      | $1075325.00   | 0.02%             | 2038-06-29      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                          | TotalEnergies Capital International S.A.                                    | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    3300000 | PA      | $2181851.10   | 0.05%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Government National Mortgage Association                                    | CUSIP: 38379LAE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    1019598 | PA      | $912656.31    | 0.02%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                     | Petrobras Global Finance BV                                                 | CUSIP: 71647NBN8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    4150000 | PA      | $4053886.00   | 0.09%             | 2036-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Asurion LLC/ Asurion Co-Issuer Inc                                              | Asurion LLC                                                                 | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     500000 | PA      | $518724.00    | 0.01%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC                                        | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4550000 | PA      | $4723600.15   | 0.11%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                            | Republic of Italy Government International Bond                             | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    5000000 | PA      | $3805179.55   | 0.08%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   59650418 | PA      | $57822696.94  | 1.29%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                           | CUSIP: 3617A4PJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |    2540179 | PA      | $2467658.92   | 0.06%             | 2033-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS/GEN PRTNR                                                         | Superior Plus LP                                                            | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     550000 | PA      | $525756.00    | 0.01%             | 2029-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TransDigm, Inc                                                              | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1469174.74   | 0.03%             | 2033-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                             | Avantor Funding, Inc                                                        | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1464020.18   | 0.03%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Mineral Resources Ltd                                                           | Mineral Resources Ltd                                                       | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     120000 | PA      | $122630.33    | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2021-INV8                                            | JP Morgan Mortgage Trust                                                    | CUSIP: 46654RBQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     269089 | PA      | $225819.05    | 0.01%             | 2052-05-25      | Variable      | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31419ARB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     130819 | PA      | $132211.71    | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                   | Carnival Corp                                                               | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    2570000 | PA      | $2569164.24   | 0.06%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool                                                            | CUSIP: 3132DSRU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     319885 | PA      | $316734.96    | 0.01%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                           | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2105000 | PA      | $1673098.33   | 0.04%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                        | Capital One Financial Corp                                                  | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      75000 | PA      | $74558.58     | 0.00%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTERCORP FIN SER INC                                                           | Intercorp Financial Services, Inc                                           | CUSIP: 45866EAA5<br>LEI: 5299004181WFTEWB1398 | Long             | DBT              | CORP              | PA        |    3000000 | PA      | $2964929.10   | 0.07%             | 2027-10-19      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46655KCR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1932600 | PA      | $1659055.75   | 0.04%             | 2052-11-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ENA MASTER TRUST                                                                | ENA Master Trust                                                            | CUSIP: 29249BAA3<br>LEI: 549300CBCHB6Q73VG753 | Long             | DBT              | CORP              | PA        |    2300000 | PA      | $1805155.00   | 0.04%             | 2048-05-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                            | Chart Industries, Inc                                                       | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1205132.12   | 0.03%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Kleopatra Finco Sarl                                                            | Kleopatra Finco Sarl                                                        | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | EC               | CORP              | LU        |       7002 | NS      | $9598.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UPC BROADBAND FINCO BV                                                          | Sunrise FinCo I BV                                                          | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    3000000 | PA      | $2856120.00   | 0.06%             | 2031-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                                                                    | Ecopetrol S.A.                                                              | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    2275000 | PA      | $2021860.30   | 0.05%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                         | Marathon Petroleum Corp                                                     | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $3528351.04   | 0.08%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                          | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    3714414 | PA      | $3510699.87   | 0.08%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                         | O'Reilly Automotive, Inc                                                    | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1210148.03   | 0.03%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                          | Egypt Government International Bond                                         | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    2250000 | PA      | $1984253.92   | 0.04%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC Financial Services Group, Inc                                           | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    2275000 | PA      | $2322558.90   | 0.05%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                  | PECO Energy Co                                                              | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     825000 | PA      | $535881.39    | 0.01%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | Broadcom, Inc                                                               | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    8558000 | PA      | $8300602.40   | 0.19%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-7                                                 | JP Morgan Mortgage Trust                                                    | CUSIP: 46592NBS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16220404 | PA      | $92417.38     | 0.00%             | 2051-11-25      | Variable      | 0.10%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                    | CUSIP: 08162UAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1968134.00   | 0.04%             | 2052-01-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 3138WH5T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     825765 | PA      | $774795.91    | 0.02%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                        | American Water Capital Corp                                                 | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    1927000 | PA      | $1808953.41   | 0.04%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                         | Public Service Electric and Gas Co                                          | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1721779.77   | 0.04%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GSJP Trust 2025-BEDS                                                            | GSJP Trust                                                                  | CUSIP: 362946AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2985723.00   | 0.07%             | 2042-12-15      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                          | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     600000 | PA      | $533161.09    | 0.01%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MILE Trust 2025-STNE                                                            | MILE Trust                                                                  | CUSIP: 59918AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $996730.00    | 0.02%             | 2042-07-15      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| WMB Holdings Inc                                                                | Corporation Service Company, Term Loan B                                    | CUSIP: 22006VAL3<br>LEI: 549300NOPSIMGJNT8J31 | Long             | LON              | CORP              | US        |    1319288 | PA      | $1312698.01   | 0.03%             | 2029-11-05      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                              | Kennedy-Wilson, Inc                                                         | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1373757.31   | 0.03%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                       | Panther Escrow Issuer LLC                                                   | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3260916.75   | 0.07%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                                         | Sedgwick Claims Management Services, Inc., Term Loan B                      | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    4912968 | PA      | $4830503.89   | 0.11%             | 2031-07-31      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG Energy, Inc                                                             | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1200306.00   | 0.03%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond                                        | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2500000 | PA      | $2338375.00   | 0.05%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                       | CUSIP: 3132HDAP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      48049 | PA      | $47118.49     | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                      | Progress Residential Trust                                                  | CUSIP: 74333QAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     600000 | PA      | $566733.72    | 0.01%             | 2040-11-17      | Fixed         | 2.71%                 | Yes           |                  2 | On Loan: No      |
| CHG Healthcare Services Inc                                                     | CHG Healthcare Services Inc., Term Loan B1                                  | CUSIP: 12541HAX1<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |     256641 | PA      | $257162.43    | 0.01%             | 2028-09-29      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                 | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32196000 | PA      | $32092872.35  | 0.72%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup, Inc                                                              | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5003751.15   | 0.11%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                       | CUSIP: 31335AHP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     832786 | PA      | $785095.34    | 0.02%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                                  | Morgan Stanley Residential Mortgage Loan Trust                              | CUSIP: 61772MAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     757308 | PA      | $681265.44    | 0.02%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                                                          | Export-Import Bank of India                                                 | CUSIP: 30216JAC9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    1375000 | PA      | $1358722.52   | 0.03%             | 2028-02-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BAMLL Trust 2025-ASHF                                                           | BAMLL Trust                                                                 | CUSIP: 05494CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3000000 | PA      | $2996079.00   | 0.07%             | 2042-02-15      | Variable      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                                  | Wynn Macau Ltd                                                              | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     450000 | PA      | $441962.33    | 0.01%             | 2028-08-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| WEX Inc                                                                         | WEX, Inc                                                                    | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |     800000 | PA      | $783657.52    | 0.02%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31374CR73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4288168 | PA      | $4165257.45   | 0.09%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Motion Finco Sarl                                                               | Motion Finco Sarl                                                           | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |    1420000 | PA      | $1173118.66   | 0.03%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Genesee & Wyoming Inc                                                           | Genesee & Wyoming, Inc                                                      | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1123264.50   | 0.03%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc                                                                  | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   11800000 | PA      | $11428797.37  | 0.26%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                          | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2016003.55   | 0.05%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-BRBK                                          | BX Commercial Mortgage Trust                                                | CUSIP: 05613NAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $1996449.20   | 0.04%             | 2041-10-15      | Variable      | 8.55%                 | Yes           |                  2 | On Loan: No      |
| Energuate Trust 2 0                                                             | Energuate Trust 2 0                                                         | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | RF                | KY        |    2350000 | PA      | $2300793.35   | 0.05%             | 2035-09-15      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Bancolombia SA                                                                  | Bancolombia S.A.                                                            | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |    1800000 | PA      | $1887544.12   | 0.04%             | 2034-12-24      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                          | Galaxy Pipeline Assets Bidco Ltd                                            | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    1979670 | PA      | $1756239.16   | 0.04%             | 2034-03-31      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                       | CUSIP: 3132H7FF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     907032 | PA      | $873150.89    | 0.02%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                          | Sequoia Mortgage Trust                                                      | CUSIP: 81748WAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2025391 | PA      | $1672464.84   | 0.04%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Elanco Animal Health Inc                                                        | Elanco Animal Health Incorporated, Term Loan B                              | CUSIP: 28414BAJ5<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |     566896 | PA      | $567463.12    | 0.01%             | 2032-10-29      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                        | Alliant Holdings Intermediate LLC                                           | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4360000 | PA      | $4383762.00   | 0.10%             | 2028-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Akbank TAS                                                                      | Akbank TAS                                                                  | CUSIP: 00971YAL4<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |    1500000 | PA      | $1525845.93   | 0.03%             | 2030-01-20      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R08                                    | Connecticut Avenue Securities Trust                                         | CUSIP: 20755CAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    2170000 | PA      | $2263915.00   | 0.05%             | 2043-10-25      | Variable      | 7.21%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | OneMain Finance Corp                                                        | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1119627.83   | 0.03%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                           | Indonesia Government International Bond                                     | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     225000 | PA      | $208344.29    | 0.00%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                 | Zayo Issuer LLC                                                             | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5045753.50   | 0.11%             | 2055-03-20      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| UNITK 2026-1A A2                                                                | UNITK A2                                                                    | CUSIP: 49459AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3300000 | PA      | $3290598.63   | 0.07%             | 2056-02-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                         | Kodiak Gas Services LLC                                                     | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $1108578.85   | 0.02%             | 2029-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| AASET 2021-2 Trust                                                              | Apollo aviation securitization                                              | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1967653 | PA      | $1859674.09   | 0.04%             | 2047-01-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                                            | BANK                                                                        | CUSIP: 065402BG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1350000 | PA      | $1189640.93   | 0.03%             | 2062-05-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                               | Post Holdings, Inc                                                          | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     165000 | PA      | $161569.02    | 0.00%             | 2034-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                                                       | Boeing Co                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1377161.68   | 0.03%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31418BPL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     119457 | PA      | $117703.61    | 0.00%             | 2045-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                         | O'Reilly Automotive, Inc                                                    | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1385514.82   | 0.03%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-AGLN                                 | Wells Fargo Commercial Mortgage Trust                                       | CUSIP: 94990HAG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7500000 | PA      | $7490052.75   | 0.17%             | 2037-07-15      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                  | NRG Energy, Inc                                                             | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1955000 | PA      | $1883183.47   | 0.04%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Cloud Peak Energy Resources LLC                                                 | Cloud Peak Energy Resources LLC                                             | CUSIP: N/A<br>LEI: 5493005E5CHLCZG9S159       | Long             | LON              | CORP              | US        |      79703 | PA      | $79703.11     | 0.00%             | 2027-05-03      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA2                                         | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KSQ3<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-CBDO         | CORP              | US        |    4982000 | PA      | $5246977.63   | 0.12%             | 2042-02-25      | Variable      | 13.79%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26379485 | PA      | $26141821.35  | 0.58%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13359454 | PA      | $13221891.35  | 0.30%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                   | Citigroup Mortgage Loan Trust                                               | CUSIP: 17330CBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   29842363 | PA      | $260867.01    | 0.01%             | 2052-02-25      | Variable      | 0.15%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                         | Flagstar Mortgage Trust                                                     | CUSIP: 33852EAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1121657 | PA      | $926907.69    | 0.02%             | 2051-04-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | Albertsons Cos, Inc                                                         | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    1560000 | PA      | $1526220.23   | 0.03%             | 2034-03-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Oak Street Investment Grade Ne                                                  | Oak Street Investment Grade Net Lease Fund Series                           | CUSIP: 67190AAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $480000.00    | 0.01%             | 2051-01-20      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun                                                  | Bayview Opportunity Master Fund VI Trust                                    | CUSIP: 07335UAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1332638 | PA      | $1146574.22   | 0.03%             | 2051-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                 | CUSIP: 91282CQF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   43612000 | PA      | $43911832.50  | 0.98%             | 2033-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | Time Warner Cable LLC                                                       | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     475000 | PA      | $356700.36    | 0.01%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                          | Berkshire Hathaway Finance Corp                                             | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    3895000 | PA      | $2444954.05   | 0.05%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Motion Finco Sarl                                                               | Motion Finco Sarl, Term Loan B                                              | CUSIP: BL4569192<br>LEI: 2549002L1LBQZKA7UN30 | Long             | LON              | CORP              | LU        |    1310183 | PA      | $1152495.53   | 0.03%             | 2029-11-30      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 3138WHS37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59228 | PA      | $53390.74     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | Corebridge Financial, Inc                                                   | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1615444.74   | 0.04%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                        | Brazil Notas do Tesouro Nacional Serie F                                    | CUSIP: BT2749815<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   12300000 | PA      | $1992329.01   | 0.04%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                        | LCM Investments Holdings II LLC                                             | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     790000 | PA      | $820608.55    | 0.02%             | 2031-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                            | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14775000 | PA      | $10217835.94  | 0.23%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                    | Acrisure, LLC, First Lien Term Loan B6                                      | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |     206940 | PA      | $200886.66    | 0.00%             | 2030-11-06      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                              | HERO Funding Trust                                                          | CUSIP: 42771LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     156114 | PA      | $143635.42    | 0.00%             | 2048-09-20      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Goat Holdco LLC                                                                 | Goat Holdco LLC                                                             | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     455000 | PA      | $457788.70    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                           | MidAmerican Energy Co                                                       | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1135778.14   | 0.03%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer                                                                 | DataBank Issuer                                                             | CUSIP: 23802WAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3625000 | PA      | $3602312.94   | 0.08%             | 2056-02-25      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                             | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KQZ5<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-CBDO         | CORP              | US        |    4425000 | PA      | $4592611.92   | 0.10%             | 2042-01-25      | Variable      | 10.76%                | Yes           |                  2 | On Loan: No      |
| QTS Issuer ABS I LLC                                                            | QTS Issuer ABS I LLC                                                        | CUSIP: 74690DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4930000 | PA      | $4875115.30   | 0.11%             | 2055-05-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| PLYM Commercial Mortgage Trust 2026-IND                                         | PLYM Commercial Mortgage Trust                                              | CUSIP: 69292BAG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $4962602.50   | 0.11%             | 2043-03-15      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                                | VB-S1 Issuer LLC                                                            | CUSIP: 91825HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6660000 | PA      | $6543749.03   | 0.15%             | 2056-03-15      | Variable      | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                            | CUSIP: 3133BEXK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5420910 | PA      | $5257054.03   | 0.12%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                         | CF Hippolyta LLC                                                            | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8482028 | PA      | $5167097.09   | 0.12%             | 2061-03-15      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                            | Colombia Government International Bond                                      | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     975000 | PA      | $812409.00    | 0.02%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                         | Flagstar Mortgage Trust                                                     | CUSIP: 33849NAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      21023 | PA      | $19755.86     | 0.00%             | 2048-09-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                   | Principal Financial Group, Inc                                              | CUSIP: 74251VAP7<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1981650.92   | 0.04%             | 2028-02-15      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T, Inc                                                                   | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    7325000 | PA      | $7145925.51   | 0.16%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4661049 | PA      | $4697615.89   | 0.10%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae REMICS                                                           | CUSIP: 3136BPAP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1860675 | PA      | $1769585.48   | 0.04%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING Groep NV                                                                | CUSIP: 456837BU6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    4900000 | PA      | $4870662.57   | 0.11%             | 2032-03-23      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Crescendo Royalty Funding LP                                                    | Crescendo Royalty Funding LP                                                | CUSIP: 225638AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8850000 | PA      | $8744640.75   | 0.20%             | 2051-12-20      | Fixed         | 3.57%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                        | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $4084913.21   | 0.09%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB Master Finance LLC                                                       | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    3038750 | PA      | $3003304.80   | 0.07%             | 2049-05-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | Xcel Energy, Inc                                                            | CUSIP: 98389BAN0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     215000 | PA      | $189963.25    | 0.00%             | 2041-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT                                                         | Six Flags Entertainment Corp                                                | CUSIP: 83002YAA7<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |    1980000 | PA      | $1975244.24   | 0.04%             | 2032-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2026-INV4                                                        | PMT Loan Trust                                                              | CUSIP: 69383UBD6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    2870000 | PA      | $2889170.74   | 0.06%             | 2057-03-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Brazilian Government International Bond                                         | Brazilian Government International Bond                                     | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     950000 | PA      | $971042.50    | 0.02%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                              | Essex Portfolio LP                                                          | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    2475000 | PA      | $2495556.34   | 0.06%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Government National Mortgage Association                                    | CUSIP: 38383DQ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    5738610 | PA      | $4182446.12   | 0.09%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                          | Taco Bell Funding LLC                                                       | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4833900 | PA      | $4471919.20   | 0.10%             | 2051-08-25      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive LP                                                           | Cars Net Lease Mortgage Notes Series                                        | CUSIP: 14576AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2434375 | PA      | $2327224.52   | 0.05%             | 2050-12-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | Romanian Government International Bond                                      | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2100000 | PA      | $1985492.00   | 0.04%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | Fannie Mae REMICS                                                           | CUSIP: 3136B2JH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1825643 | PA      | $1727739.60   | 0.04%             | 2048-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TransDigm, Inc., Term Loan J                                                | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    1607946 | PA      | $1609971.80   | 0.04%             | 2031-02-28      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                        | EQT Corp                                                                    | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     850000 | PA      | $848289.86    | 0.02%             | 2026-05-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive Reit                                                         | Capital Automotive REIT                                                     | CUSIP: 12510HAM2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3119148 | PA      | $3082017.00   | 0.07%             | 2051-08-15      | Fixed         | 1.92%                 | Yes           |                  2 | On Loan: No      |
| Waste Management Inc                                                            | Waste Management, Inc                                                       | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2581359.81   | 0.06%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34128399 | PA      | $34380502.64  | 0.77%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                           | CUSIP: 36290WK27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      48199 | PA      | $48800.17     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46654ABP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     873118 | PA      | $719843.13    | 0.02%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Trust 2401                                                                      | Trust 2401                                                                  | CUSIP: 89834MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     808000 | PA      | $778007.04    | 0.02%             | 2030-01-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                    | CD Mortgage Trust                                                           | CUSIP: 12515GAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1400000 | PA      | $520989.14    | 0.01%             | 2050-02-10      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 3140X4GS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     338356 | PA      | $341950.58    | 0.01%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                               | Lithia Motors, Inc                                                          | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    2175000 | PA      | $2146221.49   | 0.05%             | 2027-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae REMICS                                                           | CUSIP: 3136BJYS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    4255891 | PA      | $450240.51    | 0.01%             | 2051-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B14 Mortgage Trust                                               | Benchmark Mortgage Trust                                                    | CUSIP: 08162YAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3915000 | PA      | $3203769.39   | 0.07%             | 2062-12-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                              | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2076375.94   | 0.05%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                            | Flutter Treasury Designated Activity Co                                     | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    1960000 | PA      | $1995348.60   | 0.04%             | 2029-04-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46649YAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      99273 | PA      | $93502.57     | 0.00%             | 2049-02-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool                                                            | CUSIP: 3132E0SB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     446164 | PA      | $378330.85    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM5                                                                  | EFMT                                                                        | CUSIP: 28225KAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    3000000 | PA      | $2983955.70   | 0.07%             | 2070-11-25      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2022-LTV2                                   | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36268SAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    4214357 | PA      | $3803899.51   | 0.08%             | 2052-12-25      | Variable      | 4.36%                 | Yes           |                  2 | On Loan: No      |
| Shellpoint Co-Originator Trust                                                  | Shellpoint Co-Originator Trust                                              | CUSIP: 82281FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     205588 | PA      | $190336.53    | 0.00%             | 2047-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                        | Venture Global Calcasieu Pass LLC                                           | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1855211.00   | 0.04%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bond                                           | Ukraine Government International Bond                                       | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      83380 | PA      | $38104.66     | 0.00%             | 2036-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                          | CUSIP: 36179WW87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    2383627 | PA      | $2004891.19   | 0.04%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 3140MUXL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2358493 | PA      | $2287444.87   | 0.05%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 465976AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5203009 | PA      | $4644094.75   | 0.10%             | 2052-07-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                             | Ecuador Government International Bond (Step Bond)                           | CUSIP: ZO2104214<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     650162 | PA      | $572259.59    | 0.01%             | 2035-07-31      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| LEX Trust 2026-450                                                              | LEX Trust                                                                   | CUSIP: 501970AA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2135000 | PA      | $2129013.03   | 0.05%             | 2043-03-15      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                 | Sands China Ltd                                                             | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    1665000 | PA      | $1625085.29   | 0.04%             | 2027-03-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2021-INV1                                   | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36263KBM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     496983 | PA      | $413654.23    | 0.01%             | 2051-12-25      | Variable      | 3.02%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc                                                     | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $802459.11    | 0.02%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                               | Herc Holdings, Inc                                                          | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     425000 | PA      | $435781.83    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                    | CUSIP: 38384J4C5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    4199737 | PA      | $775753.63    | 0.02%             | 2040-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc                                             | Jane Street Group                                                           | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2472221.75   | 0.06%             | 2032-11-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| MGM Resorts International                                                       | MGM Resorts International                                                   | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1483739.38   | 0.03%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd                                                           | Mineral Resources Ltd                                                       | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    1325000 | PA      | $1372862.30   | 0.03%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Imperial Fund LLC                                                               | Imperial Fund Mortgage Trust                                                | CUSIP: 452760AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     322776 | PA      | $309734.61    | 0.01%             | 2055-10-25      | Variable      | 2.05%                 | Yes           |                  2 | On Loan: No      |
| CIP Commercial Mortgage Trust 2025-SBAY                                         | CIP Commercial Mortgage Trust                                               | CUSIP: 12576AAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2250000 | PA      | $2253677.85   | 0.05%             | 2037-10-15      | Variable      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust                                                         | CUSIP: 12593QBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3175000 | PA      | $2997323.83   | 0.07%             | 2048-10-10      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                           | DIRECTV Holdings LLC                                                        | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     985000 | PA      | $983962.01    | 0.02%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46645GAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     241855 | PA      | $224554.73    | 0.01%             | 2045-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                           | Civitas Resources, Inc                                                      | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1829261.00   | 0.04%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                          | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    6833427 | PA      | $6465849.29   | 0.14%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46592NBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1934639 | PA      | $1599893.06   | 0.04%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                  | Morgan Stanley Capital I Trust                                              | CUSIP: 61767YBC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2750000 | PA      | $2711770.33   | 0.06%             | 2051-07-15      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                                                 | MARB BondCo plc                                                             | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |    2500000 | PA      | $2214117.75   | 0.05%             | 2031-01-29      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 3138EQZS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     447959 | PA      | $421316.15    | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC                                                         | Truist Insurance Holdings LLC, Term Loan B                                  | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     919355 | PA      | $908727.10    | 0.02%             | 2031-05-06      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                       | Banco Mercantil del Norte S.A.                                              | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    2000000 | PA      | $2055000.00   | 0.05%             | N/A             | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust 2021-J1                                        | Provident Funding Mortgage Trust                                            | CUSIP: 74387MBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3172625 | PA      | $2695121.34   | 0.06%             | 2051-10-25      | Variable      | 2.63%                 | Yes           |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                                          | Clearway Energy Operating LLC                                               | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     525000 | PA      | $517994.72    | 0.01%             | 2028-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                 | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   79842000 | PA      | $79162095.87  | 1.77%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | Virginia Electric and Power Co                                              | CUSIP: 927804GX6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    8150000 | PA      | $7944562.79   | 0.18%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                                               | Clean Harbors, Inc                                                          | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     590000 | PA      | $588554.85    | 0.01%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46649CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     271126 | PA      | $244389.00    | 0.01%             | 2048-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                | Hilton Domestic Operating Co, Inc                                           | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1045259.29   | 0.02%             | 2033-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2022-4                                               | J.P. Morgan Mortgage Trust                                                  | CUSIP: 46655GBL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     273070 | PA      | $224476.95    | 0.01%             | 2052-10-25      | Variable      | 3.24%                 | Yes           |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                                                    | WinWater Mortgage Loan Trust                                                | CUSIP: 97652PAX9<br>LEI: 5493002CYMIHYUBDIR84 | Long             | ABS-CBDO         | CORP              | US        |      81899 | PA      | $69985.51     | 0.00%             | 2044-06-20      | Variable      | 3.93%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                    | NCL Corp Ltd                                                                | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     400000 | PA      | $388626.33    | 0.01%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Atmos Energy Corp                                                               | Atmos Energy Corp                                                           | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    3450000 | PA      | $3057434.13   | 0.07%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom, Inc                                                               | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2701314.57   | 0.06%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                         | Wisconsin Power and Light Co                                                | CUSIP: 976826BR7<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1505177.30   | 0.03%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| QXO Building Products Inc                                                       | QXO Building Products, Inc                                                  | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1529986.50   | 0.03%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Molina Healthcare Inc                                                           | Molina Healthcare, Inc                                                      | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1145317.67   | 0.03%             | 2031-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                                         | EUR260408                                                                   | CUSIP: EUR260408<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $73176.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                                   | ARDN Mortgage Trust                                                         | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $1995326.40   | 0.04%             | 2035-06-15      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP Capital Markets America, Inc                                             | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4184225.93   | 0.09%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                             | Ecuador Government International Bond (Step Bond)                           | CUSIP: ZO2104560<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     188000 | PA      | $147110.00    | 0.00%             | 2040-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                                                                    | Ecopetrol S.A.                                                              | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     300000 | PA      | $315758.15    | 0.01%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                                 | Gen Digital, Inc                                                            | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     170000 | PA      | $165259.65    | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY COSTA RICA SR SF                                                        | Liberty Costa Rica Senior Secured Finance                                   | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |    1362000 | PA      | $1433505.00   | 0.03%             | 2031-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                       | CUSIP: 3132HDAX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      49302 | PA      | $48347.49     | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                                              | Morocco Government International Bond                                       | CUSIP: 617726AM6<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     525000 | PA      | $359614.15    | 0.01%             | 2050-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                        | American Water Capital Corp                                                 | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     900000 | PA      | $669633.54    | 0.01%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                  | Wells Fargo Mortgage Backed Securities Trust                                | CUSIP: 95003KBJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7140035 | PA      | $6040153.90   | 0.13%             | 2051-08-25      | Variable      | 3.30%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                                                       | Boeing Co                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   13650000 | PA      | $13195815.36  | 0.29%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ASPLUNDH TREE EXPERT LLC                                                        | Asplundh Tree Expert, LLC, Term Loan B                                      | CUSIP: 04538FAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     630412 | PA      | $631793.01    | 0.01%             | 2027-09-07      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                          | Egypt Government International Bond                                         | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    2475000 | PA      | $2134600.03   | 0.05%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup, Inc                                                              | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2688813.40   | 0.06%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | Dominion Energy, Inc                                                        | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    3025000 | PA      | $3199512.25   | 0.07%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                        | Occidental Petroleum Corp                                                   | CUSIP: 674599CS2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $2276271.25   | 0.05%             | 2029-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                  | JPMBB Commercial Mortgage Securities Trust                                  | CUSIP: 46643ABK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1599067 | PA      | $1582017.06   | 0.04%             | 2047-09-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT                                                         | Midwest Connector Capital Co LLC                                            | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     485000 | PA      | $482500.14    | 0.01%             | 2029-04-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                   | Clearway Energy Operating LLC                                               | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     940000 | PA      | $923738.47    | 0.02%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Froneri US Inc                                                                  | Froneri Lux Finco Sarl, Term Loan B4                                        | CUSIP: BL4752848<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     568755 | PA      | $558358.35    | 0.01%             | 2031-09-30      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                          | Pertamina Persero PT                                                        | CUSIP: 69370PAL5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    2000000 | PA      | $1756387.90   | 0.04%             | 2031-02-09      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                  | Transocean, Inc                                                             | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     777000 | PA      | $808229.96    | 0.02%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-C63                                  | Wells Fargo Commercial Mortgage Trust                                       | CUSIP: 94990FAE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $2044281.80   | 0.05%             | 2057-08-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                         | Flagstar Mortgage Trust                                                     | CUSIP: 33850RBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     735743 | PA      | $672119.65    | 0.02%             | 2047-10-25      | Variable      | 3.96%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                           | Mexico Government International Bond                                        | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2325000 | PA      | $1815708.75   | 0.04%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | Medline Borrower, LP, Term Loan B                                           | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     995132 | PA      | $997744.14    | 0.02%             | 2028-10-23      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust                                                         | CUSIP: 12593JBK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2056030 | PA      | $2011034.19   | 0.04%             | 2048-08-10      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                | Connecticut Avenue Securities Trust                                         | CUSIP: 20753DAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    6005000 | PA      | $6301684.23   | 0.14%             | 2042-09-25      | Variable      | 8.41%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | Freddie Mac REMICS                                                          | CUSIP: 3137FVSE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    3158452 | PA      | $2162321.82   | 0.05%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | Meta Platforms, Inc                                                         | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    4725000 | PA      | $4635421.09   | 0.10%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association (FNMA)                                | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     918588 | PA      | $777639.89    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond                                        | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1100000 | PA      | $1155330.00   | 0.03%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                     | NVIDIA Corp                                                                 | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    3595000 | PA      | $3220117.71   | 0.07%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                        | Mars, Inc                                                                   | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    2450000 | PA      | $2473325.84   | 0.06%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Light & Wonder International Inc                                                | Light and Wonder International, Inc., Term Loan B                           | CUSIP: 80875AAY7<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |     492890 | PA      | $493506.06    | 0.01%             | 2029-04-16      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Kleopatra Finco Sarl                                                            | Kleopatra Finco Sarl                                                        | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | EC               | CORP              | LU        |       7002 | NS      | $9598.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com, Inc                                                             | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    6475000 | PA      | $6427277.05   | 0.14%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                   | Citigroup Commercial Mortgage Trust                                         | CUSIP: 17290XAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1526861 | PA      | $1504611.42   | 0.03%             | 2049-04-10      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 3140J8J38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2491843 | PA      | $2451037.75   | 0.05%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust                                                | CUSIP: 36264KAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2635426.20   | 0.06%             | 2053-12-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc                                                          | AI Aqua Merger Sub, Inc., Term Loan B                                       | CUSIP: 00132UAQ7<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    2462483 | PA      | $2459786.76   | 0.05%             | 2028-07-31      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46593FAP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1879624 | PA      | $1617776.06   | 0.04%             | 2052-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                         | MPT Operating Partnership LP                                                | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3375000 | PA      | $2205258.62   | 0.05%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                                              | Morocco Government International Bond                                       | CUSIP: 617726AG9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    2575000 | PA      | $2361137.52   | 0.05%             | 2042-12-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Indika Energy Tbk PT                                                            | Indika Energy Tbk PT                                                        | CUSIP: 69369KAA3<br>LEI: 254900YVKE6BJ1I4V036 | Long             | DBT              | CORP              | ID        |    1800000 | PA      | $1778124.69   | 0.04%             | 2029-05-07      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | Domino's Pizza Master Issuer LLC                                            | CUSIP: 25755TAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8200000 | PA      | $8166022.48   | 0.18%             | 2055-07-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust                                                         | CUSIP: 12595VAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1872976.00   | 0.04%             | 2051-05-10      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| VITALITY RE XIV LTD                                                             | Vitality Re XIV Ltd                                                         | CUSIP: 92851QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1500000 | PA      | $1516350.00   | 0.03%             | 2027-01-05      | Variable      | 7.81%                 | Yes           |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                        | Prime Security Services Borrower LLC                                        | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     153000 | PA      | $153191.25    | 0.00%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| OAK-Eagle Acquireco Inc                                                         | OAK-Eagle Acquireco, Inc                                                    | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2072188.86   | 0.05%             | 2033-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                       | HA Sustainable Infrastructure Capital, Inc                                  | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    1818000 | PA      | $1881233.68   | 0.04%             | 2056-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                 | Cemex SAB de C.V.                                                           | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    2600000 | PA      | $2632500.00   | 0.06%             | N/A             | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Signia Aerospace LLC                                                            | Air Comm Corporation, LLC, Term Loan                                        | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |    1041459 | PA      | $1045364.31   | 0.02%             | 2031-12-11      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                              | Serbia Government International Bond                                        | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    1400000 | PA      | $1460861.43   | 0.03%             | 2033-09-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                        | Capital One Financial Corp                                                  | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    3940000 | PA      | $3883105.61   | 0.09%             | N/A             | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| SENSATA TECHNOLOGIES BV                                                         | Sensata Technologies BV                                                     | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     975000 | PA      | $940835.71    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                                                | Lenovo Group Ltd                                                            | CUSIP: 526250AB1<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |    1500000 | PA      | $1416046.95   | 0.03%             | 2030-11-02      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: —       |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                    | CUSIP: 081925AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3675000 | PA      | $3839096.84   | 0.09%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd                                                             | Muthoot Finance Ltd                                                         | CUSIP: 62828L2F9<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |    1875000 | PA      | $1799041.65   | 0.04%             | 2030-08-04      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                                           | Ahead DB Holdings LLC                                                       | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2934414.60   | 0.07%             | 2028-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare 2025-2 Receivables Funding LLC                                 | Sierra Timeshare Receivables Funding LLC                                    | CUSIP: 82653HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2284283 | PA      | $2281889.63   | 0.05%             | 2044-04-20      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                | Connecticut Avenue Securities Trust                                         | CUSIP: 20753YCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |    4645870 | PA      | $4712380.27   | 0.11%             | 2042-03-25      | Variable      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                                          | OCP S.A.                                                                    | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    1075000 | PA      | $1118340.84   | 0.02%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                       | CUSIP: 3132H7FR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     834489 | PA      | $823273.09    | 0.02%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust                                                | CUSIP: 36251XAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $4237918.20   | 0.09%             | 2049-11-10      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                     | RCKT Mortgage Trust                                                         | CUSIP: 74938VAV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     563481 | PA      | $463859.55    | 0.01%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Vitality Re XVII Ltd                                                            | Vitality Re XVII Ltd                                                        | CUSIP: 92853KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $998600.00    | 0.02%             | 2030-01-08      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                                                | Organon Finance  LLC                                                        | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    3150000 | PA      | $2567218.19   | 0.06%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 3140Q8D28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3916248 | PA      | $3852317.60   | 0.09%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kleopatra Finco Sarl                                                            | Kleopatra Finco Sarl                                                        | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | EC               | CORP              | LU        |       7002 | NS      | $9598.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                            | M&T Bank Corp                                                               | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    4175000 | PA      | $4041895.99   | 0.09%             | N/A             | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                         | Southern Co Gas Capital Corp                                                | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     425000 | PA      | $323730.00    | 0.01%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                            | Commercial Metals Co                                                        | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1429061.70   | 0.03%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | AbbVie, Inc                                                                 | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    3325000 | PA      | $2918433.40   | 0.07%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| INEOS US Petrochem LLC                                                          | INEOS Quattro Holdings UK Ltd, First Lien Term Loan B                       | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-03-29      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                   | Citigroup Commercial Mortgage Trust                                         | CUSIP: 29429CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3427669.00   | 0.08%             | 2049-04-15      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   48437479 | PA      | $45907903.54  | 1.03%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                    | CD Mortgage Trust                                                           | CUSIP: 12515ABJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $600214.80    | 0.01%             | 2049-11-10      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                       | CUSIP: 3132HDA43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      96075 | PA      | $94784.28     | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Government National Mortgage Association                                    | CUSIP: 38375AX25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    5604606 | PA      | $1090494.41   | 0.02%             | 2040-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                          | Albertsons Cos, Inc                                                         | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3505000 | PA      | $3548893.47   | 0.08%             | 2028-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                         | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6325000 | PA      | $6322112.01   | 0.14%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                          | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3969517.50   | 0.09%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Construction Partners Inc                                                       | Construction Partners Inc, Term Loan B                                      | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |     987500 | PA      | $988581.31    | 0.02%             | 2031-11-03      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC Financial Services Group, Inc                                           | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1053122.19   | 0.02%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                               | Chamberlain Group Inc, Term Loan B                                          | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |     433249 | PA      | $429804.39    | 0.01%             | 2032-09-08      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp/Sealed Air Corp US                                              | Sealed Air Corp                                                             | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $629175.19    | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ICU MEDICAL INC                                                                 | ICU Medical, Inc., Term Loan B                                              | CUSIP: 44931YAD9<br>LEI: 5493003NRW7LS2QZRH60 | Long             | LON              | CORP              | US        |    1936287 | PA      | $1947420.49   | 0.04%             | 2029-01-08      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                   | Citigroup Commercial Mortgage Trust                                         | CUSIP: 17323VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1298413 | PA      | $1254185.38   | 0.03%             | 2048-04-10      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                                 | Gen Digital Inc., Term Loan B                                               | CUSIP: 66877AAF5<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |    3054781 | PA      | $3029135.94   | 0.07%             | 2029-09-12      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                        | TotalEnergies Capital S.A.                                                  | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     900000 | PA      | $863943.49    | 0.02%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                            | Prime Security Services Borrower, LLC, First Lien Term Loan B               | CUSIP: BL4814754<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    1612354 | PA      | $1607315.64   | 0.04%             | 2030-10-15      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Primo Water Holdings Inc / Triton Water Holdings Inc                            | Primo Water Holdings, Inc                                                   | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1457627.25   | 0.03%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | OneMain Finance Corp                                                        | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1981593.40   | 0.04%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CONAIR HOLDINGS LLC                                                             | Conair Holdings, LLC, Term Loan B                                           | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |    1657427 | PA      | $1172629.47   | 0.03%             | 2028-05-17      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications, Inc                                                 | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   11400000 | PA      | $11414057.80  | 0.25%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     553389 | PA      | $467442.96    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bond                                            | Zambia Government International Bond                                        | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     619602 | PA      | $580815.70    | 0.01%             | 2033-06-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                                                  | JPMDB Commercial Mortgage Securities Trust                                  | CUSIP: 46652JBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2800000 | PA      | $2306291.12   | 0.05%             | 2053-05-13      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                         | Southern Co Gas Capital Corp                                                | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     625000 | PA      | $523872.49    | 0.01%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | Apple, Inc                                                                  | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     640000 | PA      | $575178.95    | 0.01%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                                        | Sociedad Quimica y Minera de Chile S.A.                                     | CUSIP: 833636AL7<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    3000000 | PA      | $1936380.00   | 0.04%             | 2051-09-10      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc                                                    | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $940357.80    | 0.02%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae REMICS                                                           | CUSIP: 3136BMZC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1615708 | PA      | $1312488.83   | 0.03%             | 2052-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                                                                  | Alpek SAB de C.V.                                                           | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |     825000 | PA      | $692173.45    | 0.02%             | 2031-02-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Bahamas Government International Bond                                           | Bahamas Government International Bond                                       | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |     900000 | PA      | $960147.00    | 0.02%             | 2036-06-24      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Chile Government International Bond                                             | Chile Government International Bond                                         | CUSIP: YS4476588<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     875000 | PA      | $1005323.97   | 0.02%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2021-1                                                   | Sequoia Mortgage Trust                                                      | CUSIP: 81747KCE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     173928 | PA      | $145973.72    | 0.00%             | 2051-03-25      | Variable      | 2.66%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2025-PJ4                                    | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36271WAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     415496 | PA      | $418404.57    | 0.01%             | 2055-09-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                                         | Romanian Government International Bond                                      | CUSIP: 77586RAJ9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1425000 | PA      | $917575.11    | 0.02%             | 2051-02-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                   | Citigroup Commercial Mortgage Trust                                         | CUSIP: 17322VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     486533 | PA      | $467607.50    | 0.01%             | 2047-07-10      | Variable      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                   | CUSIP: 71568PAX7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    1500000 | PA      | $1434019.85   | 0.03%             | 2036-02-03      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                                                            | Flutter Financing B.V., Term Loan B                                         | CUSIP: BL4862100<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | IE        |    2126062 | PA      | $2107990.97   | 0.05%             | 2030-11-29      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp                                                            | Reworld Holding Corp, Term Loan B                                           | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |     429308 | PA      | $429396.04    | 0.01%             | 2028-11-30      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31371KQ87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61185 | PA      | $64250.10     | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                                                 | Antofagasta plc                                                             | CUSIP: 03718NAC0<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    1400000 | PA      | $1461882.80   | 0.03%             | 2034-05-02      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Government National Mortgage Association                                    | CUSIP: 38383YHD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    3118679 | PA      | $3000537.70   | 0.07%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                                                        | Mizrahi Tefahot Bank Ltd                                                    | CUSIP: DC8477119<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | DBT              | CORP              | IL        |    2875000 | PA      | $2860099.59   | 0.06%             | 2036-04-15      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Montego Bay Airport Revenue Finance Ltd                                         | Montego Bay Airport Revenue Finance Ltd                                     | CUSIP: 61238BAA9<br>LEI: 2549008BQQ5ON8H2UC19 | Long             | DBT              | CORP              | KY        |    3450000 | PA      | $3312586.50   | 0.07%             | 2035-06-15      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| John Deere Owner Trust 2026                                                     | John Deere Owner Trust 2026                                                 | CUSIP: 47787DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1400000 | PA      | $1391687.08   | 0.03%             | 2030-08-15      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                            | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2707882.40   | 0.06%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Brazilian Government International Bond                                         | Brazilian Government International Bond                                     | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     890000 | PA      | $871577.00    | 0.02%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                 | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   38651000 | PA      | $38708372.77  | 0.86%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac REMICS                                                          | CUSIP: 3137FJE54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1581063 | PA      | $1375976.72   | 0.03%             | 2048-10-15      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                | Deutsche Bank AG.                                                           | CUSIP: EK2626407<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    3400000 | PA      | $3500126.60   | 0.08%             | N/A             | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | Venture Global Plaquemines LNG LLC                                          | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     635000 | PA      | $661952.12    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| UKG Inc                                                                         | UKG Inc., Term Loan B                                                       | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     598021 | PA      | $572270.59    | 0.01%             | 2031-02-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                                          | Republic of Uzbekistan International Bond                                   | CUSIP: 91822Q2C0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    1000000 | PA      | $908894.17    | 0.02%             | 2030-11-25      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Sable International Finance Ltd                                                 | Sable International Finance Ltd                                             | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |     220000 | PA      | $217310.26    | 0.00%             | 2032-10-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Phinia Inc                                                                      | Phinia, Inc                                                                 | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1382291.76   | 0.03%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Muthoot Finance Ltd                                                             | Muthoot Finance Ltd                                                         | CUSIP: 62828L2D4<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |    2225000 | PA      | $2211133.80   | 0.05%             | 2029-04-23      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                | DT Midstream, Inc                                                           | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1790000 | PA      | $1752339.15   | 0.04%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Jonah Energy LLC                                                                | Jonah Energy Abs I LLC                                                      | CUSIP: 47987EAC1<br>LEI: 2549003KXV9PPFRCPA79 | Long             | ABS-O            | CORP              | US        |     880054 | PA      | $889679.28    | 0.02%             | 2037-12-10      | Fixed         | 7.20%                 | Yes           |                  3 | On Loan: No      |
| Barclays Commercial Mortgage S                                                  | BBCMS Trust                                                                 | CUSIP: 05547HAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1903912.20   | 0.04%             | 2035-08-10      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 465978CU6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     862840 | PA      | $843028.92    | 0.02%             | 2053-06-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14921457 | PA      | $15045358.19  | 0.34%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance II LL                                                  | Horizon Aircraft Finance II Ltd                                             | CUSIP: 44040HAA0<br>LEI: 549300KSCDSEIWTVMM32 | Long             | ABS-O            | CORP              | KY        |     567612 | PA      | $563333.39    | 0.01%             | 2039-07-15      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: No      |
| COLT 2025-12 Mortgage Loan Trust                                                | COLT Mortgage Loan Trust                                                    | CUSIP: 19688UAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    3287000 | PA      | $3240249.99   | 0.07%             | 2071-01-26      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | OneMain Finance Corp                                                        | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     549000 | PA      | $524803.36    | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46644MBJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      53282 | PA      | $49840.10     | 0.00%             | 2045-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust                                                | CUSIP: 36258YBM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $898311.30    | 0.02%             | 2053-02-13      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                                 | ContourGlobal Power Holdings S.A.                                           | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |     725000 | PA      | $733149.00    | 0.02%             | 2030-02-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                | Hilton Domestic Operating Co, Inc                                           | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    2990000 | PA      | $3019406.65   | 0.07%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Eaton Corp                                                                      | Eaton Corp                                                                  | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1629032.91   | 0.04%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                          | AngloGold Ashanti Holdings plc                                              | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    2300000 | PA      | $2210821.36   | 0.05%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust                                                | CUSIP: 36252SBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1388217.60   | 0.03%             | 2052-02-10      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Kleopatra Finco Sarl                                                            | Klockner-Pentaplast of America, Inc., Term Loan                             | CUSIP: BL5552064<br>LEI: 222100M6T1N8VIC8M726 | Long             | LON              | CORP              | LU        |     678398 | PA      | $554380.08    | 0.01%             | 2031-01-30      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Ford Otomotiv Sanayi AS                                                         | Ford Otomotiv Sanayi AS.                                                    | CUSIP: 345409AC0<br>LEI: 7890006XJG6ZE2H34671 | Long             | DBT              | CORP              | TR        |    2000000 | PA      | $2007081.34   | 0.04%             | 2029-04-25      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                 | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   34225000 | PA      | $33922857.59  | 0.76%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                              | HERO Funding Trust                                                          | CUSIP: 42771LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     312229 | PA      | $294953.30    | 0.01%             | 2048-09-20      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| Encore Capital Group Inc                                                        | Encore Capital Group, Inc                                                   | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    1665000 | PA      | $1656675.00   | 0.04%             | 2031-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2022-INV1 Trust                                                            | GCAT Trust                                                                  | CUSIP: 36168YBC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2138383 | PA      | $1839820.61   | 0.04%             | 2051-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                    | CUSIP: 08161BBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3035000 | PA      | $2534336.08   | 0.06%             | 2051-04-10      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                         | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6750000 | PA      | $7030699.70   | 0.16%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond                                        | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1250000 | PA      | $1209375.00   | 0.03%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                          | PNC Financial Services Group, Inc                                           | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    5225000 | PA      | $5142407.85   | 0.11%             | N/A             | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2021-II                                                            | CIFC Funding                                                                | CUSIP: 12563YAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2000000 | PA      | $2000480.00   | 0.04%             | 2039-01-15      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| RTX CORP                                                                        | Raytheon Technologies Corp                                                  | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $4431318.81   | 0.10%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                                  | ARES Commercial Mortgage Trust                                              | CUSIP: 04021QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2991208.50   | 0.07%             | 2043-02-15      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae REMICS                                                           | CUSIP: 3136BP7B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    3994905 | PA      | $2812125.30   | 0.06%             | 2050-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust IX                                               | Willis Engine Structured Trust IX                                           | CUSIP: 970910AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1977247 | PA      | $1969354.53   | 0.04%             | 2050-12-15      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| ILPT Commercial Mortgage Trust 2025-LPF2                                        | ILPT Commercial Mortgage Trust                                              | CUSIP: 451955AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $2044439.40   | 0.05%             | 2042-07-13      | Variable      | 8.20%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool                                                            | CUSIP: 3132DPEJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3377587 | PA      | $2973847.46   | 0.07%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                | Connecticut Avenue Securities Trust                                         | CUSIP: 20754DAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2636475.50   | 0.06%             | 2042-04-25      | Variable      | 10.66%                | Yes           |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | Atmos Energy Corp                                                           | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2704982.28   | 0.06%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                    | US Foods, Inc                                                               | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     785000 | PA      | $802313.96    | 0.02%             | 2028-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | Meta Platforms, Inc                                                         | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    4625000 | PA      | $4335430.46   | 0.10%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C26                                                   | Barclays Commercial Mortgage S                                              | CUSIP: 05555AAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1760000 | PA      | $1843447.94   | 0.04%             | 2057-05-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                               | Herc Holdings, Inc                                                          | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1231083.75   | 0.03%             | 2031-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corp                                                                     | Exelon Corp                                                                 | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1937168.83   | 0.04%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                 | Nevada Power Co                                                             | CUSIP: 641423CA4<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $975807.43    | 0.02%             | 2041-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | Florida Power & Light Co                                                    | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    3225000 | PA      | $3227182.26   | 0.07%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE Electric Co                                                             | CUSIP: 23338VBA3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1111880.03   | 0.02%             | 2056-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                              | Dominican Republic Government International Bond                            | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    3850000 | PA      | $3213595.00   | 0.07%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| KRE Commercial Mortgage Trust 2025-AIP4                                         | KRE Commercial Mortgage Trust                                               | CUSIP: 50077KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1401562 | PA      | $1398054.67   | 0.03%             | 2042-03-15      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                         | KazMunayGas National Co JSC                                                 | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    2000000 | PA      | $1793566.88   | 0.04%             | 2033-04-14      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: —       |
| AAdvantage Loyalty IP Ltd                                                       | American Airlines, Inc., Term Loan                                          | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     483844 | PA      | $480214.92    | 0.01%             | 2028-04-20      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                                                   | Agate Bay Mortgage Trust                                                    | CUSIP: 00842DAJ2<br>LEI: 549300LRONE82VI44B39 | Long             | ABS-CBDO         | CORP              | US        |     124223 | PA      | $115688.60    | 0.00%             | 2045-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Bausch + Lomb Corp                                                              | Bausch & Lomb Corporation, Repriced Term Loan                               | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |    3923419 | PA      | $3936915.15   | 0.09%             | 2031-01-15      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| TRANSNET SOC LTD                                                                | Transnet SOC Ltd                                                            | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |    3000000 | PA      | $3104790.54   | 0.07%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                    | CUSIP: 38383PU82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    4758269 | PA      | $3967444.48   | 0.09%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                     | RCKT Mortgage Trust                                                         | CUSIP: 74938GAX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1165715 | PA      | $1040535.23   | 0.02%             | 2052-06-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC                                        | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1721276.66   | 0.04%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Closure Systems International Group Inc                                         | Canister International Group Inc., First Lien Term Loan B                   | CUSIP: 13763HAF9<br>LEI: 549300E17L7BO8C0M603 | Long             | LON              | CORP              | US        |    1228125 | PA      | $1218152.62   | 0.03%             | 2029-03-22      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas S.A.                                                            | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    8000000 | PA      | $8030274.24   | 0.18%             | N/A             | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: —       |
| Wells Fargo Commercial Mortgag                                                  | Wells Fargo Commercial Mortgage Trust                                       | CUSIP: 94989HBM1<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-MBS          | CORP              | US        |    1967323 | PA      | $1791169.14   | 0.04%             | 2048-05-15      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                          | Berkshire Hathaway Finance Corp                                             | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     400000 | PA      | $301908.83    | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Lo                                                  | Structured Asset Investment Loan Trust                                      | CUSIP: 86358ELZ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      72924 | PA      | $70155.33     | 0.00%             | 2034-09-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | Saudi Government International Bond                                         | CUSIP: 80413TBR9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    1500000 | PA      | $1460609.88   | 0.03%             | 2036-01-12      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| UWM Holdings LLC                                                                | UWM Holdings LLC                                                            | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $754537.48    | 0.02%             | 2030-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG Energy, Inc                                                             | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     960000 | PA      | $967653.30    | 0.02%             | 2034-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                          | Brazilian Government International Bond                                     | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     325000 | PA      | $234455.00    | 0.01%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                              | Republic of Poland Government International Bond                            | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    3248000 | PA      | $3006491.39   | 0.07%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NatWest Group plc                                                           | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    3000000 | PA      | $3247581.00   | 0.07%             | N/A             | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CSC ServiceWorks East LLC                                                       | Spin Holdco Inc., First Lien Second Out Term Loan                           | CUSIP: 22946QAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     460939 | PA      | $364141.57    | 0.01%             | 2030-09-04      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                        | OBX Trust                                                                   | CUSIP: 670861AU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4386901 | PA      | $3625217.56   | 0.08%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                           | CUSIP: 36200WM32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |       5822 | PA      | $5866.76      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA, Inc                                                                    | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5150829.37   | 0.12%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                                         | VistaJet Malta Finance plc                                                  | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    2000000 | PA      | $1727216.60   | 0.04%             | 2030-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: —       |
| PMT Loan Trust 2026-INV3                                                        | PMT Loan Trust                                                              | CUSIP: 69383WAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    1160000 | PA      | $1162673.45   | 0.03%             | 2057-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | Prudential Financial, Inc                                                   | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2407217.80   | 0.05%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | Nutrien Ltd                                                                 | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    2500000 | PA      | $2343033.15   | 0.05%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                        | DIRECTV Financing LLC                                                       | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     335000 | PA      | $341977.80    | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                        | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   22795000 | PA      | $21058826.58  | 0.47%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust 2024-T53                                          | HTL Commercial Mortgage Trust                                               | CUSIP: 404300AE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5500000 | PA      | $5553540.30   | 0.12%             | 2039-05-10      | Variable      | 7.09%                 | Yes           |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                          | Indiana Michigan Power Co                                                   | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     750000 | PA      | $553796.06    | 0.01%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                                         | Jazz Financing Lux S.a.r.l., First Lien Term Loan B                         | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |    2102313 | PA      | $2112824.41   | 0.05%             | 2028-05-05      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander S.A.                                                        | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    2400000 | PA      | $2771215.20   | 0.06%             | N/A             | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA1                                         | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KX87<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-CBDO         | USGSE             | US        |    1795000 | PA      | $1875351.38   | 0.04%             | 2043-05-25      | Variable      | 7.16%                 | Yes           |                  2 | On Loan: No      |
| Washington Mutual MSC Mortgage                                                  | Washington Mutual Mortgage Pass-Through Certificates Trust                  | CUSIP: 939336T29<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       4160 | PA      | $4141.89      | 0.00%             | 2038-08-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| RUMO LUXEMBOURG SARL                                                            | Rumo Luxembourg Sarl                                                        | CUSIP: 781467AE5<br>LEI: 222100HOIQFT7YOSPB46 | Long             | DBT              | CORP              | LU        |    3200000 | PA      | $2812000.00   | 0.06%             | 2032-01-18      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46652VBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7542237 | PA      | $53393.01     | 0.00%             | 2051-08-25      | Variable      | 0.13%                 | Yes           |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                 | DTE Electric Co                                                             | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     750000 | PA      | $542765.93    | 0.01%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Rackspace Finance LLC                                                           | Rackspace Finance, LLC, First Lien First Out Term Loan                      | CUSIP: 75008UAC1<br>LEI: 25490078N5MHLAGLZ689 | Long             | LON              | CORP              | US        |      64395 | PA      | $64153.35     | 0.00%             | 2028-05-15      | Variable      | 10.04%                | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                   | UBS Commercial Mortgage Trust                                               | CUSIP: 90276TAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1469503.35   | 0.03%             | 2050-11-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG.                                                               | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2100000 | PA      | $2365101.90   | 0.05%             | N/A             | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Sotheby's Artfi Master Trust                                                    | Sotheby's Artfi Master Trust                                                | CUSIP: 83589DAE6<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $998557.40    | 0.02%             | 2033-06-20      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                             | Cushman & Wakefield U.S. Borrower, LLC, Term Loan                           | CUSIP: 23340DAX0<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |     280051 | PA      | $281801.26    | 0.01%             | 2030-01-31      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                                 | Impac CMB Trust                                                             | CUSIP: 45254NMB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      42074 | PA      | $39982.33     | 0.00%             | 2035-03-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                      | Verus Securitization Trust                                                  | CUSIP: 92538GAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13031000 | PA      | $10532223.65  | 0.24%             | 2066-11-25      | Variable      | 3.29%                 | Yes           |                  2 | On Loan: No      |
| ADT SEC CORP                                                                    | ADT Corp                                                                    | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    2125000 | PA      | $1984917.24   | 0.04%             | 2032-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-13INV                                              | Flagstar Mortgage Trust                                                     | CUSIP: 33853HAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1979587 | PA      | $1703196.40   | 0.04%             | 2051-12-30      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                          | WESCO Distribution, Inc                                                     | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     480000 | PA      | $489005.76    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                                     | CitiBank NA                                                                 | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3351445.85   | 0.07%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| WCORE Commercial Mortgage Trust 2024-CORE                                       | WCORE Commercial Mortgage Trust                                             | CUSIP: 951913AC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5200000 | PA      | $5209384.96   | 0.12%             | 2041-11-15      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                                   | ARDN Mortgage Trust                                                         | CUSIP: 039961AC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4500000 | PA      | $4490446.05   | 0.10%             | 2035-06-15      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                 | MPT Operating Partnership LP                                                | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     345000 | PA      | $349765.14    | 0.01%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                                                                     | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2269935.50   | 0.05%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA, Inc                                                           | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3425000 | PA      | $3339906.56   | 0.07%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank                                                                            | BANK                                                                        | CUSIP: 06650AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2406469 | PA      | $2229639.49   | 0.05%             | 2050-11-15      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     122723 | PA      | $121693.09    | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                         | Principal Financial Group, Inc                                              | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     500000 | PA      | $451408.70    | 0.01%             | 2030-06-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                          | Venture Global LNG, Inc                                                     | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    2205000 | PA      | $2255099.81   | 0.05%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Light & Wonder International Inc                                                | Light & Wonder International, Inc                                           | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     500000 | PA      | $489845.00    | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                | Connecticut Avenue Securities Trust                                         | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    3565000 | PA      | $3672731.45   | 0.08%             | 2042-07-25      | Variable      | 7.26%                 | Yes           |                  2 | On Loan: No      |
| Nigeria Government International Bond                                           | Nigeria Government International Bond                                       | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    1000000 | PA      | $1145580.53   | 0.03%             | 2034-12-09      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                              | Serbia Government International Bond                                        | CUSIP: 817477AF9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    1225000 | PA      | $1056450.45   | 0.02%             | 2030-12-01      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc                                                    | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4925000 | PA      | $5141547.33   | 0.11%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | Sunoco LP                                                                   | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    2235000 | PA      | $2292569.13   | 0.05%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                                                     | Wayfair LLC                                                                 | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     335000 | PA      | $341962.64    | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                        | Ferrellgas LP                                                               | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2225000 | PA      | $2127094.88   | 0.05%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                  | JP Morgan Chase Commercial Mortgage Securities Trust                        | CUSIP: 46590MAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     926269 | PA      | $923315.78    | 0.02%             | 2049-08-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Government National Mortgage Association                                    | CUSIP: 38378PKX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    2878388 | PA      | $2576905.27   | 0.06%             | 2043-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGIAN ISRAEL FINANCE                                                         | Energean Israel Finance Ltd                                                 | CUSIP: BO3321904<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     897000 | PA      | $861177.95    | 0.02%             | 2028-03-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                                                        | Marriott Ownership Resorts, Inc                                             | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     425000 | PA      | $402958.31    | 0.01%             | 2029-06-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| KOHL'S CORPORATION                                                              | Kohl's Corp                                                                 | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     635000 | PA      | $477925.57    | 0.01%             | 2031-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                | Berry Global, Inc                                                           | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    3125000 | PA      | $3059605.91   | 0.07%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                               | Nexstar Media, Inc                                                          | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1389122.70   | 0.03%             | 2034-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                                                   | CF Mortgage Trust                                                           | CUSIP: 12529WAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     215206 | PA      | $214018.48    | 0.00%             | 2052-04-15      | Variable      | 2.84%                 | Yes           |                  2 | On Loan: No      |
| AON CORP                                                                        | Aon Corp                                                                    | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1163868.28   | 0.03%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                                                    | RealPage, Inc, First Lien Term Loan                                         | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |     453625 | PA      | $435607.02    | 0.01%             | 2028-04-24      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                     | RCKT Mortgage Trust                                                         | CUSIP: 74938WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5299647 | PA      | $4382661.00   | 0.10%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                        | Hilton Domestic Operating Co, Inc                                           | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $1999074.22   | 0.04%             | 2032-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                 | Trust Fibra Uno                                                             | CUSIP: 898339AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     417000 | PA      | $400070.51    | 0.01%             | 2030-01-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp                                                               | State Street Corp                                                           | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3810382.50   | 0.09%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac REMICS                                                          | CUSIP: 3137H8JP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1551299 | PA      | $1381408.89   | 0.03%             | 2052-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2026-1                                                   | Sequoia Mortgage Trust                                                      | CUSIP: 81750KAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2273152 | PA      | $2256475.88   | 0.05%             | 2056-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | Commonwealth Edison Co                                                      | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $993571.79    | 0.02%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TransDigm, Inc., Term Loan K                                                | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    1975000 | PA      | $1977241.61   | 0.04%             | 2030-03-22      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2022-5                                               | J.P. Morgan Mortgage Trust                                                  | CUSIP: 465977BE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     294113 | PA      | $235768.23    | 0.01%             | 2052-09-25      | Variable      | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                  | BBCMS Mortgage Trust                                                        | CUSIP: 05491VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $3911459.40   | 0.09%             | 2038-08-05      | Variable      | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                                                        | Oceanview Mortgage Trust                                                    | CUSIP: 67647AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     882276 | PA      | $840614.04    | 0.02%             | 2052-11-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 3138ETGQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     303592 | PA      | $293389.52    | 0.01%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                                                   | MASTR Alternative Loan Trust                                                | CUSIP: 576434LU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     297664 | PA      | $304833.71    | 0.01%             | 2034-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AVAYA INC                                                                       | Avaya, Inc., Exit Term Loan                                                 | CUSIP: 05349UBN1<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | LON              | CORP              | US        |     104994 | PA      | $93852.68     | 0.00%             | 2028-08-01      | Variable      | 11.17%                | No            |                  2 | On Loan: No      |
| AGREE LP                                                                        | Agree LP                                                                    | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $1941266.63   | 0.04%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Synechron Inc                                                                   | Synechron Inc, Term Loan B                                                  | CUSIP: BL4760759<br>LEI: 549300MUU3E8J6UT8E60 | Long             | LON              | CORP              | US        |    1115466 | PA      | $1027622.90   | 0.02%             | 2031-10-03      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                 | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC             | CUSIP: 315961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5029828.00   | 0.11%             | 2055-12-20      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31418BFQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     429150 | PA      | $423913.94    | 0.01%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TransDigm, Inc                                                              | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     675000 | PA      | $663891.12    | 0.01%             | 2034-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | Tenet Healthcare Corp                                                       | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     850000 | PA      | $860069.10    | 0.02%             | 2033-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| WINDSOR HOLDINGS III LLC                                                        | Windsor Holdings III LLC                                                    | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |    1595000 | PA      | $1652214.25   | 0.04%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ONNI Commerical Mortgage Trust 2024-APT                                         | ONNI Commerical Mortgage Trust                                              | CUSIP: 682939AC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $2025607.60   | 0.05%             | 2039-07-15      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | Petroleos Mexicanos                                                         | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    3300000 | PA      | $3229644.92   | 0.07%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA3                                         | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564NAA1<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-CBDO         | CORP              | US        |     540000 | PA      | $563666.90    | 0.01%             | 2043-11-25      | Variable      | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Michaels Cos Inc/The                                                            | Michaels Cos, Inc                                                           | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    2445000 | PA      | $2380192.83   | 0.05%             | 2033-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Matador Resources Co                                                            | Matador Resources Co                                                        | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     400000 | PA      | $400376.00    | 0.01%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                | Connecticut Avenue Securities Trust                                         | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    2025000 | PA      | $2101380.37   | 0.05%             | 2043-06-25      | Variable      | 7.46%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                          | General Motors Financial Co, Inc                                            | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2923972.38   | 0.07%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                | Alabama Power Co                                                            | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     700000 | PA      | $569663.61    | 0.01%             | 2044-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                        | Prime Security Services Borrower LLC                                        | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1167912.24   | 0.03%             | 2027-08-31      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                          | Indiana Michigan Power Co                                                   | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $743239.42    | 0.02%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                          | Paraguay Government International Bond                                      | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     350000 | PA      | $363090.00    | 0.01%             | 2055-03-04      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| BRITISH AIR 18-1 AA PTT                                                         | British Airways Pass Through Trust                                          | CUSIP: 11042TAA1<br>LEI: 2549007HITOHPGVGUX03 | Long             | ABS-O            | CORP              | US        |    1356949 | PA      | $1324149.53   | 0.03%             | 2031-09-20      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bill                                                     | United States Treasury Bill                                                 | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    5000000 | PA      | $4993445.85   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                 | Gen Digital, Inc                                                            | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    2270000 | PA      | $2272297.24   | 0.05%             | 2027-09-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| QXO Building Products Inc                                                       | QXO Inc, Term Loan B                                                        | CUSIP: BL5277530<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |     687556 | PA      | $687084.58    | 0.02%             | 2032-04-30      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31402RCV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     806427 | PA      | $812993.98    | 0.02%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                                        | Eagle Funding Luxco Sarl                                                    | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    1450000 | PA      | $1457612.50   | 0.03%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Kraton Corp                                                                     | Kraton Corp                                                                 | CUSIP: 50077CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2015500.18   | 0.05%             | 2027-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ARTERRA WINES CANADA INC                                                        | Arterra Wines Canada, Inc., Term Loan                                       | CUSIP: BL3482405<br>LEI: 5493000SZ7NOM4G34E58 | Long             | LON              | CORP              | CA        |     584258 | PA      | $572154.93    | 0.01%             | 2027-11-26      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                       | Block, Inc                                                                  | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     360000 | PA      | $354054.07    | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                             | Kinetik Holdings LP                                                         | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2033846.00   | 0.05%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2026-XL6                                           | BX Commercial Mortgage Trust                                                | CUSIP: 12433NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1125000 | PA      | $1123734.15   | 0.03%             | 2043-03-15      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                           | Argentina Republic Government International Bond                            | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    1450000 | PA      | $964975.00    | 0.02%             | 2041-07-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc                                                           | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3775971.23   | 0.08%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                | Connecticut Avenue Securities Trust                                         | CUSIP: 207942AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     425000 | PA      | $472574.25    | 0.01%             | 2043-06-25      | Variable      | 10.51%                | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                  | Wells Fargo Commercial Mortgage Trust                                       | CUSIP: 95001CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1402865.85   | 0.03%             | 2034-12-15      | Variable      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                            | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30500000 | PA      | $20390918.05  | 0.46%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp                                                               | Chord Energy Corp                                                           | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     280000 | PA      | $283715.60    | 0.01%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                                  | Morgan Stanley Residential Mortgage Loan Trust                              | CUSIP: 61772QAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2345313 | PA      | $2110071.51   | 0.05%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36262WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3551078 | PA      | $2934516.02   | 0.07%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | Freddie Mac REMICS                                                          | CUSIP: 3137FDFK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     621788 | PA      | $585081.73    | 0.01%             | 2047-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                        | American Water Capital Corp                                                 | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     500000 | PA      | $386283.84    | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                         | Macy's Retail Holdings LLC                                                  | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2455849.50   | 0.05%             | 2032-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                          | Eskom Holdings SOC Ltd                                                      | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    3000000 | PA      | $3140099.58   | 0.07%             | 2028-08-10      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                    | Antero Midstream Partners LP                                                | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     900000 | PA      | $890015.58    | 0.02%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions Inc                                                 | Standard Building Solutions, Inc                                            | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    1665000 | PA      | $1646277.86   | 0.04%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FirstCash Inc                                                                   | FirstCash, Inc                                                              | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    1705000 | PA      | $1737766.69   | 0.04%             | 2032-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                  | BBCMS Trust                                                                 | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2324181.75   | 0.05%             | 2035-08-10      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                | Reinsurance Group of America, Inc                                           | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    3825000 | PA      | $3885508.94   | 0.09%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                                                            | Sitios Latinoamerica SAB de C.V.                                            | CUSIP: 03217KAB4<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    2075000 | PA      | $2023762.65   | 0.05%             | 2032-04-04      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Kleopatra Finco Sarl                                                            | Kleopatra Finco Sarl                                                        | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | EC               | CORP              | LU        |       7002 | NS      | $9598.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                        | CenterPoint Energy Houston Electric LLC                                     | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     725000 | PA      | $660993.58    | 0.01%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc                                                                  | Gray Television, Inc                                                        | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1912770.86   | 0.04%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                                        | Compass Group Diversified Holdings LLC                                      | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |     617622 | PA      | $574378.39    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 3140J9VU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7311554 | PA      | $6836514.31   | 0.15%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CDI ESCROW ISSUER INC                                                           | CDI Escrow Issuer, Inc                                                      | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1977925.20   | 0.04%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom, Inc                                                               | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3919401.53   | 0.09%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                       | Caesars Entertainment, Inc                                                  | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    1455000 | PA      | $1338612.83   | 0.03%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 3138YHU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     953854 | PA      | $900512.22    | 0.02%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                                                          | Export-Import Bank of India                                                 | CUSIP: 30216JAF2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    2000000 | PA      | $1782419.78   | 0.04%             | 2031-01-13      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                                                          | Republic of Uganda Government Bonds                                         | CUSIP: AZ5159746<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        | 2700000000 | PA      | $670755.86    | 0.01%             | 2034-06-22      | Fixed         | 14.25%                | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                 | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     275000 | PA      | $271551.76    | 0.01%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                             | Fixed Income Clearing Corp (FICC)                                           | CUSIP: 85748R009<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   82161000 | PA      | $82161000.00  | 1.83%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool                                                            | CUSIP: 3132DWC84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2493430 | PA      | $2195718.02   | 0.05%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                       | Ivory Coast Government International Bond                                   | CUSIP: 221625AX4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    1000000 | PA      | $878128.53    | 0.02%             | 2041-02-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Commercial Metals Co                                                            | Commercial Metals Co                                                        | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1074571.60   | 0.02%             | 2035-12-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2021-4                                                      | RCKT Mortgage Trust                                                         | CUSIP: 74938VBW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1002460 | PA      | $813037.12    | 0.02%             | 2051-09-25      | Variable      | 3.01%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                         | Anheuser-Busch Cos LLC                                                      | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7050000 | PA      | $6866508.66   | 0.15%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Aspire Bakeries Holdings LLC                                                    | Aspire Bakeries Holdings LLC, Repriced Term Loan                            | CUSIP: 02106XAK2<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |    1158300 | PA      | $1161195.75   | 0.03%             | 2030-12-23      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                         | Talen Energy Supply LLC                                                     | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1585915.90   | 0.04%             | 2036-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                | Lamar Media Corp                                                            | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $954243.10    | 0.02%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                        | Healthcare Realty Holdings LP                                               | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     550000 | PA      | $477368.79    | 0.01%             | 2031-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                              | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     139125 | NS      | $3460038.75   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46592TBP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2252245 | PA      | $1861195.47   | 0.04%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 465976AH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7232468 | PA      | $68401.79     | 0.00%             | 2052-07-25      | Fixed         | 0.22%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Government National Mortgage Association                                    | CUSIP: 38383T6G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    2431140 | PA      | $2048557.93   | 0.05%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital Inc                                                    | ZF North America Capital, Inc                                               | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    3665000 | PA      | $3545456.13   | 0.08%             | 2030-04-23      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                             | Freddie Mac STACR Securitized Participation Interests Trust                 | CUSIP: 3137G1CV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     219003 | PA      | $213951.45    | 0.00%             | 2048-05-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                            | CUSIP: 3133KPAL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2542015 | PA      | $2410199.74   | 0.05%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings Inc                              | Element Materials Technology Group US Holdings Inc., Term Loan              | CUSIP: BL4756096<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |     643437 | PA      | $646255.63    | 0.01%             | 2029-06-25      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                          | Sequoia Mortgage Trust                                                      | CUSIP: 81746KAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     443053 | PA      | $404661.54    | 0.01%             | 2047-02-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                        | American Water Capital Corp                                                 | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4471762.70   | 0.10%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd                                                          | MGM China Holdings Ltd                                                      | CUSIP: 55300RAJ0<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $203969.12    | 0.00%             | 2031-06-26      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: —       |
| LIGHT & WONDER INTL INC                                                         | Light & Wonder International, Inc                                           | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     350000 | PA      | $359205.00    | 0.01%             | 2031-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BANK 2019-BNK20                                                                 | BANK                                                                        | CUSIP: 06540AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1696000 | PA      | $1603322.59   | 0.04%             | 2062-09-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | Enbridge, Inc                                                               | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    2340000 | PA      | $2632680.18   | 0.06%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46655NCY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     792755 | PA      | $728473.44    | 0.02%             | 2052-12-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                                  | Natixis Commercial Mortgage Securities Trust                                | CUSIP: 63875FAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2374752.90   | 0.05%             | 2036-07-15      | Variable      | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA2                                         | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KT66<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-CBDO         | CORP              | US        |     285000 | PA      | $296051.02    | 0.01%             | 2043-04-25      | Variable      | 6.91%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                          | Taco Bell Funding LLC                                                       | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4563712 | PA      | $4460878.82   | 0.10%             | 2051-08-25      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                             | Highwoods Realty LP                                                         | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     375000 | PA      | $372808.31    | 0.01%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | Colombia Government International Bond                                      | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     825000 | PA      | $863395.50    | 0.02%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                        | Hilcorp Energy I LP                                                         | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     450000 | PA      | $437369.31    | 0.01%             | 2031-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                          | Sequoia Mortgage Trust                                                      | CUSIP: 81746VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     167219 | PA      | $152761.39    | 0.00%             | 2048-03-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                                             | Minejesa Capital BV                                                         | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $953694.83    | 0.02%             | 2037-08-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | Credit Agricole S.A.                                                        | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    3575000 | PA      | $3618424.99   | 0.08%             | 2031-05-27      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Icon Parent Inc                                                                 | Instructure Holdings, Inc., Repriced Term Loan                              | CUSIP: 45115DAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2473794 | PA      | $2379480.35   | 0.05%             | 2031-11-13      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                               | Iron Mountain, Inc                                                          | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    3845000 | PA      | $3918866.30   | 0.09%             | 2029-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc                                                    | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    8200000 | PA      | $8199845.27   | 0.18%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco Inc                                                         | OAK-Eagle Acquireco, Inc                                                    | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     665000 | PA      | $696182.96    | 0.02%             | 2034-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| KFC HOLDING CO                                                                  | KFC Holding Co., Term Loan B                                                | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |     710338 | PA      | $713889.45    | 0.02%             | 2028-03-15      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                        | Healthcare Realty Holdings LP                                               | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1469363.34   | 0.03%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc                                                              | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     275000 | PA      | $272690.24    | 0.01%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                             | Buckeye Partners LP                                                         | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     400000 | PA      | $412804.40    | 0.01%             | 2030-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                         | CF Hippolyta LLC                                                            | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6296164 | PA      | $3872135.84   | 0.09%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK, Inc                                                                  | CUSIP: 682680CM3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     525000 | PA      | $531727.66    | 0.01%             | 2028-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                          | Brazilian Government International Bond                                     | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1705000 | PA      | $1709774.00   | 0.04%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac REMICS                                                          | CUSIP: 3137H3XN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    2981136 | PA      | $2162864.05   | 0.05%             | 2050-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                        | Baltimore Gas and Electric Co                                               | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $989991.05    | 0.02%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                        | BX Trust                                                                    | CUSIP: 05594MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1760000 | PA      | $1764277.68   | 0.04%             | 2042-12-15      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                                  | Morgan Stanley Residential Mortgage Loan Trust                              | CUSIP: 61774YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    2156162 | PA      | $1979981.77   | 0.04%             | 2053-02-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                                       | Stonepeak Nile Parent LLC                                                   | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |     640000 | PA      | $665662.08    | 0.01%             | 2032-03-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31385JK49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13602 | PA      | $14283.52     | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                         | Marathon Petroleum Corp                                                     | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2174333.48   | 0.05%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Akbank TAS                                                                      | Akbank TAS                                                                  | CUSIP: 00971YAN0<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |    1725000 | PA      | $1640631.72   | 0.04%             | N/A             | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2022-INV1 Trust                          | Wells Fargo Mortgage Backed Securities Trust                                | CUSIP: 95003NBK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1783607 | PA      | $1491121.92   | 0.03%             | 2052-03-25      | Variable      | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                       | CUSIP: 31335AEK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    1470723 | PA      | $1390188.29   | 0.03%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                       | Block, Inc                                                                  | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    4690000 | PA      | $4732824.39   | 0.11%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cloud Peak Energy Inc                                                           | Cloud Peak Energy, Inc                                                      | CUSIP: 18911Q300<br>LEI: 529900UPE2TSMT20WT39 | Long             | EC               | CORP              | US        |       1538 | NS      | $15.38        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46654TBQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4840601 | PA      | $4000143.19   | 0.09%             | 2052-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR                                                   | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   37109815 | NS      | $37109815.09  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                                                                 | Fair Isaac Corp                                                             | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     570000 | PA      | $559296.20    | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36262PAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3528906 | PA      | $2916193.96   | 0.07%             | 2052-03-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| INDUSTRIAL DPR FUNDING LTD.                                                     | Industrial DPR Funding Ltd                                                  | CUSIP: 45605PAZ1<br>LEI: 549300MBUJF25SSFY437 | Long             | ABS-O            | CORP              | KY        |    2800663 | PA      | $2513482.97   | 0.06%             | 2034-04-15      | Fixed         | 5.38%                 | Yes           |                  3 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                       | IP Mortgage Trust                                                           | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $2017893.00   | 0.05%             | 2042-06-10      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                        | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7850000 | PA      | $8048173.25   | 0.18%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust                                                         | CUSIP: 12591YAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5150000 | PA      | $3167250.00   | 0.07%             | 2047-06-10      | Variable      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB Master Finance LLC                                                       | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    1546125 | PA      | $1531394.60   | 0.03%             | 2055-08-20      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                        | Healthcare Realty Holdings LP                                               | CUSIP: 42225UAL8<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     525000 | PA      | $479148.43    | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                         | Philippine Government International Bond                                    | CUSIP: BV4041802<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    3040000 | PA      | $2423970.45   | 0.05%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                      | DaVita, Inc                                                                 | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    1845000 | PA      | $1876647.29   | 0.04%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Kleopatra Finco Sarl                                                            | Kleopatra Finco Sarl                                                        | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | EC               | CORP              | LU        |       7002 | NS      | $9598.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                        | American Water Capital Corp                                                 | CUSIP: 03040WAN5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     525000 | PA      | $520689.38    | 0.01%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31418CCP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1227216 | PA      | $1084129.48   | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                  | JPMBB Commercial Mortgage Securities Trust                                  | CUSIP: 46645JAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     873988 | PA      | $859138.19    | 0.02%             | 2048-12-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                                        | Adani Electricity Mumbai Ltd                                                | CUSIP: 00654GAB9<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    2030000 | PA      | $1780107.59   | 0.04%             | 2031-07-22      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                            | Verisk Analytics, Inc                                                       | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1322669.98   | 0.03%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Gee Automotive Holdings LLC                                                     | Gee Automotive Holdings LLC                                                 | CUSIP: 36846VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     480000 | PA      | $481469.76    | 0.01%             | 2031-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                          | Potomac Electric Power Co                                                   | CUSIP: 737679DC1<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |      50000 | PA      | $61379.40     | 0.00%             | 2038-12-15      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31418MY89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     426090 | PA      | $438806.13    | 0.01%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                  | JPMBB Commercial Mortgage Securities Trust                                  | CUSIP: 46644YBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5500000 | PA      | $5191731.60   | 0.12%             | 2048-08-15      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| GSMPS Mortgage Loan Trust                                                       | GSMPS Mortgage Loan Trust                                                   | CUSIP: 36242DT78<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     151180 | PA      | $150763.08    | 0.00%             | 2035-03-25      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Azule Energy Finance Plc                                                        | Azule Energy Finance PLC                                                    | CUSIP: 05501YAC2<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    1525000 | PA      | $1533824.35   | 0.03%             | 2033-01-22      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2021-15                                              | JP Morgan Mortgage Trust                                                    | CUSIP: 46654TAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     680997 | PA      | $591439.82    | 0.01%             | 2052-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                         | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4480525.94   | 0.10%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                         | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5625000 | PA      | $5835937.50   | 0.13%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                                       | Airbus SE                                                                   | CUSIP: 009279AA8<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |    1690000 | PA      | $1670121.59   | 0.04%             | 2027-04-10      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Brazilian Government International Bond                                         | Brazilian Government International Bond                                     | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1050000 | PA      | $1029724.50   | 0.02%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                            | CUSIP: 3132DMZX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4452883 | PA      | $4009112.55   | 0.09%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COLT 2025-11 Mortgage Loan Trust                                                | COLT Mortgage Loan Trust                                                    | CUSIP: 12676KAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1991544.00   | 0.04%             | 2070-11-25      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                         | Sasol Financing USA LLC                                                     | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $901975.30    | 0.02%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                              | Dominican Republic Government International Bond                            | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     600000 | PA      | $552240.00    | 0.01%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46649TAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     555259 | PA      | $506727.80    | 0.01%             | 2048-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc                                                           | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     750000 | PA      | $548344.31    | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                              | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6525000 | PA      | $6481066.65   | 0.14%             | 2032-03-12      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                              | Dominican Republic International Bond                                       | CUSIP: 25714PEG9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1400000 | PA      | $1189720.00   | 0.03%             | 2041-01-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS Group AG.                                                               | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2100000 | PA      | $1542112.85   | 0.03%             | 2043-02-11      | Fixed         | 3.18%                 | Yes           |                  2 | On Loan: No      |
| Ghana Government International Bond                                             | Ghana Government International Bond                                         | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     465850 | PA      | $443582.75    | 0.01%             | 2029-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Horizon Aircraft Finance III L                                                  | Horizon Aircraft Finance III Ltd                                            | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    4023069 | PA      | $3942470.28   | 0.09%             | 2039-11-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6574395 | PA      | $6630993.07   | 0.15%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding LLC                                                       | Jersey Mike's Funding LLC                                                   | CUSIP: 476681AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4875000 | PA      | $4808235.41   | 0.11%             | 2056-02-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                         | AEP Transmission Co LLC                                                     | CUSIP: 00115AAF6<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     350000 | PA      | $275073.72    | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                          | General Motors Financial Co, Inc                                            | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1947240.20   | 0.04%             | N/A             | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                                                        | Sealed Air Corp                                                             | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     670000 | PA      | $678395.49    | 0.02%             | 2028-02-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8937313 | PA      | $8470593.25   | 0.19%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp                                                                   | TopBuild Corp                                                               | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     400000 | PA      | $391508.68    | 0.01%             | 2034-01-31      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust                                                         | CUSIP: 12631DBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2901749 | PA      | $2875052.59   | 0.06%             | 2047-05-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pertamina Hulu Energi PT                                                        | Pertamina Hulu Energi PT                                                    | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |    2760000 | PA      | $2766692.01   | 0.06%             | 2030-05-21      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Apollo Aviation Securitization                                                  | AASET Trust                                                                 | CUSIP: 00255UAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     617520 | PA      | $617110.51    | 0.01%             | 2040-01-16      | Fixed         | 6.41%                 | Yes           |                  2 | On Loan: No      |
| Ingram Micro Inc                                                                | Ingram Micro Inc., Term Loan                                                | CUSIP: 45258FAE0<br>LEI: 549300KJMEWPKRQZHX63 | Long             | LON              | CORP              | US        |     108755 | PA      | $109163.27    | 0.00%             | 2031-09-22      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | American Tower Corp                                                         | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1444541.48   | 0.03%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                          | CHL Mortgage Pass-Through Trust                                             | CUSIP: 12669G5W7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      12214 | PA      | $11873.78     | 0.00%             | 2035-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                         | Honeywell Aerospace, Inc                                                    | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2976609.00   | 0.07%             | 2036-03-16      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| PennyMac Financial Services Inc                                                 | PennyMac Financial Services, Inc                                            | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     400000 | PA      | $385996.94    | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE Electric Co                                                             | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1107232.60   | 0.02%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                          | Sequoia Mortgage Trust                                                      | CUSIP: 81746FCB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     936751 | PA      | $891971.58    | 0.02%             | 2047-09-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                             | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   41969313 | PA      | $42187439.82  | 0.94%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                          | CCO Holdings LLC                                                            | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1682061.48   | 0.04%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                 | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1085000 | PA      | $1066097.26   | 0.02%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                             | Benin Government International Bond                                         | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    1000000 | PA      | $985775.97    | 0.02%             | 2041-01-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                   | Citigroup Commercial Mortgage Trust                                         | CUSIP: 17327FAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1961514.40   | 0.04%             | 2051-03-10      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc                                                              | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2805000 | PA      | $2805468.46   | 0.06%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc                                                                    | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $1928288.68   | 0.04%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bond                                        | Kazakhstan Government International Bond                                    | CUSIP: 486661BQ3<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    1000000 | PA      | $979151.39    | 0.02%             | 2030-10-28      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| BANK 2025-BNK51                                                                 | BANK                                                                        | CUSIP: 06541HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2550000 | PA      | $2592324.90   | 0.06%             | 2067-12-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                        | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9109393.83   | 0.20%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| USI Inc/NY                                                                      | USI, Inc., Term Loan D                                                      | CUSIP: BL4881753<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |    1937779 | PA      | $1935763.85   | 0.04%             | 2029-11-23      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust 2024-IND                                         | ARES Commercial Mortgage Trust                                              | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1895000 | PA      | $1897976.67   | 0.04%             | 2041-07-15      | Variable      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                         | Adani Ports & Special Economic Zone Ltd                                     | CUSIP: 00652MAH5<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    3600000 | PA      | $3158688.78   | 0.07%             | 2031-02-02      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                       | Republic of Uzbekistan International Bond                                   | CUSIP: 91824PAB3<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        | 5990000000 | PA      | $518154.97    | 0.01%             | 2027-05-29      | Fixed         | 16.62%                | Yes           |                  2 | On Loan: No      |
| ULTRATECH CEMENT LTD                                                            | UltraTech Cement Ltd                                                        | CUSIP: 90403YAA7<br>LEI: 335800PC9O9B4BQHG814 | Long             | DBT              | CORP              | IN        |    2100000 | PA      | $1915522.58   | 0.04%             | 2031-02-16      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                         | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $4336208.91   | 0.10%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21693992 | PA      | $20540322.41  | 0.46%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital Inc                                                    | ZF North America Capital, Inc                                               | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     505000 | PA      | $496069.18    | 0.01%             | 2031-03-24      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BANK 2025-BNK51                                                                 | BANK                                                                        | CUSIP: 06541HAH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4000000 | PA      | $4064228.00   | 0.09%             | 2067-12-25      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                                                   | CF Mortgage Trust                                                           | CUSIP: 12529WAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8750000 | PA      | $8138163.25   | 0.18%             | 2052-04-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Kazakhstan Government International Bond                                        | Kazakhstan Government International Bond                                    | CUSIP: 486661BP5<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    1000000 | PA      | $1004915.18   | 0.02%             | 2037-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-7                                                  | Flagstar Mortgage Trust                                                     | CUSIP: 33852JBU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     345170 | PA      | $284600.40    | 0.01%             | 2051-08-25      | Variable      | 2.92%                 | Yes           |                  2 | On Loan: No      |
| GSMPS Mortgage Loan Trust                                                       | GSMPS Mortgage Loan Trust                                                   | CUSIP: 362341LN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     126825 | PA      | $127762.15    | 0.00%             | 2035-09-25      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                 | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   61273000 | PA      | $60085835.63  | 1.34%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| AMCOR FLEXIBLES NORTH AM                                                        | Amcor Flexibles North America, Inc                                          | CUSIP: 081437AS4<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     270000 | PA      | $268568.73    | 0.01%             | 2026-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                                        | TerraForm Power Operating LLC                                               | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1915558.40   | 0.04%             | 2030-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                           | Haleon US Capital LLC                                                       | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    4925000 | PA      | $4627759.60   | 0.10%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46590YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     553754 | PA      | $550376.79    | 0.01%             | 2048-10-26      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae REMICS                                                           | CUSIP: 3136BBPS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    4222263 | PA      | $522480.15    | 0.01%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                         | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1021900.50   | 0.02%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| First Advantage Holdings LLC                                                    | First Advantage Holdings, LLC, Repriced Term Loan B                         | CUSIP: 78477MAH4<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |    1912620 | PA      | $1866401.65   | 0.04%             | 2031-10-31      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                            | Petronas Capital Ltd                                                        | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    3600000 | PA      | $3695437.22   | 0.08%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46653PBM8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2607563 | PA      | $2157423.68   | 0.05%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                      | RenaissanceRe Holdings Ltd                                                  | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    2350000 | PA      | $2403605.57   | 0.05%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Signia Aerospace LLC                                                            | Air Comm Corporation, LLC, Delayed Draw Term Loan                           | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |      50769 | PA      | $50959.62     | 0.00%             | 2031-12-11      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                | Connecticut Avenue Securities Trust                                         | CUSIP: 20754EAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    7060000 | PA      | $7612692.10   | 0.17%             | 2043-07-25      | Variable      | 9.56%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust                                                         | CUSIP: 12592XBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3340500 | PA      | $3088292.25   | 0.07%             | 2048-03-10      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                 | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4926000 | PA      | $4901177.59   | 0.11%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                                        | Lima Metro Line 2 Finance Ltd                                               | CUSIP: 532522AB5<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     581458 | PA      | $551228.36    | 0.01%             | 2036-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                         | Flagstar Mortgage Trust                                                     | CUSIP: 33851RAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6962347 | PA      | $5990260.91   | 0.13%             | 2051-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CACI International Inc                                                          | CACI International, Inc                                                     | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     890000 | PA      | $905954.14    | 0.02%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                | Deutsche Bank AG.                                                           | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    2275000 | PA      | $2243979.60   | 0.05%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                         | Mexican Bonos                                                               | CUSIP: EK1693424<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   47800000 | PA      | $2438725.44   | 0.05%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                          | Hartford Financial Services Group, Inc                                      | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    7425000 | PA      | $7030855.76   | 0.16%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     370772 | PA      | $374250.68    | 0.01%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae REMICS                                                           | CUSIP: 3136BCHU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   10285231 | PA      | $1406660.58   | 0.03%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae REMICS                                                           | CUSIP: 3136BC5C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    3618075 | PA      | $613363.60    | 0.01%             | 2050-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                               | Iliad Holding SASU                                                          | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     865000 | PA      | $905060.75    | 0.02%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                 | Genesis Energy LP                                                           | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $514205.00    | 0.01%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                    | CUSIP: 38383FHY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    8160569 | PA      | $6048081.76   | 0.14%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop Inc                                                             | Walker & Dunlop, Inc                                                        | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     665000 | PA      | $650157.67    | 0.01%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4475582 | PA      | $4520036.57   | 0.10%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                          | Open Text Holdings, Inc                                                     | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     550000 | PA      | $491440.40    | 0.01%             | 2030-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Corp Trust                                    | CUSIP: 36257LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      84732 | PA      | $79584.18     | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 465978CV4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    1207976 | PA      | $1198596.29   | 0.03%             | 2053-06-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY                                                                         | Hungary Government International Bond                                       | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     425000 | PA      | $360150.64    | 0.01%             | 2031-09-22      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Kleopatra Finco Sarl                                                            | Kleopatra Finco Sarl                                                        | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | EC               | CORP              | LU        |       7002 | NS      | $9598.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals North America Inc                                                | United Rentals North America, Inc                                           | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2917138.80   | 0.07%             | 2033-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 3140JAPZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     868484 | PA      | $816897.08    | 0.02%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR19                                                                | BANK5                                                                       | CUSIP: 05494RBT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $2049220.00   | 0.05%             | 2058-12-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| NBK TIER 1 FNC LTD                                                              | NBK Tier  Financing Ltd                                                     | CUSIP: 62879NAA5<br>LEI: 5493000G4QCCEE8YHF19 | Long             | DBT              | CORP              | AE        |    3000000 | PA      | $2947113.99   | 0.07%             | N/A             | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Government National Mortgage Association                                    | CUSIP: 38383V7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    2273956 | PA      | $2268028.29   | 0.05%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust                                                | CUSIP: 36252HAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $956059.90    | 0.02%             | 2050-03-10      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                                | Vmed O2 UK Financing I plc                                                  | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    2835000 | PA      | $2439138.40   | 0.05%             | 2031-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                                        | United Overseas Bank Ltd                                                    | CUSIP: 91127KAE2<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    3000000 | PA      | $2959417.47   | 0.07%             | 2031-10-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | Microsoft Corp                                                              | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    1149000 | PA      | $688946.12    | 0.02%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 3140XGV30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6165750 | PA      | $5484769.09   | 0.12%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                        | LCM Investments Holdings II LLC                                             | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     800000 | PA      | $778485.09    | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                 | Permian Resources Operating LLC                                             | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    1210000 | PA      | $1252948.95   | 0.03%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                    | CUSIP: 08162TBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $996605.10    | 0.02%             | 2053-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 3138WHEZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     212755 | PA      | $199638.68    | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                | Lamar Media Corp                                                            | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     825000 | PA      | $763440.81    | 0.02%             | 2031-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HANA BANK                                                                       | Hana Bank                                                                   | CUSIP: 482466AG4<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |     635000 | PA      | $628525.24    | 0.01%             | N/A             | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | Union Electric Co                                                           | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1488633.91   | 0.03%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                               | Nexstar Media, Inc                                                          | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    3155000 | PA      | $3179037.95   | 0.07%             | 2033-09-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                   | Citigroup Commercial Mortgage Trust                                         | CUSIP: 17323VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1650000 | PA      | $1477575.00   | 0.03%             | 2048-04-10      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                  | JPMBB Commercial Mortgage Securities Trust                                  | CUSIP: 46643ABL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1550000 | PA      | $1505515.00   | 0.03%             | 2047-09-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                          | Williams Cos, Inc                                                           | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $3175684.36   | 0.07%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140QPKT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1771089 | PA      | $1625798.58   | 0.04%             | 2052-06-01      | Fixed         | 3.50%                 | 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        |    1600000 | PA      | $1599425.44   | 0.04%             | 2055-12-06      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                | Connecticut Avenue Securities Trust                                         | CUSIP: 20755AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    1525000 | PA      | $1576618.51   | 0.04%             | 2043-01-25      | Variable      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| XPO Inc                                                                         | XPO Logistics, Inc., Term Loan (2028)                                       | CUSIP: 98379EAL0<br>LEI: 54930096DB9LCLPN7H13 | Long             | LON              | CORP              | US        |     312066 | PA      | $313359.78    | 0.01%             | 2028-05-24      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment Inc                                                          | PENN Entertainment, Inc., Term Loan B                                       | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     298856 | PA      | $300017.31    | 0.01%             | 2029-05-03      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | General Motors Financial Co, Inc                                            | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3838129.43   | 0.09%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                        | Amcor Flexibles North America, Inc                                          | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1104206.40   | 0.02%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                                  | Morgan Stanley Residential Mortgage Loan Trust                              | CUSIP: 61772QAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2308070 | PA      | $1908709.67   | 0.04%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Government National Mortgage Association                                    | CUSIP: 38383YLB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    2161669 | PA      | $1918902.77   | 0.04%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                  | JPMBB Commercial Mortgage Securities Trust                                  | CUSIP: 46642NBH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1042418 | PA      | $1029788.98   | 0.02%             | 2047-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | Kroger Co                                                                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1505728.44   | 0.03%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2024-NSTB                                        | Morgan Stanley Capital I Trust                                              | CUSIP: 61690BAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $1951922.60   | 0.04%             | 2057-09-24      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                | Lamar Media Corp                                                            | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1240091.61   | 0.03%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd                                                              | Ardonagh Finco Ltd                                                          | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    2375000 | PA      | $2402827.88   | 0.05%             | 2031-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                    | CUSIP: 08162PAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2425264.25   | 0.05%             | 2051-01-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                            | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  211155000 | PA      | $191573671.99 | 4.28%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | Freddie Mac REMICS                                                          | CUSIP: 3137FD7J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1133734 | PA      | $1074951.21   | 0.02%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                  | Morgan Stanley Private Bank NA                                              | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   18075000 | PA      | $17794494.62  | 0.40%             | 2031-11-19      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance Inc                                             | Acrisure LLC                                                                | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $674536.17    | 0.02%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                        | Liberty Mutual Group, Inc                                                   | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1270138.15   | 0.03%             | 2050-10-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                   | Citigroup Commercial Mortgage Trust                                         | CUSIP: 17328FAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1670000 | PA      | $1536810.32   | 0.03%             | 2056-08-10      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                           | Uruguay Government International Bond                                       | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   18000000 | PA      | $450033.21    | 0.01%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                           | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $809339.13    | 0.02%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R04                                    | Connecticut Avenue Securities Trust                                         | CUSIP: 20754QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    1370000 | PA      | $1426995.56   | 0.03%             | 2043-05-25      | Variable      | 7.21%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | Lloyds Banking Group plc                                                    | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    4000000 | PA      | $3978553.24   | 0.09%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | Dominion Energy, Inc                                                        | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1345283.10   | 0.03%             | 2055-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                                | SLG Office Trust                                                            | CUSIP: 78449RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2151278.50   | 0.05%             | 2041-07-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Esab Corp                                                                       | Esab Corp                                                                   | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     400000 | PA      | $405959.60    | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool                                                            | CUSIP: 3132DWEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5437541 | PA      | $5271496.87   | 0.12%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                           | Guatemala Government International Bond                                     | CUSIP: 401494AU3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     700000 | PA      | $583933.00    | 0.01%             | 2041-10-07      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| HB Fuller Co                                                                    | H.B. Fuller Company, Term Loan B                                            | CUSIP: 40409VAW4<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | LON              | CORP              | US        |     194549 | PA      | $195400.72    | 0.00%             | 2030-02-15      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                            | CUSIP: 3133AWHF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     812747 | PA      | $732674.55    | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                          | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    4937026 | PA      | $4565381.72   | 0.10%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | American Tower Corp                                                         | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     475000 | PA      | $472224.25    | 0.01%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond                                        | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     563000 | PA      | $565026.80    | 0.01%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                               | Iliad Holding SASU                                                          | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     893000 | PA      | $898762.53    | 0.02%             | 2028-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                        | Saudi Government International Bond                                         | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    2000000 | PA      | $1354967.84   | 0.03%             | 2055-01-21      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                                  | Open Text Corp                                                              | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     565000 | PA      | $579904.14    | 0.01%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                             | CUSIP: 3140QNC91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     389319 | PA      | $342786.74    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services Inc                                                   | Concentra Escrow Issuer Corp                                                | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     430000 | PA      | $444561.52    | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | Romanian Government International Bond                                      | CUSIP: 775921AA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1500000 | PA      | $1390865.09   | 0.03%             | 2036-07-04      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV4                                              | JP Morgan Mortgage Trust                                                    | CUSIP: 46654DAV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     786896 | PA      | $641692.57    | 0.01%             | 2052-01-25      | Variable      | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | Williams Cos, Inc                                                           | CUSIP: 969457CV0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    4225000 | PA      | $4162100.48   | 0.09%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                              | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3246909.70   | 0.07%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp                                                               | Chord Energy Corp                                                           | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2064884.36   | 0.05%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DaVita Inc                                                                      | DaVita, Inc                                                                 | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2048853.54   | 0.05%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING LLC                                                      | Vivint Colar Financing V LLC                                                | CUSIP: 92854VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1096961 | PA      | $1075421.00   | 0.02%             | 2048-04-30      | Fixed         | 7.37%                 | Yes           |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,                                                   | Citicorp Mortgage Securities REMIC Pass-Through Certificates Trust Series   | CUSIP: 172973W62<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      77500 | PA      | $76643.47     | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Volcan Cia Minera SAA                                                           | Volcan Cia Minera SAA                                                       | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     820000 | PA      | $831398.00    | 0.02%             | 2032-10-28      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                              | Essex Portfolio LP                                                          | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    1890000 | PA      | $1780599.35   | 0.04%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                         | Wisconsin Power and Light Co                                                | CUSIP: 976826BK2<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     850000 | PA      | $676637.50    | 0.02%             | 2044-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                 | California Buyer Ltd                                                        | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     850000 | PA      | $830513.24    | 0.02%             | 2032-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                         | MITER BRAND                                                                 | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     280000 | PA      | $268170.90    | 0.01%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                           | Level 3 Financing, Inc                                                      | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1221985.37   | 0.03%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                               | L3Harris Technologies, Inc                                                  | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $5027368.25   | 0.11%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas S.A.                                                            | CUSIP: 09659W3E2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    2450000 | PA      | $2395661.16   | 0.05%             | 2034-01-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bond                                           | Turkiye Government International Bond                                       | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1575000 | PA      | $1602319.30   | 0.04%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Group LLC                                                  | Broadstreet Partners, Inc., Term Loan B4                                    | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    4901279 | PA      | $4788867.96   | 0.11%             | 2031-06-16      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                                     | Corp Nacional del Cobre de Chile                                            | CUSIP: 21987BBB3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    2000000 | PA      | $1875762.40   | 0.04%             | 2030-01-14      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| USALCO LLC                                                                      | USALCO, LLC, Delayed Draw Term Loan                                         | CUSIP: 91732NAP8<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |     130769 | PA      | $130671.81    | 0.00%             | 2031-09-30      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| Honduras Government International Bond                                          | Honduras Government International Bond                                      | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    2450000 | PA      | $2745935.50   | 0.06%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                | FIEMEX Energia-Banco Actinver S.A. Institucion de Banca Multiple            | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    1981015 | PA      | $1982995.78   | 0.04%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings plc                                                           | CUSIP: 404280DT3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    4800000 | PA      | $4955443.20   | 0.11%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46654UCC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5360210 | PA      | $4611547.59   | 0.10%             | 2052-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust                                                         | CUSIP: 12626GAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2874490 | PA      | $2699364.97   | 0.06%             | 2046-08-10      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                 | Genesis Energy LP                                                           | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     490000 | PA      | $506315.04    | 0.01%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB Master Finance LLC                                                       | CUSIP: 233046AQ4<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    2776750 | PA      | $2614311.24   | 0.06%             | 2051-11-20      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| GRUPO AVAL LTD                                                                  | Grupo Aval Ltd                                                              | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |    2500000 | PA      | $2336118.35   | 0.05%             | 2030-02-04      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31418DPM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1329061 | PA      | $1266999.92   | 0.03%             | 2040-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | Freddie Mac REMICS                                                          | CUSIP: 3137F3B45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    3064156 | PA      | $2904672.67   | 0.06%             | 2048-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QTS Issuer ABS II LLC                                                           | QTS Issuer ABS II LLC                                                       | CUSIP: 74690FAQ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2443279.75   | 0.05%             | 2056-01-05      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| KLABIN AUSTRIA GMBH                                                             | Klabin Austria GmbH                                                         | CUSIP: 49836AAA2<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |    2500000 | PA      | $2509750.00   | 0.06%             | 2029-04-03      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Yapi ve Kredi Bankasi AS                                                        | Yapi ve Kredi Bankasi AS.                                                   | CUSIP: 984848AV3<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |     700000 | PA      | $675558.24    | 0.02%             | N/A             | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Start Ltd.                                                                      | START Ireland                                                               | CUSIP: 85573LAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    1424794 | PA      | $1425007.31   | 0.03%             | 2044-03-15      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                  | JP Morgan Chase Commercial Mortgage Securities Corp                         | CUSIP: 46640JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      84524 | PA      | $81640.07     | 0.00%             | 2046-01-15      | Variable      | 3.98%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                         | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2239679.03   | 0.05%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | Prudential Financial, Inc                                                   | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2216961.41   | 0.05%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MLN US Holdco LLC                                                               | MLN US Holdco LLC                                                           | CUSIP: N/A<br>LEI: 549300QKU7NPW6O86862       | Long             | EC               | CORP              | US        |        473 | NS      | $23.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | Amgen, Inc                                                                  | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2308947.07   | 0.05%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | Petroleos Mexicanos                                                         | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    2000000 | PA      | $1912146.04   | 0.04%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46653TBV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4008789 | PA      | $93411.61     | 0.00%             | 2051-12-25      | Variable      | 0.40%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                         | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $1921622.12   | 0.04%             | 2041-11-19      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14999985 | PA      | $14534237.96  | 0.32%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36262CBL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1411918 | PA      | $1150059.97   | 0.03%             | 2052-01-25      | Variable      | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Vitality Re XV Ltd                                                              | Vitality Re XV Ltd                                                          | CUSIP: 92847CAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1850000 | PA      | $1864800.00   | 0.04%             | 2028-01-07      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Service Corp International/US                                                   | Service Corp International                                                  | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1197691.44   | 0.03%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46653QBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1403571 | PA      | $1159873.72   | 0.03%             | 2052-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc                                                              | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5895000 | PA      | $5862524.09   | 0.13%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CT TRUST                                                                        | CT Trust                                                                    | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |    1225000 | PA      | $1142177.75   | 0.03%             | 2032-02-03      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36265LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3234253 | PA      | $2782684.81   | 0.06%             | 2052-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| AFLAC INC                                                                       | Aflac, Inc                                                                  | CUSIP: 001055AF9<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |      53000 | PA      | $57186.30     | 0.00%             | 2040-08-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Centex Home Equity                                                              | Centex Home Equity                                                          | CUSIP: 152314EL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2742 | PA      | $2737.25      | 0.00%             | 2032-01-25      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5668244 | PA      | $5351614.99   | 0.12%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                       | CUSIP: 3132XCR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    1081216 | PA      | $1015238.90   | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                                                  | CFCRE Commercial Mortgage Trust                                             | CUSIP: 12532ABA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5250000 | PA      | $5147418.15   | 0.11%             | 2049-11-10      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 31418DPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4048468 | PA      | $3758342.62   | 0.08%             | 2040-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                        | Virginia Electric and Power Co                                              | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     775000 | PA      | $577653.92    | 0.01%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 3138WHKM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2442515 | PA      | $2292764.26   | 0.05%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX 2022-J2 Trust                                                               | OBX Trust                                                                   | CUSIP: 67115QBH5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     179650 | PA      | $153792.22    | 0.00%             | 2052-08-25      | Variable      | 3.41%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                        | CHS                                                                         | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1178102.93   | 0.03%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                 | Zayo Issuer LLC                                                             | CUSIP: 98919WAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2250000 | PA      | $2296278.23   | 0.05%             | 2055-03-20      | Fixed         | 8.66%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                        | Hilcorp Energy I LP                                                         | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3129996.00   | 0.07%             | 2033-11-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| CIA CERVECERIAS UNIDAS                                                          | Cia Cervecerias Unidas S.A.                                                 | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |    2700000 | PA      | $2421066.51   | 0.05%             | 2032-01-19      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| BANK HAPOALIM                                                                   | Bank Hapoalim BM                                                            | CUSIP: BR9645804<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |    4000000 | PA      | $3944482.00   | 0.09%             | 2032-01-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                        | Univision Communications, Inc                                               | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1197851.66   | 0.03%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                       | CUSIP: 31297U5N6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      10982 | PA      | $10860.95     | 0.00%             | 2034-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri AS                                                 | Turkcell Iletisim Hizmetleri AS.                                            | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |    1990000 | PA      | $2026606.35   | 0.05%             | 2032-01-24      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| CVR Energy Inc                                                                  | CVR Energy, Inc                                                             | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     335000 | PA      | $337501.45    | 0.01%             | 2031-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                                  | Morgan Stanley Residential Mortgage Loan Trust                              | CUSIP: 61772NBN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2868160 | PA      | $2371889.22   | 0.05%             | 2051-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Ecuador Government International Bond                                           | Ecuador Government International Bond                                       | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     675000 | PA      | $661500.00    | 0.01%             | 2039-01-29      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                                        | Banque Ouest Africaine de Developpement                                     | CUSIP: BN5341076<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | N/A       |    1575000 | PA      | $1518996.90   | 0.03%             | 2033-01-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Ghana Government International Bond                                             | Ghana Government International Bond                                         | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     940600 | PA      | $801087.38    | 0.02%             | 2035-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                             | CUSIP: 3140X4JV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1138134 | PA      | $1126373.07   | 0.03%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                         | O'Reilly Automotive, Inc                                                    | CUSIP: 67103HAP2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     450000 | PA      | $444109.59    | 0.01%             | 2036-03-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                        | Israel Electric Corp Ltd                                                    | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    2000000 | PA      | $1960049.20   | 0.04%             | 2028-08-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                           | Tenet Healthcare Corp                                                       | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     375000 | PA      | $371642.87    | 0.01%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                     | United States Treasury Bill                                                 | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    5000000 | PA      | $4989922.20   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46655GAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3451333 | PA      | $2969283.91   | 0.07%             | 2052-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| MVW Owner Trust                                                                 | MVW LLC                                                                     | CUSIP: 55400KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     403455 | PA      | $383856.14    | 0.01%             | 2039-05-20      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                         | O'Reilly Automotive, Inc                                                    | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $1918862.59   | 0.04%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NYCT Trust 2024-3ELV                                                            | NYC Trust                                                                   | CUSIP: 62956HAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $5014848.50   | 0.11%             | 2029-08-15      | Variable      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                       | CUSIP: 3132QPGY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     412831 | PA      | $390224.49    | 0.01%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36263NBL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1176723 | PA      | $985969.22    | 0.02%             | 2052-05-28      | Variable      | 2.82%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TransDigm, Inc                                                              | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1613820.60   | 0.04%             | 2030-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                        | Rocket Mortgage LLC                                                         | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1792734.00   | 0.04%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | Wynn Resorts Finance LLC                                                    | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1088559.34   | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                   | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36267TBP2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    2885063 | PA      | $2574316.72   | 0.06%             | 2053-02-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                             | Sirius XM Radio, Inc                                                        | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     500000 | PA      | $453959.33    | 0.01%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| Viking Baked Goods Acquisition Corp                                             | Viking Baked Goods Acquisition Corp                                         | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $1291316.03   | 0.03%             | 2031-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac REMICS                                                          | CUSIP: 3137FAES3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    3901012 | PA      | $3548740.13   | 0.08%             | 2047-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                  | JPMBB Commercial Mortgage Securities Trust                                  | CUSIP: 46645LAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2353906.25   | 0.05%             | 2049-03-17      | Variable      | 4.44%                 | Yes           |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                               | Celulosa Arauco y Constitucion S.A.                                         | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    1350000 | PA      | $1338698.99   | 0.03%             | 2032-05-05      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Sisecam UK PLC                                                                  | Sisecam UK plc                                                              | CUSIP: 829688AC4<br>LEI: 789000T82YRLMLUOC889 | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $1984809.58   | 0.04%             | 2033-01-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada                                                        | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $5018300.00   | 0.11%             | 2085-08-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon AS                                                        | Turk Telekomunikasyon AS.                                                   | CUSIP: 90011QAE0<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |    3825000 | PA      | $3724808.98   | 0.08%             | 2032-10-07      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                               | Alliant Holdings Intermediate, LLC, Term Loan B                             | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    3940225 | PA      | $3914475.62   | 0.09%             | 2031-09-19      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                               | Post Holdings, Inc                                                          | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     680000 | PA      | $687030.52    | 0.02%             | 2032-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | Consumers Energy Co                                                         | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     740000 | PA      | $442531.11    | 0.01%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                              | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      34686 | NS      | $851888.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CIM Trust 2021-J2                                                               | CIM Trust                                                                   | CUSIP: 12564ECH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     152808 | PA      | $125829.14    | 0.00%             | 2051-04-25      | Variable      | 2.67%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                          | Sequoia Mortgage Trust                                                      | CUSIP: 81733YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     124017 | PA      | $115249.01    | 0.00%             | 2045-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2022-INV1                                              | JP Morgan Mortgage Trust                                                    | CUSIP: 465973BY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     612119 | PA      | $512896.75    | 0.01%             | 2052-03-25      | Variable      | 3.29%                 | Yes           |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                         | Zayo Group Holdings, Inc., Term Loan                                        | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    1296340 | PA      | $1275202.87   | 0.03%             | 2030-03-11      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                    | CUSIP: 38384GAR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    1487169 | PA      | $270521.90    | 0.01%             | 2046-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom, Inc                                                               | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2314413.53   | 0.05%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust                                                    | CUSIP: 46592KBP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10772158 | PA      | $78239.26     | 0.00%             | 2051-07-25      | Variable      | 0.14%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                        | OBX                                                                         | CUSIP: 67448KAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    2132164 | PA      | $1834364.17   | 0.04%             | 2052-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CNX Resources Corp                                                              | CNX Resources Corp                                                          | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1236823.28   | 0.03%             | 2034-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Millicom International Cellular SA                                              | Millicom International Cellular S.A.                                        | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    1025000 | PA      | $1037749.98   | 0.02%             | 2032-04-02      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                             | Suzano Austria GmbH                                                         | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    1500000 | PA      | $1319132.25   | 0.03%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                                     | SV RNO Property Owner  LLC                                                  | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     970000 | PA      | $958837.78    | 0.02%             | 2031-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                          | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   10133348 | PA      | $9869464.34   | 0.22%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer Inc                                                        | Zelis Payments Buyer, Inc., 5th Amendment Term Loan                         | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |     709458 | PA      | $688263.37    | 0.02%             | 2031-11-26      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                        | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8975000 | PA      | $9130004.62   | 0.20%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                              | MetroNet Infrastructure Issuer LLC                                          | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    7800000 | PA      | $7866931.02   | 0.18%             | 2055-08-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Crocs Inc                                                                       | Crocs, Inc., Term Loan                                                      | CUSIP: 22704NAF9<br>LEI: 549300B0J6YCXD63OG72 | Long             | LON              | CORP              | US        |     212500 | PA      | $213524.25    | 0.00%             | 2029-02-20      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

**Name of Applicant:** TIAA-CREF Funds

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting