# EDGAR Filing Document

**Accession Number:** 0001282693
**File Stem:** 0000894189-26-014917
**Filing Date:** 2026-5
**Character Count:** 455995
**Document Hash:** 8f78d5208bd992d7985199cb23427f58
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-26-014917.hdr.sgml**: 20260515

**ACCESSION NUMBER**: 0000894189-26-014917

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260515

**DATE AS OF CHANGE**: 20260515

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BAIRD FUNDS INC
- **CENTRAL INDEX KEY:** 0001282693

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** WI
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09997
- **FILM NUMBER:** 26983229

**BUSINESS ADDRESS:**
- **STREET 1:** 777 EAST WISCONSIN AVENUE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202
- **BUSINESS PHONE:** 414-765-3500

**MAIL ADDRESS:**
- **STREET 1:** 777 EAST WISCONSIN AVENUE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202

## Series and Classes Contracts Data

### Baird Intermediate Bond Fund (Series ID: S000000755)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000002167 | Institutional | BIMIX           |
| C000002168 | Investor      | BIMSX           |

## Nport-Ex

---

| | | |
|:---|:---|:---|
| **Baird Intermediate Bond Fund** | **Baird Intermediate Bond Fund** | **Baird Intermediate Bond Fund** |
| **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **U.S. TREASURY SECURITIES - 43.2%** | **Par**  | **Value**  |
| United States Treasury Note/Bond | United States Treasury Note/Bond | United States Treasury Note/Bond |
| &nbsp;&nbsp; 3.75%, 04/15/2028 | 307675000 | $307254350 |
| &nbsp;&nbsp; 3.63%, 08/15/2028 | 174175000 | 173433396 |
| &nbsp;&nbsp; 1.13%, 08/31/2028 | 389450000 | 365413633 |
| &nbsp;&nbsp; 3.50%, 03/15/2029 | 150800000 | 149468719 |
| &nbsp;&nbsp; 2.38%, 03/31/2029 | 114025000 | 109361555 |
| &nbsp;&nbsp; 4.63%, 04/30/2029 | 580450000 | 593600820 |
| &nbsp;&nbsp; 2.75%, 05/31/2029 | 205225000 | 198571220 |
| &nbsp;&nbsp; 3.88%, 12/31/2029 | 455450000 | 455147554 |
| &nbsp;&nbsp; 4.13%, 08/31/2030 | 196200000 | 197709820 |
| &nbsp;&nbsp; 4.38%, 11/30/2030 | 310800000 | 316421110 |
| &nbsp;&nbsp; 4.00%, 01/31/2031 | 306300000 | 306922172 |
| &nbsp;&nbsp; 1.38%, 11/15/2031 | 143750000 | 124658203 |
| &nbsp;&nbsp; 1.88%, 02/15/2032 | 219150000 | 194332974 |
| &nbsp;&nbsp; 2.88%, 05/15/2032 | 263625000 | 246551163 |
| &nbsp;&nbsp; 4.00%, 06/30/2032 | 293050000 | 291710671 |
| &nbsp;&nbsp; 3.50%, 02/15/2033 | 344125000 | 331112773 |
| &nbsp;&nbsp; 3.38%, 05/15/2033 | 50150000 | 47773752 |
| &nbsp;&nbsp; 4.38%, 05/15/2034 | 332025000 | 335526828 |
| &nbsp;&nbsp; 4.63%, 02/15/2035 | 601200000 | 616840591 |
| &nbsp;&nbsp; 4.13%, 02/15/2036 | 78000000 | 76781250 |
| **TOTAL U.S. TREASURY SECURITIES** (Cost $5,425,704,015) | **TOTAL U.S. TREASURY SECURITIES** (Cost $5,425,704,015) | 5438592554 |
| **CORPORATE BONDS - 42.4%** | **Par**  | **Value**  |
| **Financials - 21.1%** | **Financials - 21.1%** | **Financials - 21.1%** |
| ABN AMRO Bank NV | ABN AMRO Bank NV | ABN AMRO Bank NV |
| &nbsp;&nbsp; 1.54% to 06/16/2026 then 1 yr. CMT Rate + 0.80%, 06/16/2027 (Callable 06/16/2026) <sup>(a)</sup> | 12550000 | 12467546 |
| &nbsp;&nbsp; 6.34% to 09/18/2026 then 1 yr. CMT Rate + 1.65%, 09/18/2027 (Callable 09/18/2026) <sup>(a)</sup> | 5000000 | 5042516 |
| &nbsp;&nbsp; 4.99% to 12/03/2027 then 1 yr. CMT Rate + 0.78%, 12/03/2028 (Callable 12/03/2027) <sup>(a)</sup> | 8000000 | 8058757 |
|  AEGON Funding Co. LLC, 5.50%, 04/16/2027 (Callable 03/16/2027) <sup>(a)</sup> | 10000000 | 10087944 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust |
| &nbsp;&nbsp; 6.45%, 04/15/2027 (Callable 03/15/2027) | 5399000 | 5500630 |
| &nbsp;&nbsp; 4.63%, 09/10/2029 (Callable 08/10/2029) | 11000000 | 10978274 |
| AIB Group PLC | AIB Group PLC | AIB Group PLC |
| &nbsp;&nbsp; 6.61% to 09/13/2028 then SOFR + 2.33%, 09/13/2029 (Callable 09/13/2028) <sup>(a)</sup> | 11195000 | 11716585 |
| &nbsp;&nbsp; 5.87% to 03/28/2034 then SOFR + 1.91%, 03/28/2035 (Callable 03/28/2034) <sup>(a)</sup> | 16000000 | 16533778 |
|  AIG SunAmerica Global Financing X, 6.90%, 03/15/2032 <sup>(a)</sup> | 14000000 | 15181115 |
|  Aircastle Ltd. / Aircastle Ireland DAC, 5.00%, 09/15/2030 (Callable 08/15/2030) <sup>(a)</sup> | 5000000 | 4988093 |
|  Ally Financial, Inc., 5.54% to 01/17/2030 then SOFR + 1.73%, 01/17/2031 (Callable 01/17/2030) | 4000000 | 4026790 |
|  American International Group, Inc., 5.13%, 03/27/2033 (Callable 12/27/2032) | 1250000 | 1262048 |
| American National Global Funding | American National Global Funding | American National Global Funding |
| &nbsp;&nbsp; 5.55%, 01/28/2030 <sup>(a)</sup> | 19092000 | 19286592 |
| &nbsp;&nbsp; 4.88%, 01/23/2031 <sup>(a)</sup> | 7875000 | 7707778 |
|  Americold Realty Operating Partnership LP, 5.60%, 05/15/2032 (Callable 03/15/2032) | 16000000 | 15827599 |
|  AmFam Holdings, Inc., 2.81%, 03/11/2031 (Callable 12/11/2030) <sup>(a)</sup> | 9000000 | 7894658 |
| Arthur J Gallagher & Co. | Arthur J Gallagher & Co. | Arthur J Gallagher & Co. |
| &nbsp;&nbsp; 6.50%, 02/15/2034 (Callable 11/15/2033) | 13337000 | 14421914 |
| &nbsp;&nbsp; 5.45%, 07/15/2034 (Callable 04/15/2034) | 3663000 | 3720794 |
|  Assurant, Inc., 6.75%, 02/15/2034 | 7182000 | 7732662 |
| Australia & New Zealand Banking Group Ltd. | Australia & New Zealand Banking Group Ltd. | Australia & New Zealand Banking Group Ltd. |
| &nbsp;&nbsp; 6.74%, 12/08/2032 <sup>(a)</sup> | 5000000 | 5421464 |
| &nbsp;&nbsp; 5.82% to 06/18/2035 then 1 yr. CMT Rate + 1.35%, 06/18/2036 (Callable 06/18/2035) <sup>(a)</sup> | 8000000 | 8139519 |
| Aviation Capital Group LLC | Aviation Capital Group LLC | Aviation Capital Group LLC |
| &nbsp;&nbsp; 6.25%, 04/15/2028 (Callable 03/15/2028) <sup>(a)</sup> | 15000000 | 15418258 |
| &nbsp;&nbsp; 6.75%, 10/25/2028 (Callable 09/25/2028) <sup>(a)</sup> | 6850000 | 7167513 |
| &nbsp;&nbsp; 5.38%, 07/15/2029 (Callable 06/15/2029) <sup>(a)</sup> | 4000000 | 4062636 |
| &nbsp;&nbsp; 4.80%, 10/24/2030 (Callable 09/24/2030) <sup>(a)</sup> | 5000000 | 4942254 |
| Banco Santander SA | Banco Santander SA | Banco Santander SA |
| &nbsp;&nbsp; 1.72% to 09/14/2026 then 1 yr. CMT Rate + 0.90%, 09/14/2027 (Callable 09/14/2026) | 4500000 | 4442584 |
| &nbsp;&nbsp; 6.61%, 11/07/2028 | 6600000 | 6936660 |
| &nbsp;&nbsp; 5.54% to 03/14/2029 then 1 yr. CMT Rate + 1.45%, 03/14/2030 (Callable 03/14/2029) | 4000000 | 4095583 |
| &nbsp;&nbsp; 2.75%, 12/03/2030 | 4000000 | 3583004 |
| &nbsp;&nbsp; 3.23% to 11/22/2031 then 1 yr. CMT Rate + 1.60%, 11/22/2032 (Callable 08/22/2031) | 2000000 | 1795192 |
| &nbsp;&nbsp; 6.92%, 08/08/2033 | 4000000 | 4317163 |
| &nbsp;&nbsp; 6.35%, 03/14/2034 | 5000000 | 5252060 |
| Bank of America Corp. | Bank of America Corp. | Bank of America Corp. |
| &nbsp;&nbsp; 3.71% to 04/24/2027 then 3 mo. Term SOFR + 1.77%, 04/24/2028 (Callable 04/24/2027) | 5050000 | 5011541 |
| &nbsp;&nbsp; 4.38% to 04/27/2027 then SOFR + 1.58%, 04/27/2028 (Callable 04/27/2027) | 7675000 | 7669352 |
| &nbsp;&nbsp; 4.95% to 07/22/2027 then SOFR + 2.04%, 07/22/2028 (Callable 07/22/2027) | 10000000 | 10064583 |
| &nbsp;&nbsp; 6.20% to 11/10/2027 then SOFR + 1.99%, 11/10/2028 (Callable 11/10/2027) | 5000000 | 5136467 |
| &nbsp;&nbsp; 3.42% to 12/20/2027 then 3 mo. Term SOFR + 1.30%, 12/20/2028 (Callable 12/20/2027) | 1712000 | 1681820 |
| &nbsp;&nbsp; 3.97% to 03/05/2028 then 3 mo. Term SOFR + 1.33%, 03/05/2029 (Callable 03/05/2028) | 10918000 | 10818960 |
| &nbsp;&nbsp; 2.09% to 06/14/2028 then SOFR + 1.06%, 06/14/2029 (Callable 06/14/2028) | 4350000 | 4138764 |
| &nbsp;&nbsp; 4.27% to 07/23/2028 then 3 mo. Term SOFR + 1.57%, 07/23/2029 (Callable 07/23/2028) | 5295000 | 5273416 |
| &nbsp;&nbsp; 2.97% to 02/04/2032 then SOFR + 1.33%, 02/04/2033 (Callable 02/04/2032) | 3750000 | 3394549 |
| &nbsp;&nbsp; 5.29% to 04/25/2033 then SOFR + 1.91%, 04/25/2034 (Callable 04/25/2033) | 10650000 | 10779449 |
| Bank of Ireland Group PLC | Bank of Ireland Group PLC | Bank of Ireland Group PLC |
| &nbsp;&nbsp; 2.03% to 09/30/2026 then 1 yr. CMT Rate + 1.10%, 09/30/2027 (Callable 09/30/2026) <sup>(a)</sup> | 11243000 | 11098315 |
| &nbsp;&nbsp; 5.60% (SOFR + 1.62%), 03/20/2030 (Callable 03/20/2029) <sup>(a)</sup> | 25978000 | 26641243 |
| Bank of Montreal | Bank of Montreal | Bank of Montreal |
| &nbsp;&nbsp; 5.00% to 01/27/2028 then SOFR + 0.67%, 01/27/2029 (Callable 01/27/2028) | 3500000 | 3531387 |
| &nbsp;&nbsp; 3.09% to 01/10/2032 then 5 yr. CMT Rate + 1.40%, 01/10/2037 (Callable 01/10/2032) | 3000000 | 2667893 |
| Bank of Nova Scotia | Bank of Nova Scotia | Bank of Nova Scotia |
| &nbsp;&nbsp; 5.25%, 06/12/2028 | 5000000 | 5100633 |
| &nbsp;&nbsp; 4.93% to 02/14/2028 then SOFR + 0.89%, 02/14/2029 (Callable 02/14/2028) | 15000000 | 15125932 |
| &nbsp;&nbsp; 4.25% (SOFR + 0.73%), 02/02/2030 (Callable 02/02/2029) | 9000000 | 8917968 |
| &nbsp;&nbsp; 4.59% to 05/04/2032 then 5 yr. CMT Rate + 2.05%, 05/04/2037 (Callable 02/04/2032) | 2371000 | 2268176 |
| Banque Federative du Credit Mutuel SA | Banque Federative du Credit Mutuel SA | Banque Federative du Credit Mutuel SA |
| &nbsp;&nbsp; 4.75%, 07/13/2027 <sup>(a)</sup> | 14850000 | 14908215 |
| &nbsp;&nbsp; 5.79%, 07/13/2028 <sup>(a)</sup> | 2500000 | 2565113 |
| Barclays PLC | Barclays PLC | Barclays PLC |
| &nbsp;&nbsp; 4.34%, 01/10/2028 (Callable 01/08/2027) | 8790000 | 8753610 |
| &nbsp;&nbsp; 5.09% to 02/25/2028 then SOFR + 0.96%, 02/25/2029 (Callable 02/25/2028) | 10000000 | 10081829 |
| &nbsp;&nbsp; 5.37% to 02/25/2030 then SOFR + 1.23%, 02/25/2031 (Callable 02/25/2030) | 10000000 | 10173675 |
| &nbsp;&nbsp; 7.44% to 11/02/2032 then 1 yr. CMT Rate + 3.50%, 11/02/2033 (Callable 11/02/2032) | 4000000 | 4471882 |
| &nbsp;&nbsp; 6.22% to 05/09/2033 then SOFR + 2.98%, 05/09/2034 (Callable 05/09/2033) | 6500000 | 6816566 |
| &nbsp;&nbsp; 6.69% to 09/13/2033 then SOFR + 2.62%, 09/13/2034 (Callable 09/13/2033) | 8100000 | 8752713 |
| &nbsp;&nbsp; 5.34% to 09/10/2034 then SOFR + 1.91%, 09/10/2035 (Callable 09/10/2034) | 10000000 | 9909999 |
| BNP Paribas SA | BNP Paribas SA | BNP Paribas SA |
| &nbsp;&nbsp; 4.38%, 05/12/2026 <sup>(a)</sup> | 8288000 | 8285155 |
| &nbsp;&nbsp; 4.79% to 05/09/2028 then SOFR + 1.45%, 05/09/2029 (Callable 05/09/2028) <sup>(a)</sup> | 15000000 | 15053324 |
| &nbsp;&nbsp; 5.34% (1 yr. CMT Rate + 1.50%), 06/12/2029 (Callable 06/12/2028) <sup>(a)</sup> | 5000000 | 5080570 |
| &nbsp;&nbsp; 2.16% to 09/15/2028 then SOFR + 1.22%, 09/15/2029 (Callable 09/15/2028) <sup>(a)</sup> | 6500000 | 6123371 |
| &nbsp;&nbsp; 5.18% to 01/09/2029 then SOFR + 1.52%, 01/09/2030 (Callable 01/09/2029) <sup>(a)</sup> | 4625000 | 4696249 |
| &nbsp;&nbsp; 2.87% to 04/19/2031 then 3 mo. Term SOFR + 1.39%, 04/19/2032 (Callable 04/19/2031) <sup>(a)</sup> | 5000000 | 4533797 |
| &nbsp;&nbsp; 3.13% to 01/20/2032 then SOFR + 1.56%, 01/20/2033 (Callable 01/20/2032) <sup>(a)</sup> | 7000000 | 6292705 |
| BPCE SA | BPCE SA | BPCE SA |
| &nbsp;&nbsp; 4.88%, 04/01/2026 <sup>(a)</sup> | 3386000 | 3386000 |
| &nbsp;&nbsp; 6.71% to 10/19/2028 then SOFR + 2.27%, 10/19/2029 (Callable 10/19/2028) <sup>(a)</sup> | 5000000 | 5230333 |
| &nbsp;&nbsp; 5.88% to 01/14/2030 then SOFR + 1.68%, 01/14/2031 (Callable 01/14/2030) <sup>(a)</sup> | 3000000 | 3090461 |
| &nbsp;&nbsp; 5.39% to 05/28/2030 then SOFR + 1.58%, 05/28/2031 (Callable 05/28/2030) <sup>(a)</sup> | 15000000 | 15202079 |
| &nbsp;&nbsp; 3.12% to 10/19/2031 then SOFR + 1.73%, 10/19/2032 (Callable 10/19/2031) <sup>(a)</sup> | 11500000 | 10159871 |
| &nbsp;&nbsp; 5.75% to 07/19/2032 then SOFR + 2.87%, 07/19/2033 (Callable 07/19/2032) <sup>(a)</sup> | 6200000 | 6328187 |
| &nbsp;&nbsp; 6.51% to 01/18/2034 then SOFR + 2.79%, 01/18/2035 (Callable 01/18/2034) <sup>(a)</sup> | 4000000 | 4137436 |
| &nbsp;&nbsp; 5.94% to 05/30/2034 then SOFR + 1.85%, 05/30/2035 (Callable 05/30/2034) <sup>(a)</sup> | 5000000 | 5114187 |
| Brown & Brown, Inc. | Brown & Brown, Inc. | Brown & Brown, Inc. |
| &nbsp;&nbsp; 4.50%, 03/15/2029 (Callable 12/15/2028) | 8747000 | 8699112 |
| &nbsp;&nbsp; 2.38%, 03/15/2031 (Callable 12/15/2030) | 3500000 | 3079693 |
| &nbsp;&nbsp; 4.20%, 03/17/2032 (Callable 12/17/2031) | 10000000 | 9439160 |
| Canadian Imperial Bank of Commerce | Canadian Imperial Bank of Commerce | Canadian Imperial Bank of Commerce |
| &nbsp;&nbsp; 5.24%, 06/28/2027 | 1475000 | 1491184 |
| &nbsp;&nbsp; 4.28% (SOFR + 0.79%), 01/29/2030 (Callable 01/29/2029) | 5000000 | 4966303 |
| &nbsp;&nbsp; 5.25% to 01/13/2030 then SOFR + 1.11%, 01/13/2031 (Callable 01/13/2030) | 5175000 | 5277833 |
| &nbsp;&nbsp; 4.58% to 09/08/2030 then SOFR + 1.17%, 09/08/2031 (Callable 09/08/2030) | 4350000 | 4331493 |
| &nbsp;&nbsp; 6.09%, 10/03/2033 (Callable 07/03/2033) | 13375000 | 14308798 |
|  Cantor Fitzgerald LP, 4.50%, 04/14/2027 (Callable 01/14/2027) <sup>(a)</sup> | 5000000 | 4983785 |
| Capital One Financial Corp. | Capital One Financial Corp. | Capital One Financial Corp. |
| &nbsp;&nbsp; 3.65%, 05/11/2027 (Callable 04/11/2027) | 3275000 | 3247631 |
| &nbsp;&nbsp; 5.47% to 02/01/2028 then SOFR + 2.08%, 02/01/2029 (Callable 02/01/2028) | 3000000 | 3045302 |
| &nbsp;&nbsp; 7.62% to 10/30/2030 then SOFR + 3.07%, 10/30/2031 (Callable 10/30/2030) | 12000000 | 13253961 |
| &nbsp;&nbsp; 6.70%, 11/29/2032 (Callable 08/29/2032) | 6275000 | 6817465 |
| &nbsp;&nbsp; 7.96% to 11/02/2033 then SOFR + 3.37%, 11/02/2034 (Callable 11/02/2033) | 5000000 | 5734241 |
| Capital One NA | Capital One NA | Capital One NA |
| &nbsp;&nbsp; 5.97% to 08/09/2028 then 5 yr. Mid Swap Rate USD + 1.73%, 08/09/2028 | 6529000 | 6687814 |
| &nbsp;&nbsp; 4.65%, 09/13/2028 (Callable 06/13/2028) | 10000000 | 10042049 |
| Centene Corp. | Centene Corp. | Centene Corp. |
| &nbsp;&nbsp; 2.45%, 07/15/2028 (Callable 05/15/2028) | 5450000 | 5075577 |
| &nbsp;&nbsp; 4.63%, 12/15/2029 (Callable 05/01/2026) | 7390000 | 7015197 |
| &nbsp;&nbsp; 3.38%, 02/15/2030 (Callable 04/16/2026) | 16000000 | 14453406 |
| Citigroup, Inc. | Citigroup, Inc. | Citigroup, Inc. |
| &nbsp;&nbsp; 3.89% to 01/10/2027 then 3 mo. Term SOFR + 1.82%, 01/10/2028 (Callable 01/10/2027) | 14000000 | 13932511 |
| &nbsp;&nbsp; 3.52% to 10/27/2027 then 3 mo. Term SOFR + 1.41%, 10/27/2028 (Callable 10/27/2027) | 3000000 | 2955360 |
| &nbsp;&nbsp; 4.79% to 03/04/2028 then SOFR + 0.87%, 03/04/2029 (Callable 03/04/2028) | 16500000 | 16583198 |
| &nbsp;&nbsp; 5.17% to 02/13/2029 then SOFR + 1.36%, 02/13/2030 (Callable 02/13/2029) | 5000000 | 5077078 |
| &nbsp;&nbsp; 4.95% to 05/07/2030 then SOFR + 1.46%, 05/07/2031 (Callable 05/07/2030) | 10000000 | 10064815 |
| &nbsp;&nbsp; 2.57% to 06/03/2030 then SOFR + 2.11%, 06/03/2031 (Callable 06/03/2030) | 11000000 | 10083482 |
| &nbsp;&nbsp; 4.50% to 09/11/2030 then SOFR + 1.17%, 09/11/2031 (Callable 09/11/2030) | 7000000 | 6920438 |
| &nbsp;&nbsp; 3.06% to 01/25/2032 then SOFR + 1.35%, 01/25/2033 (Callable 01/25/2032) | 10000000 | 9043371 |
| &nbsp;&nbsp; 3.79% to 03/17/2032 then SOFR + 1.94%, 03/17/2033 (Callable 03/17/2032) | 7425000 | 6965051 |
| &nbsp;&nbsp; 6.27% to 11/17/2032 then SOFR + 2.34%, 11/17/2033 (Callable 11/17/2032) | 5000000 | 5343943 |
| Citizens Financial Group, Inc. | Citizens Financial Group, Inc. | Citizens Financial Group, Inc. |
| &nbsp;&nbsp; 2.85%, 07/27/2026 (Callable 04/27/2026) | 300000 | 298581 |
| &nbsp;&nbsp; 5.84% to 01/23/2029 then SOFR + 2.01%, 01/23/2030 (Callable 01/23/2029) | 7500000 | 7723737 |
| &nbsp;&nbsp; 6.65% to 04/25/2034 then SOFR + 2.33%, 04/25/2035 (Callable 04/25/2034) | 3000000 | 3215287 |
| CNA Financial Corp. | CNA Financial Corp. | CNA Financial Corp. |
| &nbsp;&nbsp; 2.05%, 08/15/2030 (Callable 05/15/2030) | 4875000 | 4336851 |
| &nbsp;&nbsp; 5.13%, 02/15/2034 (Callable 11/15/2033) | 3300000 | 3248719 |
| CNO Global Funding | CNO Global Funding | CNO Global Funding |
| &nbsp;&nbsp; 4.38%, 09/08/2028 <sup>(a)</sup> | 10000000 | 9914747 |
| &nbsp;&nbsp; 2.65%, 01/06/2029 <sup>(a)</sup> | 15000000 | 14209357 |
| &nbsp;&nbsp; 4.95%, 09/09/2029 <sup>(a)</sup> | 5000000 | 5024294 |
| Commonwealth Bank of Australia | Commonwealth Bank of Australia | Commonwealth Bank of Australia |
| &nbsp;&nbsp; 2.69%, 03/11/2031 <sup>(a)</sup> | 22000000 | 19906622 |
| &nbsp;&nbsp; 3.78%, 03/14/2032 <sup>(a)</sup> | 20000000 | 18787684 |
|  Constellation Global Funding, 4.85%, 10/22/2030 <sup>(a)</sup> | 10000000 | 9799549 |
| Cooperatieve Rabobank UA | Cooperatieve Rabobank UA | Cooperatieve Rabobank UA |
| &nbsp;&nbsp; 3.65% to 04/06/2027 then 1 yr. CMT Rate + 1.22%, 04/06/2028 (Callable 04/06/2027) <sup>(a)</sup> | 7700000 | 7630177 |
| &nbsp;&nbsp; 4.66% to 08/22/2027 then 1 yr. CMT Rate + 1.75%, 08/22/2028 (Callable 08/22/2027) <sup>(a)</sup> | 2730000 | 2735438 |
|  Corebridge Financial, Inc., 3.85%, 04/05/2029 (Callable 02/05/2029) | 13825000 | 13496432 |
| Corebridge Global Funding | Corebridge Global Funding | Corebridge Global Funding |
| &nbsp;&nbsp; 5.20%, 06/24/2029 <sup>(a)</sup> | 3000000 | 3039329 |
| &nbsp;&nbsp; 4.90%, 08/21/2032 <sup>(a)</sup> | 11075000 | 10905197 |
| Credit Agricole SA | Credit Agricole SA | Credit Agricole SA |
| &nbsp;&nbsp; 5.23% to 01/09/2028 then SOFR + 1.13%, 01/09/2029 (Callable 01/09/2028) <sup>(a)</sup> | 3000000 | 3032830 |
| &nbsp;&nbsp; 6.32% to 10/03/2028 then SOFR + 1.86%, 10/03/2029 (Callable 10/03/2028) <sup>(a)</sup> | 25456000 | 26500245 |
| &nbsp;&nbsp; 6.25% to 01/10/2034 then SOFR + 2.67%, 01/10/2035 (Callable 01/10/2034) <sup>(a)</sup> | 7500000 | 7776944 |
| Danske Bank AS | Danske Bank AS | Danske Bank AS |
| &nbsp;&nbsp; 4.30% to 04/01/2027 then 1 yr. CMT Rate + 1.75%, 04/01/2028 (Callable 04/01/2027) <sup>(a)</sup> | 25000000 | 24962872 |
| &nbsp;&nbsp; 5.71% to 03/01/2029 then 1 yr. CMT Rate + 1.40%, 03/01/2030 (Callable 03/01/2029) <sup>(a)</sup> | 12650000 | 13010671 |
| &nbsp;&nbsp; 5.02% to 03/04/2030 then 1 yr. CMT Rate + 0.93%, 03/04/2031 (Callable 03/04/2030) <sup>(a)</sup> | 8200000 | 8253108 |
| Deutsche Bank AG | Deutsche Bank AG | Deutsche Bank AG |
| &nbsp;&nbsp; 7.15% to 07/13/2026 then SOFR + 2.52%, 07/13/2027 (Callable 07/13/2026) | 10000000 | 10067452 |
| &nbsp;&nbsp; 2.31% to 11/16/2026 then SOFR + 1.22%, 11/16/2027 (Callable 11/16/2026) | 3800000 | 3748186 |
| &nbsp;&nbsp; 6.82% to 11/20/2028 then SOFR + 2.51%, 11/20/2029 (Callable 11/20/2028) | 5000000 | 5249840 |
| &nbsp;&nbsp; 5.30% to 05/09/2030 then SOFR + 1.72%, 05/09/2031 (Callable 05/09/2030) | 2840000 | 2869311 |
| &nbsp;&nbsp; 4.95% to 08/04/2030 then SOFR + 1.30%, 08/04/2031 (Callable 08/04/2030) | 5000000 | 4981166 |
| &nbsp;&nbsp; 3.55% to 09/18/2030 then SOFR + 3.04%, 09/18/2031 (Callable 09/18/2030) | 3050000 | 2867374 |
| &nbsp;&nbsp; 3.73% to 01/14/2031 then SOFR + 2.76%, 01/14/2032 (Callable 10/14/2030) | 4000000 | 3717343 |
| &nbsp;&nbsp; 3.04% to 05/28/2031 then SOFR + 1.72%, 05/28/2032 (Callable 05/28/2031) | 5000000 | 4527410 |
| &nbsp;&nbsp; 3.74% to 01/07/2032 then SOFR + 2.26%, 01/07/2033 (Callable 10/07/2031) | 5000000 | 4557095 |
|  Deutsche Bank AG/New York NY, 6.72% to 01/18/2028 then SOFR + 3.18%, 01/18/2029 (Callable 01/18/2028) | 15860000 | 16431679 |
|  EQT AB, 5.85%, 05/08/2035 (Callable 02/08/2035) <sup>(a)</sup> | 5175000 | 5186426 |
|  Equitable Holdings, Inc., 4.57%, 02/15/2029 (Callable 11/15/2028) <sup>(a)</sup> | 1284000 | 1275699 |
|  Essential Properties LP, 5.40%, 12/01/2035 (Callable 09/01/2035) | 7975000 | 7839445 |
| Extra Space Storage LP | Extra Space Storage LP | Extra Space Storage LP |
| &nbsp;&nbsp; 3.88%, 12/15/2027 (Callable 09/15/2027) | 8000000 | 7925101 |
| &nbsp;&nbsp; 4.00%, 06/15/2029 (Callable 03/15/2029) | 1500000 | 1476057 |
| &nbsp;&nbsp; 5.50%, 07/01/2030 (Callable 05/01/2030) | 7000000 | 7180570 |
| &nbsp;&nbsp; 5.35%, 01/15/2035 (Callable 10/15/2034) | 6475000 | 6496570 |
| Federation des Caisses Desjardins du Quebec | Federation des Caisses Desjardins du Quebec | Federation des Caisses Desjardins du Quebec |
| &nbsp;&nbsp; 4.55%, 08/23/2027 <sup>(a)</sup> | 3000000 | 3011274 |
| &nbsp;&nbsp; 5.70%, 03/14/2028 <sup>(a)</sup> | 3275000 | 3356062 |
| &nbsp;&nbsp; 5.25%, 04/26/2029 <sup>(a)</sup> | 9300000 | 9501957 |
| Fifth Third Bancorp | Fifth Third Bancorp | Fifth Third Bancorp |
| &nbsp;&nbsp; 6.34% to 07/27/2028 then SOFR + 2.34%, 07/27/2029 (Callable 07/27/2028) | 5000000 | 5183328 |
| &nbsp;&nbsp; 4.77% to 07/28/2029 then SOFR + 2.13%, 07/28/2030 (Callable 07/28/2029) | 3000000 | 3000451 |
|  First Citizens BancShares, Inc., 4.87% to 03/03/2031 then SOFR + 1.49%, 03/03/2032 (Callable 03/03/2031) | 3500000 | 3381547 |
|  First Industrial LP, 5.25%, 01/15/2031 (Callable 12/15/2030) | 18785000 | 18966778 |
|  Five Corners Funding Trust III, 5.79%, 02/15/2033 (Callable 11/15/2032) <sup>(a)</sup> | 13290000 | 13706390 |
| Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. |
| &nbsp;&nbsp; 1.95% to 10/21/2026 then SOFR + 0.91%, 10/21/2027 (Callable 10/21/2026) | 15700000 | 15485726 |
| &nbsp;&nbsp; 2.64% to 02/24/2027 then SOFR + 1.11%, 02/24/2028 (Callable 02/24/2027) | 2000000 | 1967772 |
| &nbsp;&nbsp; 3.62% to 03/15/2027 then SOFR + 1.85%, 03/15/2028 (Callable 03/15/2027) | 26125000 | 25916780 |
| &nbsp;&nbsp; 3.69% to 06/05/2027 then 3 mo. Term SOFR + 1.77%, 06/05/2028 (Callable 06/05/2027) | 5025000 | 4980565 |
| &nbsp;&nbsp; 4.22% to 05/01/2028 then 3 mo. Term SOFR + 1.56%, 05/01/2029 (Callable 05/01/2028) | 18100000 | 17997871 |
| &nbsp;&nbsp; 4.15% (SOFR + 0.90%), 10/21/2029 (Callable 10/21/2028) | 7500000 | 7430015 |
| &nbsp;&nbsp; 5.05% to 07/23/2029 then SOFR + 1.21%, 07/23/2030 (Callable 07/23/2029) | 4975000 | 5034936 |
| &nbsp;&nbsp; 5.22% to 04/23/2030 then SOFR + 1.58%, 04/23/2031 (Callable 04/23/2030) | 5000000 | 5084326 |
| &nbsp;&nbsp; 2.38% to 07/21/2031 then SOFR + 1.25%, 07/21/2032 (Callable 07/21/2031) | 5000000 | 4413868 |
| &nbsp;&nbsp; 5.07% to 01/21/2036 then SOFR + 1.19%, 01/21/2037 (Callable 01/21/2036) | 4000000 | 3910689 |
|  Grand River Funding Trust I, 6.31%, 02/15/2036 (Callable 11/15/2035) <sup>(a)</sup> | 5000000 | 5044179 |
| Guardian Life Global Funding | Guardian Life Global Funding | Guardian Life Global Funding |
| &nbsp;&nbsp; 5.55%, 10/28/2027 <sup>(a)</sup> | 15300000 | 15599304 |
| &nbsp;&nbsp; 5.74%, 10/02/2028 <sup>(a)</sup> | 22200000 | 22908717 |
| &nbsp;&nbsp; 4.33%, 10/06/2030 <sup>(a)</sup> | 20100000 | 19870244 |
|  Hanover Insurance Group, Inc., 5.50%, 09/01/2035 (Callable 06/01/2035) | 4000000 | 3965323 |
|  Hartford Insurance Group, Inc., 2.80%, 08/19/2029 (Callable 05/19/2029) | 4925000 | 4663564 |
| Health Care Service Corp. A Mutual Legal Reserve Co. | Health Care Service Corp. A Mutual Legal Reserve Co. | Health Care Service Corp. A Mutual Legal Reserve Co. |
| &nbsp;&nbsp; 2.20%, 06/01/2030 (Callable 03/01/2030) <sup>(a)</sup> | 10275000 | 9295531 |
| &nbsp;&nbsp; 5.45%, 06/15/2034 (Callable 03/15/2034) <sup>(a)</sup> | 7500000 | 7503969 |
| HSBC Holdings PLC | HSBC Holdings PLC | HSBC Holdings PLC |
| &nbsp;&nbsp; 5.89% to 08/14/2026 then SOFR + 1.57%, 08/14/2027 (Callable 08/14/2026) | 15000000 | 15073149 |
| &nbsp;&nbsp; 2.01% to 09/22/2027 then SOFR + 1.73%, 09/22/2028 (Callable 09/22/2027) | 7500000 | 7230000 |
| &nbsp;&nbsp; 5.13% to 11/19/2027 then SOFR + 1.04%, 11/19/2028 (Callable 11/19/2027) | 23620000 | 23792191 |
| &nbsp;&nbsp; 4.90% to 03/03/2028 then SOFR + 1.03%, 03/03/2029 (Callable 03/03/2028) | 5000000 | 5027316 |
| &nbsp;&nbsp; 4.58% to 06/19/2028 then 3 mo. Term SOFR + 1.80%, 06/19/2029 (Callable 06/19/2028) | 10000000 | 9992823 |
| &nbsp;&nbsp; 2.21% to 08/17/2028 then SOFR + 1.29%, 08/17/2029 (Callable 08/17/2028) | 5000000 | 4732963 |
| &nbsp;&nbsp; 3.97% to 05/22/2029 then 3 mo. Term SOFR + 1.87%, 05/22/2030 (Callable 05/22/2029) | 1750000 | 1713390 |
| &nbsp;&nbsp; 4.62% to 11/06/2030 then SOFR + 1.19%, 11/06/2031 (Callable 11/06/2030) | 6500000 | 6409727 |
| &nbsp;&nbsp; 4.68% to 03/10/2031 then SOFR + 1.21%, 03/10/2032 (Callable 03/10/2031) | 5000000 | 4933740 |
| &nbsp;&nbsp; 2.80% to 05/24/2031 then SOFR + 1.19%, 05/24/2032 (Callable 05/24/2031) | 5000000 | 4496781 |
| &nbsp;&nbsp; 5.79% to 05/13/2035 then SOFR + 1.88%, 05/13/2036 (Callable 05/13/2035) | 4000000 | 4111763 |
|  Humana, Inc., 5.38%, 04/15/2031 (Callable 02/15/2031) | 14100000 | 14251544 |
| Huntington Bancshares, Inc. | Huntington Bancshares, Inc. | Huntington Bancshares, Inc. |
| &nbsp;&nbsp; 4.44% to 08/04/2027 then SOFR + 1.97%, 08/04/2028 (Callable 08/04/2027) | 4837000 | 4833492 |
| &nbsp;&nbsp; 6.21% to 08/21/2028 then SOFR + 2.02%, 08/21/2029 (Callable 08/21/2028) | 11876000 | 12320387 |
| &nbsp;&nbsp; 4.62% to 01/28/2031 then SOFR + 0.99%, 01/28/2032 (Callable 01/28/2031) | 5000000 | 4927027 |
|  Huntington National Bank, 4.27%, 11/25/2026 | 5450000 | 5445236 |
| ING Groep NV | ING Groep NV | ING Groep NV |
| &nbsp;&nbsp; 4.86% to 03/25/2028 then SOFR + 1.01%, 03/25/2029 (Callable 03/25/2028) | 3833000 | 3857010 |
| &nbsp;&nbsp; 6.11% to 09/11/2033 then SOFR + 2.09%, 09/11/2034 (Callable 09/11/2033) | 10000000 | 10547364 |
| Jackson National Life Global Funding | Jackson National Life Global Funding | Jackson National Life Global Funding |
| &nbsp;&nbsp; 5.25%, 04/12/2028 <sup>(a)</sup> | 7281000 | 7332556 |
| &nbsp;&nbsp; 4.55%, 09/09/2030 <sup>(a)</sup> | 7000000 | 6857600 |
|  Jefferies Financial Group, Inc., 6.45%, 06/08/2027 | 3325000 | 3386191 |
| JPMorgan Chase & Co. | JPMorgan Chase & Co. | JPMorgan Chase & Co. |
| &nbsp;&nbsp; 4.98% to 07/22/2027 then SOFR + 0.93%, 07/22/2028 (Callable 07/22/2027) | 7500000 | 7550411 |
| &nbsp;&nbsp; 3.51% to 01/23/2028 then 3 mo. Term SOFR + 1.21%, 01/23/2029 (Callable 01/23/2028) | 13700000 | 13478612 |
| &nbsp;&nbsp; 2.07% to 06/01/2028 then SOFR + 1.02%, 06/01/2029 (Callable 06/01/2028) | 5000000 | 4757477 |
| &nbsp;&nbsp; 6.09% to 10/23/2028 then SOFR + 1.57%, 10/23/2029 (Callable 10/23/2028) | 22500000 | 23379272 |
| &nbsp;&nbsp; 5.58% to 04/22/2029 then SOFR + 1.16%, 04/22/2030 (Callable 04/22/2029) | 25000000 | 25766650 |
| &nbsp;&nbsp; 2.52% to 04/22/2030 then SOFR + 2.04%, 04/22/2031 (Callable 04/22/2030) | 1500000 | 1386161 |
| &nbsp;&nbsp; 1.95% to 02/04/2031 then SOFR + 1.07%, 02/04/2032 (Callable 02/04/2031) | 150000 | 132075 |
| &nbsp;&nbsp; 2.58% to 04/22/2031 then 3 mo. Term SOFR + 1.25%, 04/22/2032 (Callable 04/22/2031) | 5000000 | 4518302 |
| &nbsp;&nbsp; 5.35% to 06/01/2033 then SOFR + 1.85%, 06/01/2034 (Callable 06/01/2033) | 7000000 | 7141991 |
|  KBC Group NV, 4.93% to 10/16/2029 then 1 yr. CMT Rate + 1.07%, 10/16/2030 (Callable 10/16/2029) <sup>(a)</sup> | 2500000 | 2516263 |
|  Kemper Corp., 3.80%, 02/23/2032 (Callable 11/23/2031) | 4000000 | 3611030 |
| Kite Realty Group LP | Kite Realty Group LP | Kite Realty Group LP |
| &nbsp;&nbsp; 4.95%, 12/15/2031 (Callable 10/15/2031) | 2625000 | 2615196 |
| &nbsp;&nbsp; 5.20%, 08/15/2032 (Callable 06/15/2032) | 10925000 | 10953396 |
| &nbsp;&nbsp; 5.50%, 03/01/2034 (Callable 12/01/2033) | 5000000 | 5044306 |
|  Liberty Mutual Group, Inc., 4.57%, 02/01/2029 <sup>(a)</sup> | 1859000 | 1849455 |
|  Lincoln Financial Global Funding, 5.30%, 01/13/2030 <sup>(a)</sup> | 10275000 | 10424435 |
|  Lincoln National Corp., 5.35%, 11/15/2035 (Callable 08/15/2035) | 5000000 | 4873521 |
| Lloyds Banking Group PLC | Lloyds Banking Group PLC | Lloyds Banking Group PLC |
| &nbsp;&nbsp; 3.75% to 03/18/2027 then 1 yr. CMT Rate + 1.80%, 03/18/2028 (Callable 03/18/2027) | 10000000 | 9933710 |
| &nbsp;&nbsp; 3.57% to 11/07/2027 then 3 mo. LIBOR USD + 1.21%, 11/07/2028 (Callable 11/07/2027) <sup>(b)</sup> | 7000000 | 6904876 |
| LPL Holdings, Inc. | LPL Holdings, Inc. | LPL Holdings, Inc. |
| &nbsp;&nbsp; 5.70%, 05/20/2027 (Callable 04/20/2027) | 5000000 | 5046173 |
| &nbsp;&nbsp; 4.63%, 11/15/2027 (Callable 04/11/2026) <sup>(a)</sup> | 10800000 | 10720991 |
| &nbsp;&nbsp; 4.90%, 04/03/2028 (Callable 03/03/2028) | 2229000 | 2235618 |
| &nbsp;&nbsp; 6.75%, 11/17/2028 (Callable 10/17/2028) | 4316000 | 4521869 |
| &nbsp;&nbsp; 4.00%, 03/15/2029 (Callable 05/01/2026) <sup>(a)</sup> | 21323000 | 20706345 |
| &nbsp;&nbsp; 5.15%, 06/15/2030 (Callable 05/15/2030) | 9025000 | 9064266 |
| &nbsp;&nbsp; 4.38%, 05/15/2031 (Callable 05/15/2026) <sup>(a)</sup> | 3292000 | 3148983 |
|  M&T Bank Corp., 7.41% to 10/30/2028 then SOFR + 2.80%, 10/30/2029 (Callable 10/30/2028) | 2500000 | 2671641 |
| Macquarie Airfinance Holdings Ltd. | Macquarie Airfinance Holdings Ltd. | Macquarie Airfinance Holdings Ltd. |
| &nbsp;&nbsp; 6.40%, 03/26/2029 (Callable 02/26/2029) <sup>(a)</sup> | 16420000 | 17013117 |
| &nbsp;&nbsp; 5.15%, 03/17/2030 (Callable 02/17/2030) <sup>(a)</sup> | 12500000 | 12436065 |
|  Macquarie Bank Ltd., 5.64% to 08/13/2035 then 1 yr. CMT Rate + 1.45%, 08/13/2036 (Callable 08/13/2035) <sup>(a)</sup> | 3000000 | 2983612 |
| Macquarie Group Ltd. | Macquarie Group Ltd. | Macquarie Group Ltd. |
| &nbsp;&nbsp; 2.69% to 06/23/2031 then SOFR + 1.44%, 06/23/2032 (Callable 06/23/2031) <sup>(a)</sup> | 5000000 | 4486789 |
| &nbsp;&nbsp; 2.87% to 01/14/2032 then SOFR + 1.53%, 01/14/2033 (Callable 01/14/2032) <sup>(a)</sup> | 4350000 | 3892032 |
| &nbsp;&nbsp; 4.44% to 06/21/2032 then SOFR + 2.41%, 06/21/2033 (Callable 06/21/2032) <sup>(a)</sup> | 5000000 | 4848809 |
|  Marsh & McLennan Cos., Inc., 2.25%, 11/15/2030 (Callable 08/15/2030) | 875000 | 791352 |
|  Massachusetts Mutual Life Insurance Co., 5.63%, 05/15/2033 <sup>(a)</sup> | 10000000 | 9996244 |
|  MBIA Insurance Corp., 15.19% (3 mo. Term SOFR + 11.52%), 01/15/2033 (Callable 01/15/2028) <sup>(a)(c)</sup> | 500000 | 1000 |
| Mitsubishi UFJ Financial Group, Inc. | Mitsubishi UFJ Financial Group, Inc. | Mitsubishi UFJ Financial Group, Inc. |
| &nbsp;&nbsp; 5.35% to 09/13/2027 then 1 yr. CMT Rate + 1.90%, 09/13/2028 (Callable 09/13/2027) | 5000000 | 5060261 |
| &nbsp;&nbsp; 2.49% to 10/13/2031 then 1 yr. CMT Rate + 0.97%, 10/13/2032 (Callable 10/13/2031) | 6000000 | 5301825 |
|  Mizuho Financial Group, Inc., 5.41% to 09/13/2027 then 1 yr. CMT Rate + 2.05%, 09/13/2028 (Callable 09/13/2027) | 1922000 | 1947917 |
| Morgan Stanley | Morgan Stanley | Morgan Stanley |
| &nbsp;&nbsp; 6.30% to 10/18/2027 then SOFR + 2.24%, 10/18/2028 (Callable 10/18/2027) | 15000000 | 15392556 |
| &nbsp;&nbsp; 4.99% (SOFR + 1.38%), 04/12/2029 (Callable 04/12/2028) | 6000000 | 6055007 |
| &nbsp;&nbsp; 5.16% to 04/20/2028 then SOFR + 1.59%, 04/20/2029 (Callable 04/20/2028) | 27857000 | 28177863 |
| &nbsp;&nbsp; 5.17% to 01/16/2029 then SOFR + 1.45%, 01/16/2030 (Callable 01/16/2029) | 7500000 | 7605485 |
| &nbsp;&nbsp; 3.62% to 04/01/2030 then SOFR + 3.12%, 04/01/2031 (Callable 04/01/2030) | 525000 | 503426 |
| &nbsp;&nbsp; 4.71% to 03/12/2031 then SOFR + 1.20%, 03/12/2032 (Callable 03/12/2031) | 10000000 | 9932669 |
| &nbsp;&nbsp; 2.24% to 07/21/2031 then SOFR + 1.18%, 07/21/2032 (Callable 07/21/2031) | 18750000 | 16415218 |
| &nbsp;&nbsp; 2.51% to 10/20/2031 then SOFR + 1.20%, 10/20/2032 (Callable 10/20/2031) | 8200000 | 7240125 |
| &nbsp;&nbsp; 4.89% to 10/22/2035 then SOFR + 1.31%, 10/22/2036 (Callable 10/22/2035) | 12425000 | 12011309 |
|  Mutual of Omaha Cos. Global Funding, 5.35%, 04/09/2027 <sup>(a)</sup> | 13750000 | 13870891 |
| National Australia Bank Ltd. | National Australia Bank Ltd. | National Australia Bank Ltd. |
| &nbsp;&nbsp; 2.33%, 08/21/2030 <sup>(a)</sup> | 14165000 | 12778659 |
| &nbsp;&nbsp; 2.99%, 05/21/2031 <sup>(a)</sup> | 3783000 | 3440137 |
|  National Bank of Canada, 4.50%, 10/10/2029 | 4725000 | 4727665 |
|  National Securities Clearing Corp., 5.10%, 11/21/2027 (Callable 10/21/2027) <sup>(a)</sup> | 6825000 | 6922883 |
| Nationwide Building Society | Nationwide Building Society | Nationwide Building Society |
| &nbsp;&nbsp; 4.00%, 09/14/2026 <sup>(a)</sup> | 33421000 | 33330442 |
| &nbsp;&nbsp; 4.30% to 03/08/2028 then 3 mo. LIBOR USD + 1.45%, 03/08/2029 (Callable 03/08/2028) <sup>(a)(b)</sup> | 3047000 | 3025951 |
| &nbsp;&nbsp; 4.65% to 07/14/2028 then SOFR + 1.06%, 07/14/2029 (Callable 07/14/2028) <sup>(a)</sup> | 24075000 | 24096723 |
| &nbsp;&nbsp; 3.96% to 07/18/2029 then 3 mo. LIBOR USD + 1.86%, 07/18/2030 (Callable 07/18/2029) <sup>(a)(b)</sup> | 1000000 | 977489 |
|  Nationwide Mutual Insurance Co., 8.25%, 12/01/2031 <sup>(a)</sup> | 9017000 | 10313523 |
| NatWest Group PLC | NatWest Group PLC | NatWest Group PLC |
| &nbsp;&nbsp; 4.89% to 05/18/2028 then 3 mo. LIBOR USD + 1.75%, 05/18/2029 (Callable 05/18/2028) <sup>(b)</sup> | 8000000 | 8055909 |
| &nbsp;&nbsp; 5.81% to 09/13/2028 then 1 yr. CMT Rate + 1.95%, 09/13/2029 (Callable 09/13/2028) | 7000000 | 7202325 |
| &nbsp;&nbsp; 5.08% to 01/27/2029 then 3 mo. LIBOR USD + 1.91%, 01/27/2030 (Callable 01/27/2029) <sup>(b)</sup> | 4700000 | 4751780 |
| &nbsp;&nbsp; 4.45% to 05/08/2029 then 3 mo. LIBOR USD + 1.87%, 05/08/2030 (Callable 05/08/2029) <sup>(b)</sup> | 6850000 | 6808767 |
| &nbsp;&nbsp; 4.96% to 08/15/2029 then 1 yr. CMT Rate + 1.22%, 08/15/2030 (Callable 08/15/2029) | 4800000 | 4842655 |
| &nbsp;&nbsp; 5.12% to 05/23/2030 then 1 yr. CMT Rate + 1.05%, 05/23/2031 (Callable 05/23/2030) | 7875000 | 7953478 |
|  New York Life Global Funding, 5.00%, 01/09/2034 <sup>(a)</sup> | 4140000 | 4170629 |
|  NLG Global Funding, 5.40%, 01/23/2030 <sup>(a)</sup> | 10000000 | 10225519 |
| Nomura Holdings, Inc. | Nomura Holdings, Inc. | Nomura Holdings, Inc. |
| &nbsp;&nbsp; 3.10%, 01/16/2030 | 5000000 | 4714687 |
| &nbsp;&nbsp; 5.49%, 06/29/2035 | 3825000 | 3850731 |
|  Phillips Edison Grocery Center Operating Partnership I LP, 5.75%, 07/15/2034 (Callable 04/15/2034) | 7000000 | 7181825 |
|  Principal Financial Group, Inc., 4.11%, 02/15/2028 (Callable 11/15/2027) <sup>(a)</sup> | 5000000 | 4954127 |
|  Prologis LP, 4.75%, 06/15/2033 (Callable 03/15/2033) | 5000000 | 4957967 |
| Protective Life Corp. | Protective Life Corp. | Protective Life Corp. |
| &nbsp;&nbsp; 3.40%, 01/15/2030 (Callable 10/15/2029) <sup>(a)</sup> | 1400000 | 1334281 |
| &nbsp;&nbsp; 4.70%, 01/15/2031 (Callable 12/15/2030) <sup>(a)</sup> | 19125000 | 18940741 |
|  Reliance Standard Life Global Funding II, 2.75%, 01/21/2027 <sup>(a)</sup> | 11775000 | 11610014 |
|  Sammons Financial Group Global Funding, 4.80%, 12/12/2030 <sup>(a)</sup> | 5000000 | 4955465 |
|  Sammons Financial Group, Inc., 4.75%, 04/08/2032 (Callable 01/08/2032) <sup>(a)</sup> | 14000000 | 13337468 |
| Santander UK Group Holdings PLC | Santander UK Group Holdings PLC | Santander UK Group Holdings PLC |
| &nbsp;&nbsp; 2.47% to 01/11/2027 then SOFR + 1.22%, 01/11/2028 (Callable 01/11/2027) | 5600000 | 5507875 |
| &nbsp;&nbsp; 3.82% to 11/03/2027 then 3 mo. LIBOR USD + 1.40%, 11/03/2028 (Callable 11/03/2027) <sup>(b)</sup> | 4425000 | 4368048 |
| &nbsp;&nbsp; 6.53% to 01/10/2028 then SOFR + 2.60%, 01/10/2029 (Callable 01/10/2028) | 5000000 | 5159036 |
| &nbsp;&nbsp; 4.32% to 09/22/2028 then SOFR + 1.07%, 09/22/2029 (Callable 09/22/2028) | 11000000 | 10896823 |
| &nbsp;&nbsp; 5.69% to 04/15/2030 then SOFR + 1.52%, 04/15/2031 (Callable 04/15/2030) | 2500000 | 2571213 |
| SMBC Aviation Capital Finance DAC | SMBC Aviation Capital Finance DAC | SMBC Aviation Capital Finance DAC |
| &nbsp;&nbsp; 1.90%, 10/15/2026 (Callable 09/15/2026) <sup>(a)</sup> | 2000000 | 1971925 |
| &nbsp;&nbsp; 2.30%, 06/15/2028 (Callable 04/15/2028) <sup>(a)</sup> | 5000000 | 4757443 |
| &nbsp;&nbsp; 5.30%, 04/03/2029 (Callable 03/03/2029) <sup>(a)</sup> | 4623000 | 4693348 |
| &nbsp;&nbsp; 5.55%, 04/03/2034 (Callable 01/03/2034) <sup>(a)</sup> | 7400000 | 7427446 |
| Societe Generale SA | Societe Generale SA | Societe Generale SA |
| &nbsp;&nbsp; 5.25%, 02/19/2027 <sup>(a)</sup> | 10000000 | 10062116 |
| &nbsp;&nbsp; 1.79% to 06/09/2026 then 1 yr. CMT Rate + 1.00%, 06/09/2027 (Callable 06/09/2026) <sup>(a)</sup> | 10000000 | 9947219 |
| &nbsp;&nbsp; 5.25% to 05/22/2028 then SOFR + 1.42%, 05/22/2029 (Callable 05/22/2028) <sup>(a)</sup> | 17150000 | 17316426 |
| &nbsp;&nbsp; 5.63% to 01/19/2029 then 1 yr. CMT Rate + 1.75%, 01/19/2030 (Callable 01/19/2029) <sup>(a)</sup> | 2000000 | 2044759 |
| &nbsp;&nbsp; 5.51% to 05/22/2030 then SOFR + 1.65%, 05/22/2031 (Callable 05/22/2030) <sup>(a)</sup> | 15000000 | 15312982 |
| &nbsp;&nbsp; 5.44% to 10/03/2035 then SOFR + 1.73%, 10/03/2036 (Callable 10/03/2035) <sup>(a)</sup> | 4375000 | 4280459 |
| Standard Chartered PLC | Standard Chartered PLC | Standard Chartered PLC |
| &nbsp;&nbsp; 2.61% to 01/12/2027 then 1 yr. CMT Rate + 1.18%, 01/12/2028 (Callable 01/12/2027) <sup>(a)</sup> | 5000000 | 4925759 |
| &nbsp;&nbsp; 5.55% to 01/21/2028 then 1 yr. CMT Rate + 1.05%, 01/21/2029 (Callable 01/21/2028) <sup>(a)</sup> | 15000000 | 15221350 |
| &nbsp;&nbsp; 5.01% to 10/15/2029 then 1 yr. CMT Rate + 1.15%, 10/15/2030 (Callable 10/15/2029) <sup>(a)</sup> | 9000000 | 9075291 |
| &nbsp;&nbsp; 4.53% to 06/05/2031 then 1 yr. CMT Rate + 0.95%, 06/05/2032 (Callable 06/05/2031) <sup>(a)</sup> | 5000000 | 4882001 |
| &nbsp;&nbsp; 2.68% to 06/29/2031 then 1 yr. CMT Rate + 1.20%, 06/29/2032 (Callable 06/29/2031) <sup>(a)</sup> | 12500000 | 11116665 |
| &nbsp;&nbsp; 5.91% to 05/14/2034 then 1 yr. CMT Rate + 1.45%, 05/14/2035 (Callable 05/14/2034) <sup>(a)</sup> | 2000000 | 2046843 |
|  Stifel Financial Corp., 4.00%, 05/15/2030 (Callable 02/15/2030) | 15245000 | 14804180 |
| Sumitomo Mitsui Financial Group, Inc. | Sumitomo Mitsui Financial Group, Inc. | Sumitomo Mitsui Financial Group, Inc. |
| &nbsp;&nbsp; 3.54%, 01/17/2028 | 2094000 | 2064614 |
| &nbsp;&nbsp; 5.85%, 07/13/2030 | 12000000 | 12461556 |
|  Svenska Handelsbanken AB, 5.50%, 06/15/2028 <sup>(a)</sup> | 14275000 | 14580482 |
| Swedbank AB | Swedbank AB | Swedbank AB |
| &nbsp;&nbsp; 5.41%, 03/14/2029 <sup>(a)</sup> | 7000000 | 7182094 |
| &nbsp;&nbsp; 5.08%, 05/21/2030 <sup>(a)</sup> | 11625000 | 11782489 |
| &nbsp;&nbsp; 4.90%, 03/30/2031 <sup>(a)</sup> | 6000000 | 6023696 |
|  Synchrony Bank, 5.63%, 08/23/2027 (Callable 07/23/2027) | 12500000 | 12637766 |
| Synchrony Financial | Synchrony Financial | Synchrony Financial |
| &nbsp;&nbsp; 3.70%, 08/04/2026 (Callable 05/04/2026) | 3000000 | 2991171 |
| &nbsp;&nbsp; 3.95%, 12/01/2027 (Callable 09/01/2027) | 25555000 | 25238920 |
| &nbsp;&nbsp; 5.94% to 08/02/2029 then SOFR + 2.13%, 08/02/2030 (Callable 08/02/2029) | 5000000 | 5080224 |
| &nbsp;&nbsp; 5.45% to 03/06/2030 then SOFR + 1.68%, 03/06/2031 (Callable 03/06/2030) | 5000000 | 4995860 |
|  Takeoff Merger Sub, Inc., 4.85%, 03/24/2031 (Callable 02/24/2031) <sup>(a)</sup> | 10000000 | 9874947 |
|  Toronto-Dominion Bank, 4.46%, 06/08/2032 | 13325000 | 13100759 |
|  Truist Financial Corp., 7.16% to 10/30/2028 then SOFR + 2.45%, 10/30/2029 (Callable 10/30/2028) | 4000000 | 4251335 |
|  Trustage Financial Group, Inc., 4.63%, 04/15/2032 (Callable 01/15/2032) <sup>(a)</sup> | 15000000 | 14338240 |
| UBS Group AG | UBS Group AG | UBS Group AG |
| &nbsp;&nbsp; 1.49% to 08/10/2026 then 1 yr. CMT Rate + 0.85%, 08/10/2027 (Callable 08/10/2026) <sup>(a)</sup> | 5000000 | 4946108 |
| &nbsp;&nbsp; 4.28%, 01/09/2028 (Callable 01/09/2027) <sup>(a)</sup> | 500000 | 498190 |
| &nbsp;&nbsp; 4.75% to 05/12/2027 then 1 yr. CMT Rate + 1.75%, 05/12/2028 (Callable 05/12/2027) <sup>(a)</sup> | 1500000 | 1504158 |
| &nbsp;&nbsp; 3.87% to 01/12/2028 then 3 mo. LIBOR USD + 1.41%, 01/12/2029 (Callable 01/12/2028) <sup>(a)(b)</sup> | 41387000 | 40910354 |
| &nbsp;&nbsp; 4.21% to 04/10/2029 then SOFR + 0.84%, 04/10/2030 (Callable 04/10/2029) <sup>(a)</sup> | 15500000 | 15303454 |
|  Voya Financial, Inc., 5.05%, 03/02/2036 (Callable 12/02/2035) | 10000000 | 9659590 |
| Wells Fargo & Co. | Wells Fargo & Co. | Wells Fargo & Co. |
| &nbsp;&nbsp; 3.53% to 03/24/2027 then SOFR + 1.51%, 03/24/2028 (Callable 03/24/2027) | 15000000 | 14876256 |
| &nbsp;&nbsp; 2.39% to 06/02/2027 then SOFR + 2.10%, 06/02/2028 (Callable 06/02/2027) | 10864000 | 10603873 |
| &nbsp;&nbsp; 4.81% to 07/25/2027 then SOFR + 1.98%, 07/25/2028 (Callable 07/25/2027) | 5000000 | 5020754 |
| &nbsp;&nbsp; 4.97% (SOFR + 1.37%), 04/23/2029 (Callable 04/23/2028) | 18000000 | 18156074 |
| &nbsp;&nbsp; 5.57% to 07/25/2028 then SOFR + 1.74%, 07/25/2029 (Callable 07/25/2028) | 10000000 | 10229725 |
| &nbsp;&nbsp; 6.30% to 10/23/2028 then SOFR + 1.79%, 10/23/2029 (Callable 10/23/2028) | 8000000 | 8331946 |
| &nbsp;&nbsp; 4.18% (SOFR + 0.74%), 01/23/2030 (Callable 01/23/2029) | 5000000 | 4955699 |
| &nbsp;&nbsp; 5.39% to 04/24/2033 then SOFR + 2.02%, 04/24/2034 (Callable 04/24/2033) | 5175000 | 5252502 |
|  Western & Southern Financial Group, Inc., 5.75%, 07/15/2033 <sup>(a)</sup> | 4250000 | 4403296 |
| Western-Southern Global Funding | Western-Southern Global Funding | Western-Southern Global Funding |
| &nbsp;&nbsp; 4.25%, 01/29/2029 <sup>(a)</sup> | 6500000 | 6441251 |
| &nbsp;&nbsp; 4.90%, 05/01/2030 <sup>(a)</sup> | 7025000 | 7066193 |
| &nbsp;&nbsp; 4.70%, 12/10/2032 <sup>(a)</sup> | 7500000 | 7304026 |
|  Westpac Banking Corp., 5.41% to 08/10/2032 then 1 yr. CMT Rate + 2.68%, 08/10/2033 (Callable 08/10/2032) | 4000000 | 4052065 |
| Willis North America, Inc. | Willis North America, Inc. | Willis North America, Inc. |
| &nbsp;&nbsp; 4.65%, 06/15/2027 (Callable 05/15/2027) | 8000000 | 8013196 |
| &nbsp;&nbsp; 4.50%, 09/15/2028 (Callable 06/15/2028) | 8800000 | 8787801 |
| &nbsp;&nbsp; 2.95%, 09/15/2029 (Callable 06/15/2029) | 2000000 | 1893872 |
|  WP Carey, Inc., 4.65%, 07/15/2030 (Callable 06/15/2030) | 7075000 | 7029201 |
|  |  | 2652667181 |
| **Industrials - 18.8%** | **Industrials - 18.8%** | **Industrials - 18.8%** |
|  Adventist Health System/West, 2.95%, 03/01/2029 (Callable 12/01/2028) | 250000 | 237842 |
|  Agilent Technologies, Inc., 2.10%, 06/04/2030 (Callable 03/04/2030) | 250000 | 226249 |
|  Air Products and Chemicals, Inc., 2.05%, 05/15/2030 (Callable 02/15/2030) | 275000 | 250392 |
| Aker BP ASA | Aker BP ASA | Aker BP ASA |
| &nbsp;&nbsp; 5.60%, 06/13/2028 (Callable 05/13/2028) <sup>(a)</sup> | 2500000 | 2550542 |
| &nbsp;&nbsp; 3.75%, 01/15/2030 (Callable 10/15/2029) <sup>(a)</sup> | 1250000 | 1201113 |
| &nbsp;&nbsp; 3.10%, 07/15/2031 (Callable 04/15/2031) <sup>(a)</sup> | 10472000 | 9560080 |
|  Allegion PLC, 3.50%, 10/01/2029 (Callable 07/01/2029) | 3160000 | 3043526 |
|  Allegion US Holding Co., Inc., 5.41%, 07/01/2032 (Callable 04/01/2032) | 2000000 | 2041473 |
|  Amcor Flexibles North America, Inc., 2.63%, 06/19/2030 (Callable 03/19/2030) | 7025000 | 6464208 |
|  Amcor Group Finance PLC, 5.45%, 05/23/2029 (Callable 04/23/2029) | 4425000 | 4533902 |
|  American Tower Corp., 5.25%, 07/15/2028 (Callable 06/15/2028) | 7800000 | 7935083 |
|  Amgen, Inc., 5.25%, 03/02/2033 (Callable 12/02/2032) | 11600000 | 11904244 |
| Anglo American Capital PLC | Anglo American Capital PLC | Anglo American Capital PLC |
| &nbsp;&nbsp; 4.50%, 03/15/2028 (Callable 12/15/2027) <sup>(a)</sup> | 4469000 | 4469108 |
| &nbsp;&nbsp; 2.63%, 09/10/2030 (Callable 06/10/2030) <sup>(a)</sup> | 300000 | 273701 |
| &nbsp;&nbsp; 5.00%, 03/21/2033 (Callable 01/21/2033) <sup>(a)</sup> | 20000000 | 19691994 |
| &nbsp;&nbsp; 5.50%, 05/02/2033 (Callable 02/02/2033) <sup>(a)</sup> | 4500000 | 4552850 |
|  Anheuser-Busch InBev Worldwide, Inc., 6.63%, 08/15/2033 | 8085000 | 8985705 |
|  Antofagasta PLC, 6.25%, 05/02/2034 (Callable 02/02/2034) <sup>(a)</sup> | 10000000 | 10442020 |
|  ArcelorMittal SA, 6.55%, 11/29/2027 (Callable 10/29/2027) | 10000000 | 10305126 |
| Ashtead Capital, Inc. | Ashtead Capital, Inc. | Ashtead Capital, Inc. |
| &nbsp;&nbsp; 1.50%, 08/12/2026 (Callable 07/12/2026) <sup>(a)</sup> | 10075000 | 9960806 |
| &nbsp;&nbsp; 4.00%, 05/01/2028 (Callable 04/11/2026) <sup>(a)</sup> | 7166000 | 7068298 |
| &nbsp;&nbsp; 4.25%, 11/01/2029 (Callable 04/11/2026) <sup>(a)</sup> | 2000000 | 1958769 |
| &nbsp;&nbsp; 5.50%, 08/11/2032 (Callable 05/11/2032) <sup>(a)</sup> | 11225000 | 11382257 |
| &nbsp;&nbsp; 5.95%, 10/15/2033 (Callable 07/15/2033) <sup>(a)</sup> | 3075000 | 3164397 |
|  AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust, 6.09%, 12/15/2044 <sup>(a)</sup> | 11867193 | 11748106 |
| AT&T, Inc. | AT&T, Inc. | AT&T, Inc. |
| &nbsp;&nbsp; 4.35%, 03/01/2029 (Callable 12/01/2028) | 2600000 | 2602329 |
| &nbsp;&nbsp; 4.30%, 02/15/2030 (Callable 11/15/2029) | 9604000 | 9543079 |
| &nbsp;&nbsp; 2.25%, 02/01/2032 (Callable 11/01/2031) | 8975000 | 7840782 |
| &nbsp;&nbsp; 2.55%, 12/01/2033 (Callable 09/01/2033) | 3778000 | 3197085 |
|  AutoNation, Inc., 4.45%, 01/15/2029 (Callable 12/15/2028) | 10000000 | 9916864 |
|  Avery Dennison Corp., 5.75%, 03/15/2033 (Callable 12/15/2032) | 2000000 | 2081918 |
|  Berry Global, Inc., 5.50%, 04/15/2028 (Callable 03/15/2028) | 2775000 | 2829143 |
|  BMW US Capital LLC, 4.40%, 03/19/2029 <sup>(a)</sup> | 3150000 | 3144133 |
| Boardwalk Pipelines LP | Boardwalk Pipelines LP | Boardwalk Pipelines LP |
| &nbsp;&nbsp; 4.80%, 05/03/2029 (Callable 02/03/2029) | 1750000 | 1756168 |
| &nbsp;&nbsp; 3.40%, 02/15/2031 (Callable 11/15/2030) | 225000 | 209888 |
| &nbsp;&nbsp; 5.63%, 08/01/2034 (Callable 05/01/2034) | 10000000 | 10246926 |
| &nbsp;&nbsp; 5.38%, 02/15/2036 (Callable 11/15/2035) | 7800000 | 7674486 |
|  British Telecommunications PLC, 9.63%, 12/15/2030 <sup>(d)</sup> | 20181000 | 24104217 |
| Broadcom, Inc. | Broadcom, Inc. | Broadcom, Inc. |
| &nbsp;&nbsp; 4.75%, 04/15/2029 (Callable 01/15/2029) | 550000 | 556136 |
| &nbsp;&nbsp; 4.15%, 11/15/2030 (Callable 08/15/2030) | 8000000 | 7875137 |
| &nbsp;&nbsp; 2.45%, 02/15/2031 (Callable 11/15/2030) | 10000000 | 9081897 |
| &nbsp;&nbsp; 5.15%, 11/15/2031 (Callable 09/15/2031) | 5000000 | 5129140 |
|  Broadridge Financial Solutions, Inc., 3.40%, 06/27/2026 (Callable 05/01/2026) | 250000 | 249384 |
| Bunge Ltd. Finance Corp. | Bunge Ltd. Finance Corp. | Bunge Ltd. Finance Corp. |
| &nbsp;&nbsp; 4.90%, 04/21/2027 (Callable 03/21/2027) | 10825000 | 10881554 |
| &nbsp;&nbsp; 3.75%, 09/25/2027 (Callable 06/25/2027) | 5225000 | 5181596 |
| &nbsp;&nbsp; 3.20%, 04/21/2031 (Callable 01/01/2031) | 1605000 | 1496977 |
| Carlisle Cos., Inc. | Carlisle Cos., Inc. | Carlisle Cos., Inc. |
| &nbsp;&nbsp; 3.75%, 12/01/2027 (Callable 09/01/2027) | 275000 | 271636 |
| &nbsp;&nbsp; 2.75%, 03/01/2030 (Callable 12/01/2029) | 23425000 | 21891863 |
| CBRE Services, Inc. | CBRE Services, Inc. | CBRE Services, Inc. |
| &nbsp;&nbsp; 5.50%, 04/01/2029 (Callable 03/01/2029) | 10000000 | 10236149 |
| &nbsp;&nbsp; 4.80%, 06/15/2030 (Callable 05/15/2030) | 10525000 | 10546129 |
|  CCL Industries, Inc., 3.05%, 06/01/2030 (Callable 03/01/2030) <sup>(a)</sup> | 5500000 | 5132321 |
|  CDW LLC / CDW Finance Corp., 5.10%, 03/01/2030 (Callable 02/01/2030) | 10625000 | 10608676 |
|  Cenovus Energy, Inc., 4.65%, 03/20/2031 (Callable 02/20/2031) | 10075000 | 10005304 |
|  CF Industries, Inc., 5.30%, 11/26/2035 (Callable 08/26/2035) | 15000000 | 14939436 |
|  CH Robinson Worldwide, Inc., 4.20%, 04/15/2028 (Callable 01/15/2028) | 12900000 | 12797667 |
| Charter Communications Operating LLC | Charter Communications Operating LLC | Charter Communications Operating LLC |
| &nbsp;&nbsp; 3.75%, 02/15/2028 (Callable 11/15/2027) | 6105000 | 5998286 |
| &nbsp;&nbsp; 6.38%, 10/23/2035 (Callable 04/23/2035) | 13665000 | 13876583 |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital |
| &nbsp;&nbsp; 4.20%, 03/15/2028 (Callable 12/15/2027) | 12070000 | 11964587 |
| &nbsp;&nbsp; 2.25%, 01/15/2029 (Callable 11/15/2028) | 2200000 | 2056174 |
| &nbsp;&nbsp; 5.05%, 03/30/2029 (Callable 12/30/2028) | 4155000 | 4176010 |
| &nbsp;&nbsp; 4.40%, 04/01/2033 (Callable 01/01/2033) | 3710000 | 3468479 |
| &nbsp;&nbsp; 6.55%, 06/01/2034 (Callable 03/01/2034) | 3150000 | 3270185 |
| Cheniere Energy Partners LP | Cheniere Energy Partners LP | Cheniere Energy Partners LP |
| &nbsp;&nbsp; 5.95%, 06/30/2033 (Callable 12/30/2032) | 4000000 | 4193243 |
| &nbsp;&nbsp; 5.75%, 08/15/2034 (Callable 02/15/2034) | 5000000 | 5150108 |
|  Cheniere Energy, Inc., 5.65%, 04/15/2034 (Callable 10/15/2033) | 6600000 | 6794876 |
|  Choice Hotels International, Inc., 5.85%, 08/01/2034 (Callable 05/01/2034) | 2250000 | 2269181 |
|  CK Hutchison International 21 Ltd., 2.50%, 04/15/2031 (Callable 01/15/2031) <sup>(a)</sup> | 5000000 | 4551120 |
|  CNH Industrial Capital LLC, 4.55%, 04/10/2028 (Callable 03/10/2028) | 6800000 | 6805578 |
|  CNH Industrial NV, 3.85%, 11/15/2027 (Callable 08/15/2027) | 2518000 | 2492319 |
|  Coca-Cola Femsa SAB de CV, 2.75%, 01/22/2030 (Callable 10/22/2029) | 8875000 | 8322907 |
|  Columbia Pipelines Holding Co. LLC, 6.04%, 08/15/2028 (Callable 07/15/2028) <sup>(a)</sup> | 9125000 | 9421504 |
|  CommonSpirit Health, 4.35%, 09/01/2030 (Callable 06/01/2030) | 9750000 | 9601772 |
|  Conagra Brands, Inc., 8.25%, 09/15/2030 | 1140000 | 1281936 |
|  Concentrix Corp., 6.60%, 08/02/2028 (Callable 07/02/2028) | 10736000 | 10670399 |
|  Constellation Brands, Inc., 3.50%, 05/09/2027 (Callable 02/09/2027) | 3625000 | 3586600 |
| Constellation Software, Inc. | Constellation Software, Inc. | Constellation Software, Inc. |
| &nbsp;&nbsp; 5.16%, 02/16/2029 (Callable 01/16/2029) <sup>(a)</sup> | 7064000 | 7090495 |
| &nbsp;&nbsp; 5.46%, 02/16/2034 (Callable 11/16/2033) <sup>(a)</sup> | 5000000 | 4898068 |
|  Cox Communications, Inc., 5.70%, 06/15/2033 (Callable 03/15/2033) <sup>(a)</sup> | 2000000 | 1982914 |
| Crown Castle, Inc. | Crown Castle, Inc. | Crown Castle, Inc. |
| &nbsp;&nbsp; 4.30%, 02/15/2029 (Callable 11/15/2028) | 2000000 | 1976188 |
| &nbsp;&nbsp; 5.60%, 06/01/2029 (Callable 05/01/2029) | 3000000 | 3071037 |
| CVS Health Corp. | CVS Health Corp. | CVS Health Corp. |
| &nbsp;&nbsp; 3.63%, 04/01/2027 (Callable 02/01/2027) | 2500000 | 2478537 |
| &nbsp;&nbsp; 4.30%, 03/25/2028 (Callable 12/25/2027) | 5877000 | 5856170 |
| &nbsp;&nbsp; 5.25%, 02/21/2033 (Callable 11/21/2032) | 8625000 | 8723550 |
| &nbsp;&nbsp; 5.30%, 06/01/2033 (Callable 03/01/2033) | 8475000 | 8542057 |
| CVS Pass-Through Trust | CVS Pass-Through Trust | CVS Pass-Through Trust |
| &nbsp;&nbsp; 6.04%, 12/10/2028 | 7477419 | 7547612 |
| &nbsp;&nbsp; 5.77%, 01/10/2033 <sup>(a)</sup> | 133401 | 135264 |
| &nbsp;&nbsp; 5.93%, 01/10/2034 <sup>(a)</sup> | 6731442 | 6859700 |
|  CVS Pass-Through Trust Series 2014, 4.16%, 08/11/2036 <sup>(a)</sup> | 2152118 | 2012865 |
| Daimler Truck Finance North America LLC | Daimler Truck Finance North America LLC | Daimler Truck Finance North America LLC |
| &nbsp;&nbsp; 3.65%, 04/07/2027 <sup>(a)</sup> | 13825000 | 13728675 |
| &nbsp;&nbsp; 5.13%, 09/25/2029 (Callable 08/25/2029) <sup>(a)</sup> | 16275000 | 16485650 |
|  DENTSPLY SIRONA, Inc., 3.25%, 06/01/2030 (Callable 03/01/2030) | 10900000 | 10038919 |
|  Diageo Capital PLC, 2.00%, 04/29/2030 (Callable 01/29/2030) | 3275000 | 2967580 |
|  Diamondback Energy, Inc., 5.40%, 04/18/2034 (Callable 01/18/2034) | 3000000 | 3045591 |
|  Discovery Communications LLC, 3.63%, 05/15/2030 (Callable 02/15/2030) | 1015000 | 943671 |
| Discovery Global Holdings, Inc. | Discovery Global Holdings, Inc. | Discovery Global Holdings, Inc. |
| &nbsp;&nbsp; 3.76%, 03/15/2027 (Callable 02/15/2027) | 5340000 | 5274532 |
| &nbsp;&nbsp; 4.05%, 03/15/2029 (Callable 01/15/2029) | 4985000 | 4822988 |
| DXC Technology Co. | DXC Technology Co. | DXC Technology Co. |
| &nbsp;&nbsp; 1.80%, 09/15/2026 (Callable 08/15/2026) | 6848000 | 6763216 |
| &nbsp;&nbsp; 2.38%, 09/15/2028 (Callable 07/15/2028) | 10000000 | 9390383 |
|  Ecolab, Inc., 4.80%, 03/24/2030 (Callable 12/24/2029) | 10000000 | 10158081 |
| Element Fleet Management Corp. | Element Fleet Management Corp. | Element Fleet Management Corp. |
| &nbsp;&nbsp; 5.64%, 03/13/2027 (Callable 02/13/2027) <sup>(a)</sup> | 10000000 | 10082495 |
| &nbsp;&nbsp; 6.32%, 12/04/2028 (Callable 11/04/2028) <sup>(a)</sup> | 12567000 | 13094258 |
|  Emerson Electric Co., 1.95%, 10/15/2030 (Callable 07/15/2030) | 12600000 | 11343560 |
|  Enbridge, Inc., 5.55%, 06/20/2035 (Callable 03/20/2035) | 12800000 | 13073890 |
| Energy Transfer LP | Energy Transfer LP | Energy Transfer LP |
| &nbsp;&nbsp; 4.20%, 04/15/2027 (Callable 01/15/2027) | 475000 | 473975 |
| &nbsp;&nbsp; 5.50%, 06/01/2027 (Callable 03/01/2027) | 18231000 | 18399947 |
| &nbsp;&nbsp; 6.00%, 02/01/2029 (Callable 05/01/2026) <sup>(a)</sup> | 4000000 | 4031192 |
| &nbsp;&nbsp; 5.25%, 04/15/2029 (Callable 01/15/2029) | 14264000 | 14527885 |
| &nbsp;&nbsp; 8.25%, 11/15/2029 (Callable 08/15/2029) | 1500000 | 1666792 |
| &nbsp;&nbsp; 3.75%, 05/15/2030 (Callable 02/15/2030) | 275000 | 265831 |
| &nbsp;&nbsp; 7.38%, 02/01/2031 (Callable 04/16/2026) <sup>(a)</sup> | 3000000 | 3111640 |
| &nbsp;&nbsp; 5.70%, 04/01/2035 (Callable 01/01/2035) | 10000000 | 10270308 |
|  Eni SpA, 5.50%, 05/15/2034 (Callable 02/15/2034) <sup>(a)</sup> | 4000000 | 4097372 |
| EQT Corp. | EQT Corp. | EQT Corp. |
| &nbsp;&nbsp; 7.50%, 06/01/2030 (Callable 12/01/2029) | 8000000 | 8711829 |
| &nbsp;&nbsp; 5.75%, 02/01/2034 (Callable 11/01/2033) | 5425000 | 5592816 |
|  Equinix Asia Financing Corp. Pte Ltd., 4.40%, 03/15/2031 (Callable 02/15/2031) | 10000000 | 9788953 |
|  Equinix Europe 2 Financing Corp. LLC, 5.50%, 06/15/2034 (Callable 03/15/2034) | 3000000 | 3045287 |
| Equinix, Inc. | Equinix, Inc. | Equinix, Inc. |
| &nbsp;&nbsp; 1.80%, 07/15/2027 (Callable 05/15/2027) | 7000000 | 6763030 |
| &nbsp;&nbsp; 3.90%, 04/15/2032 (Callable 01/15/2032) | 11000000 | 10384546 |
|  Fedex Freight Holding Co., Inc., 4.30%, 03/15/2029 (Callable 02/15/2029) <sup>(a)</sup> | 17500000 | 17290154 |
| Ferguson Finance PLC | Ferguson Finance PLC | Ferguson Finance PLC |
| &nbsp;&nbsp; 4.50%, 10/24/2028 (Callable 07/24/2028) <sup>(a)</sup> | 31154000 | 31018813 |
| &nbsp;&nbsp; 4.65%, 04/20/2032 (Callable 01/20/2032) <sup>(a)</sup> | 8000000 | 7863099 |
| Fidelity National Information Services, Inc. | Fidelity National Information Services, Inc. | Fidelity National Information Services, Inc. |
| &nbsp;&nbsp; 1.65%, 03/01/2028 (Callable 01/01/2028) | 5000000 | 4731974 |
| &nbsp;&nbsp; 5.10%, 07/15/2032 (Callable 04/15/2032) | 4900000 | 4882605 |
| Fiserv, Inc. | Fiserv, Inc. | Fiserv, Inc. |
| &nbsp;&nbsp; 2.25%, 06/01/2027 (Callable 04/01/2027) | 16000000 | 15571262 |
| &nbsp;&nbsp; 4.20%, 10/01/2028 (Callable 07/01/2028) | 1035000 | 1023060 |
| &nbsp;&nbsp; 3.50%, 07/01/2029 (Callable 04/01/2029) | 700000 | 670463 |
| &nbsp;&nbsp; 4.75%, 03/15/2030 (Callable 02/15/2030) | 4818000 | 4774510 |
| &nbsp;&nbsp; 5.63%, 08/21/2033 (Callable 05/21/2033) | 5600000 | 5652484 |
| &nbsp;&nbsp; 5.15%, 08/12/2034 (Callable 05/12/2034) | 5000000 | 4856486 |
|  Flex Intermediate Holdco LLC, 3.36%, 06/30/2031 (Callable 12/30/2030) <sup>(a)</sup> | 7515000 | 6842657 |
| Flex Ltd. | Flex Ltd. | Flex Ltd. |
| &nbsp;&nbsp; 4.88%, 06/15/2029 (Callable 03/15/2029) | 14295000 | 14350121 |
| &nbsp;&nbsp; 4.88%, 05/12/2030 (Callable 02/12/2030) | 4073000 | 4067617 |
| Florida Gas Transmission Co. LLC | Florida Gas Transmission Co. LLC | Florida Gas Transmission Co. LLC |
| &nbsp;&nbsp; 2.55%, 07/01/2030 (Callable 04/01/2030) <sup>(a)</sup> | 7000000 | 6452959 |
| &nbsp;&nbsp; 2.30%, 10/01/2031 (Callable 07/01/2031) <sup>(a)</sup> | 10225000 | 8985156 |
| &nbsp;&nbsp; 5.75%, 07/15/2035 (Callable 04/15/2035) <sup>(a)</sup> | 20000000 | 20519532 |
|  Flowers Foods, Inc., 2.40%, 03/15/2031 (Callable 12/15/2030) | 300000 | 253737 |
| Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC |
| &nbsp;&nbsp; 5.80%, 03/05/2027 (Callable 02/05/2027) | 10000000 | 10055150 |
| &nbsp;&nbsp; 7.35%, 11/04/2027 (Callable 10/04/2027) | 10000000 | 10320474 |
| &nbsp;&nbsp; 5.92%, 03/20/2028 (Callable 02/20/2028) | 4450000 | 4506401 |
| &nbsp;&nbsp; 6.80%, 11/07/2028 (Callable 10/07/2028) | 5000000 | 5175947 |
| &nbsp;&nbsp; 5.30%, 09/06/2029 (Callable 08/06/2029) | 7000000 | 6963476 |
| &nbsp;&nbsp; 5.42%, 04/09/2031 (Callable 03/09/2031) | 7225000 | 7095167 |
|  Fortune Brands Innovations, Inc., 3.25%, 09/15/2029 (Callable 06/15/2029) | 2725000 | 2597908 |
|  Fox Corp., 6.50%, 10/13/2033 (Callable 07/13/2033) | 3000000 | 3219591 |
|  Freeport-McMoRan, Inc., 5.40%, 11/14/2034 (Callable 05/14/2034) | 691000 | 701138 |
| Fresenius Medical Care US Finance III, Inc. | Fresenius Medical Care US Finance III, Inc. | Fresenius Medical Care US Finance III, Inc. |
| &nbsp;&nbsp; 1.88%, 12/01/2026 (Callable 11/01/2026) <sup>(a)</sup> | 20000000 | 19612597 |
| &nbsp;&nbsp; 3.75%, 06/15/2029 (Callable 03/15/2029) <sup>(a)</sup> | 2500000 | 2426090 |
| &nbsp;&nbsp; 2.38%, 02/16/2031 (Callable 11/16/2030) <sup>(a)</sup> | 10000000 | 8864233 |
|  General Motors Co., 5.63%, 04/15/2030 (Callable 03/15/2030) | 1125000 | 1156673 |
| General Motors Financial Co., Inc. | General Motors Financial Co., Inc. | General Motors Financial Co., Inc. |
| &nbsp;&nbsp; 5.40%, 05/08/2027 | 11100000 | 11197742 |
| &nbsp;&nbsp; 6.00%, 01/09/2028 (Callable 12/09/2027) | 2475000 | 2530381 |
| &nbsp;&nbsp; 5.05%, 04/04/2028 | 3500000 | 3530385 |
| &nbsp;&nbsp; 5.80%, 01/07/2029 (Callable 12/07/2028) | 15000000 | 15437862 |
| &nbsp;&nbsp; 5.45%, 07/15/2030 (Callable 06/15/2030) | 3175000 | 3249901 |
| Genpact Luxembourg SARL/Genpact USA, Inc. | Genpact Luxembourg SARL/Genpact USA, Inc. | Genpact Luxembourg SARL/Genpact USA, Inc. |
| &nbsp;&nbsp; 1.75%, 04/10/2026 | 21600000 | 21574729 |
| &nbsp;&nbsp; 6.00%, 06/04/2029 (Callable 05/04/2029) | 15033000 | 15468132 |
|  Genpact UK Finco PLC / Genpact USA, Inc., 4.95%, 11/18/2030 (Callable 10/18/2030) | 4000000 | 3917177 |
| Glencore Funding LLC | Glencore Funding LLC | Glencore Funding LLC |
| &nbsp;&nbsp; 4.00%, 03/27/2027 (Callable 12/27/2026) <sup>(a)</sup> | 4850000 | 4828657 |
| &nbsp;&nbsp; 3.88%, 10/27/2027 (Callable 07/27/2027) <sup>(a)</sup> | 1150000 | 1138355 |
| &nbsp;&nbsp; 5.40%, 05/08/2028 (Callable 04/08/2028) <sup>(a)</sup> | 12200000 | 12386543 |
| &nbsp;&nbsp; 4.88%, 03/12/2029 (Callable 12/12/2028) <sup>(a)</sup> | 175000 | 176147 |
| &nbsp;&nbsp; 5.37%, 04/04/2029 (Callable 03/04/2029) <sup>(a)</sup> | 11400000 | 11637068 |
| &nbsp;&nbsp; 2.50%, 09/01/2030 (Callable 06/01/2030) <sup>(a)</sup> | 6343000 | 5767958 |
| &nbsp;&nbsp; 6.38%, 10/06/2030 (Callable 08/06/2030) <sup>(a)</sup> | 4000000 | 4243331 |
| &nbsp;&nbsp; 2.63%, 09/23/2031 (Callable 06/23/2031) <sup>(a)</sup> | 8350000 | 7441195 |
| &nbsp;&nbsp; 6.50%, 10/06/2033 (Callable 07/06/2033) <sup>(a)</sup> | 3000000 | 3246253 |
| &nbsp;&nbsp; 5.67%, 04/01/2035 (Callable 01/01/2035) <sup>(a)</sup> | 9500000 | 9705150 |
| Global Payments, Inc. | Global Payments, Inc. | Global Payments, Inc. |
| &nbsp;&nbsp; 2.15%, 01/15/2027 (Callable 12/15/2026) | 4535000 | 4452646 |
| &nbsp;&nbsp; 4.50%, 11/15/2028 (Callable 10/15/2028) | 10000000 | 9902083 |
| &nbsp;&nbsp; 2.90%, 05/15/2030 (Callable 02/15/2030) | 275000 | 251361 |
|  Graphic Packaging International LLC, 1.51%, 04/15/2026 <sup>(a)</sup> | 650000 | 649064 |
|  Helmerich & Payne, Inc., 4.85%, 12/01/2029 (Callable 11/01/2029) | 3000000 | 2999764 |
|  Hexcel Corp., 4.20%, 02/15/2027 (Callable 11/15/2026) <sup>(d)</sup> | 300000 | 299005 |
|  HF Sinclair Corp., 5.00%, 02/01/2028 (Callable 04/11/2026) | 15000000 | 14998808 |
|  HP, Inc., 4.00%, 04/15/2029 (Callable 02/15/2029) | 3000000 | 2947662 |
|  Hyatt Hotels Corp., 5.25%, 06/30/2029 (Callable 05/30/2029) | 15000000 | 15234120 |
| Hyundai Capital America | Hyundai Capital America | Hyundai Capital America |
| &nbsp;&nbsp; 4.88%, 11/01/2027 <sup>(a)</sup> | 6325000 | 6351225 |
| &nbsp;&nbsp; 6.10%, 09/21/2028 (Callable 08/21/2028) <sup>(a)</sup> | 7975000 | 8235996 |
| &nbsp;&nbsp; 4.75%, 04/06/2029 <sup>(a)</sup> | 15850000 | 15837690 |
|  Icon Investments Six DAC, 6.00%, 05/08/2034 (Callable 02/08/2034) | 11550000 | 11700148 |
| IDEX Corp. | IDEX Corp. | IDEX Corp. |
| &nbsp;&nbsp; 4.95%, 09/01/2029 (Callable 08/01/2029) | 6450000 | 6525205 |
| &nbsp;&nbsp; 3.00%, 05/01/2030 (Callable 02/01/2030) | 1100000 | 1033051 |
|  Ingersoll Rand, Inc., 5.40%, 08/14/2028 (Callable 07/14/2028) | 7000000 | 7159557 |
|  Ingredion, Inc., 2.90%, 06/01/2030 (Callable 03/01/2030) | 550000 | 515274 |
|  Intel Corp., 5.20%, 02/10/2033 (Callable 11/10/2032) | 5000000 | 5039159 |
|  International Flavors & Fragrances, Inc., 1.83%, 10/15/2027 (Callable 08/15/2027) <sup>(a)</sup> | 2603000 | 2496662 |
| IQVIA, Inc. | IQVIA, Inc. | IQVIA, Inc. |
| &nbsp;&nbsp; 5.70%, 05/15/2028 (Callable 04/15/2028) | 3725000 | 3797116 |
| &nbsp;&nbsp; 6.25%, 02/01/2029 (Callable 01/01/2029) | 4418000 | 4591786 |
| Jacobs Solutions, Inc. | Jacobs Solutions, Inc. | Jacobs Solutions, Inc. |
| &nbsp;&nbsp; 4.75%, 03/03/2031 (Callable 02/03/2031) | 6000000 | 5916015 |
| &nbsp;&nbsp; 5.38%, 03/03/2036 (Callable 12/03/2035) | 3350000 | 3267082 |
| JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings |
| &nbsp;&nbsp; 5.75%, 04/01/2033 (Callable 01/01/2033) | 8000000 | 8257922 |
| &nbsp;&nbsp; 6.75%, 03/15/2034 (Callable 12/15/2033) | 10275000 | 11300949 |
| &nbsp;&nbsp; 5.63%, 03/10/2037 (Callable 12/10/2036) <sup>(a)</sup> | 10000000 | 10031300 |
| JH North America Holdings, Inc. | JH North America Holdings, Inc. | JH North America Holdings, Inc. |
| &nbsp;&nbsp; 5.88%, 01/31/2031 (Callable 07/31/2027) <sup>(a)</sup> | 2000000 | 1983382 |
| &nbsp;&nbsp; 6.13%, 07/31/2032 (Callable 07/31/2028) <sup>(a)</sup> | 2000000 | 1992030 |
|  Jones Lang LaSalle, Inc., 6.88%, 12/01/2028 (Callable 11/01/2028) | 14057000 | 14841057 |
|  Keurig Dr Pepper, Inc., 3.95%, 04/15/2029 (Callable 02/15/2029) | 7000000 | 6857393 |
|  Keysight Technologies, Inc., 5.35%, 07/30/2030 (Callable 06/30/2030) | 6500000 | 6677406 |
| Kinder Morgan, Inc. | Kinder Morgan, Inc. | Kinder Morgan, Inc. |
| &nbsp;&nbsp; 8.05%, 10/15/2030 | 6846000 | 7647918 |
| &nbsp;&nbsp; 7.80%, 08/01/2031 | 15425000 | 17596415 |
|  Kraft Heinz Foods Co., 3.88%, 05/15/2027 (Callable 02/15/2027) | 8129000 | 8074063 |
|  Kroger Co., 5.00%, 09/15/2034 (Callable 06/15/2034) | 3825000 | 3776663 |
| Kyndryl Holdings, Inc. | Kyndryl Holdings, Inc. | Kyndryl Holdings, Inc. |
| &nbsp;&nbsp; 2.05%, 10/15/2026 (Callable 09/15/2026) | 5900000 | 5804245 |
| &nbsp;&nbsp; 2.70%, 10/15/2028 (Callable 08/15/2028) | 2730000 | 2525159 |
|  Lear Corp., 3.80%, 09/15/2027 (Callable 06/15/2027) | 410000 | 405903 |
|  Lennar Corp., 4.75%, 11/29/2027 (Callable 05/29/2027) | 4500000 | 4506902 |
|  Lennox International, Inc., 1.70%, 08/01/2027 (Callable 06/01/2027) | 850000 | 821804 |
|  Lifespan Corp., 4.65%, 05/15/2031 (Callable 11/15/2030) | 9280000 | 9268016 |
|  LYB International Finance III LLC, 5.13%, 01/15/2031 (Callable 12/15/2030) | 5000000 | 5006083 |
|  Marathon Petroleum Corp., 5.15%, 03/01/2030 (Callable 02/01/2030) | 18000000 | 18359748 |
|  Marriott International, Inc., 5.00%, 10/15/2027 (Callable 09/15/2027) | 10325000 | 10418003 |
|  Martin Marietta Materials, Inc., 2.50%, 03/15/2030 (Callable 12/15/2029) | 200000 | 184992 |
|  MasTec, Inc., 6.63%, 08/15/2029 (Callable 04/11/2026) <sup>(a)</sup> | 3000000 | 3000000 |
|  Medline Borrower LP, 3.88%, 04/01/2029 (Callable 05/01/2026) <sup>(a)</sup> | 24800000 | 23990573 |
|  Mercedes-Benz Finance North America LLC, 4.25%, 03/10/2029 <sup>(a)</sup> | 4825000 | 4790161 |
|  Metropolitan Detroit Area Hospital Services, Inc., 4.48%, 12/01/2029 <sup>(a)</sup> | 6460000 | 6349338 |
|  Midwest Connector Capital Co. LLC, 4.63%, 04/01/2029 (Callable 01/01/2029) <sup>(a)</sup> | 2975000 | 2959666 |
|  Mohawk Industries, Inc., 5.85%, 09/18/2028 (Callable 08/18/2028) | 7500000 | 7716100 |
| MPLX LP | MPLX LP | MPLX LP |
| &nbsp;&nbsp; 4.13%, 03/01/2027 (Callable 12/01/2026) | 275000 | 274291 |
| &nbsp;&nbsp; 4.80%, 02/15/2031 (Callable 01/15/2031) | 3950000 | 3959039 |
| &nbsp;&nbsp; 5.40%, 04/01/2035 (Callable 01/01/2035) | 32175000 | 32142579 |
| MSCI, Inc. | MSCI, Inc. | MSCI, Inc. |
| &nbsp;&nbsp; 4.00%, 11/15/2029 (Callable 05/01/2026) <sup>(a)</sup> | 22378000 | 21735954 |
| &nbsp;&nbsp; 3.88%, 02/15/2031 (Callable 05/01/2026) <sup>(a)</sup> | 2055000 | 1942581 |
|  NetApp, Inc., 5.50%, 03/17/2032 (Callable 01/17/2032) | 7000000 | 7162204 |
| nVent Finance Sarl | nVent Finance Sarl | nVent Finance Sarl |
| &nbsp;&nbsp; 4.55%, 04/15/2028 (Callable 01/15/2028) | 5291000 | 5278634 |
| &nbsp;&nbsp; 5.65%, 05/15/2033 (Callable 02/15/2033) | 3341000 | 3425652 |
| Occidental Petroleum Corp. | Occidental Petroleum Corp. | Occidental Petroleum Corp. |
| &nbsp;&nbsp; 7.50%, 10/15/2026 | 1288000 | 1304100 |
| &nbsp;&nbsp; 8.88%, 07/15/2030 (Callable 01/15/2030) | 1000000 | 1138277 |
| &nbsp;&nbsp; 7.50%, 05/01/2031 | 12000000 | 13356216 |
| &nbsp;&nbsp; 5.55%, 10/01/2034 (Callable 07/01/2034) | 7325000 | 7449239 |
| &nbsp;&nbsp; 6.45%, 09/15/2036 | 3750000 | 4006871 |
|  Ochsner LSU Health System of North Louisiana, 2.51%, 05/15/2031 (Callable 11/15/2030) | 5000000 | 4270585 |
|  ONEOK, Inc., 4.75%, 10/15/2031 (Callable 08/15/2031) | 15000000 | 14840657 |
| Oracle Corp. | Oracle Corp. | Oracle Corp. |
| &nbsp;&nbsp; 2.80%, 04/01/2027 (Callable 02/01/2027) | 11375000 | 11179776 |
| &nbsp;&nbsp; 2.30%, 03/25/2028 (Callable 01/25/2028) | 3000000 | 2857676 |
| &nbsp;&nbsp; 6.15%, 11/09/2029 (Callable 09/09/2029) | 3000000 | 3093436 |
| &nbsp;&nbsp; 4.80%, 09/26/2032 (Callable 07/26/2032) | 15400000 | 14666158 |
| &nbsp;&nbsp; 5.70%, 02/04/2036 (Callable 11/04/2035) | 2450000 | 2355646 |
|  Orange SA, 9.00%, 03/01/2031 <sup>(d)</sup> | 4125000 | 4875468 |
| Penske Truck Leasing Co. Lp / PTL Finance Corp. | Penske Truck Leasing Co. Lp / PTL Finance Corp. | Penske Truck Leasing Co. Lp / PTL Finance Corp. |
| &nbsp;&nbsp; 5.88%, 11/15/2027 (Callable 10/15/2027) <sup>(a)</sup> | 7200000 | 7335648 |
| &nbsp;&nbsp; 5.70%, 02/01/2028 (Callable 01/01/2028) <sup>(a)</sup> | 2900000 | 2945294 |
| &nbsp;&nbsp; 5.55%, 05/01/2028 (Callable 04/01/2028) <sup>(a)</sup> | 4425000 | 4498421 |
| &nbsp;&nbsp; 6.05%, 08/01/2028 (Callable 07/01/2028) <sup>(a)</sup> | 11000000 | 11319610 |
|  Phillips 66, 2.15%, 12/15/2030 (Callable 09/15/2030) | 10000000 | 8965033 |
|  Phillips 66 Co., 3.15%, 12/15/2029 (Callable 09/15/2029) | 500000 | 476946 |
|  Premier Health Partners, 2.91%, 11/15/2026 (Callable 05/15/2026) | 17852000 | 17664590 |
| Regal Rexnord Corp. | Regal Rexnord Corp. | Regal Rexnord Corp. |
| &nbsp;&nbsp; 6.05%, 04/15/2028 (Callable 03/15/2028) | 17900000 | 18359144 |
| &nbsp;&nbsp; 6.40%, 04/15/2033 (Callable 01/15/2033) | 2000000 | 2113979 |
|  Renesas Electronics Corp., 2.17%, 11/25/2026 (Callable 10/25/2026) <sup>(a)</sup> | 5450000 | 5365581 |
|  Republic Services, Inc., 4.88%, 04/01/2029 (Callable 03/01/2029) | 4350000 | 4415140 |
| Rogers Communications, Inc. | Rogers Communications, Inc. | Rogers Communications, Inc. |
| &nbsp;&nbsp; 3.80%, 03/15/2032 (Callable 12/15/2031) | 15150000 | 14142335 |
| &nbsp;&nbsp; 5.30%, 02/15/2034 (Callable 11/15/2033) | 4900000 | 4878659 |
|  Roper Technologies, Inc., 2.00%, 06/30/2030 (Callable 03/30/2030) | 14675000 | 13096691 |
| Ryder System, Inc. | Ryder System, Inc. | Ryder System, Inc. |
| &nbsp;&nbsp; 2.85%, 03/01/2027 (Callable 02/01/2027) | 3775000 | 3722564 |
| &nbsp;&nbsp; 5.25%, 06/01/2028 (Callable 05/01/2028) | 6275000 | 6375169 |
| Sabine Pass Liquefaction LLC | Sabine Pass Liquefaction LLC | Sabine Pass Liquefaction LLC |
| &nbsp;&nbsp; 4.50%, 05/15/2030 (Callable 11/15/2029) | 10450000 | 10374129 |
| &nbsp;&nbsp; 5.90%, 09/15/2037 (Callable 03/15/2037) | 2831910 | 2952743 |
|  Salesforce, Inc., 4.65%, 03/15/2029 (Callable 02/15/2029) | 19375000 | 19415124 |
|  Samarco Mineracao SA, 9.00% (includes 5.00% PIK) 06/30/2031 (Callable 04/16/2026) <sup>(a)</sup> | 2118069 | 2083983 |
|  Seagate Data Storage Technology Pte Ltd., 5.88%, 07/15/2030 (Callable 06/01/2027) <sup>(a)</sup> | 4212000 | 4281245 |
|  SK hynix, Inc., 5.50%, 01/16/2029 <sup>(a)</sup> | 5000000 | 5137991 |
|  Smith & Nephew PLC, 2.03%, 10/14/2030 (Callable 07/14/2030) | 5600000 | 4983863 |
|  Sodexo, Inc., 5.15%, 08/15/2030 (Callable 07/15/2030) <sup>(a)</sup> | 4950000 | 5017262 |
|  Solventum Corp., 5.60%, 03/23/2034 (Callable 12/23/2033) | 10000000 | 10223105 |
|  South Bow USA Infrastructure Holdings LLC, 5.03%, 10/01/2029 (Callable 09/01/2029) | 12000000 | 12077315 |
| Southern Natural Gas Co. LLC | Southern Natural Gas Co. LLC | Southern Natural Gas Co. LLC |
| &nbsp;&nbsp; 7.35%, 02/15/2031 | 8020000 | 8810192 |
| &nbsp;&nbsp; 8.00%, 03/01/2032 | 2523000 | 2877458 |
|  Sprint Capital Corp., 6.88%, 11/15/2028 | 13000000 | 13745014 |
|  Stanley Black & Decker, Inc., 6.00%, 03/06/2028 (Callable 02/06/2028) | 2000000 | 2061265 |
|  Stellantis Finance US, Inc., 5.63%, 01/12/2028 (Callable 12/12/2027) <sup>(a)</sup> | 575000 | 580843 |
|  Sysco Corp., 5.95%, 04/01/2030 (Callable 01/01/2030) | 4232000 | 4395393 |
| Targa Resources Corp. | Targa Resources Corp. | Targa Resources Corp. |
| &nbsp;&nbsp; 5.20%, 07/01/2027 (Callable 06/01/2027) | 5000000 | 5039247 |
| &nbsp;&nbsp; 5.55%, 08/15/2035 (Callable 05/15/2035) | 10000000 | 10085483 |
|  TC PipeLines LP, 3.90%, 05/25/2027 (Callable 02/25/2027) | 14125000 | 14021082 |
|  TD SYNNEX Corp., 4.30%, 01/17/2029 (Callable 12/17/2028) | 4000000 | 3955553 |
| Timken Co. | Timken Co. | Timken Co. |
| &nbsp;&nbsp; 4.50%, 12/15/2028 (Callable 09/15/2028) | 17125000 | 17083774 |
| &nbsp;&nbsp; 4.13%, 04/01/2032 (Callable 01/01/2032) | 8000000 | 7545222 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. | T-Mobile USA, Inc. |
| &nbsp;&nbsp; 3.38%, 04/15/2029 (Callable 04/11/2026) | 4350000 | 4215685 |
| &nbsp;&nbsp; 3.88%, 04/15/2030 (Callable 01/15/2030) | 23206000 | 22599649 |
| &nbsp;&nbsp; 5.13%, 05/15/2032 (Callable 03/15/2032) | 8600000 | 8723500 |
|  Toll Brothers Finance Corp., 5.60%, 06/15/2035 (Callable 03/15/2035) | 14650000 | 14938657 |
|  Toll Road Investors Partnership II LP, 0.00%, 02/15/2028 <sup>(a)(e)</sup> | 15100000 | 13225603 |
|  TransCanada PipeLines Ltd., 5.60%, 03/31/2034 | 1335000 | 1372845 |
|  Transcontinental Gas Pipe Line Co. LLC, 7.25%, 12/01/2026 | 4748000 | 4832011 |
|  Triton Container International Ltd., 2.05%, 04/15/2026 (Callable 04/01/2026) <sup>(a)</sup> | 10000000 | 9989305 |
|  TSMC Arizona Corp., 2.50%, 10/25/2031 (Callable 07/25/2031) | 8175000 | 7412457 |
|  United Rentals North America, Inc., 6.00%, 12/15/2029 (Callable 05/01/2026) <sup>(a)</sup> | 12000000 | 12200412 |
| Vale Overseas Ltd. | Vale Overseas Ltd. | Vale Overseas Ltd. |
| &nbsp;&nbsp; 3.75%, 07/08/2030 (Callable 04/08/2030) | 14500000 | 13799882 |
| &nbsp;&nbsp; 6.13%, 06/12/2033 (Callable 03/12/2033) | 15000000 | 15645300 |
|  Valero Energy Corp., 2.15%, 09/15/2027 (Callable 07/15/2027) | 300000 | 290842 |
| Var Energi ASA | Var Energi ASA | Var Energi ASA |
| &nbsp;&nbsp; 5.00%, 05/18/2027 (Callable 04/18/2027) <sup>(a)</sup> | 10000000 | 10044497 |
| &nbsp;&nbsp; 8.00%, 11/15/2032 (Callable 08/15/2032) <sup>(a)</sup> | 15000000 | 17060512 |
| Venture Global Calcasieu Pass LLC | Venture Global Calcasieu Pass LLC | Venture Global Calcasieu Pass LLC |
| &nbsp;&nbsp; 3.88%, 08/15/2029 (Callable 02/15/2029) <sup>(a)</sup> | 6000000 | 5703233 |
| &nbsp;&nbsp; 6.25%, 01/15/2030 (Callable 10/15/2029) <sup>(a)</sup> | 4350000 | 4449276 |
| Verisk Analytics, Inc. | Verisk Analytics, Inc. | Verisk Analytics, Inc. |
| &nbsp;&nbsp; 4.13%, 03/15/2029 (Callable 12/15/2028) | 3000000 | 2983466 |
| &nbsp;&nbsp; 4.45%, 03/15/2031 (Callable 02/15/2031) | 15000000 | 14750524 |
| Verizon Communications, Inc. | Verizon Communications, Inc. | Verizon Communications, Inc. |
| &nbsp;&nbsp; 2.10%, 03/22/2028 (Callable 01/22/2028) | 6050000 | 5809172 |
| &nbsp;&nbsp; 2.36%, 03/15/2032 (Callable 12/15/2031) | 2316000 | 2021527 |
| &nbsp;&nbsp; 4.75%, 01/15/2033 (Callable 11/15/2032) | 6825000 | 6740630 |
| &nbsp;&nbsp; 5.40%, 07/02/2037 (Callable 04/02/2037) | 11184000 | 11143214 |
|  VICI Properties LP, 4.75%, 02/15/2028 (Callable 01/15/2028) | 3153000 | 3155849 |
|  Videotron Ltd., 5.70%, 01/15/2035 (Callable 10/15/2034) <sup>(a)</sup> | 18820000 | 18997015 |
|  Volkswagen Group of America Finance LLC, 6.20%, 11/16/2028 (Callable 10/16/2028) <sup>(a)</sup> | 6000000 | 6203362 |
| Vontier Corp. | Vontier Corp. | Vontier Corp. |
| &nbsp;&nbsp; 1.80%, 04/01/2026 | 6650000 | 6650000 |
| &nbsp;&nbsp; 2.40%, 04/01/2028 (Callable 02/01/2028) | 16375000 | 15695461 |
| &nbsp;&nbsp; 2.95%, 04/01/2031 (Callable 01/01/2031) | 2696000 | 2451517 |
|  VSP Optical Group, Inc., 5.45%, 12/01/2035 (Callable 09/01/2035) <sup>(a)</sup> | 10000000 | 9800347 |
|  Waste Connections, Inc., 3.20%, 06/01/2032 (Callable 03/01/2032) | 875000 | 808446 |
|  Weir Group, Inc., 5.35%, 05/06/2030 (Callable 04/06/2030) <sup>(a)</sup> | 11300000 | 11449762 |
| Western Midstream Operating LP | Western Midstream Operating LP | Western Midstream Operating LP |
| &nbsp;&nbsp; 4.50%, 03/01/2028 (Callable 12/01/2027) | 7195000 | 7199115 |
| &nbsp;&nbsp; 4.05%, 02/01/2030 (Callable 11/01/2029) <sup>(d)</sup> | 2000000 | 1942149 |
| &nbsp;&nbsp; 4.80%, 03/01/2031 (Callable 02/01/2031) | 10425000 | 10312509 |
|  Westinghouse Air Brake Technologies Corp., 4.70%, 09/15/2028 (Callable 06/15/2028) <sup>(d)</sup> | 1500000 | 1504399 |
|  Whistler Pipeline LLC, 5.40%, 09/30/2029 (Callable 08/30/2029) <sup>(a)</sup> | 11225000 | 11498246 |
| Williams Cos., Inc. | Williams Cos., Inc. | Williams Cos., Inc. |
| &nbsp;&nbsp; 7.50%, 01/15/2031 | 6650000 | 7432601 |
| &nbsp;&nbsp; 5.15%, 03/15/2034 (Callable 12/15/2033) | 7000000 | 7008984 |
|  Wipro IT Services LLC, 1.50%, 06/23/2026 (Callable 05/23/2026) <sup>(a)</sup> | 9000000 | 8940010 |
| Woodside Finance Ltd. | Woodside Finance Ltd. | Woodside Finance Ltd. |
| &nbsp;&nbsp; 4.50%, 03/04/2029 (Callable 12/04/2028) <sup>(a)</sup> | 31159000 | 31030832 |
| &nbsp;&nbsp; 5.40%, 05/19/2030 (Callable 04/19/2030) | 1500000 | 1531725 |
|  WRKCo, Inc., 3.90%, 06/01/2028 (Callable 03/01/2028) | 8275000 | 8174385 |
| WSP Global, Inc. | WSP Global, Inc. | WSP Global, Inc. |
| &nbsp;&nbsp; 5.04%, 09/18/2031 (Callable 08/18/2031) <sup>(a)</sup> | 10000000 | 9913355 |
| &nbsp;&nbsp; 5.71%, 09/18/2036 (Callable 06/18/2036) <sup>(a)</sup> | 10000000 | 9910037 |
|  Yara International ASA, 3.80%, 06/06/2026 (Callable 05/01/2026) <sup>(a)</sup> | 1150000 | 1147439 |
|  |  | 2365220050 |
| **Utilities - 2.5%** | **Utilities - 2.5%** | **Utilities - 2.5%** |
|  Alliant Energy Finance LLC, 5.95%, 03/30/2029 (Callable 02/28/2029) <sup>(a)</sup> | 7000000 | 7260859 |
|  Ameren Corp., 5.38%, 03/15/2035 (Callable 12/15/2034) | 7000000 | 7076060 |
|  Arizona Public Service Co., 5.10%, 03/15/2036 (Callable 12/15/2035) | 4175000 | 4104756 |
|  Ausgrid Finance Pty Ltd., 4.35%, 08/01/2028 (Callable 05/01/2028) <sup>(a)</sup> | 4400000 | 4381185 |
|  Avangrid, Inc., 3.80%, 06/01/2029 (Callable 03/01/2029) | 10975000 | 10711776 |
|  Black Hills Corp., 6.00%, 01/15/2035 (Callable 10/15/2034) | 15000000 | 15571440 |
|  DTE Electric Co., 2.63%, 03/01/2031 (Callable 12/01/2030) | 275000 | 252455 |
| DTE Energy Co. | DTE Energy Co. | DTE Energy Co. |
| &nbsp;&nbsp; 4.88%, 06/01/2028 (Callable 05/01/2028) | 18000000 | 18161561 |
| &nbsp;&nbsp; 5.10%, 03/01/2029 (Callable 02/01/2029) | 15000000 | 15252715 |
| &nbsp;&nbsp; 5.85%, 06/01/2034 (Callable 03/01/2034) | 12000000 | 12564627 |
|  Duquesne Light Holdings, Inc., 2.78%, 01/07/2032 (Callable 10/07/2031) <sup>(a)</sup> | 12400000 | 10935418 |
|  East Ohio Gas Co., 2.00%, 06/15/2030 (Callable 03/15/2030) <sup>(a)</sup> | 550000 | 493640 |
|  Emera US Finance LLC, 5.20%, 04/01/2033 (Callable 02/01/2033) | 15000000 | 14916318 |
| ENEL Finance International NV | ENEL Finance International NV | ENEL Finance International NV |
| &nbsp;&nbsp; 4.63%, 06/15/2027 (Callable 05/15/2027) <sup>(a)</sup> | 10000000 | 10020672 |
| &nbsp;&nbsp; 3.50%, 04/06/2028 <sup>(a)</sup> | 14975000 | 14686011 |
| &nbsp;&nbsp; 5.50%, 06/26/2034 (Callable 03/26/2034) <sup>(a)</sup> | 25000000 | 25394456 |
|  Engie SA, 5.25%, 04/10/2029 (Callable 03/10/2029) <sup>(a)</sup> | 12000000 | 12268405 |
|  Entergy Corp., 2.80%, 06/15/2030 (Callable 03/15/2030) | 13250000 | 12320085 |
|  Eversource Energy, 1.65%, 08/15/2030 (Callable 05/15/2030) | 275000 | 241228 |
|  IPALCO Enterprises, Inc., 5.75%, 04/01/2034 (Callable 01/01/2034) | 8879000 | 8817183 |
| ITC Holdings Corp. | ITC Holdings Corp. | ITC Holdings Corp. |
| &nbsp;&nbsp; 3.35%, 11/15/2027 (Callable 08/15/2027) | 275000 | 270236 |
| &nbsp;&nbsp; 2.95%, 05/14/2030 (Callable 02/14/2030) <sup>(a)</sup> | 15717000 | 14707205 |
| &nbsp;&nbsp; 5.40%, 06/01/2033 (Callable 03/01/2033) <sup>(a)</sup> | 4550000 | 4624595 |
| &nbsp;&nbsp; 5.65%, 05/09/2034 (Callable 02/09/2034) <sup>(a)</sup> | 4400000 | 4523197 |
|  KeySpan Corp., 8.00%, 11/15/2030 | 9900000 | 11080369 |
|  Liberty Utilities Co., 5.58%, 01/31/2029 (Callable 12/31/2028) <sup>(a)</sup> | 22000000 | 22427414 |
| National Grid PLC | National Grid PLC | National Grid PLC |
| &nbsp;&nbsp; 5.60%, 06/12/2028 (Callable 05/12/2028) | 5000000 | 5119011 |
| &nbsp;&nbsp; 5.42%, 01/11/2034 (Callable 10/11/2033) | 5125000 | 5222500 |
|  National Grid USA, 5.80%, 04/01/2035 | 12768000 | 13227028 |
|  New York State Electric & Gas Corp., 5.30%, 08/15/2034 (Callable 05/15/2034) <sup>(a)</sup> | 9925000 | 10053873 |
|  Oncor Electric Delivery Co. LLC, 2.75%, 05/15/2030 (Callable 02/15/2030) | 6000000 | 5613830 |
|  Pacific Gas and Electric Co., 3.75%, 07/01/2028 | 259500 | 254977 |
|  Puget Energy, Inc., 2.38%, 06/15/2028 (Callable 04/15/2028) | 325000 | 309759 |
|  RWE Finance US LLC, 5.88%, 04/16/2034 (Callable 01/16/2034) <sup>(a)</sup> | 10000000 | 10337225 |
|  Southern Co., 5.70%, 03/15/2034 (Callable 09/15/2033) | 8375000 | 8678441 |
|  |  | 321880510 |
| **TOTAL CORPORATE BONDS** (Cost $5,340,905,843) | **TOTAL CORPORATE BONDS** (Cost $5,340,905,843) | 5339767741 |
| **NON-AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES - 4.4%** | **Par**  | **Value**  |
|  Angel Oak Mortgage Trust 2024-2, Series 2024-3, Class A1, 4.80%, 11/26/2068 (Callable 03/25/2027) <sup>(a)(d)</sup> | 17667291 | 17562248 |
| Arroyo Mortgage Trust | Arroyo Mortgage Trust | Arroyo Mortgage Trust |
| &nbsp;&nbsp; Series 2019-2, Class A1, 3.35%, 04/25/2049 (Callable 04/25/2026) <sup>(a)(f)</sup> | 583199 | 567452 |
| &nbsp;&nbsp; Series 2022-1, Class A1A, 3.50%, 12/25/2056 (Callable 04/25/2026) <sup>(a)(d)</sup> | 11563556 | 11253393 |
|  Bear Stearns Adjustable Rate Mortgage Trust, Series 2004-5, Class 2A, 4.03%, 07/25/2034 (Callable 04/25/2026) <sup>(f)</sup> | 236887 | 224138 |
| BRAVO Residential Funding Trust | BRAVO Residential Funding Trust | BRAVO Residential Funding Trust |
| &nbsp;&nbsp; Series 2023-RPL1, Class A1, 5.00%, 05/25/2063 (Callable 11/25/2044) <sup>(a)(f)</sup> | 21446582 | 21287079 |
| &nbsp;&nbsp; Series 2024-RPL1, Class A1, 3.25%, 10/25/2063 (Callable 12/25/2056) <sup>(a)(f)</sup> | 45008052 | 41711289 |
| &nbsp;&nbsp; Series 2026-NQM2, Class A1, 4.62%, 11/25/2065 (Callable 01/25/2029) <sup>(a)(f)</sup> | 36727964 | 36308545 |
| Chase Mortgage Finance Corp. | Chase Mortgage Finance Corp. | Chase Mortgage Finance Corp. |
| &nbsp;&nbsp; Series 2024-RPL2, Class A1A, 3.25%, 08/25/2064 (Callable 12/25/2043) <sup>(a)(f)</sup> | 40677789 | 36101363 |
| &nbsp;&nbsp; Series 2024-RPL3, Class A1A, 3.25%, 09/25/2064 (Callable 09/25/2049) <sup>(a)(f)</sup> | 24483409 | 21727229 |
|  CIM Trust, Series 2023-R4, Class A1, 5.00%, 05/25/2062 (Callable 04/25/2028) <sup>(a)(f)</sup> | 25281353 | 25120844 |
| FirstKey Homes Trust | FirstKey Homes Trust | FirstKey Homes Trust |
| &nbsp;&nbsp; Series 2021-SFR2, Class A, 1.38%, 09/17/2038 <sup>(a)</sup> | 19082190 | 18811347 |
| &nbsp;&nbsp; Series 2022-SFR1, Class A, 4.15%, 05/19/2039 <sup>(a)</sup> | 20339836 | 20252444 |
| &nbsp;&nbsp; Series 2022-SFR3, Class A, 4.25%, 07/17/2038 <sup>(a)</sup> | 21161487 | 21106535 |
|  GCAT, Series 2025-NQM3, Class A1A, 5.55%, 05/25/2070 (Callable 06/25/2028) <sup>(a)(d)</sup> | 13784623 | 13839226 |
| Home Partners of America Trust | Home Partners of America Trust | Home Partners of America Trust |
| &nbsp;&nbsp; Series 2019-1, Class A, 2.91%, 09/17/2039 (Callable 04/17/2026) <sup>(a)</sup> | 14301830 | 13973052 |
| &nbsp;&nbsp; Series 2021-3, Class A, 2.20%, 01/17/2041 <sup>(a)</sup> | 28638331 | 26892455 |
|  MASTR Alternative Loans Trust, Series 2003-5, Class 4A1, 5.50%, 07/25/2033 (Callable 04/25/2026) | 101081 | 100272 |
|  MFRA Trust, Series 2022-NQM1, Class A1, 5.11%, 12/25/2066 (Callable 04/25/2026) <sup>(a)(f)</sup> | 16532663 | 16302772 |
| Mill City Mortgage Trust | Mill City Mortgage Trust | Mill City Mortgage Trust |
| &nbsp;&nbsp; Series 2018-3, Class A1, 3.50%, 08/25/2058 (Callable 04/25/2036) <sup>(a)(f)</sup> | 83389 | 82523 |
| &nbsp;&nbsp; Series 2019-1, Class A1, 3.25%, 10/25/2069 (Callable 01/25/2037) <sup>(a)(f)</sup> | 148519 | 145605 |
| New Residential Mortgage Loan Trust | New Residential Mortgage Loan Trust | New Residential Mortgage Loan Trust |
| &nbsp;&nbsp; Series 2017-2A, Class A3, 4.00%, 03/25/2057 (Callable 06/25/2031) <sup>(a)(f)</sup> | 818200 | 793039 |
| &nbsp;&nbsp; Series 2019-RPL3, Class A1, 2.75%, 07/25/2059 (Callable 09/25/2043) <sup>(a)(f)</sup> | 2451506 | 2375357 |
| Onslow Bay Mortgage Loan Trust | Onslow Bay Mortgage Loan Trust | Onslow Bay Mortgage Loan Trust |
| &nbsp;&nbsp; Series 2025-NQM14, Class A1, 5.16%, 07/25/2065 (Callable 07/25/2028) <sup>(a)(d)</sup> | 27965300 | 27933296 |
| &nbsp;&nbsp; Series 2026-NQM3, Class A1, 4.65%, 01/25/2066 (Callable 02/25/2029) <sup>(a)(f)</sup> | 37639115 | 37269491 |
|  Progress Residential Trust, Series 2024-SFR2, Class A, 3.30%, 04/17/2041 <sup>(a)</sup> | 19772067 | 18959391 |
|  Thornburg Mortgage Securities Trust, Series 2003-5, Class 3A, 4.84%, 10/25/2043 (Callable 04/25/2026) <sup>(f)</sup> | 483115 | 458498 |
| Towd Point Mortgage Trust | Towd Point Mortgage Trust | Towd Point Mortgage Trust |
| &nbsp;&nbsp; Series 2017-6, Class A1, 2.75%, 10/25/2057 (Callable 12/25/2030) <sup>(a)(f)</sup> | 23515 | 23225 |
| &nbsp;&nbsp; Series 2018-4, Class A1, 3.00%, 06/25/2058 (Callable 07/25/2039) <sup>(a)(f)</sup> | 165568 | 156640 |
| &nbsp;&nbsp; Series 2018-6, Class A1A, 3.75%, 03/25/2058 (Callable 03/25/2032) <sup>(a)(f)</sup> | 16112 | 16043 |
| &nbsp;&nbsp; Series 2019-1, Class A1, 3.75%, 03/25/2058 (Callable 09/25/2031) <sup>(a)(f)</sup> | 2429199 | 2354828 |
| &nbsp;&nbsp; Series 2019-4, Class A1, 2.90%, 10/25/2059 (Callable 03/25/2033) <sup>(a)(f)</sup> | 7647918 | 7350810 |
| &nbsp;&nbsp; Series 2020-4, Class A1, 1.75%, 10/25/2060 (Callable 08/25/2031) <sup>(a)</sup> | 8090979 | 7374063 |
| &nbsp;&nbsp; Series 2022-2, Class A1, 3.75%, 07/01/2062 (Callable 07/25/2032) <sup>(a)(f)</sup> | 4350566 | 4092464 |
| &nbsp;&nbsp; Series 2022-3, Class A1, 3.75%, 08/01/2062 (Callable 12/25/2031) <sup>(a)(f)</sup> | 7042956 | 6646455 |
| &nbsp;&nbsp; Series 2024-1, Class A1, 4.90%, 03/25/2064 (Callable 04/25/2031) <sup>(a)(f)</sup> | 9494307 | 9647897 |
| &nbsp;&nbsp; Series 2024-2, Class A1A, 4.86%, 12/25/2064 (Callable 06/25/2030) <sup>(a)(f)</sup> | 27494525 | 27920803 |
| &nbsp;&nbsp; Series 2024-5, Class A1A, 4.61%, 10/25/2064 (Callable 10/25/2033) <sup>(a)(f)</sup> | 27153886 | 26918063 |
| &nbsp;&nbsp; Series 2025-1, Class A1A, 4.81%, 06/25/2065 (Callable 01/25/2035) <sup>(a)(f)</sup> | 24655351 | 24522664 |
| WaMu Mortgage Pass Through Certificates | WaMu Mortgage Pass Through Certificates | WaMu Mortgage Pass Through Certificates |
| &nbsp;&nbsp; Series 2004-AR3, Class A1, 5.36%, 06/25/2034 (Callable 04/25/2026) <sup>(f)</sup> | 560049 | 535796 |
| &nbsp;&nbsp; Series 2004-CB2, Class 3A, 6.00%, 08/25/2034 (Callable 04/25/2026) | 587523 | 600632 |
| **TOTAL NON-AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES** (Cost $550,511,791) | **TOTAL NON-AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES** (Cost $550,511,791) | 549319266 |
| **NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES - 4.3%** | **Par**  | **Value**  |
| BANK-2017 | BANK-2017 | BANK-2017 |
| &nbsp;&nbsp; Series 2017-BNK4, Class A4, 3.63%, 05/15/2050 (Callable 04/15/2027) | 575000 | 568224 |
| &nbsp;&nbsp; Series 2017-BNK7, Class A5, 3.44%, 09/15/2060 (Callable 09/15/2027) | 1200000 | 1181473 |
| &nbsp;&nbsp; Series 2017-BNK7, Class ASB, 3.27%, 09/15/2060 (Callable 09/15/2027) | 286508 | 284416 |
| &nbsp;&nbsp; Series 2017-BNK8, Class A4, 3.49%, 11/15/2050 (Callable 11/15/2027) | 575000 | 561123 |
| &nbsp;&nbsp; Series 2017-BNK9, Class A4, 3.54%, 11/15/2054 (Callable 12/15/2029) | 9186269 | 9040715 |
|  BANK-2018, Series 2018-BN10, Class A5, 3.69%, 02/15/2061 (Callable 02/15/2028) | 895000 | 882991 |
|  BANK-2020, Series 2020-BN29, Class A4, 2.00%, 11/15/2053 (Callable 12/15/2030) | 7450000 | 6555927 |
|  BANK-2022, Series 2022-BNK44, Class A5, 5.74%, 11/15/2055 (Callable 11/15/2032) <sup>(f)</sup> | 13475000 | 14020832 |
| BANK5 Trust | BANK5 Trust | BANK5 Trust |
| &nbsp;&nbsp; Series 2024-5YR7, Class A3, 5.77%, 06/15/2057 (Callable 06/15/2029) | 23600000 | 24335997 |
| &nbsp;&nbsp; Series 2025-5YR13, Class A2, 5.03%, 01/15/2058 (Callable 02/15/2030) | 26550000 | 26803499 |
| Benchmark Mortgage Trust | Benchmark Mortgage Trust | Benchmark Mortgage Trust |
| &nbsp;&nbsp; Series 2019-B9, Class A5, 4.02%, 03/15/2052 (Callable 02/15/2029) | 11860000 | 11599117 |
| &nbsp;&nbsp; Series 2024-V10, Class A3, 5.28%, 09/15/2057 (Callable 10/15/2029) | 23025000 | 23437438 |
| &nbsp;&nbsp; Series 2024-V11, Class A3, 5.91%, 11/15/2057 (Callable 11/15/2029) <sup>(f)</sup> | 4475000 | 4647950 |
| &nbsp;&nbsp; Series 2025-V17, Class A2, 4.36%, 09/15/2058 (Callable 09/15/2030) | 21125000 | 20801866 |
| &nbsp;&nbsp; Series 2026-V21, Class A2, 4.65%, 02/15/2031 (Callable 02/15/2031) | 37750000 | 37526018 |
| BMO Mortgage Trust | BMO Mortgage Trust | BMO Mortgage Trust |
| &nbsp;&nbsp; Series 2025-5C10, Class A3, 5.58%, 05/15/2058 (Callable 05/15/2030) | 4900000 | 5041991 |
| &nbsp;&nbsp; Series 2025-5C11, Class A3, 5.67%, 07/15/2058 (Callable 07/15/2030) | 5450000 | 5631523 |
| &nbsp;&nbsp; Series 2025-5C12, Class A3, 5.18%, 10/15/2058 (Callable 10/15/2030) | 20000000 | 20305346 |
| &nbsp;&nbsp; Series 2025-5C13, Class A3, 5.23%, 12/15/2058 (Callable 05/15/2032) | 21325000 | 21695626 |
| &nbsp;&nbsp; Series 2025-5C9, Class A3, 5.78%, 04/15/2058 (Callable 05/15/2032) <sup>(f)</sup> | 28295000 | 29274061 |
|  Cantor Commercial Real Estate Lending LP, Series 2019-CF3, Class A4, 3.01%, 01/15/2053 (Callable 12/15/2029) | 3850000 | 3601972 |
| Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust |
| &nbsp;&nbsp; Series 2015-GC35, Class A4, 3.82%, 11/10/2048 (Callable 11/10/2029) | 3427792 | 3410229 |
| &nbsp;&nbsp; Series 2017-C4, Class A3, 3.21%, 10/12/2050 (Callable 11/12/2027) | 6018075 | 5931927 |
| &nbsp;&nbsp; Series 2017-P8, Class A3, 3.20%, 09/15/2050 (Callable 09/15/2027) | 2375000 | 2345446 |
| &nbsp;&nbsp; Series 2017-P8, Class A4, 3.47%, 09/15/2050 (Callable 09/15/2027) | 550000 | 538832 |
| Citigroup/Deutsche Bank Commercial Mortgage Trust | Citigroup/Deutsche Bank Commercial Mortgage Trust | Citigroup/Deutsche Bank Commercial Mortgage Trust |
| &nbsp;&nbsp; Series 2018-CD7, Class A4, 4.28%, 08/15/2051 (Callable 08/15/2028) | 2495000 | 2478542 |
| &nbsp;&nbsp; Series 2019-CD8, Class A4, 2.91%, 08/15/2057 (Callable 08/15/2029) | 5815000 | 5453883 |
|  Commercial Mortgage Pass Through Certificates, Series 2017-COR2, Class A3, 3.51%, 09/10/2050 (Callable 09/10/2027) | 19610172 | 19365008 |
| Computershare Corporate Trust | Computershare Corporate Trust | Computershare Corporate Trust |
| &nbsp;&nbsp; Series 2016-C36, Class A4, 3.07%, 11/15/2059 (Callable 10/15/2026) | 4966000 | 4921692 |
| &nbsp;&nbsp; Series 2019-C50, Class ASB, 3.64%, 05/15/2052 (Callable 05/15/2029) | 2667006 | 2640788 |
| &nbsp;&nbsp; Series 2019-C54, Class A4, 3.15%, 12/15/2052 (Callable 11/15/2029) | 14625000 | 13887290 |
| &nbsp;&nbsp; Series 2026-5C8, Class A2, 4.55%, 03/15/2059 (Callable 03/15/2031) | 47825000 | 47382341 |
| CSAIL Commercial Mortgage Trust | CSAIL Commercial Mortgage Trust | CSAIL Commercial Mortgage Trust |
| &nbsp;&nbsp; Series 2016-C7, Class A5, 3.50%, 11/15/2049 (Callable 11/15/2026) | 1640000 | 1630499 |
| &nbsp;&nbsp; Series 2017-C8, Class A4, 3.39%, 06/15/2050 (Callable 06/15/2027) | 6000000 | 5921685 |
| &nbsp;&nbsp; Series 2018-CX12, Class A3, 3.96%, 08/15/2051 (Callable 08/15/2028) | 5025000 | 4975760 |
| &nbsp;&nbsp; Series 2019-C17, Class A5, 3.02%, 09/15/2052 (Callable 09/15/2029) | 7300000 | 6906277 |
| &nbsp;&nbsp; Series 2021-C20, Class ASB, 2.44%, 03/15/2054 (Callable 03/15/2031) | 6865689 | 6626017 |
|  GS Mortgage Securities Corp. II, Series 2018-GS10, Class A5, 4.16%, 07/10/2051 (Callable 07/10/2028) <sup>(f)</sup> | 9372252 | 9282799 |
| JP Morgan Chase Commercial Mortgage Securities | JP Morgan Chase Commercial Mortgage Securities | JP Morgan Chase Commercial Mortgage Securities |
| &nbsp;&nbsp; Series 2016-JP2, Class A4, 2.82%, 08/15/2049 (Callable 07/15/2026) | 6047562 | 6028084 |
| &nbsp;&nbsp; Series 2017-JP6, Class A5, 3.49%, 07/15/2050 (Callable 04/15/2028) | 18900000 | 18637358 |
| JPMDB Commercial Mortgage Securities Trust | JPMDB Commercial Mortgage Securities Trust | JPMDB Commercial Mortgage Securities Trust |
| &nbsp;&nbsp; Series 2016-C4, Class A3, 3.14%, 12/15/2049 (Callable 04/15/2027) | 17550000 | 17358164 |
| &nbsp;&nbsp; Series 2017-C7, Class A5, 3.41%, 10/15/2050 (Callable 11/15/2027) | 5300000 | 5213423 |
|  Morgan Stanley ABS Capital I, Inc., Series 2022-L8, Class ASB, 3.79%, 04/15/2055 (Callable 04/15/2032) <sup>(f)</sup> | 9422000 | 9147623 |
| Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust |
| &nbsp;&nbsp; Series 2017-C34, Class A4, 3.54%, 11/15/2052 (Callable 10/15/2027) | 14450000 | 14263653 |
| &nbsp;&nbsp; Series 2025-5C1, Class A2, 4.91%, 03/15/2058 (Callable 03/15/2030) | 3675000 | 3701740 |
| &nbsp;&nbsp; Series 2025-5C2, Class A2, 4.63%, 11/15/2058 (Callable 11/15/2030) | 24275000 | 24123148 |
|  Morgan Stanley Capital I Trust 2014-MP, Series 2016-BNK2, Class A4, 3.05%, 11/15/2049 (Callable 11/15/2026) | 15671000 | 15432603 |
|  Morgan Stanley Capital I, Inc., Series 2016-UB12, Class A4, 3.60%, 12/15/2049 (Callable 11/15/2026) | 9607210 | 9528591 |
|  UBS Commercial Mortgage Trust, Series 2018-C13, Class A4, 4.33%, 10/15/2051 (Callable 10/15/2028) | 3900000 | 3863392 |
| **TOTAL NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $541,471,010) | **TOTAL NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $541,471,010) | 538794899 |
| **ASSET-BACKED SECURITIES - 2.3%** | **Par**  | **Value**  |
|  Ford Credit Auto Owner Trust, Series 2023-1, Class A, 4.85%, 08/15/2035 (Callable 02/15/2028) <sup>(a)</sup> | 15320000 | 15479084 |
|  Ford Credit Auto Receivables Six LLC, Series 2025-1, Class A, 4.86%, 08/15/2037 (Callable 02/15/2030) <sup>(a)(d)</sup> | 15800000 | 16076249 |
| Ford Credit Floorplan LLC | Ford Credit Floorplan LLC | Ford Credit Floorplan LLC |
| &nbsp;&nbsp; Series 2024-3, Class A1, 4.30%, 09/15/2029 <sup>(a)</sup> | 9025000 | 9035327 |
| &nbsp;&nbsp; Series 2025-1, Class A1, 4.63%, 04/15/2030 | 26225000 | 26395221 |
| General Motors Co. | General Motors Co. | General Motors Co. |
| &nbsp;&nbsp; Series 2023-2, Class A, 5.34%, 06/15/2030 <sup>(a)</sup> | 25952000 | 26512262 |
| &nbsp;&nbsp; Series 2024-4A, Class A1, 4.73%, 11/15/2029 <sup>(a)</sup> | 7325000 | 7378951 |
|  GM Financial Revolving Receivables Trust, Series 2023-2, Class A, 5.77%, 08/11/2036 (Callable 11/11/2028) <sup>(a)</sup> | 26292000 | 27198256 |
|  Hyundai Auto Lease Securitization Trust, Series 2026-A, Class A3, 3.97%, 12/15/2028 (Callable 07/15/2028) <sup>(a)</sup> | 10750000 | 10711513 |
| IPFS Corp. | IPFS Corp. | IPFS Corp. |
| &nbsp;&nbsp; Series 2024-D, Class A, 5.34%, 04/15/2029 <sup>(a)</sup> | 9075000 | 9174972 |
| &nbsp;&nbsp; Series 2025-F, Class A, 4.40%, 08/15/2030 <sup>(a)</sup> | 7925000 | 7918713 |
|  MMAF Equipment Finance LLC, Series 2026-A, Class A3, 4.08%, 07/13/2033 (Callable 10/13/2030) <sup>(a)</sup> | 6075000 | 6043883 |
| Navient Student Loan Trust | Navient Student Loan Trust | Navient Student Loan Trust |
| &nbsp;&nbsp; Series 2021-GA, Class A, 1.58%, 04/15/2070 (Callable 09/15/2030) <sup>(a)</sup> | 10029632 | 9055812 |
| &nbsp;&nbsp; Series 2022-A, Class A, 2.23%, 07/15/2070 (Callable 11/15/2030) <sup>(a)</sup> | 1474878 | 1339188 |
| &nbsp;&nbsp; Series 2022-BA, Class A, 4.16%, 10/15/2070 (Callable 02/15/2031) <sup>(a)</sup> | 11277664 | 11012582 |
| &nbsp;&nbsp; Series 2026-A, Class A, 4.50%, 01/18/2056 (Callable 04/15/2035) <sup>(a)</sup> | 25425000 | 25138465 |
| Nelnet Student Loan Trust | Nelnet Student Loan Trust | Nelnet Student Loan Trust |
| &nbsp;&nbsp; Series 2021-A, Class APT1, 1.36%, 04/20/2062 (Callable 01/20/2029) <sup>(a)</sup> | 2379144 | 2268171 |
| &nbsp;&nbsp; Series 2021-DA, Class AFX, 1.63%, 04/20/2062 (Callable 04/20/2032) <sup>(a)</sup> | 629481 | 600554 |
|  SBA Depositor LLC, 1.84%, 04/15/2027 (Callable 05/01/2026) <sup>(a)</sup> | 6200000 | 6050873 |
|  SFS Auto Receivables Securitization Trust, Series 2025-3A, Class A3, 4.12%, 04/21/2031 (Callable 05/20/2029) <sup>(a)</sup> | 32575000 | 32507381 |
|  Texas Electric Market Stabilization Funding N LLC, 4.27%, 08/01/2034 <sup>(a)</sup> | 12322691 | 12236990 |
|  Towd Point Mortgage Trust, Series 2020-MH1, Class A1, 2.25%, 02/25/2060 (Callable 04/25/2026) <sup>(a)(f)</sup> | 1271515 | 1251957 |
| Verizon Master Trust | Verizon Master Trust | Verizon Master Trust |
| &nbsp;&nbsp; Series 2024-8, Class A1A, 4.62%, 11/20/2030 (Callable 11/20/2027) | 20400000 | 20551501 |
| &nbsp;&nbsp; Series 2025-5, Class A1A, 4.40%, 06/20/2031 (Callable 06/20/2028) | 9275000 | 9314275 |
| **TOTAL ASSET-BACKED SECURITIES** (Cost $293,654,241) | **TOTAL ASSET-BACKED SECURITIES** (Cost $293,654,241) | 293252180 |
| **MUNICIPAL BONDS - 1.5%** | **Par**  | **Value**  |
|  California Community Choice Financing Authority, 6.13%, 04/01/2030 | 2510000 | 2607092 |
|  Central Plains Energy Project, 5.75%, 08/01/2029 | 1200000 | 1230963 |
|  Colorado Housing and Finance Authority, 6.25%, 11/01/2054 (Callable 05/01/2033) | 4550000 | 4851012 |
|  Connecticut Housing Finance Authority, 5.32%, 11/15/2055 (Callable 11/15/2033) | 6005000 | 6125090 |
|  County of Miami-Dade FL, 2.54%, 10/01/2033 (Callable 10/01/2030) | 2800000 | 2449001 |
|  Florida Development Finance Corp., 3.22%, 02/01/2032 (Callable 08/01/2031) | 5250000 | 4798530 |
|  GBG LLC, 2.25%, 09/01/2030 <sup>(a)</sup> | 567410 | 528847 |
| Homewood Educational Building Authority | Homewood Educational Building Authority | Homewood Educational Building Authority |
| &nbsp;&nbsp; 6.81%, 10/01/2028 | 2265000 | 2368687 |
| &nbsp;&nbsp; 6.81%, 10/01/2028 | 1370000 | 1432716 |
|  Idaho Housing & Finance Association, 6.50%, 07/01/2065 (Callable 07/01/2033) | 16620000 | 17722401 |
| Illinois Housing Development Authority | Illinois Housing Development Authority | Illinois Housing Development Authority |
| &nbsp;&nbsp; 6.50%, 04/01/2054 (Callable 10/01/2032) | 15690000 | 16550049 |
| &nbsp;&nbsp; 6.25%, 10/01/2054 (Callable 04/01/2033) | 13195000 | 13856911 |
| Massachusetts Educational Financing Authority | Massachusetts Educational Financing Authority | Massachusetts Educational Financing Authority |
| &nbsp;&nbsp; 1.92%, 07/01/2027 | 10000000 | 9721169 |
| &nbsp;&nbsp; 2.16%, 07/01/2028 | 10000000 | 9536899 |
| &nbsp;&nbsp; 6.07%, 07/01/2033 | 7445000 | 7717255 |
|  Massachusetts Housing Finance Agency, 5.56%, 12/01/2052 (Callable 06/01/2032) | 5580000 | 5719446 |
| Minnesota Housing Finance Agency | Minnesota Housing Finance Agency | Minnesota Housing Finance Agency |
| &nbsp;&nbsp; 6.50%, 07/01/2054 (Callable 01/01/2033) | 3815000 | 4026729 |
| &nbsp;&nbsp; 6.00%, 01/01/2055 (Callable 01/01/2033) | 9380000 | 9865055 |
|  Nebraska Investment Finance Authority, 6.25%, 09/01/2052 (Callable 09/01/2033) | 6205000 | 6561940 |
|  Nevada Housing Division, 6.25%, 10/01/2054 (Callable 04/01/2033) | 2820000 | 2957748 |
| New Hampshire Business Finance Authority | New Hampshire Business Finance Authority | New Hampshire Business Finance Authority |
| &nbsp;&nbsp; 3.25%, 04/01/2028 (Callable 01/01/2028) | 7000000 | 3287322 |
| &nbsp;&nbsp; 3.30%, 04/01/2032 (Callable 01/01/2032) | 13600000 | 9931559 |
| New Jersey Higher Education Student Assistance Authority | New Jersey Higher Education Student Assistance Authority | New Jersey Higher Education Student Assistance Authority |
| &nbsp;&nbsp; 5.00%, 12/01/2027 <sup>(g)</sup> | 1600000 | 1649730 |
| &nbsp;&nbsp; Series A, 5.00%, 12/01/2028 <sup>(g)</sup> | 1225000 | 1281811 |
| &nbsp;&nbsp; Series B, 5.00%, 12/01/2028 <sup>(g)</sup> | 1205000 | 1260884 |
|  New York State Dormitory Authority, 3.00%, 08/01/2036 (Callable 08/01/2031) | 3480000 | 2923575 |
| Niagara Area Development Corp. | Niagara Area Development Corp. | Niagara Area Development Corp. |
| &nbsp;&nbsp; 3.20%, 05/01/2026 | 1995000 | 1991302 |
| &nbsp;&nbsp; 3.27%, 05/01/2027 | 2060000 | 2012652 |
| &nbsp;&nbsp; 3.37%, 05/01/2028 | 2130000 | 2031060 |
| &nbsp;&nbsp; 3.42%, 05/01/2029 | 2200000 | 2046135 |
|  Rhode Island Housing & Mortgage Finance Corp., 6.00%, 04/01/2054 (Callable 04/01/2033) | 3940000 | 4114650 |
| San Diego Convention Center Expansion Financing Authority | San Diego Convention Center Expansion Financing Authority | San Diego Convention Center Expansion Financing Authority |
| &nbsp;&nbsp; 1.99%, 04/15/2026 | 3440000 | 3437086 |
| &nbsp;&nbsp; 2.36%, 04/15/2028 | 1325000 | 1276315 |
|  Tennessee Housing Development Agency, 6.25%, 01/01/2055 (Callable 01/01/2033) | 9215000 | 9680210 |
|  Westvaco Corp., 7.67%, 01/15/2027 <sup>(a)</sup> | 8700000 | 8891655 |
| **TOTAL MUNICIPAL BONDS** (Cost $193,505,269) | **TOTAL MUNICIPAL BONDS** (Cost $193,505,269) | 186443486 |
| **OTHER GOVERNMENT RELATED SECURITIES - 0.3%** | **Par**  | **Value**  |
|  Electricite de France SA, 5.65%, 04/22/2029 (Callable 03/22/2029) <sup>(a)</sup> | 25275000 | 26092039 |
|  NBN Co. Ltd., 2.63%, 05/05/2031 (Callable 02/05/2031) <sup>(a)</sup> | 20487000 | 18682998 |
| **TOTAL OTHER GOVERNMENT RELATED SECURITIES** (Cost $45,215,785) | **TOTAL OTHER GOVERNMENT RELATED SECURITIES** (Cost $45,215,785) | 44775037 |
| **AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES - 0.1%** | **Par**  | **Value**  |
|  Federal Home Loan Mortgage Corp., Series K092, Class A2, 3.30%, 04/25/2029 (Callable 04/25/2029) | 11943000 | 11661514 |
| **TOTAL AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $11,760,197) | **TOTAL AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $11,760,197) | 11661514 |
| **AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES - 0.0% <sup>(h)</sup>** | **Par**  | **Value**  |
|  Federal Home Loan Mortgage Corp., Pool C00635, 6.00%, 07/01/2028 | 275 | 281 |
| **TOTAL AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES** (Cost $270) | **TOTAL AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES** (Cost $270) | 281 |
| **SHORT-TERM INVESTMENTS** | **SHORT-TERM INVESTMENTS** | **SHORT-TERM INVESTMENTS** |
| **MONEY MARKET FUNDS - 2.3%** | **Shares**  | **Value**  |
| First American Government Obligations Fund - Class U, 3.60% <sup>(i)</sup> | 286023902 | 286023902 |
| **TOTAL MONEY MARKET FUNDS** (Cost $286,023,902) | **TOTAL MONEY MARKET FUNDS** (Cost $286,023,902) | 286023902 |
| **TOTAL INVESTMENTS - 100.8% (**Cost $12,688,752,323**)** | **TOTAL INVESTMENTS - 100.8% (**Cost $12,688,752,323**)** | 12688630860 |
| Liabilities in Excess of Other Assets - (0.8)% | Liabilities in Excess of Other Assets - (0.8)% | (100649452) |
| **TOTAL NET ASSETS - 100.0%** |  | $12587981408 |
| Par amount is in USD unless otherwise indicated. | Par amount is in USD unless otherwise indicated. |  |
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. |  |

---

---

| |
|:---|
| CMT - Constant Maturity Treasury |
| LIBOR - London Interbank Offered Rate |
| LLC - Limited Liability Company |
| LP - Limited Partnership |
| PIK - Payment in Kind |
| PLC - Public Limited Company |
| SOFR - Secured Overnight Financing Rate |

---

(a) Security is exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may only be resold in transactions exempt from registration to qualified institutional
 investors. As of March 31, 2026, the value of these securities total $2,945,021,670 or 23.4% of the Fund's net assets.

(b) Securities referencing LIBOR are expected to transition to an alternative reference rate by the security's next scheduled coupon reset date.

(c) Issuer is currently in default.

(d) Step coupon bond. The rate disclosed is as of March 31, 2026.

(e) Zero coupon bonds make no periodic interest payments.

(f) Coupon rate is variable based on the weighted average coupon of the underlying collateral. To the extent the weighted average coupon of the underlying assets which comprise the collateral increases or decreases, the
 coupon rate of this security will increase or decrease correspondingly. The rate disclosed is as of March 31, 2026.

(g) Security subject to the Alternative Minimum Tax ("AMT"). As of March 31, 2026, the total value of securities subject to the AMT was $4,192,425 or 0.0% of net assets.

(h) Represents less than 0.05% of net assets.

(i) The rate shown represents the 7-day annualized yield as of March 31, 2026.

------

#### Summary of Fair Value Disclosure as of March 31, 2026 (Unaudited)
Baird Intermediate Bond Fund (the "Fund") has adopted fair value accounting standards which establish a definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value, a discussion of changes in valuation techniques and related inputs during the period, and expanded disclosure of valuation levels for major security types. These inputs are summarized in the three broad levels listed below. The inputs or valuation methodology used for valuing securities are not an indication of the risk associated with investing in those securities.

Level 1 - Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access.

Level 2 - Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

Level 3 - Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund's own assumptions about the assumptions a market participant would use in valuing the asset or liability, and based on the best information available.

The following is a summary of the fair valuation hierarchy of the Fund's securities as of March 31, 2026:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **<u>Level 1</u>** | **<u>Level 2</u>** | **<u>Level 3</u>** | **<u>Total</u>** |
| <u>Investments:</u> |  |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Securities | $– | $5438592554 | $– | $5438592554 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds | – | 5339767741 | – | 5339767741 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Non-Agency Residential Mortgage-Backed Securities | – | 549319266 | – | 549319266 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Non-Agency Commercial Mortgage-Backed Securities | – | 538794899 | – | 538794899 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Asset-Backed Securities | – | 293252180 | – | 293252180 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Municipal Bonds | – | 186443486 | – | 186443486 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Other Government Related Securities | – | 44775037 | – | 44775037 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Agency Commercial Mortgage-Backed Securities | – | 11661514 | – | 11661514 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Agency Residential Mortgage-Backed Securities | – | 281 | – | 281 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 286023902 | – | – | 286023902 |
| Total Investments | $286023902 | $12402606958 | $– | $12688630860 |
| Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Baird Funds Inc

- **b. Investment Company Act file number:** 811-09997

- **c. CIK number of Registrant:** 0001282693

- **d. LEI of Registrant:** 5493007JR2NWYBC7PO06

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

  - **Street Address 1:** 777 East Wisconsin Avenue

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 4147653614

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

- **a. Name of Series:** Baird Intermediate Bond Fund

- **b. EDGAR series identifier (if any):** S000000755

- **c. LEI of Series:** 549300SS844DU8L9ND59

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

- **a. Date of fiscal year-end:** 2026-12-31

- **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:** $12600216847.18

**Total Liabilities:** $13261464.91

**Net Assets:** $12586955382.27

**Delayed Delivery Securities:** $9983600.00

**Cash Not Reported:** $22579810.74

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 55298.847030000000 | **1-Year:** 848812.900607000000 | **5-Year:** 2471334.710628000000 | **10-Year:** 1220156.974908000000 | **30-Year:** 29633.144329000000

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

- **3-Month:** 770.146005000000 | **1-Year:** 6016.967366000000 | **5-Year:** 3217.301819000000 | **10-Year:** 4695.069174000000 | **30-Year:** 3622.507001000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000002167 | 0.11%                | 1.17%                | -1.26%               |
| Class ID C000002168 | 0.08%                | 1.09%                | -1.30%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4091095.91              | $-28780712.54                              |
| Month 2  | $6625365.09              | $95403209.36                               |
| Month 3  | $-3049832.15             | $-203828742.16                             |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Bank                           | BANK 2017-BNK7                                                                  | CUSIP: 06541XAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1181472.72   | 0.01%             | 2060-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK8                                                                  | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575000 | PA      | $561122.89    | 0.00%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust       | Mill City Mortgage Loan Trust 2019-1                                            | CUSIP: 59981AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148519 | PA      | $145604.63    | 0.00%             | 2069-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC          | Mohawk Industries Inc                                                           | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7716099.68   | 0.06%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7605485.33   | 0.06%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                     | NetApp Inc                                                                      | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7162204.28   | 0.06%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP              | TSMC Arizona Corp                                                               | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   8175000 | PA      | $7412456.60   | 0.06%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP         | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14650000 | PA      | $14938656.71  | 0.12%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 263625000 | PA      | $246551163.43 | 1.96%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 455450000 | PA      | $455147553.87 | 3.62%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 235800000 | PA      | $240064664.65 | 1.91%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC         | Equitable Holdings Inc                                                          | CUSIP: 054561AN5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   1284000 | PA      | $1275698.79   | 0.01%             | 2029-02-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC             | BMW US Capital LLC                                                              | CUSIP: 05565EDG7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3144133.06   | 0.02%             | 2029-03-19      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   4000000 | PA      | $4137435.84   | 0.03%             | 2035-01-18      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $3090460.71   | 0.02%             | 2031-01-14      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4625000 | PA      | $4696249.28   | 0.04%             | 2030-01-09      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4000000 | PA      | $3583004.44   | 0.03%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10918000 | PA      | $10818959.55  | 0.09%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7675000 | PA      | $7669352.50   | 0.06%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10650000 | PA      | $10779449.37  | 0.09%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5100633.15   | 0.04%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAY3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   9000000 | PA      | $8917968.15   | 0.07%             | 2030-02-02      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK4                                                                  | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575000 | PA      | $568224.32    | 0.00%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2019-B9 Mortgage Trust                                                | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11860000 | PA      | $11599116.77  | 0.09%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V10 Mortgage Trust                                               | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23025000 | PA      | $23437437.62  | 0.19%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10246925.90  | 0.08%             | 2034-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-5C13 Mortgage Trust                                                    | CUSIP: 09664JAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21325000 | PA      | $21695626.37  | 0.17%             | 2058-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2018-CX12 Commercial Mortgage Trust                                       | CUSIP: 12595XAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5025000 | PA      | $4975759.52   | 0.04%             | 2051-08-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2016-C7 Commercial Mortgage Trust                                         | CUSIP: 12637UAW9<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |   1640000 | PA      | $1630498.99   | 0.01%             | 2049-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TR 2014       | CVS Pass-Through Trust Series 2014                                              | CUSIP: 12665VAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2152118 | PA      | $2012865.47   | 0.02%             | 2036-08-11      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   5450000 | PA      | $5075576.83   | 0.04%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2955360.12   | 0.02%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2017-P8                                     | CUSIP: 17326DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2375000 | PA      | $2345445.98   | 0.02%             | 2050-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP       | Citizens Financial Group Inc                                                    | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3215287.05   | 0.03%             | 2035-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING             | CNO Global Funding                                                              | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14209357.05  | 0.11%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO       | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9125000 | PA      | $9421504.37   | 0.07%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH            | CommonSpirit Health                                                             | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   9750000 | PA      | $9601772.12   | 0.08%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  25456000 | PA      | $26500245.34  | 0.21%             | 2029-10-03      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                | Danske Bank A/S                                                                 | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  25000000 | PA      | $24962872.00  | 0.20%             | 2028-04-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                | Danske Bank A/S                                                                 | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  12650000 | PA      | $13010671.36  | 0.10%             | 2030-03-01      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3800000 | PA      | $3748185.71   | 0.03%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                        | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   5425000 | PA      | $5592815.54   | 0.04%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQT AB                         | EQT AB                                                                          | CUSIP: 29439EAA7<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |   5175000 | PA      | $5186426.30   | 0.04%             | 2035-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                    | Equinix Inc                                                                     | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $10384545.82  | 0.08%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQUINIX ASIA FIN CORP          | Equinix Asia Financing Corp Pte Ltd                                             | CUSIP: 29447KAA3<br>LEI: 2549002E9B0F5FQ3X427 | Long             | DBT              | CORP              | SG        |  10000000 | PA      | $9788953.10   | 0.08%             | 2031-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS         | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAK9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   3275000 | PA      | $3356062.01   | 0.03%             | 2028-03-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK       | Huntington National Bank/The                                                    | CUSIP: 320844PD9<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   5450000 | PA      | $5445236.21   | 0.04%             | 2026-11-25      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR III        | Five Corners Funding Trust III                                                  | CUSIP: 33830GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13290000 | PA      | $13706390.19  | 0.11%             | 2033-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                       | Flex Ltd                                                                        | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |  14295000 | PA      | $14350121.09  | 0.11%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLORIDA DEV FIN CORP HLTHCAREF | Florida Development Finance Corp                                                | CUSIP: 34061QBV8<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |   5250000 | PA      | $4798529.93   | 0.04%             | 2032-02-01      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION       | Florida Gas Transmission Co LLC                                                 | CUSIP: 340711AY6<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6452958.89   | 0.05%             | 2030-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F | Ford Credit Auto Owner Trust/Ford Credit                                        | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15800000 | PA      | $16076248.78  | 0.13%             | 2037-08-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $9992823.00   | 0.08%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                     | Humana Inc                                                                      | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |  14100000 | PA      | $14251543.70  | 0.11%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP              | ITC Holdings Corp                                                               | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4523196.74   | 0.04%             | 2034-05-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2                   | CUSIP: 46590MAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6047562 | PA      | $6028083.53   | 0.05%             | 2049-08-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| TC PIPELINES LP                | TC PipeLines LP                                                                 | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |  14125000 | PA      | $14021082.38  | 0.11%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| RELIANCE STAND LIFE II         | Reliance Standard Life Global Funding II                                        | CUSIP: 75951AAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11775000 | PA      | $11610014.23  | 0.09%             | 2027-01-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz | SFS Auto Receivables Securitization Trust 2025-3                                | CUSIP: 78398KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  32575000 | PA      | $32507380.82  | 0.26%             | 2031-04-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION       | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   2831910 | PA      | $2952742.79   | 0.02%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ALLEGION PLC                   | Allegion plc                                                                    | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |   3160000 | PA      | $3043526.32   | 0.02%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS         | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAH6<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3011274.33   | 0.02%             | 2027-08-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5046172.80   | 0.04%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD       | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |  12500000 | PA      | $12436065.13  | 0.10%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    875000 | PA      | $791351.64    | 0.01%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST EDUCTNL FING  | Massachusetts Educational Financing Authority                                   | CUSIP: 57563RRU5<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $9721169.00   | 0.08%             | 2027-07-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY H | Massachusetts Housing Finance Agency                                            | CUSIP: 57587GTN5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   5580000 | PA      | $5719446.43   | 0.05%             | 2052-12-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust       | Mill City Mortgage Loan Trust 2018-3                                            | CUSIP: 59980XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83389 | PA      | $82522.53     | 0.00%             | 2058-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY       | Minnesota Housing Finance Agency                                                | CUSIP: 60416T6U7<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |   3815000 | PA      | $4026729.07   | 0.03%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY       | Minnesota Housing Finance Agency                                                | CUSIP: 60416UKB0<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |   9380000 | PA      | $9865054.81   | 0.08%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15392556.00  | 0.12%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                     | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   3783000 | PA      | $3440137.14   | 0.03%             | 2031-05-21      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA        | National Bank of Canada                                                         | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   4725000 | PA      | $4727664.52   | 0.04%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63859WAE9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |  33421000 | PA      | $33330441.79  | 0.26%             | 2026-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY        | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7181825.21   | 0.06%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP        | Principal Financial Group Inc                                                   | CUSIP: 74251VAP7<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4954127.30   | 0.04%             | 2028-02-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                    | Prologis LP                                                                     | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4957967.40   | 0.04%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP             | Regal Rexnord Corp                                                              | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2113979.26   | 0.02%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA           | Samarco Mineracao SA                                                            | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |   2118069 | PA      | $2083982.70   | 0.02%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC         | Roper Technologies Inc                                                          | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |  14675000 | PA      | $13096690.98  | 0.10%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAF9<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   5000000 | PA      | $4757442.55   | 0.04%             | 2028-06-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTNTL 21         | CK Hutchison International 21 Ltd                                               | CUSIP: 12565WAB7<br>LEI: 254900E16YL0NL5TFN79 | Long             | DBT              | CORP              | KY        |   5000000 | PA      | $4551120.00   | 0.04%             | 2031-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2017-COR2 Mortgage Trust                                                   | CUSIP: 12595EAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19610172 | PA      | $19365007.59  | 0.15%             | 2050-09-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP             | CNA Financial Corp                                                              | CUSIP: 126117AW0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   4875000 | PA      | $4336850.90   | 0.03%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   8625000 | PA      | $8723550.03   | 0.07%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  16500000 | PA      | $16583198.28  | 0.13%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING             | CNO Global Funding                                                              | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9914746.90   | 0.08%             | 2028-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST         | Commonwealth Bank of Australia                                                  | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  22000000 | PA      | $19906622.12  | 0.16%             | 2031-03-11      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   4623000 | PA      | $4693348.33   | 0.04%             | 2029-04-03      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO       | Fedex Freight Holding Co Inc                                                    | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |  17500000 | PA      | $17290154.35  | 0.14%             | 2029-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT HSG FIN AUTH HSG M | Connecticut Housing Finance Authority                                           | CUSIP: 20775JBL2<br>LEI: 5493003DXX0NRJKSH186 | Long             | DBT              | MUN               | US        |   6005000 | PA      | $6125089.79   | 0.05%             | 2055-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                  | DTE Energy Co                                                                   | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15252715.05  | 0.12%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO              | DXC Technology Co                                                               | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9390383.00   | 0.07%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA         | Daimler Truck Finance North America LLC                                         | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  13825000 | PA      | $13728674.87  | 0.11%             | 2027-04-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA         | Daimler Truck Finance North America LLC                                         | CUSIP: 233853AZ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  16275000 | PA      | $16485650.42  | 0.13%             | 2029-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   5000000 | PA      | $4527409.85   | 0.04%             | 2032-05-28      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2840000 | PA      | $2869311.30   | 0.02%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS        | Duquesne Light Holdings Inc                                                     | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |  12400000 | PA      | $10935418.14  | 0.09%             | 2032-01-07      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RBC2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1666791.77   | 0.01%             | 2029-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    275000 | PA      | $265830.82    | 0.00%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV        | Fidelity National Information Services Inc                                      | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4731973.70   | 0.04%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |  11876000 | PA      | $12320387.21  | 0.10%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2021-G                                | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10029632 | PA      | $9055812.31   | 0.07%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2022-B                                | CUSIP: 63942PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11277664 | PA      | $11012581.45  | 0.09%             | 2070-10-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVENUES | New York State Dormitory Authority                                              | CUSIP: 65000BBW7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   3480000 | PA      | $2923574.80   | 0.02%             | 2036-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA       | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2730000 | PA      | $2735437.89   | 0.02%             | 2028-08-22      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 166675000 | PA      | $165203573.10 | 1.31%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED          | Vale Overseas Ltd                                                               | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |  15000000 | PA      | $15645300.00  | 0.12%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP             | Valero Energy Corp                                                              | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290842.20    | 0.00%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                  | Videotron Ltd                                                                   | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |  18820000 | PA      | $18997014.90  | 0.15%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CB6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6203361.66   | 0.05%             | 2028-11-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WSP GLOBAL INC                 | WSP Global Inc                                                                  | CUSIP: 92938WAG8<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $9913355.00   | 0.08%             | 2031-09-18      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                      | WRKCo Inc                                                                       | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   8275000 | PA      | $8174385.35   | 0.06%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8331945.84   | 0.07%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4955699.10   | 0.04%             | 2030-01-23      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C50                                  | CUSIP: 95001XAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2667006 | PA      | $2640788.35   | 0.02%             | 2052-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV        | Fidelity National Information Services Inc                                      | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4882605.15   | 0.04%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10320473.90  | 0.08%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                  | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1942149.22   | 0.02%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                  | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |  10425000 | PA      | $10312509.45  | 0.08%             | 2031-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WESTVACO CORP NY               | Westvaco Corp                                                                   | CUSIP: 961548AR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8700000 | PA      | $8891655.00   | 0.07%             | 2027-01-15      | Fixed         | 7.67%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                  | AIB Group PLC                                                                   | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |  16000000 | PA      | $16533777.92  | 0.13%             | 2035-03-28      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   8975000 | PA      | $7840781.86   | 0.06%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE            | Amcor Group Finance PLC                                                         | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |   4425000 | PA      | $4533902.44   | 0.04%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863BD1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   4500000 | PA      | $4552849.58   | 0.04%             | 2033-05-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1958768.50   | 0.02%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                 | AutoNation Inc                                                                  | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9916863.50   | 0.08%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM       | Amcor Flexibles North America Inc                                               | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   7025000 | PA      | $6464208.30   | 0.05%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                          | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   6475000 | PA      | $6496570.30   | 0.05%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust | FirstKey Homes 2021-SFR2 Trust                                                  | CUSIP: 33767TAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19082190 | PA      | $18811347.04  | 0.15%             | 2038-09-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION       | Florida Gas Transmission Co LLC                                                 | CUSIP: 340711BA7<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |  10225000 | PA      | $8985156.07   | 0.07%             | 2031-10-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION       | Florida Gas Transmission Co LLC                                                 | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20519531.60  | 0.16%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F | Ford Credit Auto Owner Trust 2023-REV1                                          | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15320000 | PA      | $15479084.41  | 0.12%             | 2035-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15437861.55  | 0.12%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  11100000 | PA      | $11197741.83  | 0.09%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                | SBA Tower Trust                                                                 | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6200000 | PA      | $6050873.26   | 0.05%             | 2027-04-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAG7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   2000000 | PA      | $1971924.66   | 0.02%             | 2026-10-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                 | Salesforce Inc                                                                  | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |  19375000 | PA      | $19415123.88  | 0.15%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO       | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2597908.37   | 0.02%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III         | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19612597.00  | 0.16%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5159036.45   | 0.04%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |  11000000 | PA      | $10896823.08  | 0.09%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4350000 | PA      | $4215684.75   | 0.03%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2022-3                                                | CUSIP: 89180NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7042956 | PA      | $6646455.22   | 0.05%             | 2062-08-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1500000 | PA      | $1504158.29   | 0.01%             | 2028-05-12      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED          | Vale Overseas Ltd                                                               | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |  14500000 | PA      | $13799882.00  | 0.11%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                 | Var Energi ASA                                                                  | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |  10000000 | PA      | $10044497.40  | 0.08%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC           | Verisk Analytics Inc                                                            | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14750524.35  | 0.12%             | 2031-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust           | Verizon Master Trust                                                            | CUSIP: 92348KEF6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   9275000 | PA      | $9314274.99   | 0.07%             | 2031-06-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                   | Vontier Corp                                                                    | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   2696000 | PA      | $2451516.69   | 0.02%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GCAT                           | GCAT 2025-NQM3 Trust                                                            | CUSIP: 36171MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13784623 | PA      | $13839225.67  | 0.11%             | 2070-05-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| GENPACT UK/USA INC             | Genpact UK Finco plc / Genpact USA Inc                                          | CUSIP: 37256EAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $3917176.84   | 0.03%             | 2030-11-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3246253.05   | 0.03%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  11400000 | PA      | $11637067.79  | 0.09%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                             | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    275000 | PA      | $251360.98    | 0.00%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HGR EDU ASSISTAN | New Jersey Higher Education Student Assistance Authority                        | CUSIP: 646080VD0<br>LEI: 5493007OOYUHTF8GSL63 | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1649730.40   | 0.01%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   9604000 | PA      | $9543078.85   | 0.08%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                   | Assurant Inc                                                                    | CUSIP: 04621XAD0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   7182000 | PA      | $7732661.75   | 0.06%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF           | American National Global Funding                                                | CUSIP: 02771D2E3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7875000 | PA      | $7707778.31   | 0.06%             | 2031-01-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2024-3                                                 | CUSIP: 03466HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17667291 | PA      | $17562248.29  | 0.14%             | 2068-11-26      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AE0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   8085000 | PA      | $8985704.57   | 0.07%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4000000 | PA      | $4095582.84   | 0.03%             | 2030-03-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $1795191.62   | 0.01%             | 2032-11-22      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5295000 | PA      | $5273416.42   | 0.04%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4350000 | PA      | $4138763.78   | 0.03%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   3500000 | PA      | $3531387.48   | 0.03%             | 2029-01-27      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $4471882.20   | 0.04%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $10173674.50  | 0.08%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                    | Aker BP ASA                                                                     | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |  10472000 | PA      | $9560080.12   | 0.08%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AEGON FUNDING CO LLC           | AEGON Funding Co LLC                                                            | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10087944.20  | 0.08%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP            | American Tower Corp                                                             | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   7800000 | PA      | $7935082.51   | 0.06%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMFAM HOLDINGS INC             | AmFam Holdings Inc                                                              | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9000000 | PA      | $7894657.62   | 0.06%             | 2031-03-11      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 05581KAF8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $5080570.50   | 0.04%             | 2029-06-12      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC     | Barings Equipment Finance LLC 2026-A                                            | CUSIP: 06764QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6075000 | PA      | $6043882.64   | 0.05%             | 2033-07-13      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   7800000 | PA      | $7674486.07   | 0.06%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL       | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAC7<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249383.85    | 0.00%             | 2026-06-27      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    550000 | PA      | $556135.54    | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9081896.70   | 0.07%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2022-1                                                    | CUSIP: 042855AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11563556 | PA      | $11253392.71  | 0.09%             | 2056-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL         | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675DCE0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  14850000 | PA      | $14908214.82  | 0.12%             | 2027-07-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2019-C17 Commercial Mortgage Trust                                        | CUSIP: 12597BAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7300000 | PA      | $6906277.42   | 0.05%             | 2052-09-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2478537.10   | 0.02%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BM1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |  10825000 | PA      | $10881554.24  | 0.09%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust   | CD 2018-CD7 Mortgage Trust                                                      | CUSIP: 12512JAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2495000 | PA      | $2478541.73   | 0.02%             | 2051-08-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13665000 | PA      | $13876583.12  | 0.11%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   6275000 | PA      | $6817465.40   | 0.05%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS       | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4193243.32   | 0.03%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   4000000 | PA      | $3717342.76   | 0.03%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST HSG DEV AUTH REVEN | Illinois Housing Development Authority                                          | CUSIP: 45203ME56<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |  13195000 | PA      | $13856911.34  | 0.11%             | 2054-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST HSG DEV AUTH REVEN | Illinois Housing Development Authority                                          | CUSIP: 45203MVG3<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |  15690000 | PA      | $16550048.92  | 0.13%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                  | Ingredion Inc                                                                   | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    550000 | PA      | $515274.16    | 0.00%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                     | Intel Corp                                                                      | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5039159.25   | 0.04%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO       | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   8000000 | PA      | $8257922.32   | 0.07%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu | JPMDB Commercial Mortgage Securities Trust 2016-C4                              | CUSIP: 46646RAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17550000 | PA      | $17358164.46  | 0.14%             | 2049-12-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP              | ITC Holdings Corp                                                               | CUSIP: 465685AS4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4624595.11   | 0.04%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6857392.78   | 0.05%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC           | Jacobs Solutions Inc                                                            | CUSIP: 46982LAA6<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5916015.18   | 0.05%             | 2031-03-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC           | Jacobs Solutions Inc                                                            | CUSIP: 46982LAB4<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3267082.07   | 0.03%             | 2036-03-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2229000 | PA      | $2235618.06   | 0.02%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III            | LYB International Finance III LLC                                               | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5006083.05   | 0.04%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO           | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   8129000 | PA      | $8074063.00   | 0.06%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD            | Macquarie Group Ltd                                                             | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   4350000 | PA      | $3892032.30   | 0.03%             | 2033-01-14      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL         | Marriott International Inc/MD                                                   | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |  10325000 | PA      | $10418003.06  | 0.08%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST EDUCTNL FING  | Massachusetts Educational Financing Authority                                   | CUSIP: 57563RTW9<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |   7445000 | PA      | $7717254.72   | 0.06%             | 2033-07-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    525000 | PA      | $503425.51    | 0.00%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  27857000 | PA      | $28177862.50  | 0.22%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                     | CUSIP: 61767EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14450000 | PA      | $14263652.80  | 0.11%             | 2052-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS           | Southern Natural Gas Co LLC                                                     | CUSIP: 843452AY9<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |   8020000 | PA      | $8810192.23   | 0.07%             | 2031-02-15      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP            | Sprint Capital Corp                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $13745014.40  | 0.11%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254CC2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  12500000 | PA      | $11116665.00  | 0.09%             | 2032-06-29      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254DC1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2046843.42   | 0.02%             | 2035-05-14      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   9000000 | PA      | $9075291.30   | 0.07%             | 2030-10-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 85325C2N1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4882000.55   | 0.04%             | 2032-06-05      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDC1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  12000000 | PA      | $12461555.88  | 0.10%             | 2030-07-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5080224.15   | 0.04%             | 2030-08-02      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION              | Sysco Corp                                                                      | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   4232000 | PA      | $4395392.70   | 0.03%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2025-1                                                | CUSIP: 89190KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24655351 | PA      | $24522663.67  | 0.19%             | 2065-06-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES          | TransCanada PipeLines Ltd                                                       | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1335000 | PA      | $1372845.03   | 0.01%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 389450000 | PA      | $365413632.81 | 2.90%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING             | NLG Global Funding                                                              | CUSIP: 62915W2A0<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10225518.90  | 0.08%             | 2030-01-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC            | Nomura Holdings Inc                                                             | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   5000000 | PA      | $4714686.80   | 0.04%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2857676.10   | 0.02%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   5225000 | PA      | $5181595.87   | 0.04%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC              | CBRE Services Inc                                                               | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |  10525000 | PA      | $10546128.73  | 0.08%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3093436.23   | 0.02%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST         | CVS Pass-Through Trust                                                          | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7477419 | PA      | $7547612.45   | 0.06%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $13253960.64  | 0.11%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| CENTRL PLAINS ENERGY PROJ NE G | Central Plains Energy Project                                                   | CUSIP: 154872BC8<br>LEI: SVQOT7V5CPLIGNP5BE29 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1230962.64   | 0.01%             | 2029-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4155000 | PA      | $4176010.05   | 0.03%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2056174.16   | 0.02%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3710000 | PA      | $3468479.30   | 0.03%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust Series 2024-RPL2                              | CUSIP: 161930AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  40677789 | PA      | $36101363.20  | 0.29%             | 2064-08-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2017-P8                                     | CUSIP: 17326DAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $538831.76    | 0.00%             | 2050-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                | DTE Electric Co                                                                 | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    275000 | PA      | $252454.62    | 0.00%             | 2031-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                | Danske Bank A/S                                                                 | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   8200000 | PA      | $8253108.12   | 0.07%             | 2031-03-04      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC         | Diamondback Energy Inc                                                          | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3045590.76   | 0.02%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                 | Capital One NA                                                                  | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   6529000 | PA      | $6687814.20   | 0.05%             | 2028-08-09      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS       | Discovery Communications LLC                                                    | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $943671.23    | 0.01%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA       | Electricite de France SA                                                        | CUSIP: 268317AY0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |  25275000 | PA      | $26092038.64  | 0.21%             | 2029-04-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                     | Ecolab Inc                                                                      | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10158081.40  | 0.08%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    475000 | PA      | $473974.89    | 0.00%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES LP        | Essential Properties LP                                                         | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |   7975000 | PA      | $7839444.62   | 0.06%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA               | ArcelorMittal SA                                                                | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |  10000000 | PA      | $10305126.10  | 0.08%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE         | Arizona Public Service Co                                                       | CUSIP: 040555DK7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   4175000 | PA      | $4104755.54   | 0.03%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   7166000 | PA      | $7068297.97   | 0.06%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |  10075000 | PA      | $9960805.62   | 0.08%             | 2026-08-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   3075000 | PA      | $3164396.49   | 0.03%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP        | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $5421464.15   | 0.04%             | 2032-12-08      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-5C10 Mortgage Trust                                                    | CUSIP: 05615BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4900000 | PA      | $5041991.22   | 0.04%             | 2058-05-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5050000 | PA      | $5011541.37   | 0.04%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10064582.80  | 0.08%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate M | Bear Stearns ARM Trust 2004-5                                                   | CUSIP: 07384MS78<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    236887 | PA      | $224137.71    | 0.00%             | 2034-07-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V11 Mortgage Trust                                               | CUSIP: 081921AZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4475000 | PA      | $4647949.80   | 0.04%             | 2057-11-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5652484.15   | 0.04%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO              | General Motors Co                                                               | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1156673.25   | 0.01%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   6343000 | PA      | $5767958.34   | 0.05%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272BK3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  12200000 | PA      | $12386543.37  | 0.10%             | 2028-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9705149.84   | 0.08%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  18100000 | PA      | $17997870.57  | 0.14%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3910688.68   | 0.03%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| GRAND RVR FND TRST I           | Grand River Funding Trust I                                                     | CUSIP: 38644BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5044178.65   | 0.04%             | 2036-02-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND        | Guardian Life Global Funding                                                    | CUSIP: 40139LBN2<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |  20100000 | PA      | $19870243.94  | 0.16%             | 2030-10-06      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| HOMEWOOD AL EDUCTNL BLDG AUTH  | Homewood Educational Building Authority                                         | CUSIP: 43788VAS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1370000 | PA      | $1432715.86   | 0.01%             | 2028-10-01      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP              | ITC Holdings Corp                                                               | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    275000 | PA      | $270235.62    | 0.00%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4757476.85   | 0.04%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JPMCC Commercial Mortgage Securities Trust 2017-JP6                             | CUSIP: 48128KAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18900000 | PA      | $18637358.04  | 0.15%             | 2050-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| LIFESPAN CORP                  | Lifespan Corp                                                                   | CUSIP: 53229UAB3<br>LEI: I9TGZUV477HZIKUP0045 | Long             | DBT              | CORP              | US        |   9280000 | PA      | $9268015.99   | 0.07%             | 2031-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MSCI INC                       | MSCI Inc                                                                        | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |  22378000 | PA      | $21735953.70  | 0.17%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C1                     | CUSIP: 61778GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3675000 | PA      | $3701739.67   | 0.03%             | 2058-03-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2022-A                                | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1474878 | PA      | $1339187.72   | 0.01%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust      | Nelnet Student Loan Trust 2021-D                                                | CUSIP: 64034YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    629481 | PA      | $600554.43    | 0.00%             | 2062-04-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS        | New York State Electric & Gas Corp                                              | CUSIP: 649840CW3<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   9925000 | PA      | $10053873.45  | 0.08%             | 2034-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC            | Nomura Holdings Inc                                                             | CUSIP: 65535HCB3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   3825000 | PA      | $3850730.81   | 0.03%             | 2035-06-29      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL             | nVent Finance Sarl                                                              | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |   3341000 | PA      | $3425651.65   | 0.03%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL       | Sammons Financial Group Global Funding                                          | CUSIP: 79587J2E2<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4955465.45   | 0.04%             | 2030-12-12      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   4425000 | PA      | $4368047.77   | 0.03%             | 2028-11-03      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  10000000 | PA      | $9947219.10   | 0.08%             | 2027-06-09      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS       | Air Products and Chemicals Inc                                                  | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    275000 | PA      | $250392.45    | 0.00%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA       | Americold Realty Operating Partnership LP                                       | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $15827599.36  | 0.13%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $273701.35    | 0.00%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                | Antofagasta PLC                                                                 | CUSIP: 03718NAC0<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $10442020.00  | 0.08%             | 2034-05-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO        | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |  13337000 | PA      | $14421914.00  | 0.11%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $498190.04    | 0.00%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA           | Mercedes-Benz Finance North America LLC                                         | CUSIP: 58769JBP1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   4825000 | PA      | $4790160.89   | 0.04%             | 2029-03-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   5000000 | PA      | $5060260.70   | 0.04%             | 2028-09-13      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2016-BNK2                                        | CUSIP: 61690YBU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15671000 | PA      | $15432603.35  | 0.12%             | 2049-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  18750000 | PA      | $16415217.94  | 0.13%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust      | Nelnet Student Loan Trust 2021-A                                                | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2379144 | PA      | $2268170.56   | 0.02%             | 2062-04-20      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAM4<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   7400000 | PA      | $7427445.79   | 0.06%             | 2034-04-03      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION       | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |  10450000 | PA      | $10374129.24  | 0.08%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  15000000 | PA      | $15312982.50  | 0.12%             | 2031-05-22      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   4375000 | PA      | $4280458.61   | 0.03%             | 2036-10-03      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2024-1                                                | CUSIP: 89182NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9494307 | PA      | $9647896.93   | 0.08%             | 2064-03-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2024-2                                                | CUSIP: 89183AAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27494525 | PA      | $27920802.78  | 0.22%             | 2064-12-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                                | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12200412.00  | 0.10%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 219150000 | PA      | $194332974.06 | 1.54%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   5000000 | PA      | $5042516.45   | 0.04%             | 2027-09-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   8000000 | PA      | $8058756.72   | 0.06%             | 2028-12-03      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| AIG SUNAMER GLOB FIN X         | AIG SunAmerica Global Financing X                                               | CUSIP: 00139PAA6<br>LEI: 549300Q3UB1GMKCGGR05 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $15181114.76  | 0.12%             | 2032-03-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM           | Adventist Health System/West                                                    | CUSIP: 007944AF8<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237842.16    | 0.00%             | 2029-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC             | Ally Financial Inc                                                              | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4026790.40   | 0.03%             | 2031-01-17      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                      | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4062635.60   | 0.03%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1712000 | PA      | $1681819.99   | 0.01%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2018-BNK10                                                                 | CUSIP: 065404BB0<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |    895000 | PA      | $882991.43    | 0.01%             | 2061-02-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2022-BNK44                                                                 | CUSIP: 06540KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13475000 | PA      | $14020831.83  | 0.11%             | 2055-11-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   8790000 | PA      | $8753609.75   | 0.07%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2026-V21 Mortgage Trust                                               | CUSIP: 08164HAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  37750000 | PA      | $37526017.93  | 0.30%             | 2031-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-5C11 Mortgage Trust                                                    | CUSIP: 096941AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5450000 | PA      | $5631523.15   | 0.04%             | 2058-07-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC               | Carlisle Cos Inc                                                                | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    275000 | PA      | $271636.30    | 0.00%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC               | Carlisle Cos Inc                                                                | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |  23425000 | PA      | $21891863.03  | 0.17%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $14453406.40  | 0.11%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC             | Cenovus Energy Inc                                                              | CUSIP: 15135UBA6<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |  10075000 | PA      | $10005303.97  | 0.08%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS       | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5150107.50   | 0.04%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 225401BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  15500000 | PA      | $15303453.96  | 0.12%             | 2030-04-10      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4031191.64   | 0.03%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3050000 | PA      | $2867374.11   | 0.02%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   5000000 | PA      | $5249839.50   | 0.04%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   5000000 | PA      | $4557095.45   | 0.04%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| ENI SPA                        | Eni SpA                                                                         | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   4000000 | PA      | $4097372.36   | 0.03%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                        | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8711829.20   | 0.07%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO            | Emerson Electric Co                                                             | CUSIP: 291011BN3<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |  12600000 | PA      | $11343559.50  | 0.09%             | 2030-10-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10270307.50  | 0.08%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | ENEL Finance International NV                                                   | CUSIP: 29278GAW8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |  10000000 | PA      | $10020671.60  | 0.08%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund                                      | CUSIP: 31846V211<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        | 263423172 | NS      | $263423171.98 | 2.09%             |  |  |  | No            |                  1 | On Loan: No      |
| firstkey homes 2020-sfr1 trust | FirstKey Homes 2022-SFR1 Trust                                                  | CUSIP: 33768NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20339836 | PA      | $20252443.87  | 0.16%             | 2039-05-19      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    700000 | PA      | $670462.57    | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   4818000 | PA      | $4774509.65   | 0.04%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4856486.00   | 0.04%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |  26225000 | PA      | $26395221.23  | 0.21%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4450000 | PA      | $4506400.64   | 0.04%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397J61<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   7225000 | PA      | $7095167.40   | 0.06%             | 2031-04-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $4828657.28   | 0.04%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4243331.08   | 0.03%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4975000 | PA      | $5034935.91   | 0.04%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5084325.50   | 0.04%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  15700000 | PA      | $15485725.77  | 0.12%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  26125000 | PA      | $25916779.83  | 0.21%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND        | Guardian Life Global Funding                                                    | CUSIP: 40139LBH5<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |  22200000 | PA      | $22908716.57  | 0.18%             | 2028-10-02      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   6500000 | PA      | $6409726.64   | 0.05%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| HP INC                         | HP Inc                                                                          | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2947661.79   | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T       | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   4925000 | PA      | $4663564.26   | 0.04%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust | Home Partners of America 2021-3 Trust                                           | CUSIP: 43730XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  28638331 | PA      | $26892455.23  | 0.21%             | 2041-01-17      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust | Home Partners of America 2019-1 Trust                                           | CUSIP: 43731QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14301830 | PA      | $13973052.19  | 0.11%             | 2039-09-17      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP            | Fifth Third Bancorp                                                             | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5183327.50   | 0.04%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO       | Flex Intermediate Holdco LLC                                                    | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |   7515000 | PA      | $6842656.55   | 0.05%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC       | Icon Investments Six DAC                                                        | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |  11550000 | PA      | $11700147.81  | 0.09%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING       | JH North America Holdings Inc                                                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1983382.00   | 0.02%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING       | JH North America Holdings Inc                                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1992029.60   | 0.02%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132074.60    | 0.00%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7141991.15   | 0.06%             | 2034-06-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu | JPMDB Commercial Mortgage Securities Trust 2017-C7                              | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5300000 | PA      | $5213422.91   | 0.04%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL       | Jackson National Life Global Funding                                            | CUSIP: 46849LUY5<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   7281000 | PA      | $7332556.11   | 0.06%             | 2028-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE INC         | Jones Lang LaSalle Inc                                                          | CUSIP: 48020QAB3<br>LEI: 6SYKCME112RT8TQUO411 | Long             | DBT              | CORP              | US        |  14057000 | PA      | $14841056.87  | 0.12%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5175946.85   | 0.04%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   7975000 | PA      | $8235995.59   | 0.07%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA              | National Grid USA                                                               | CUSIP: 49337WAC4<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |   9900000 | PA      | $11080369.08  | 0.09%             | 2030-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                      | Kroger Co/The                                                                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   3825000 | PA      | $3776663.13   | 0.03%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  21323000 | PA      | $20706345.45  | 0.16%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   3292000 | PA      | $3148983.21   | 0.03%             | 2031-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC       | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1859000 | PA      | $1849454.69   | 0.01%             | 2029-02-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO           | Liberty Utilities Co                                                            | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |  22000000 | PA      | $22427413.58  | 0.18%             | 2029-01-31      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING       | Lincoln Financial Global Funding                                                | CUSIP: 53359KAA9<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |  10275000 | PA      | $10424435.39  | 0.08%             | 2030-01-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  32175000 | PA      | $32142578.86  | 0.26%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD             | Macquarie Bank Ltd                                                              | CUSIP: 556079AG6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   3000000 | PA      | $2983611.57   | 0.02%             | 2036-08-13      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP        | Marathon Petroleum Corp                                                         | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $18359747.82  | 0.15%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST EDUCTNL FING  | Massachusetts Educational Financing Authority                                   | CUSIP: 57563RRV3<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $9536899.00   | 0.08%             | 2028-07-01      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                     | MasTec Inc                                                                      | CUSIP: 576323AQ2<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.02%             | 2029-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL SPL OBLIG   | County of Miami-Dade FL                                                         | CUSIP: 59333NV26<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |   2800000 | PA      | $2449000.96   | 0.02%             | 2033-10-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP            | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |  24800000 | PA      | $23990572.64  | 0.19%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                     | NBN Co Ltd                                                                      | CUSIP: 62878U2B7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |  20487000 | PA      | $18682998.16  | 0.15%             | 2031-05-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC              | National Grid PLC                                                               | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |   5125000 | PA      | $5222500.00   | 0.04%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2019-RPL3                                   | CUSIP: 64830NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2451506 | PA      | $2375357.23   | 0.02%             | 2059-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| NIAGARA NY AREA DEV CORP REVEN | Niagara Area Development Corp                                                   | CUSIP: 653541BC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2060000 | PA      | $2012651.52   | 0.02%             | 2027-05-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL             | nVent Finance Sarl                                                              | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |   5291000 | PA      | $5278634.14   | 0.04%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $4006871.25   | 0.03%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING        | Corebridge Global Funding                                                       | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  11075000 | PA      | $10905197.44  | 0.09%             | 2032-08-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5399000 | PA      | $5500629.59   | 0.04%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                      | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4942253.70   | 0.04%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   8288000 | PA      | $8285154.90   | 0.07%             | 2026-05-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $5230332.50   | 0.04%             | 2029-10-19      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05578QAE3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   3386000 | PA      | $3386000.00   | 0.03%             | 2026-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  11500000 | PA      | $10159871.08  | 0.08%             | 2032-10-19      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3394549.09   | 0.03%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5136466.80   | 0.04%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP          | Bank of Ireland Group PLC                                                       | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |  11243000 | PA      | $11098314.84  | 0.09%             | 2027-09-30      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2667892.80   | 0.02%             | 2037-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK29                                                                 | CUSIP: 06541TBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7450000 | PA      | $6555926.99   | 0.05%             | 2053-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 Trust 2025-5YR13                                                          | CUSIP: 06650CAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  26550000 | PA      | $26803499.40  | 0.21%             | 2058-01-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL         | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675FBB2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   2500000 | PA      | $2565112.78   | 0.02%             | 2028-07-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   6500000 | PA      | $6816565.67   | 0.05%             | 2034-05-09      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   8100000 | PA      | $8752713.23   | 0.07%             | 2034-09-13      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $9909998.70   | 0.08%             | 2035-09-10      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V17 Mortgage Trust                                               | CUSIP: 081934AQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21125000 | PA      | $20801865.65  | 0.17%             | 2058-09-15      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC               | Berry Global Inc                                                                | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2829142.61   | 0.02%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP               | Black Hills Corp                                                                | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15571439.85  | 0.12%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $4533797.05   | 0.04%             | 2032-04-19      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   6500000 | PA      | $6123370.96   | 0.05%             | 2029-09-15      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   7000000 | PA      | $6292705.37   | 0.05%             | 2033-01-20      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  15000000 | PA      | $15053323.80  | 0.12%             | 2029-05-09      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1756167.98   | 0.01%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    225000 | PA      | $209887.71    | 0.00%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-5C12 Mortgage Trust                                                    | CUSIP: 09663VAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20000000 | PA      | $20305346.00  | 0.16%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-5C9 Mortgage Trust                                                     | CUSIP: 096933AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28295000 | PA      | $29274060.76  | 0.23%             | 2058-04-15      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2024 RPL1                                       | CUSIP: 10568TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  45008052 | PA      | $41711289.10  | 0.33%             | 2063-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7875136.56   | 0.06%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5129140.20   | 0.04%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                               | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   8747000 | PA      | $8699112.45   | 0.07%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                               | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3079692.91   | 0.02%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1778000 | PA      | $1911939.07   | 0.02%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4425000 | PA      | $4498421.33   | 0.04%             | 2028-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PREMIER HEALTH PARTNERS        | Premier Health Partners                                                         | CUSIP: 74052BAA5<br>LEI: 549300KETC002I82TF46 | Long             | DBT              | CORP              | US        |  17852000 | PA      | $17664589.53  | 0.14%             | 2026-11-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   8000000 | PA      | $8055908.80   | 0.06%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1496977.19   | 0.01%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CCL INDUSTRIES INC             | CCL Industries Inc                                                              | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |   5500000 | PA      | $5132321.15   | 0.04%             | 2030-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   4700000 | PA      | $4751779.52   | 0.04%             | 2030-01-27      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC               | Ryder System Inc                                                                | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   6275000 | PA      | $6375169.39   | 0.05%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CA CONVENTION CENTER | San Diego Convention Center Expansion Financing Authority                       | CUSIP: 79727LBT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3440000 | PA      | $3437086.32   | 0.03%             | 2026-04-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2571213.38   | 0.02%             | 2031-04-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC              | CBRE Services Inc                                                               | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10236148.70  | 0.08%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE            | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10625000 | PA      | $10608676.39  | 0.08%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR              | Seagate Data Storage Technology Pte Ltd                                         | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   4212000 | PA      | $4281245.28   | 0.03%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBW1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2044759.40   | 0.02%             | 2030-01-19      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust   | CD 2019-CD8 Mortgage Trust                                                      | CUSIP: 12515BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5815000 | PA      | $5453882.69   | 0.04%             | 2057-08-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC              | CF Industries Inc                                                               | CUSIP: 12527GAL7<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14939436.30  | 0.12%             | 2035-11-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                    | Southern Co/The                                                                 | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   8375000 | PA      | $8678441.49   | 0.07%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4925759.25   | 0.04%             | 2028-01-12      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC          | Stellantis Finance US Inc                                                       | CUSIP: 85855CAD2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    575000 | PA      | $580843.08    | 0.00%             | 2028-01-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                 | TD SYNNEX Corp                                                                  | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3955553.32   | 0.03%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2991170.52   | 0.02%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP           | Targa Resources Corp                                                            | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5039246.75   | 0.04%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2017-6                                                | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23515 | PA      | $23224.60     | 0.00%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP          | Truist Financial Corp                                                           | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4251334.72   | 0.03%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| CH ROBINSON WORLDWIDE          | CH Robinson Worldwide Inc                                                       | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |  12900000 | PA      | $12797666.75  | 0.10%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC         | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $6805578.18   | 0.05%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10150000 | PA      | $9669064.48   | 0.08%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 196200000 | PA      | $197709819.82 | 1.57%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   8475000 | PA      | $8542057.42   | 0.07%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA CMNTY CHOICE FING A | California Community Choice Financing Authority                                 | CUSIP: 13013JDE3<br>LEI: 549300X8VKJ215S2R571 | Long             | DBT              | MUN               | US        |   2510000 | PA      | $2607091.82   | 0.02%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AT&T REIGN II LB PTT           | AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust                    | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11867193 | PA      | $11748106.43  | 0.09%             | 2044-12-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| AUSGRID FINANCE PTY LTD        | Ausgrid Finance Pty Ltd                                                         | CUSIP: 052113AB3<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |   4400000 | PA      | $4381185.51   | 0.03%             | 2028-08-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                      | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15418258.20  | 0.12%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4000000 | PA      | $4317163.48   | 0.03%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   6600000 | PA      | $6936659.80   | 0.06%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV              | CNH Industrial NV                                                               | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |   2518000 | PA      | $2492318.54   | 0.02%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2017-C8 Commercial Mortgage Trust                                         | CUSIP: 12595BAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5921685.00   | 0.05%             | 2050-06-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3270184.72   | 0.03%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $13932511.04  | 0.11%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5077078.30   | 0.04%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP       | Citizens Financial Group Inc                                                    | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7723736.78   | 0.06%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING             | CNO Global Funding                                                              | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5024294.00   | 0.04%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV         | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |   8875000 | PA      | $8322906.66   | 0.07%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COLORADO ST HSG & FIN AUTH     | Colorado Housing and Finance Authority                                          | CUSIP: 19648GHW5<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |   4550000 | PA      | $4851011.62   | 0.04%             | 2054-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 306300000 | PA      | $306922171.88 | 2.44%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU       | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   4350000 | PA      | $4449275.70   | 0.04%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2316000 | PA      | $2021526.71   | 0.02%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust           | Verizon Master Trust                                                            | CUSIP: 92348KDM2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |  20400000 | PA      | $20551500.60  | 0.16%             | 2030-11-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                   | Vontier Corp                                                                    | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   6650000 | PA      | $6650000.00   | 0.05%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC             | Voya Financial Inc                                                              | CUSIP: 929089AK6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9659589.50   | 0.08%             | 2036-03-02      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC          | Waste Connections Inc                                                           | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    875000 | PA      | $808445.74    | 0.01%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                 | Weir Group Inc                                                                  | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |  11300000 | PA      | $11449761.84  | 0.09%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10864000 | PA      | $10603872.71  | 0.08%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10229725.50  | 0.08%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C54                                  | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14625000 | PA      | $13887290.14  | 0.11%             | 2052-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WESTERN & SOUTHERN FIN         | Western & Southern Financial Group Inc                                          | CUSIP: 957576AA9<br>LEI: 54930077BZ6U5AC0NJ12 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4403295.55   | 0.03%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                    | Aker BP ASA                                                                     | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   2500000 | PA      | $2550542.20   | 0.02%             | 2028-06-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE         | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAE6<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7260858.71   | 0.06%             | 2029-03-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863BH2<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |  20000000 | PA      | $19691993.60  | 0.16%             | 2033-03-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP        | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AV8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   8000000 | PA      | $8139518.64   | 0.06%             | 2036-06-18      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1475000 | PA      | $1491183.67   | 0.01%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  13375000 | PA      | $14308797.83  | 0.11%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   4837000 | PA      | $4833491.87   | 0.04%             | 2028-08-04      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat | Hyundai Auto Lease Securitization Trust 2026-A                                  | CUSIP: 448970AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10750000 | PA      | $10711512.85  | 0.09%             | 2028-12-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $10083481.65  | 0.08%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2015-GC35                                   | CUSIP: 17324KAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3427792 | PA      | $3410229.14   | 0.03%             | 2048-11-10      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2017-C4                                     | CUSIP: 17326FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6018075 | PA      | $5931927.26   | 0.05%             | 2050-10-12      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO       | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XBA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |  10000000 | PA      | $10031300.00  | 0.08%             | 2037-03-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  13700000 | PA      | $13478611.84  | 0.11%             | 2029-01-23      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4518301.95   | 0.04%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25766650.00  | 0.20%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   7000000 | PA      | $6904875.81   | 0.05%             | 2028-11-07      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| NEBRASKA ST INVESTMENT FIN AUT | Nebraska Investment Finance Authority                                           | CUSIP: 63968XCJ2<br>LEI: 549300OIIXIM3SRZWK33 | Long             | DBT              | MUN               | US        |   6205000 | PA      | $6561939.52   | 0.05%             | 2052-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2017-2                                      | CUSIP: 64829KBV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    818200 | PA      | $793039.51    | 0.01%             | 2057-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG       | New York Life Global Funding                                                    | CUSIP: 64952WFE8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   4140000 | PA      | $4170628.63   | 0.03%             | 2034-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NIAGARA NY AREA DEV CORP REVEN | Niagara Area Development Corp                                                   | CUSIP: 653541BD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2130000 | PA      | $2031059.58   | 0.02%             | 2028-05-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $13356216.00  | 0.11%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  11375000 | PA      | $11179776.34  | 0.09%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP          | Stifel Financial Corp                                                           | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |  15245000 | PA      | $14804179.54  | 0.12%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4995859.75   | 0.04%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                 | Synchrony Bank                                                                  | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $12637765.50  | 0.10%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP           | Targa Resources Corp                                                            | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10085483.30  | 0.08%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2019-1                                                | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2429199 | PA      | $2354827.73   | 0.02%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   5175000 | PA      | $5277832.89   | 0.04%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   4350000 | PA      | $4331492.88   | 0.03%             | 2031-09-08      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4966302.70   | 0.04%             | 2030-01-29      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $3247630.92   | 0.03%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| IDAHO ST HSG & FIN ASSN SF MTG | Idaho Housing & Finance Association                                             | CUSIP: 45130BBD4<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |  16620000 | PA      | $17722401.28  | 0.14%             | 2065-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2022-INV3 Trust                                                             | CUSIP: 55284PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16532663 | PA      | $16302771.61  | 0.13%             | 2066-12-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3045301.68   | 0.02%             | 2029-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   7390000 | PA      | $7015196.94   | 0.06%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL        | Western-Southern Global Funding                                                 | CUSIP: 95954A2A0<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |   7025000 | PA      | $7066193.27   | 0.06%             | 2030-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL        | Western-Southern Global Funding                                                 | CUSIP: 95954A2D4<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6441250.73   | 0.05%             | 2029-01-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | ENEL Finance International NV                                                   | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |  14975000 | PA      | $14686010.80  | 0.12%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                       | Engie SA                                                                        | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |  12000000 | PA      | $12268405.32  | 0.10%             | 2029-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                    | Equinix Inc                                                                     | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6763029.56   | 0.05%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                          | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1476057.21   | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE       | First Citizens BancShares Inc/NC                                                | CUSIP: 31959XAJ2<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3381547.12   | 0.03%             | 2032-03-03      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3530384.69   | 0.03%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   8350000 | PA      | $7441194.60   | 0.06%             | 2031-09-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP               | HF Sinclair Corp                                                                | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14998808.25  | 0.12%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4732963.00   | 0.04%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5027316.00   | 0.04%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP       | Health Care Service Corp A Mutual Legal Reserve Co                              | CUSIP: 42218SAL2<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7503968.78   | 0.06%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC          | Helmerich & Payne Inc                                                           | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2999764.08   | 0.02%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HOMEWOOD AL EDUCTNL BLDG AUTH  | Homewood Educational Building Authority                                         | CUSIP: 437887JB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2265000 | PA      | $2368687.17   | 0.02%             | 2028-10-01      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                      | IDEX Corp                                                                       | CUSIP: 45167RAJ3<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |   6450000 | PA      | $6525205.26   | 0.05%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                   | ING Groep NV                                                                    | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  10000000 | PA      | $10547363.60  | 0.08%             | 2034-09-11      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC             | Ingersoll Rand Inc                                                              | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7159557.44   | 0.06%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES       | International Flavors & Fragrances Inc                                          | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   2603000 | PA      | $2496661.80   | 0.02%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC         | IPALCO Enterprises Inc                                                          | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |   8879000 | PA      | $8817183.25   | 0.07%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MBIA INSURANCE CO              | MBIA Insurance Corp                                                             | CUSIP: 55276GAA3<br>LEI: 5493004M1UUDNTDXS107 | Long             | DBT              | CORP              | US        |    500000 | PA      | $1000.00      | 0.00%             | 2033-01-15      | None          | 15.19%                | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD            | Macquarie Group Ltd                                                             | CUSIP: 55607PAG0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $4486788.85   | 0.04%             | 2032-06-23      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| METRO DETROIT HOSPITAL         | Metropolitan Detroit Area Hospital Services Inc                                 | CUSIP: 591863AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6460000 | PA      | $6349338.13   | 0.05%             | 2029-12-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  12425000 | PA      | $12011308.76  | 0.10%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2022-L8                                          | CUSIP: 61774LAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9422000 | PA      | $9147622.88   | 0.07%             | 2055-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63861VAE7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $977489.32    | 0.01%             | 2030-07-18      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   4800000 | PA      | $4842655.39   | 0.04%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   6850000 | PA      | $6808766.97   | 0.05%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL       | Martin Marietta Materials Inc                                                   | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184992.41    | 0.00%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO        | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AE8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9996243.60   | 0.08%             | 2033-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7425000 | PA      | $6965051.32   | 0.06%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST         | Commonwealth Bank of Australia                                                  | CUSIP: 202712BS3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  20000000 | PA      | $18787684.00  | 0.15%             | 2032-03-14      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   6000000 | PA      | $5301824.52   | 0.04%             | 2032-10-13      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                                              | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9075000 | PA      | $9174972.02   | 0.07%             | 2029-04-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                            | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   4000000 | PA      | $4052065.16   | 0.03%             | 2033-08-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC          | Whistler Pipeline LLC                                                           | CUSIP: 96337RAA0<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |  11225000 | PA      | $11498246.25  | 0.09%             | 2029-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC             | Conagra Brands Inc                                                              | CUSIP: 205887AX0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1281936.14   | 0.01%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                | Concentrix Corp                                                                 | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |  10736000 | PA      | $10670398.64  | 0.08%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC       | Willis North America Inc                                                        | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   8800000 | PA      | $8787801.18   | 0.07%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2945294.35   | 0.02%             | 2028-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                    | Phillips 66                                                                     | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8965033.20   | 0.07%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC       | Constellation Brands Inc                                                        | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   3625000 | PA      | $3586599.69   | 0.03%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION GLO FNDG         | Constellation Global Funding                                                    | CUSIP: 21038N2A8<br>LEI: 254900OP9HLIALC2HZ12 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9799549.50   | 0.08%             | 2030-10-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP           | Protective Life Corp                                                            | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |  19125000 | PA      | $18940741.34  | 0.15%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN       | Rogers Communications Inc                                                       | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   4900000 | PA      | $4878659.32   | 0.04%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 332025000 | PA      | $335526827.83 | 2.67%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 601200000 | PA      | $616840590.74 | 4.90%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU       | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5703233.40   | 0.05%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC       | Corebridge Financial Inc                                                        | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |  13825000 | PA      | $13496431.73  | 0.11%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC         | Cox Communications Inc                                                          | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1982914.36   | 0.02%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5343942.75   | 0.04%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD            | Macquarie Group Ltd                                                             | CUSIP: 55608JBE7<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $4848809.25   | 0.04%             | 2033-06-21      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C2                     | CUSIP: 61779RAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24275000 | PA      | $24123147.74  | 0.19%             | 2058-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM14 Trust                                                            | CUSIP: 673924AC0<br>LEI: 254900T4WKE0IYMYAI09 | Long             | ABS-MBS          | CORP              | US        |  27965300 | PA      | $27933296.29  | 0.22%             | 2065-07-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3111640.26   | 0.02%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC             | Diageo Capital PLC                                                              | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   3275000 | PA      | $2967580.30   | 0.02%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  18231000 | PA      | $18399946.86  | 0.15%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY              | Eversource Energy                                                               | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    275000 | PA      | $241227.75    | 0.00%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND        | Guardian Life Global Funding                                                    | CUSIP: 40139LBG7<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |  15300000 | PA      | $15599304.26  | 0.12%             | 2027-10-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   7500000 | PA      | $7230000.08   | 0.06%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP       | Health Care Service Corp A Mutual Legal Reserve Co                              | CUSIP: 42218SAF5<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |  10275000 | PA      | $9295530.59   | 0.07%             | 2030-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   6325000 | PA      | $6351225.22   | 0.05%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  22500000 | PA      | $23379272.10  | 0.19%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7550410.58   | 0.06%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2026-NQM3 Trust                                                             | CUSIP: 67449MAF6<br>LEI: 25490008A4OQW8G7VN96 | Long             | ABS-MBS          | CORP              | US        |  37639115 | PA      | $37269491.39  | 0.30%             | 2066-01-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1138277.00   | 0.01%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  15400000 | PA      | $14666157.81  | 0.12%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2355646.34   | 0.02%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC         | Pacific Gas and Electric Co                                                     | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    259500 | PA      | $254976.91    | 0.00%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11319610.06  | 0.09%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP             | Regal Rexnord Corp                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |  17900000 | PA      | $18359144.31  | 0.15%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC          | Republic Services Inc                                                           | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   4350000 | PA      | $4415140.12   | 0.04%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND ST HSG & MTGE FIN | Rhode Island Housing & Mortgage Finance Corp                                    | CUSIP: 76221SGB1<br>LEI: 254900N9FNYNPO539444 | Long             | DBT              | MUN               | US        |   3940000 | PA      | $4114649.96   | 0.03%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN       | Rogers Communications Inc                                                       | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |  15150000 | PA      | $14142334.56  | 0.11%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC             | Smith & Nephew PLC                                                              | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |   5600000 | PA      | $4983863.19   | 0.04%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  15000000 | PA      | $15221350.05  | 0.12%             | 2029-01-21      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB       | Svenska Handelsbanken AB                                                        | CUSIP: 86959LAP8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  14275000 | PA      | $14580481.72  | 0.12%             | 2028-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                    | Swedbank AB                                                                     | CUSIP: 87019DAA5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |  11625000 | PA      | $11782489.46  | 0.09%             | 2030-05-21      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |  25555000 | PA      | $25238920.43  | 0.20%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RSDL FIN | Tennessee Housing Development Agency                                            | CUSIP: 88046KLB0<br>LEI: 25490004PSQYQLFJGI76 | Long             | DBT              | MUN               | US        |   9215000 | PA      | $9680210.06   | 0.08%             | 2055-01-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                            | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7008983.87   | 0.06%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                      | Timken Co/The                                                                   | CUSIP: 887389AK0<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |  17125000 | PA      | $17083774.30  | 0.14%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOLL ROAD INV PART II          | Toll Road Investors Partnership II LP                                           | CUSIP: 88948ABD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15100000 | PA      | $13225602.72  | 0.11%             | 2028-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2018-6                                                | CUSIP: 89176LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16112 | PA      | $16043.21     | 0.00%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2022-2                                                | CUSIP: 89180HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4350566 | PA      | $4092463.72   | 0.03%             | 2062-07-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE CORP        | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893570BM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4748000 | PA      | $4832011.06   | 0.04%             | 2026-12-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TRUSTAGE FINANCIAL GROUP       | Trustage Financial Group Inc                                                    | CUSIP: 89787EAA9<br>LEI: 549300X7YNHNZXTI6F10 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14338239.75  | 0.11%             | 2032-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VSP OPTICAL GROUP INC          | VSP Optical Group Inc                                                           | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9800346.90   | 0.08%             | 2035-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5020753.95   | 0.04%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $18156074.40  | 0.14%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC       | Willis North America Inc                                                        | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1893872.34   | 0.02%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC       | Willis North America Inc                                                        | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8013195.84   | 0.06%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD           | Woodside Finance Ltd                                                            | CUSIP: 980236AQ6<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |  31159000 | PA      | $31030832.13  | 0.25%             | 2029-03-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5734240.90   | 0.05%             | 2034-11-02      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31292GV45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       275 | PA      | $280.66       | 0.00%             | 2028-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                      | Orange SA                                                                       | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   4125000 | PA      | $4875467.64   | 0.04%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| General Motors                 | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7325000 | PA      | $7378950.82   | 0.06%             | 2029-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2018-GS10                                          | CUSIP: 36250SAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9372252 | PA      | $9282799.48   | 0.07%             | 2051-07-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272AQ1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1138354.51   | 0.01%             | 2027-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272AV0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176146.89    | 0.00%             | 2029-03-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                             | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9902083.30   | 0.08%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5025000 | PA      | $4980564.88   | 0.04%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4496780.65   | 0.04%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  23620000 | PA      | $23792190.74  | 0.19%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP        | Hanover Insurance Group Inc/The                                                 | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3965322.88   | 0.03%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                    | Hexcel Corp                                                                     | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299005.17    | 0.00%             | 2027-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4927027.00   | 0.04%             | 2032-01-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                      | IQVIA Inc                                                                       | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   3725000 | PA      | $3797116.00   | 0.03%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                      | IQVIA Inc                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   4418000 | PA      | $4591786.45   | 0.04%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA              | National Grid USA                                                               | CUSIP: 49337WAJ9<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |  12768000 | PA      | $13227028.37  | 0.11%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   3950000 | PA      | $3959038.98   | 0.03%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH FEDERAL L | New Hampshire Business Finance Authority                                        | CUSIP: 63607VAH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7000000 | PA      | $3287322.50   | 0.03%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC              | National Grid PLC                                                               | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5119011.35   | 0.04%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   7000000 | PA      | $7202324.99   | 0.06%             | 2029-09-13      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| NEVADA ST HSG DIV SF MTGE REVE | Nevada Housing Division                                                         | CUSIP: 641279XP4<br>LEI: 549300RE377OK3CTT852 | Long             | DBT              | MUN               | US        |   2820000 | PA      | $2957748.26   | 0.02%             | 2054-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HGR EDU ASSISTAN | New Jersey Higher Education Student Assistance Authority                        | CUSIP: 646080UW9<br>LEI: 5493007OOYUHTF8GSL63 | Long             | DBT              | MUN               | US        |   1225000 | PA      | $1281811.09   | 0.01%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NIAGARA NY AREA DEV CORP REVEN | Niagara Area Development Corp                                                   | CUSIP: 653541BE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2200000 | PA      | $2046134.86   | 0.02%             | 2029-05-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599DN2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1288000 | PA      | $1304100.00   | 0.01%             | 2026-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCHSNER LSU HEALTH SYST        | Ochsner LSU Health System of North Louisiana                                    | CUSIP: 67555JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4270585.40   | 0.03%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7200000 | PA      | $7335648.00   | 0.06%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2024-SFR2 Trust                                            | CUSIP: 74290XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19772067 | PA      | $18959391.31  | 0.15%             | 2041-04-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP           | Protective Life Corp                                                            | CUSIP: 743674BE2<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1334281.23   | 0.01%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC             | RWE Finance US LLC                                                              | CUSIP: 749983AA0<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10337225.40  | 0.08%             | 2034-04-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC               | Ryder System Inc                                                                | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3722564.19   | 0.03%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP        | Sammons Financial Group Inc                                                     | CUSIP: 79588TAE0<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $13337468.34  | 0.11%             | 2032-04-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   5600000 | PA      | $5507874.90   | 0.04%             | 2028-01-11      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS       | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12077315.28  | 0.10%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  17150000 | PA      | $17316425.83  | 0.14%             | 2029-05-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| SODEXO INC                     | Sodexo Inc                                                                      | CUSIP: 833794AC4<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $5017262.28   | 0.04%             | 2030-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS           | Southern Natural Gas Co LLC                                                     | CUSIP: 843452AZ6<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |   2523000 | PA      | $2877458.26   | 0.02%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                    | Swedbank AB                                                                     | CUSIP: 87019DAD9<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   6000000 | PA      | $6023696.16   | 0.05%             | 2031-03-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                    | Swedbank AB                                                                     | CUSIP: 87020PAY3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   7000000 | PA      | $7182093.66   | 0.06%             | 2029-03-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  23206000 | PA      | $22599649.03  | 0.18%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   8600000 | PA      | $8723499.96   | 0.07%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TEXAS ELECTRIC MKT STABL       | Texas Electric Market Stabilization Funding N LLC                               | CUSIP: 88240TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12322691 | PA      | $12236990.38  | 0.10%             | 2034-08-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Thornburg Mortgage Securities  | Thornburg Mortgage Securities Trust 2003-5                                      | CUSIP: 885220ED1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    483115 | PA      | $458498.41    | 0.00%             | 2043-10-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                      | Timken Co/The                                                                   | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7545222.16   | 0.06%             | 2032-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK          | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  13325000 | PA      | $13100759.17  | 0.10%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2018-4                                                | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165568 | PA      | $156639.71    | 0.00%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2019-4                                                | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7647918 | PA      | $7350810.34   | 0.06%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 309125000 | PA      | $297436210.94 | 2.36%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 293050000 | PA      | $291710670.65 | 2.32%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VHC1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  11184000 | PA      | $11143214.41  | 0.09%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC           | Verisk Analytics Inc                                                            | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2983466.13   | 0.02%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP             | VICI Properties LP                                                              | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   3153000 | PA      | $3155849.30   | 0.03%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2004-AR3 Trust                   | CUSIP: 92922FNH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560049 | PA      | $535796.17    | 0.00%             | 2034-06-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                   | WP Carey Inc                                                                    | CUSIP: 92936UAN9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   7075000 | PA      | $7029200.91   | 0.06%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14876256.00  | 0.12%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5175000 | PA      | $5252501.78   | 0.04%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2026-5C8                                  | CUSIP: 95005BAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  47825000 | PA      | $47382341.37  | 0.38%             | 2059-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                  | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   7195000 | PA      | $7199115.18   | 0.06%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL        | Western-Southern Global Funding                                                 | CUSIP: 95954A2C6<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7304025.75   | 0.06%             | 2032-12-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                            | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   6650000 | PA      | $7432600.93   | 0.06%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING        | Corebridge Global Funding                                                       | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3039329.22   | 0.02%             | 2029-06-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2602329.47   | 0.02%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3778000 | PA      | $3197084.75   | 0.03%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                   | Avangrid Inc                                                                    | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |  10975000 | PA      | $10711775.71  | 0.09%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $5114187.25   | 0.04%             | 2035-05-30      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2023-RPL1                                       | CUSIP: 10569GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21446582 | PA      | $21287079.04  | 0.17%             | 2063-05-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate  | Cantor Commercial Real Estate Lending 2019-CF3                                  | CUSIP: 12529TAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3850000 | PA      | $3601972.22   | 0.03%             | 2053-01-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST         | CVS Pass-Through Trust                                                          | CUSIP: 126650BV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133401 | PA      | $135264.29    | 0.00%             | 2033-01-10      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP           | Cantor Fitzgerald LP                                                            | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4983785.05   | 0.04%             | 2027-04-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12070000 | PA      | $11964587.38  | 0.10%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust Series 2024-RPL3                              | CUSIP: 161917AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24483409 | PA      | $21727228.58  | 0.17%             | 2064-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC         | Choice Hotels International Inc                                                 | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2269180.98   | 0.02%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9043371.20   | 0.07%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE         | Constellation Software Inc/Canada                                               | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |   7064000 | PA      | $7090494.80   | 0.06%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE         | Constellation Software Inc/Canada                                               | CUSIP: 21037XAD2<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4898067.80   | 0.04%             | 2034-02-16      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   7500000 | PA      | $7776944.18   | 0.06%             | 2035-01-10      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  41387000 | PA      | $40910354.20  | 0.33%             | 2029-01-12      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC               | Crown Castle Inc                                                                | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1976187.52   | 0.02%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC               | Crown Castle Inc                                                                | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3071037.33   | 0.02%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2021-C20 Commercial Mortgage Trust                                        | CUSIP: 22945EAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6865689 | PA      | $6626016.81   | 0.05%             | 2054-03-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                  | DTE Energy Co                                                                   | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12564626.76  | 0.10%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EAST OHIO GAS CO/THE           | East Ohio Gas Co/The                                                            | CUSIP: 27409LAC7<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |    550000 | PA      | $493639.99    | 0.00%             | 2030-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC/DELAWA       | Kinder Morgan Inc                                                               | CUSIP: 28368EAA4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   6846000 | PA      | $7647917.71   | 0.06%             | 2030-10-15      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                   | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |  12567000 | PA      | $13094257.53  | 0.10%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                   | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10082494.90  | 0.08%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LLC           | Emera US Finance LLC                                                            | CUSIP: 29103HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14916318.45  | 0.12%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | ENEL Finance International NV                                                   | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |  25000000 | PA      | $25394455.75  | 0.20%             | 2034-06-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  14264000 | PA      | $14527884.86  | 0.12%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                   | Entergy Corp                                                                    | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |  13250000 | PA      | $12320084.66  | 0.10%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C       | Equinix Europe 2 Financing Corp LLC                                             | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3045286.62   | 0.02%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FLYV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11943000 | PA      | $11661514.24  | 0.09%             | 2029-04-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC           | Ferguson Finance PLC                                                            | CUSIP: 314890AA2<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |  31154000 | PA      | $31018813.45  | 0.25%             | 2028-10-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP            | Fifth Third Bancorp                                                             | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3000451.41   | 0.02%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1023060.26   | 0.01%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC              | Flowers Foods Inc                                                               | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    300000 | PA      | $253737.07    | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QJK1<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   9025000 | PA      | $9035327.31   | 0.07%             | 2029-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10055150.10  | 0.08%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FOX CORP                       | Fox Corp                                                                        | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3219590.82   | 0.03%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    691000 | PA      | $701137.99    | 0.01%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                             | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   4535000 | PA      | $4452646.08   | 0.04%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4413868.40   | 0.04%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1967772.34   | 0.02%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN       | Graphic Packaging International LLC                                             | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    650000 | PA      | $649064.04    | 0.01%             | 2026-04-15      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280FL8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4933739.95   | 0.04%             | 2032-03-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP              | Hyatt Hotels Corp                                                               | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15234120.45  | 0.12%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                   | KBC Group NV                                                                    | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   2500000 | PA      | $2516263.38   | 0.02%             | 2030-10-16      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES          | Keysight Technologies Inc                                                       | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6677406.26   | 0.05%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP           | Kite Realty Group LP                                                            | CUSIP: 49803XAE3<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5044305.85   | 0.04%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP           | Kite Realty Group LP                                                            | CUSIP: 49803XAG8<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |  10925000 | PA      | $10953395.71  | 0.09%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC           | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $5804244.53   | 0.05%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  10800000 | PA      | $10720990.98  | 0.09%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP          | Lincoln National Corp                                                           | CUSIP: 534187BZ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4873520.60   | 0.04%             | 2035-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION           | M&T Bank Corp                                                                   | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2671640.95   | 0.02%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust  | MASTR Alternative Loan Trust 2003-5                                             | CUSIP: 576434FF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101081 | PA      | $100272.21    | 0.00%             | 2033-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT        | Midwest Connector Capital Co LLC                                                | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2975000 | PA      | $2959665.81   | 0.02%             | 2029-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1922000 | PA      | $1947917.36   | 0.02%             | 2028-09-13      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8200000 | PA      | $7240125.38   | 0.06%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6055007.16   | 0.05%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH FEDERAL L | New Hampshire Business Finance Authority                                        | CUSIP: 63607VAF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  13600000 | PA      | $9931559.12   | 0.08%             | 2032-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63861VAB3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   3047000 | PA      | $3025950.50   | 0.02%             | 2029-03-08      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |  24075000 | PA      | $24096723.11  | 0.19%             | 2029-07-14      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HGR EDU ASSISTAN | New Jersey Higher Education Student Assistance Authority                        | CUSIP: 646080VE8<br>LEI: 5493007OOYUHTF8GSL63 | Long             | DBT              | MUN               | US        |   1205000 | PA      | $1260883.56   | 0.01%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NIAGARA NY AREA DEV CORP REVEN | Niagara Area Development Corp                                                   | CUSIP: 653541BB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1995000 | PA      | $1991302.47   | 0.02%             | 2026-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   7325000 | PA      | $7449239.33   | 0.06%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA       | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   7700000 | PA      | $7630177.25   | 0.06%             | 2028-04-06      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I       | Stanley Black & Decker Inc                                                      | CUSIP: 854502AT8<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2061265.22   | 0.02%             | 2028-03-06      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2020-MH1                                              | CUSIP: 89178YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1271515 | PA      | $1251956.48   | 0.01%             | 2060-02-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2020-4                                                | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8090979 | PA      | $7374062.99   | 0.06%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2024-5                                                | CUSIP: 891944AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27153886 | PA      | $26918062.83  | 0.21%             | 2064-10-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER               | Triton Container International Ltd                                              | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |  10000000 | PA      | $9989304.80   | 0.08%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| WIPRO IT SERVICE               | Wipro IT Services LLC                                                           | CUSIP: 97654MAA4<br>LEI: 549300S6XZZ65F0EJS98 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8940010.23   | 0.07%             | 2026-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA         | Yara International ASA                                                          | CUSIP: 984851AD7<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |   1150000 | PA      | $1147438.78   | 0.01%             | 2026-06-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CIM Trust                      | CIM Trust 2023-R4                                                               | CUSIP: 12569UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25281353 | PA      | $25120843.89  | 0.20%             | 2062-05-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                          | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7180570.39   | 0.06%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  10000000 | PA      | $10062116.10  | 0.08%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2094000 | PA      | $2064614.06   | 0.02%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC         | Takeoff Merger Sub Inc                                                          | CUSIP: 873923AE6<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9874947.10   | 0.08%             | 2031-03-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5000000 | PA      | $4946108.45   | 0.04%             | 2027-08-10      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2018-C13                                          | CUSIP: 90353KAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3900000 | PA      | $3863392.26   | 0.03%             | 2051-10-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 143750000 | PA      | $124658203.13 | 0.99%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 114025000 | PA      | $109361555.38 | 0.87%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 205225000 | PA      | $198571219.68 | 1.58%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 307675000 | PA      | $307254349.82 | 2.44%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 124175000 | PA      | $123646286.44 | 0.98%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63000000 | PA      | $62015625.00  | 0.49%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   6050000 | PA      | $5809171.58   | 0.05%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                    | Ameren Corp                                                                     | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7076060.25   | 0.06%             | 2035-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF           | American National Global Funding                                                | CUSIP: 02771D2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19092000 | PA      | $19286591.58  | 0.15%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   4469000 | PA      | $4469108.46   | 0.04%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05583JAM4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   6200000 | PA      | $6328187.23   | 0.05%             | 2033-07-19      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  15000000 | PA      | $15202079.10  | 0.12%             | 2031-05-28      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   5000000 | PA      | $5252059.95   | 0.04%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR7                                                                 | CUSIP: 06211UBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23600000 | PA      | $24335996.68  | 0.19%             | 2057-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP          | Bank of Ireland Group PLC                                                       | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |  25978000 | PA      | $26641242.76  | 0.21%             | 2030-03-20      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2371000 | PA      | $2268176.46   | 0.02%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK7                                                                  | CUSIP: 06541XAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    286508 | PA      | $284415.98    | 0.00%             | 2060-09-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust Series 2026-NQM2                                | CUSIP: 105934AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  36727964 | PA      | $36308545.19  | 0.29%             | 2065-11-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO       | British Telecommunications PLC                                                  | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |  20181000 | PA      | $24104216.87  | 0.19%             | 2030-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6105000 | PA      | $5998286.00   | 0.05%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC            | Cheniere Energy Inc                                                             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   6600000 | PA      | $6794876.42   | 0.05%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                 | Capital One NA                                                                  | CUSIP: 25466AAP6<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10042049.30  | 0.08%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC           | Ferguson Finance PLC                                                            | CUSIP: 314890AD6<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |   8000000 | PA      | $7863099.20   | 0.06%             | 2032-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL LP            | First Industrial LP                                                             | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |  18785000 | PA      | $18966778.12  | 0.15%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust | FirstKey Homes 2022-SFR3 Trust                                                  | CUSIP: 33768EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21161487 | PA      | $21106534.69  | 0.17%             | 2038-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   9025000 | PA      | $9064266.06   | 0.07%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5613829.92   | 0.04%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                      | ONEOK Inc                                                                       | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14840656.50  | 0.12%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                                              | CUSIP: 69335PGC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7925000 | PA      | $7918713.10   | 0.06%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                    | Phillips 66 Co                                                                  | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476946.08    | 0.00%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC               | Puget Energy Inc                                                                | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    325000 | PA      | $309759.20    | 0.00%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORP       | Renesas Electronics Corp                                                        | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |   5450000 | PA      | $5365581.41   | 0.04%             | 2026-11-25      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                   | SK hynix Inc                                                                    | CUSIP: 78392BAH0<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   5000000 | PA      | $5137991.30   | 0.04%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CA CONVENTION CENTER | San Diego Convention Center Expansion Financing Authority                       | CUSIP: 79727LBV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1325000 | PA      | $1276315.39   | 0.01%             | 2028-04-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                 | Solventum Corp                                                                  | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10223105.40  | 0.08%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00084DAU4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  12550000 | PA      | $12467546.00  | 0.10%             | 2027-06-16      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC       | Agilent Technologies Inc                                                        | CUSIP: 00846UAM3<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226249.29    | 0.00%             | 2030-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-2                                                    | CUSIP: 042858AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    583199 | PA      | $567452.21    | 0.00%             | 2049-04-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO        | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   3663000 | PA      | $3720794.45   | 0.03%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |  11225000 | PA      | $11382257.42  | 0.09%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP            | Avery Dennison Corp                                                             | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2081918.30   | 0.02%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP             | CNA Financial Corp                                                              | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3248719.45   | 0.03%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST         | CVS Pass-Through Trust                                                          | CUSIP: 126650BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6731442 | PA      | $6859700.03   | 0.05%             | 2034-01-10      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5877000 | PA      | $5856170.09   | 0.05%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10064815.20  | 0.08%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6920438.21   | 0.05%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP       | Citizens Financial Group Inc                                                    | CUSIP: 174610AR6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298581.24    | 0.00%             | 2026-07-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $3032829.78   | 0.02%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  15860000 | PA      | $16431679.25  | 0.13%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   5000000 | PA      | $4981166.15   | 0.04%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  10000000 | PA      | $10067452.30  | 0.08%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS         | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAL7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   9300000 | PA      | $9501957.22   | 0.08%             | 2029-04-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $15571262.08  | 0.12%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                       | Flex Ltd                                                                        | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   4073000 | PA      | $4067616.96   | 0.03%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6963475.96   | 0.06%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III         | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAA6<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2426089.85   | 0.02%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III         | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAB4<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8864233.30   | 0.07%             | 2031-02-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GBG LLC                        | GBG LLC                                                                         | CUSIP: 36150JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    567410 | PA      | $528847.13    | 0.00%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| General Motors                 | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886CW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25952000 | PA      | $26512262.16  | 0.21%             | 2030-06-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3175000 | PA      | $3249900.54   | 0.03%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC       | Genpact Luxembourg SARL/Genpact USA Inc                                         | CUSIP: 37190AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |  21600000 | PA      | $21574729.30  | 0.17%             | 2026-04-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC         | Discovery Global Holdings Inc                                                   | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   5340000 | PA      | $5274531.60   | 0.04%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                     | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  14165000 | PA      | $12778659.27  | 0.10%             | 2030-08-21      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                  | AIB Group PLC                                                                   | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |  11195000 | PA      | $11716584.57  | 0.09%             | 2029-09-13      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  11000000 | PA      | $10978273.68  | 0.09%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC        | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5000000 | PA      | $4988093.10   | 0.04%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO         | Allegion US Holding Co Inc                                                      | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2041472.80   | 0.02%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL         | American International Group Inc                                                | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1262047.81   | 0.01%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                                       | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |  11600000 | PA      | $11904244.10  | 0.09%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                      | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   6850000 | PA      | $7167513.05   | 0.06%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4500000 | PA      | $4442583.65   | 0.04%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  15000000 | PA      | $15125932.20  | 0.12%             | 2029-02-14      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK9                                                                  | CUSIP: 06540RAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9186269 | PA      | $9040714.69   | 0.07%             | 2054-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $10081828.50  | 0.08%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                               | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9439159.70   | 0.07%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                  | DTE Energy Co                                                                   | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $18161561.16  | 0.14%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO              | DXC Technology Co                                                               | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |   6848000 | PA      | $6763215.73   | 0.05%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC            | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |  10900000 | PA      | $10038919.08  | 0.08%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC              | Kinder Morgan Inc                                                               | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |  15425000 | PA      | $17596415.04  | 0.14%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                                    | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  12800000 | PA      | $13073889.92  | 0.10%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                          | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7925100.72   | 0.06%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receiva | GM Financial Revolving Receivables Trust 2023-2                                 | CUSIP: 36268DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26292000 | PA      | $27198256.32  | 0.22%             | 2036-08-11      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2530381.39   | 0.02%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC       | Genpact Luxembourg SARL/Genpact USA Inc                                         | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |  15033000 | PA      | $15468131.69  | 0.12%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7430015.25   | 0.06%             | 2029-10-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1750000 | PA      | $1713390.25   | 0.01%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  15000000 | PA      | $15073149.45  | 0.12%             | 2027-08-14      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $4111763.16   | 0.03%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                      | IDEX Corp                                                                       | CUSIP: 45167RAG9<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1033050.49   | 0.01%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                   | ING Groep NV                                                                    | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   3833000 | PA      | $3857010.33   | 0.03%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP              | ITC Holdings Corp                                                               | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |  15717000 | PA      | $14707205.07  | 0.12%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1386160.58   | 0.01%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL       | Jackson National Life Global Funding                                            | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6857600.05   | 0.05%             | 2030-09-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO       | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |  10275000 | PA      | $11300948.48  | 0.09%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC        | Jefferies Financial Group Inc                                                   | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   3325000 | PA      | $3386191.34   | 0.03%             | 2027-06-08      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                    | Kemper Corp                                                                     | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3611030.24   | 0.03%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP           | Kite Realty Group LP                                                            | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2615195.94   | 0.02%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC           | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2525159.04   | 0.02%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   4316000 | PA      | $4521868.75   | 0.04%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                      | Lear Corp                                                                       | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    410000 | PA      | $405903.10    | 0.00%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                    | Lennar Corp                                                                     | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4506901.97   | 0.04%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC       | Lennox International Inc                                                        | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    850000 | PA      | $821803.77    | 0.01%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $9933709.70   | 0.08%             | 2028-03-18      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274291.20    | 0.00%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MSCI INC                       | MSCI Inc                                                                        | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $1942580.69   | 0.02%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD       | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |  16420000 | PA      | $17013117.49  | 0.14%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC         | Discovery Global Holdings Inc                                                   | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   4985000 | PA      | $4822987.50   | 0.04%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2016-UBS12                                       | CUSIP: 61691EBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9607210 | PA      | $9528591.32   | 0.08%             | 2049-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9932669.20   | 0.08%             | 2032-03-12      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL         | Mutual of Omaha Cos Global Funding                                              | CUSIP: 62829D2D1<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |  13750000 | PA      | $13870891.38  | 0.11%             | 2027-04-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING         | National Securities Clearing Corp                                               | CUSIP: 637639AH8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   6825000 | PA      | $6922882.92   | 0.06%             | 2027-11-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA       | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AC1<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |   9017000 | PA      | $10313522.60  | 0.08%             | 2031-12-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   7875000 | PA      | $7953478.08   | 0.06%             | 2031-05-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust   | Navient Refinance Loan Trust 2026-A                                             | CUSIP: 63943HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25425000 | PA      | $25138465.34  | 0.20%             | 2056-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 580450000 | PA      | $593600820.31 | 4.72%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                 | Var Energi ASA                                                                  | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |  15000000 | PA      | $17060511.60  | 0.14%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   6825000 | PA      | $6740629.62   | 0.05%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                   | Vontier Corp                                                                    | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |  16375000 | PA      | $15695460.59  | 0.12%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2004-CB2 Trust                   | CUSIP: 92922FTY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    587523 | PA      | $600632.32    | 0.00%             | 2034-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WSP GLOBAL INC                 | WSP Global Inc                                                                  | CUSIP: 92938WAH6<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $9910036.70   | 0.08%             | 2036-09-18      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2016-C36                                  | CUSIP: 95000MBP5<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |   4966000 | PA      | $4921692.35   | 0.04%             | 2059-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE         | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1504399.07   | 0.01%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD           | Woodside Finance Ltd                                                            | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $1531724.84   | 0.01%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-22

**Name of Applicant:** Baird Funds Inc

**Signature:** Baird Funds Inc

**Name of Signer:** Peter Hammond

**Title:** Vice President