# EDGAR Filing Document

**Accession Number:** 0000811869
**File Stem:** 0000811869-25-000303
**Filing Date:** 2025-12
**Character Count:** 277761
**Document Hash:** cf2ac27d559401ff33afab8a0aa28f70
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000811869-25-000303.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0000811869-25-000303

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** THRIVENT MUTUAL FUNDS
- **CENTRAL INDEX KEY:** 0000811869

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05075
- **FILM NUMBER:** 251603930

**BUSINESS ADDRESS:**
- **STREET 1:** 901 MARQUETTE AVENUE, SUITE 2500
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55402-3211
- **BUSINESS PHONE:** 612-844-7190

**MAIL ADDRESS:**
- **STREET 1:** 901 MARQUETTE AVENUE, SUITE 2500
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55402-3211

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AAL MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Thrivent Short-Term Bond Fund (Series ID: S000001367)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000003648 | Class A      | LBLAX           |
| C000003650 | Class S      | THLIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Thrivent Mutual Funds

- **b. Investment Company Act file number:** 811-05075

- **c. CIK number of Registrant:** 0000811869

- **d. LEI of Registrant:** 549300K3CUETFK7U3B57

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

  - **Street Address 1:** 901 Marquette Avenue

  - **City:** Minneapolis

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55402-3211

  - **Telephone number:** 612-844-5168

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

- **a. Name of Series:** THRIVENT SHORT-TERM BOND FUND

- **b. EDGAR series identifier (if any):** S000001367

- **c. LEI of Series:** CF9DL8K7BN0275PLD516

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**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:** $1274178945.78

**Total Liabilities:** $41675391.74

**Net Assets:** $1232503554.04

**Delayed Delivery Securities:** $32951060.13

**Cash Not Reported:** $3120.82

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6957.00000000 | **1-Year:** -63034.00000000 | **5-Year:** -131350.00000000 | **10-Year:** -18378.00000000 | **30-Year:** -40631.00000000

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

- **3-Month:** -217.00000000 | **1-Year:** -3469.00000000 | **5-Year:** -5751.00000000 | **10-Year:** -4259.00000000 | **30-Year:** -3425.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000003648 | 0.88%                | 0.44%                | 0.27%                |
| Class ID C000003650 | 0.89%                | 0.37%                | 0.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-55144.40               | $6826147.51                                |
| Month 2  | $544893.28               | $-82429.15                                 |
| Month 3  | $87889.78                | $-236279.95                                |

**Designated Index Information**

- **Index Name:** Bloomberg Custom US Limited Maturity Bond Fund benchmark

- **Index Identifier:** I38429US

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ROC MTG TR 2024-RTL1                                                              | Roc Mortgage Trust                                                                             | CUSIP: 77118UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4018424.40   | 0.33%             | 2039-10-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| COLT 2021-5 MTG LN TR                                                             | COLT Mortgage Loan Trust                                                                       | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3753815 | PA      | $3408638.14   | 0.28%             | 2066-11-25      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETE CORP                                                              | Occidental Petroleum Corporation                                                               | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014326.65   | 0.08%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U S BANCORP MEDIUM TERM NTS- BOOK ENTRY                                           | U.S. Bancorp                                                                                   | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    950000 | PA      | $981719.22    | 0.08%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                            | Federal Home Loan Mortgage Corporation Multifamily Structured Pass Through Certificates        | CUSIP: 3137HNN46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2528264.50   | 0.21%             | 2030-09-25      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                         | Apollo Debt Solutions BDC                                                                      | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2753840.70   | 0.22%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-8 LLC                                                                   | PRPM, LLC                                                                                      | CUSIP: 69383BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1998273.20   | 0.16%             | 2030-10-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| EDUCATION FDG TR 2020-A                                                           | Education Funding Trust                                                                        | CUSIP: 28141PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    836672 | PA      | $802517.43    | 0.07%             | 2041-07-25      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                              | Kraft Heinz Foods Company                                                                      | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3474022.76   | 0.28%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC NEW                                                                     | ONEOK, Inc.                                                                                    | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1036651.76   | 0.08%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DISCOVER BK NEW CASTLE DEL                                                        | Capital One NA                                                                                 | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2255562.67   | 0.18%             | 2028-08-09      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                | Banco Santander SA                                                                             | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $998598.32    | 0.08%             | 2028-03-24      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | Federal National Mortgage Association Conventional 15-Yr. Pass Through                         | CUSIP: 01F0504B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15750000 | PA      | $15903073.46  | 1.29%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                     | Citigroup, Inc.                                                                                | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2603157.75   | 0.21%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FD                                                          | Ares Strategic Income Fund                                                                     | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1635901.56   | 0.13%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MFA 2024-RTL1 TR                                                                  | MFA Trust                                                                                      | CUSIP: 59319NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3750000 | PA      | $3770515.50   | 0.31%             | 2029-02-25      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                                    | Avis Budget Rental Car Funding AESOP, LLC                                                      | CUSIP: 05377RLA0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6475440.40   | 0.53%             | 2032-02-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| O REILLY AUTOMOTIVE INC NEW                                                       | O'Reilly Automotive, Inc.                                                                      | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1930650.76   | 0.16%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                      | Enbridge, Inc.                                                                                 | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1900000 | PA      | $1931645.01   | 0.16%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NYMT LN TR SER 2024-BPL1                                                          | NYMT Loan Trust                                                                                | CUSIP: 62956MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1730000 | PA      | $1740598.50   | 0.14%             | 2029-02-25      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-5 LLC                                                                   | PRPM, LLC                                                                                      | CUSIP: 69392RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3912419 | PA      | $3914605.20   | 0.32%             | 2030-07-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| B A T INTL FIN PLC                                                                | BAT International Finance plc                                                                  | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2968955.73   | 0.24%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                          | U.S. Treasury Notes                                                                            | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15500000 | PA      | $15470332.07  | 1.26%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co                                                               | CBOT 2-Yr. U.S. Treasury Note                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       250 | NC      | $-98539.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE PRIVATE CR FD                                                          | Blackstone Private Credit Fund                                                                 | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1916821.06   | 0.16%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BAE SYS PLC                                                                       | BAE Systems plc                                                                                | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   1565000 | PA      | $1582130.32   | 0.13%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AIG GLOBAL FDG SR SECD MEDIUM TERM NTS BOOK ENTRY 144A                            | Corebridge Global Funding                                                                      | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2599790.79   | 0.21%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK13                                                                   | BANK 2018-BNK13                                                                                | CUSIP: 06539LBE9<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2466839.75   | 0.20%             | 2061-08-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILS COOP FIN CORP                                                | National Rural Utilities Cooperative Finance Corporation                                       | CUSIP: 637432MT9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    531000 | PA      | $531390.13    | 0.04%             | 2043-04-30      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF1 LLC                                                                | PRPM, LLC                                                                                      | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2441633 | PA      | $2408483.01   | 0.20%             | 2054-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA FIN LLC                                                                  | ERAC USA Finance, LLC                                                                          | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1280960.55   | 0.10%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE                                                            | Blackstone Reg Finance Company, LLC                                                            | CUSIP: 092914AB6<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1395446.04   | 0.11%             | 2030-11-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                            | Darden Restaurants, Inc.                                                                       | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2008198.08   | 0.16%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                              | National Fuel Gas Company                                                                      | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1652963.41   | 0.13%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                               | American Express Company                                                                       | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1928888.82   | 0.16%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                      | UBS Group AG                                                                                   | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5650000 | PA      | $5606203.97   | 0.45%             | 2027-02-02      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                            | Standard Chartered plc                                                                         | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1275389.76   | 0.10%             | 2028-05-14      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                          | Microchip Technology, Inc.                                                                     | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    650000 | PA      | $662632.69    | 0.05%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                       | Oracle Corporation                                                                             | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1912199.92   | 0.16%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS L P                                                         | Healthcare Realty Holdings, LP                                                                 | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1062381.15   | 0.09%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                       | Cargill, Inc.                                                                                  | CUSIP: 141781CE2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1926441.16   | 0.16%             | 2028-02-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2024-1 LTD / PALMER SQUARE LN FDG 2024-1 LLC                 | Palmer Square Loan Funding, Ltd.                                                               | CUSIP: 69703NAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2250000 | PA      | $2252594.25   | 0.18%             | 2032-10-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                     | Amphenol Corporation                                                                           | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2737365.70   | 0.22%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                                                      | HSBC USA, Inc.                                                                                 | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2558497.43   | 0.21%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                      | Citibank NA                                                                                    | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2209000 | PA      | $2228433.30   | 0.18%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BK SR MEDIUM TERM BK NTS BOOK ENTRY                              | Toronto-Dominion Bank                                                                          | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2550000 | PA      | $2591912.69   | 0.21%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| PFIZER INVT ENTERPRISES PTE LTD                                                   | Pfizer Investment Enterprises, Private Ltd.                                                    | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1900000 | PA      | $1919864.84   | 0.16%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE ED REFI LN TR 2022-B                                              | Navient Student Loan Trust                                                                     | CUSIP: 63942PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1991956 | PA      | $1964772.40   | 0.16%             | 2070-10-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                           | HCA, Inc.                                                                                      | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2444500.68   | 0.20%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MTR CR CO LLC                                                                | Ford Motor Credit Company, LLC                                                                 | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1896091.39   | 0.15%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FIN CORP MED TERM NTS BOOK ENTRY                                   | American Honda Finance Corporation                                                             | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2013651.82   | 0.16%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                      | UBS Group AG                                                                                   | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1900000 | PA      | $1943524.27   | 0.16%             | 2027-12-22      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| AVOLON HLDGS FDG LTD                                                              | Avolon Holdings Funding, Ltd.                                                                  | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1900000 | PA      | $1949830.24   | 0.16%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS AMER 2021-2 TR                                                      | Home Partners of America Trust                                                                 | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3670071 | PA      | $3573703.54   | 0.29%             | 2026-12-17      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                          | National Rural Utilities Cooperative Finance Corporation                                       | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1927603.30   | 0.16%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                            | Philip Morris International, Inc.                                                              | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1627627.28   | 0.13%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                               | JPMorgan Chase & Company                                                                       | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1975453.40   | 0.16%             | 2026-06-01      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HLDGS LLC                                            | South Bow USA Infrastructure Holdings, LLC                                                     | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1309620.29   | 0.11%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| DRYDEN 61 CLO LTD / DRYDEN 61 CLO LLC                                             | Dryden 61 CLO, Ltd.                                                                            | CUSIP: 26251CBE3<br>LEI: 549300JHVVT1NJ057H42 | Long             | ABS-O            | CORP              | KY        |   3250000 | PA      | $3256334.25   | 0.26%             | 2032-01-17      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                            | Diamondback Energy, Inc.                                                                       | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1267107.60   | 0.10%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP NEW                                                           | Charles Schwab Corporation                                                                     | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1734059.43   | 0.14%             | 2026-06-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| KEYCORP MEDIUM TERM SR NTS BOOK ENTRY                                             | KeyCorp                                                                                        | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2561558.65   | 0.21%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: —       |
| CREDIT AGRICOLE S A LONDON BRH SR NON-PFD MED TERM NTS BOOK ENTRY 144A            | Credit Agricole SA                                                                             | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1250000 | PA      | $1240395.18   | 0.10%             | 2027-01-26      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEM CO                                                                   | Eastman Chemical Company                                                                       | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1934495.13   | 0.16%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD GLOBAL MEDIUM TERM NTS BOOK ENTRY 144A                                 | NBN Company, Ltd.                                                                              | CUSIP: 62878U2H4<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |   1300000 | PA      | $1294232.90   | 0.11%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VISIO 2020-1R TR                                                                  | Visio 2020-1R Trust                                                                            | CUSIP: 92837MAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    215003 | PA      | $207325.28    | 0.02%             | 2055-11-25      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                        | Fiserv, Inc.                                                                                   | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3176126.78   | 0.26%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AVIATION CAP GROUP LLC                                                            | Aviation Capital Group, LLC                                                                    | CUSIP: 05369AAR2<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1280519.79   | 0.10%             | 2027-04-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OZLM XVII LTD / OZLM XVII LLC                                                     | OZLM XVII, Ltd.                                                                                | CUSIP: 67111NAW4<br>LEI: 549300EERMFPZ487P195 | Long             | ABS-O            | CORP              | KY        |   5200000 | PA      | $5192444.40   | 0.42%             | 2030-07-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                 | General Mills, Inc.                                                                            | CUSIP: 370334CW2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1969256.03   | 0.16%             | 2028-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOORAK MTG TR 2025-RRTL1                                                          | Toorak Mortgage Trust                                                                          | CUSIP: 89053JAB3<br>LEI: 25490023B58UP9CM5N96 | Long             | ABS-CBDO         | CORP              | US        |   2025000 | PA      | $2036162.00   | 0.17%             | 2040-02-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                             | Thrivent Core Short-Term Reserve Fund                                                          | CUSIP: 88588C207<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    600000 | NS      | $6000000.00   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MTG LN TR 2025-NQM8                                    | Morgan Stanley Residential Mortgage Loan Trust                                                 | CUSIP: 61779QAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2600000 | PA      | $2591529.46   | 0.21%             | 2070-09-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR1 TR                                                 | Progress Residential Trust                                                                     | CUSIP: 74334NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1495899 | PA      | $1433161.47   | 0.12%             | 2042-02-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG                                                                  | Credit Suisse Group AG                                                                         | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    810000 | PA      | $218700.00    | 0.02%             | N/A             | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| TRUIST BK GLOBAL BK MED TERM NT PROGRAM BOOK ENTRY                                | Truist Bank                                                                                    | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2760593.50   | 0.22%             | 2028-07-24      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NTS BOOK ENTRY                              | Royal Bank of Canada                                                                           | CUSIP: 78016HZX1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2100000 | PA      | $2113232.77   | 0.17%             | 2027-07-23      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| PALISADES MTG LN TR 2021-RTL1                                                     | Palisades Mortgage Loan Trust                                                                  | CUSIP: 69639AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    783503 | PA      | $781404.43    | 0.06%             | 2026-06-25      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| PPM CLO 2 LTD / PPM CLO 2 LLC                                                     | PPM CLO 2, Ltd.                                                                                | CUSIP: 69377PAU8<br>LEI: 549300JBW1DIZLGMSY83 | Long             | ABS-O            | CORP              | KY        |   6250000 | PA      | $6252406.25   | 0.51%             | 2037-04-16      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTR TECHNOLOGIES LLC                                                     | Molex Electronic Technologies, LLC                                                             | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1665867.14   | 0.14%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP N V                                                                     | ING Groep NV                                                                                   | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1900000 | PA      | $1925276.42   | 0.16%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                | Meta Platforms, Inc.                                                                           | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4095733.99   | 0.33%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2023-3                                                    | Verus Securitization Trust                                                                     | CUSIP: 92539GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    656912 | PA      | $658245.50    | 0.05%             | 2068-03-25      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                          | Vistra Operations Company, LLC                                                                 | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1409616.60   | 0.11%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FIN NORTH AMER LLC                                                  | Daimler Truck Finance North America, LLC                                                       | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1277873.07   | 0.10%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO XVI LTD / TRINITAS CLO XVI LLC                                       | Trinitas CLO XVI, Ltd.                                                                         | CUSIP: 89642DAQ1<br>LEI: 5493004FCKEPFTK2QI86 | Long             | ABS-O            | CORP              | KY        |   3800000 | PA      | $3803807.60   | 0.31%             | 2034-07-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                          | APA Corporation                                                                                | CUSIP: 03743QAX6<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1877009.98   | 0.15%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD MEDIUM TERM NTS BOOK ENTRY 144A                           | Westpac New Zealand, Ltd.                                                                      | CUSIP: 96122FAB3<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |   2500000 | PA      | $2533972.65   | 0.21%             | 2027-02-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                           | HCA, Inc.                                                                                      | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2753266.01   | 0.22%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TR 2024-3                                         | GM Financial Automobile Leasing Trust                                                          | CUSIP: 38012QAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1502655.75   | 0.12%             | 2028-10-20      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                           | MPLX, LP                                                                                       | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1289058.24   | 0.10%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP N V                                                                     | ING Groep NV                                                                                   | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1994221.32   | 0.16%             | 2028-03-28      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                       | Paychex, Inc.                                                                                  | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    575000 | PA      | $591198.70    | 0.05%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELEC PWR CO INC                                                          | American Electric Power Company, Inc.                                                          | CUSIP: 025537AR2<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1425000.00   | 0.12%             | 2025-11-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                      | Broadcom, Inc.                                                                                 | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2005828.02   | 0.16%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                             | Foundry JV Holdco, LLC                                                                         | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4148474.44   | 0.34%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILS COOP FIN CORP MEDIUM TERM NTS BOOK ENTRY                     | National Rural Utilities Cooperative Finance Corporation                                       | CUSIP: 63743HFG2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1931495.94   | 0.16%             | 2028-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CR FD                                                          | Blackstone Private Credit Fund                                                                 | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1155109.81   | 0.09%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                               | NatWest Markets plc                                                                            | CUSIP: 63906YAT5<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   2750000 | PA      | $2749366.40   | 0.22%             | 2028-11-06      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| PNC FINL SVCS GROUP INC                                                           | PNC Financial Services Group, Inc.                                                             | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2427554.50   | 0.20%             | 2026-09-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| BANK NEW ZEALAND GLOBAL MED TERM NTS BOOK ENTRY 144A                              | Bank of New Zealand                                                                            | CUSIP: 06407EAG0<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |   3200000 | PA      | $3255808.96   | 0.26%             | 2028-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-INV4 TR                                                                 | GCAT Trust                                                                                     | CUSIP: 367919AF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2450784 | PA      | $2466286.26   | 0.20%             | 2054-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| MFA 2025-NQM4 TR                                                                  | MFA Trust                                                                                      | CUSIP: 55287RAC2<br>LEI: 254900XBKB8JES2BO797 | Long             | ABS-CBDO         | CORP              | US        |   3985730 | PA      | $3997471.89   | 0.32%             | 2070-08-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                | Banco Santander SA                                                                             | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1401107.13   | 0.11%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ROYAL BK CDA MED TERM NTS BOOK ENTRY                                              | Royal Bank of Canada                                                                           | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1925000 | PA      | $1940204.11   | 0.16%             | 2029-08-06      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC DEL                                                           | Delta Air Lines, Inc.                                                                          | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    630000 | PA      | $643870.49    | 0.05%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                         | Duke Energy Carolinas, LLC                                                                     | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2055903.80   | 0.17%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TR 2024-X2                                            | Affirm Asset Securitization Trust                                                              | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    789224 | PA      | $789739.33    | 0.06%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BK AG N Y BRANCH                                                         | Deutsche Bank AG/New York, NY                                                                  | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1450000 | PA      | $1463622.47   | 0.12%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                | Royalty Pharma plc                                                                             | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   3225000 | PA      | $3203696.17   | 0.26%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                                             | Stellantis Finance US, Inc.                                                                    | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $3095555.56   | 0.25%             | 2028-03-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GEORGIA PWR CO                                                                    | Georgia Power Company                                                                          | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1928544.80   | 0.16%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                          | AT&T, Inc.                                                                                     | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1774930.83   | 0.14%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINL GROUP INC                                                             | Mizuho Financial Group, Inc.                                                                   | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   2225000 | PA      | $2251652.83   | 0.18%             | 2031-07-08      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                 | Eversource Energy                                                                              | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1948510.38   | 0.16%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VERSUS SECURITIZATION TR 2025-5                                                   | Verus Securitization Trust                                                                     | CUSIP: 92540XAB7<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-CBDO         | CORP              | US        |   4768441 | PA      | $4791839.60   | 0.39%             | 2070-06-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                        | Fiserv, Inc.                                                                                   | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1915603.60   | 0.16%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                          | Lloyds Banking Group plc                                                                       | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    950000 | PA      | $962051.53    | 0.08%             | 2027-08-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H5 MTG TR                                                              | Cross Mortgage Trust                                                                           | CUSIP: 227920AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2892552 | PA      | $2909601.98   | 0.24%             | 2070-07-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL2 LLC                                                                | PRET, LLC                                                                                      | CUSIP: 69392JAA7<br>LEI: 254900S0KCA0ULKWBW61 | Long             | ABS-O            | CORP              | US        |   1859679 | PA      | $1866518.69   | 0.15%             | 2055-03-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2024-SFR2 TR                                                   | Tricon Residential Trust                                                                       | CUSIP: 89616VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2277452.25   | 0.18%             | 2040-06-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL4 LLC                                                                | PRET, LLC                                                                                      | CUSIP: 74136UAA3<br>LEI: 2549006327OOFEDCTX76 | Long             | ABS-O            | CORP              | US        |   1296523 | PA      | $1304301.93   | 0.11%             | 2055-04-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 TR                                                                 | OBX Trust                                                                                      | CUSIP: 67122CAF2<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-CBDO         | CORP              | US        |   1411079 | PA      | $1415531.77   | 0.11%             | 2065-07-27      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAP AMER MEDIUM TERM NTS BOOK ENTRY 144A                                  | Hyundai Capital America                                                                        | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1221579.51   | 0.10%             | 2026-09-17      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| EOG RES INC                                                                       | EOG Resources, Inc.                                                                            | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    635000 | PA      | $641414.04    | 0.05%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FDG I MEDIUM TERM NTS BOOK ENTRY 144A                    | Metropolitan Life Global Funding I                                                             | CUSIP: 59217GFQ7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1968539.23   | 0.16%             | 2028-09-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                       | Oracle Corporation                                                                             | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1289262.96   | 0.10%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                      | Broadcom, Inc.                                                                                 | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2036393.30   | 0.17%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                      | NextEra Energy Capital Holdings, Inc.                                                          | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1648544.45   | 0.13%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EVERGY KANS CENT INC                                                              | Evergy Kansas Central, Inc.                                                                    | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1109687.52   | 0.09%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MTG TR 2021-4                                               | Deephaven Residential Mortgage Trust                                                           | CUSIP: 24381JAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4376479 | PA      | $3888049.60   | 0.32%             | 2066-11-25      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| DELL INTL L L C / EMC CORP                                                        | Dell International, LLC/EMC Corporation                                                        | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1926762.18   | 0.16%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | Morgan Stanley                                                                                 | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986462.36    | 0.08%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                           | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2481696.85   | 0.20%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                      | Synopsys, Inc.                                                                                 | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1208249.41   | 0.10%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                      | Broadcom, Inc.                                                                                 | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2728740.54   | 0.22%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MTR CR CORP MEDIUM TERM NTS BOOK ENTRY                                     | Toyota Motor Credit Corporation                                                                | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1274668.81   | 0.10%             | 2029-01-05      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                         | Qorvo, Inc.                                                                                    | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3639725.52   | 0.30%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHENANGO PK CLO LTD / CHENANGO PK CLO LLC                                         | Chenango Park CLO, Ltd.                                                                        | CUSIP: 16409TAS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   4000000 | PA      | $4005136.00   | 0.32%             | 2030-04-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Tr                                                        | Citigroup Mortgage Loan Trust, Inc.                                                            | CUSIP: 17307G3F3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    451106 | PA      | $436719.73    | 0.04%             | 2036-03-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR4                                                                    | AMSR Trust                                                                                     | CUSIP: 66982FAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5866138.80   | 0.48%             | 2038-12-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                      | Barclays plc                                                                                   | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $1934947.71   | 0.16%             | 2027-09-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP DESIGNATED ACTIVITY CO / AERCAP GLOBAL AVIATION TR             | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                        | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1665000 | PA      | $1714096.07   | 0.14%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| FORD MTR CR CO LLC                                                                | Ford Motor Credit Company, LLC                                                                 | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1153858.02   | 0.09%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO I LTD / CARVAL CLO I LLC                                               | CarVal CLO I, Ltd.                                                                             | CUSIP: 146865AL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   4200000 | PA      | $4204662.00   | 0.34%             | 2031-07-16      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| WACHOVIA MTG LN TR LLC SER 2006-A TR                                              | Wachovia Mortgage Loan Trust, LLC                                                              | CUSIP: 92977TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3196 | PA      | $3112.58      | 0.00%             | 2036-05-20      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                    | Wells Fargo & Company                                                                          | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1532852.54   | 0.12%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FD                                                          | HPS Corporate Lending Fund                                                                     | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1430179.29   | 0.12%             | 2027-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT L P                                                         | American Homes 4 Rent, LP                                                                      | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    725000 | PA      | $738695.42    | 0.06%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TR 2025-3                                                  | Pagaya AI Debt Grantor Trust                                                                   | CUSIP: 69544TAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3149363 | PA      | $3171753.57   | 0.26%             | 2032-12-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| NYMT LN TR 2024-INV1                                                              | NYMT Loan Trust                                                                                | CUSIP: 62956XAA9<br>LEI: 2549009GL7U73W4FX613 | Long             | ABS-CBDO         | CORP              | US        |   2263951 | PA      | $2269449.74   | 0.18%             | 2069-06-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| CHNGE MTG TR 2023-2                                                               | CHNGE Mortgage Trust                                                                           | CUSIP: 169926AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2754618 | PA      | $2761189.63   | 0.22%             | 2058-06-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| LINCOLN FINL GLOBAL FDG MEDIUM TERM NTS BOOK ENTRY 144A                           | Lincoln Financial Global Funding                                                               | CUSIP: 53359KAA9<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1034565.73   | 0.08%             | 2030-01-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                               | American Express Company                                                                       | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2024864.66   | 0.16%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                               | JPMorgan Chase & Company                                                                       | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2789600.61   | 0.23%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| CHASE MTG FIN TR SER 2007-A2                                                      | Chase Mortgage Finance Trust Series                                                            | CUSIP: 16163LAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1122621 | PA      | $1138166.99   | 0.09%             | 2037-07-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2021-SFR1 TR                                                   | Tricon Residential Trust                                                                       | CUSIP: 89614YAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5750000 | PA      | $5651118.98   | 0.46%             | 2038-07-17      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                            | Federal Home Loan Mortgage Corporation Multifamily Structured Pass Through Certificates        | CUSIP: 3137HFNZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $761946.83    | 0.06%             | 2029-07-25      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| LHOME MTG TR 2023-RTL4                                                            | LHOME Mortgage Trust                                                                           | CUSIP: 50204VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2259164.03   | 0.18%             | 2028-11-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                       | Hertz Vehicle Financing III, LLC                                                               | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   4135000 | PA      | $4171715.49   | 0.34%             | 2029-09-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG XXXIX LTD / MADISON PK FDG XXXIX LLC                               | Madison Park Funding XXXIX, Ltd.                                                               | CUSIP: 55821LAL8<br>LEI: 254900K0MU6TXERK4I83 | Long             | ABS-O            | CORP              | KY        |   5500000 | PA      | $5507430.50   | 0.45%             | 2034-10-22      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECD LENDING FD                                                        | Blackstone Secured Lending Fund                                                                | CUSIP: 09261XAL6<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1970979.88   | 0.16%             | 2031-01-31      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FDG TR MEDIUM TERM NTS BOOK ENTRY 144A                                  | GA Global Funding Trust                                                                        | CUSIP: 36143L2A2<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1789902.95   | 0.15%             | 2026-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LN TR 2018-A-GS                                                | Commonbond Student Loan Trust                                                                  | CUSIP: 20269DAB1<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |    422028 | PA      | $417407.37    | 0.03%             | 2044-02-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS CO                                                                   | General Motors Company                                                                         | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1433737.23   | 0.12%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CHNGE MTG TR 2023-3                                                               | CHNGE Mortgage Trust                                                                           | CUSIP: 17030AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2640006 | PA      | $2654305.42   | 0.22%             | 2058-07-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| LHOME MTG TR 2024-RTL2                                                            | LHOME Mortgage Trust                                                                           | CUSIP: 50205JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3522053.15   | 0.29%             | 2029-03-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| TRK 2022-INV1 TR                                                                  | TRK Trust                                                                                      | CUSIP: 872635AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4050976 | PA      | $3803351.78   | 0.31%             | 2057-02-25      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                      | Barclays plc                                                                                   | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $1932370.30   | 0.16%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                      | Barclays plc                                                                                   | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    950000 | PA      | $967461.33    | 0.08%             | 2028-03-12      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| TRUIST FINL CORP SR MED TERM NTS BOOK ENTRY                                       | Truist Financial Corporation                                                                   | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2277463.05   | 0.18%             | 2031-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                               | American Express Company                                                                       | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015822.77   | 0.08%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Gs Mortgage Secs Corp                                                             | GSAA Home Equity Trust                                                                         | CUSIP: 36242DNF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    920881 | PA      | $856403.85    | 0.07%             | 2034-08-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                       | Cargill, Inc.                                                                                  | CUSIP: 141781CF9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1144008.68   | 0.09%             | 2030-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                    | Wells Fargo & Company                                                                          | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1966546.23   | 0.16%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                         | Amgen, Inc.                                                                                    | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1456851.06   | 0.12%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINL INC                                                               | Corebridge Financial, Inc.                                                                     | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1983062.38   | 0.16%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                            | Federal Home Loan Mortgage Corporation Discount Notes                                          | CUSIP: 313397QF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | STIV             | USGSE             | US        |    200000 | PA      | $199197.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                            | Roper Technologies, Inc.                                                                       | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1941794.28   | 0.16%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | Morgan Stanley                                                                                 | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2693691.42   | 0.22%             | 2029-10-18      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| M&T BK CORP                                                                       | M&T Bank Corporation                                                                           | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1687280.70   | 0.14%             | 2026-09-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                          | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1932522.97   | 0.16%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                         | Rogers Communications, Inc.                                                                    | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1900000 | PA      | $1934710.78   | 0.16%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                                    | Avis Budget Rental Car Funding AESOP, LLC                                                      | CUSIP: 05377RKM5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1440000 | PA      | $1463912.64   | 0.12%             | 2029-08-20      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| LILLY ELI & CO                                                                    | Eli Lilly & Company                                                                            | CUSIP: 532457DB1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2258169.64   | 0.18%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FING 2024-4 LLC                                                  | Enterprise Fleet Financing, LLC                                                                | CUSIP: 29374MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3550964.90   | 0.29%             | 2031-06-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP CO                                                                  | Campbell's Company                                                                             | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    630000 | PA      | $632307.59    | 0.05%             | 2026-03-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MTG TR 2022-1                                               | Deephaven Residential Mortgage Trust                                                           | CUSIP: 24382JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4112726 | PA      | $3801040.21   | 0.31%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINL GROUP INC                                                           | Citizens Financial Group, Inc.                                                                 | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1585819.31   | 0.13%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLS INC                                                                  | United Airlines, Inc.                                                                          | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3118546.88   | 0.25%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TR 2025-1                                                 | Lendbuzz Securitization Trust                                                                  | CUSIP: 525938AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1421161 | PA      | $1418772.14   | 0.12%             | 2030-10-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CIT GROUP INC NEW                                                                 | First-Citizens Bank & Trust Company                                                            | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2122827.85   | 0.17%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GROUP INC                                                    | Sumitomo Mitsui Financial Group, Inc.                                                          | CUSIP: 86562MDG2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1900000 | PA      | $1981239.38   | 0.16%             | 2028-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUT GLOBAL FDG MEDIUM TERM NTS BOOK ENTRY 144A                       | Northwestern Mutual Global Funding                                                             | CUSIP: 66815L2M0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1940764.41   | 0.16%             | 2028-06-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | Morgan Stanley                                                                                 | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    785000 | PA      | $810017.62    | 0.07%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                     | Citigroup, Inc.                                                                                | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1736202.43   | 0.14%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| ACRA TR 2024-NQM1                                                                 | ACRA Trust                                                                                     | CUSIP: 00112EAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4171135 | PA      | $4196232.63   | 0.34%             | 2064-10-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| ARES CAP CORP                                                                     | Ares Capital Corporation                                                                       | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1181496.59   | 0.10%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| LLOYDS BKG GROUP PLC                                                              | Lloyds Banking Group plc                                                                       | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1987523.14   | 0.16%             | 2028-03-18      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                                                    | PulteGroup, Inc.                                                                               | CUSIP: 745867AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2252103.17   | 0.18%             | 2026-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANC AMER FDG 2006-3 TR                                                           | Banc of America Funding Trust                                                                  | CUSIP: 058931AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    503857 | PA      | $505475.60    | 0.04%             | 2036-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | Federal National Mortgage Association - REMIC                                                  | CUSIP: 3136BTNH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   2829965 | PA      | $2799959.28   | 0.23%             | 2053-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                       | PepsiCo, Inc.                                                                                  | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2915106.54   | 0.24%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                  | Crown Castle, Inc.                                                                             | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1775102.96   | 0.14%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                                           | Schlumberger Holdings Corporation                                                              | CUSIP: 806851AL5<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    875000 | PA      | $886147.26    | 0.07%             | 2027-05-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                  | Altria Group, Inc.                                                                             | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    635000 | PA      | $645188.04    | 0.05%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE MEDIUM TERM NTS BOOK ENTRY 144A                                  | Societe Generale SA                                                                            | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2150000 | PA      | $2171503.16   | 0.18%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FDG II GLOBAL MEDIUM TERM NTS BOOK ENTRY 144A               | Principal Life Global Funding II                                                               | CUSIP: 74256LFC8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2024607.88   | 0.16%             | 2028-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                     | DTE Energy Company                                                                             | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2125387.76   | 0.17%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-6 LLC                                                                   | PRPM, LLC                                                                                      | CUSIP: 74390PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1775092 | PA      | $1775368.28   | 0.14%             | 2029-11-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| RCO IX MTG LLC 2025-4                                                             | RCO IX Mortgage, LLC                                                                           | CUSIP: 74939VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3400000 | PA      | $3391970.90   | 0.28%             | 2030-10-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2025-3                                                    | Verus Securitization Trust                                                                     | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-CBDO         | CORP              | US        |   2016353 | PA      | $2035854.37   | 0.17%             | 2070-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                            | Federal Home Loan Mortgage Corporation - REMIC                                                 | CUSIP: 3137HDEN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    864024 | PA      | $865941.28    | 0.07%             | 2049-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Arm Tr                                                               | Bear Stearns ARM Trust                                                                         | CUSIP: 07387AEG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     85235 | PA      | $82182.74     | 0.01%             | 2035-10-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                    | Wells Fargo & Company                                                                          | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1636145.91   | 0.13%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BK COMM TORONTO BRH                                             | Canadian Imperial Bank of Commerce                                                             | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1900000 | PA      | $1928921.55   | 0.16%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                           | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2043933.72   | 0.17%             | 2029-10-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| LLOYDS BKG GROUP PLC                                                              | Lloyds Banking Group plc                                                                       | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1875000 | PA      | $1900979.31   | 0.15%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                             | Goldman Sachs BDC, Inc.                                                                        | CUSIP: 38147UAE7<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    950000 | PA      | $968610.74    | 0.08%             | 2027-03-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                       | Royal Caribbean Cruises, Ltd.                                                                  | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   3200000 | PA      | $3254387.62   | 0.26%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINL INC                                                                     | Ally Financial, Inc.                                                                           | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1071143.38   | 0.09%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER L P                                                               | Energy Transfer, LP                                                                            | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1954884.73   | 0.16%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Terwin Mortgage Tr                                                                | Terwin Mortgage Trust                                                                          | CUSIP: 881561PB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    411586 | PA      | $412255.77    | 0.03%             | 2034-12-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                             | Uber Technologies, Inc.                                                                        | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2574461.76   | 0.21%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PAYPAL HLDGS INC                                                                  | PayPal Holdings, Inc.                                                                          | CUSIP: 70450YAS2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    900000 | PA      | $908898.61    | 0.07%             | 2028-03-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | Federal National Mortgage Association - REMIC                                                  | CUSIP: 3136BWC53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   4693808 | PA      | $4723773.77   | 0.38%             | 2051-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEERE FDG CDA CORP                                                                | Deere Funding Canada Corporation                                                               | CUSIP: 2442GAAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2600000 | PA      | $2594376.72   | 0.21%             | 2030-10-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                                | Bunge, Ltd. Finance Corporation                                                                | CUSIP: 120568BD1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2705552.58   | 0.22%             | 2028-01-07      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELEC PWR CO INC                                                          | American Electric Power Company, Inc.                                                          | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1294607.46   | 0.11%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KKR STATIC CLO I LTD / KKR STATIC CLO I LLC                                       | KKR Static CLO I, Ltd.                                                                         | CUSIP: 48255QAW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3250000 | PA      | $3237123.50   | 0.26%             | 2031-07-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                      | Barclays plc                                                                                   | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1959372.90   | 0.16%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                       | Exelon Corporation                                                                             | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1304331.97   | 0.11%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KKR STATIC CLO I LTD / KKR STATIC CLO I LLC                                       | KKR Static CLO I, Ltd.                                                                         | CUSIP: 48255QAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1752753 | PA      | $1750337.85   | 0.14%             | 2031-07-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| DRYDEN 72 CLO LTD / DRYDEN 72 CLO LLC                                             | Dryden 72 CLO, Ltd.                                                                            | CUSIP: 26252NAY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1900000 | PA      | $1902838.60   | 0.15%             | 2032-05-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BK N V MEDIUM TERM SR SUB BK NTS BOOK ENTRY 144A                         | ABN AMRO Bank NV                                                                               | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1900000 | PA      | $1933705.56   | 0.16%             | 2027-09-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                     | DTE Energy Company                                                                             | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1589020.35   | 0.13%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FDG MEDIUM TERM SR SECD NTS BOOK ENTRY 144A                            | RGA Global Funding                                                                             | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2592288.53   | 0.21%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODS CO                                                                   | Sonoco Products Company                                                                        | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2154160.14   | 0.17%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PAC LLC                                                                   | Georgia-Pacific, LLC                                                                           | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1435259.29   | 0.12%             | 2028-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EATON CAP UNLIMITED CO                                                            | Eaton Capital, ULC                                                                             | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |    950000 | PA      | $958815.27    | 0.08%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                     | Hewlett Packard Enterprise Company                                                             | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    650000 | PA      | $652375.98    | 0.05%             | 2026-09-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                   | CVS Health Corporation                                                                         | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2587064.53   | 0.21%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                       | Oracle Corporation                                                                             | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1622979.82   | 0.13%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                                | Regal Rexnord Corporation                                                                      | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1654860.01   | 0.13%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AEGON FDG CO LLC                                                                  | AEGON Funding Company, LLC                                                                     | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1905261.83   | 0.15%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CR INCOME CORP                                                           | Blue Owl Credit Income Corporation                                                             | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1095814.98   | 0.09%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LN TR 2017-A-GS                                                | Commonbond Student Loan Trust                                                                  | CUSIP: 20267VAA5<br>LEI: 549300LRCNJYVPZRKK63 | Long             | ABS-O            | CORP              | US        |    102577 | PA      | $98345.56     | 0.01%             | 2041-05-25      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR16                                                                  | BANK5 2025-5YR16                                                                               | CUSIP: 065934AY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3850000 | PA      | $3981338.52   | 0.32%             | 2063-08-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                                        | NBN Company, Ltd.                                                                              | CUSIP: 62878U2K7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |   1450000 | PA      | $1443205.26   | 0.12%             | 2030-09-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                      | UBS Group AG                                                                                   | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1625000 | PA      | $1659063.25   | 0.13%             | 2029-09-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| AMRIZE FIN US LLC                                                                 | Amrize Finance US, LLC                                                                         | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    965000 | PA      | $975760.95    | 0.08%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AVIATION CAP GROUP LLC                                                            | Aviation Capital Group, LLC                                                                    | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1898132.53   | 0.15%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FIN TR 2023-2                                                          | Foundation Finance Trust                                                                       | CUSIP: 35042RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2678549 | PA      | $2792274.29   | 0.23%             | 2049-06-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP NEW                                                           | American Tower Corporation                                                                     | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976873.31    | 0.08%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| RYDER SYS INC MEDIUM TERM NTS BOOK ENTRY                                          | Ryder System, Inc.                                                                             | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1605624.73   | 0.13%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP DESIGNATED ACTIVITY CO / AERCAP GLOBAL AVIATION TR             | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                        | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1925000 | PA      | $1941190.64   | 0.16%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN CR ACCEP RECEIVABLES TR 2025-2                                           | American Credit Acceptance Receivables Trust                                                   | CUSIP: 024938AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2760547.08   | 0.22%             | 2029-05-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                  | T-Mobile USA, Inc.                                                                             | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3188406.72   | 0.26%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MTG LN TR 2025-NQM3                                    | Morgan Stanley Residential Mortgage Loan Trust                                                 | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2042889 | PA      | $2056585.92   | 0.17%             | 2070-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TR 2024-11                                                 | Pagaya AI Debt Grantor Trust                                                                   | CUSIP: 69544AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3184698 | PA      | $3196295.86   | 0.26%             | 2032-07-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                              | Verisk Analytics, Inc.                                                                         | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    640000 | PA      | $642898.80    | 0.05%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BKG GROUP PLC                                                              | Lloyds Banking Group plc                                                                       | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1524908.88   | 0.12%             | 2028-11-26      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                       | Hertz Vehicle Financing III, LLC                                                               | CUSIP: 42806MBS7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2260973.93   | 0.18%             | 2027-06-25      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2025-2 LTD / PALMER SQUARE LN FDG 2025-2 LLC                 | Palmer Square Loan Funding, Ltd.                                                               | CUSIP: 69704AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3500000 | PA      | $3498747.00   | 0.28%             | 2033-07-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FDG II MEDIUM TERM NTS BOOK ENTRY 144A                          | MassMutual Global Funding II                                                                   | CUSIP: 57629W5B2<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1938832.54   | 0.16%             | 2029-01-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                           | Arthur J. Gallagher & Company                                                                  | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1071772.36   | 0.09%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HLDG CO LLC                                                    | Columbia Pipelines Holding Company, LLC                                                        | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1312130.45   | 0.11%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL COLLEGIATE TR 2007-A                                                     | National Collegiate Trust                                                                      | CUSIP: 63543YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    328245 | PA      | $321202.53    | 0.03%             | 2031-05-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT LENDING FD                                                  | Morgan Stanley Direct Lending Fund                                                             | CUSIP: 61774AAF0<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2903894.31   | 0.24%             | 2029-05-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                                       | Cigna Group                                                                                    | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2585019.27   | 0.21%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE MEDIUM TERM NTS BOOK ENTRY 144A                                  | Societe Generale SA                                                                            | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2046825.26   | 0.17%             | 2029-04-13      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN PWR CO                                                                   | Southern Power Company                                                                         | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    725000 | PA      | $720808.25    | 0.06%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LTD                                                         | Sumitomo Mitsui Trust Bank, Ltd.                                                               | CUSIP: 86563VBK4<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   1900000 | PA      | $1925305.44   | 0.16%             | 2026-09-14      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHS CORP                                                 | International Business Machines Corporation                                                    | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2536040.55   | 0.21%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TOWD PT ASSET TR 2021-SL1                                                         | Towd Point Asset Trust                                                                         | CUSIP: 89179XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    915888 | PA      | $889790.44    | 0.07%             | 2061-11-20      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS MEDIUM TERM NTS BOOK ENTRY 144A                                       | BNP Paribas SA                                                                                 | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $1434064.20   | 0.12%             | 2030-01-09      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| TESLA LEASE ELEC VEH SECURITIZATION 2025-A LLC                                    | Tesla Lease Electric Vehicle Securitization, LLC                                               | CUSIP: 88162VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2907858 | PA      | $2907000.18   | 0.24%             | 2029-05-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | Morgan Stanley                                                                                 | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3067060.71   | 0.25%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| ONEOK INC NEW                                                                     | ONEOK, Inc.                                                                                    | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2002096.00   | 0.16%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TR 2024-2                                                      | Octane Receivables Trust                                                                       | CUSIP: 67578YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1531847 | PA      | $1544343.76   | 0.13%             | 2032-07-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HLDGS LLC                                                               | Chubb INA Holdings, LLC                                                                        | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2804296.72   | 0.23%             | 2029-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BK AG N Y BRANCH                                                         | Deutsche Bank AG/New York, NY                                                                  | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1450000 | PA      | $1448033.15   | 0.12%             | 2026-11-24      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                       | Hertz Vehicle Financing III, LLC                                                               | CUSIP: 42806MDC0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   2400000 | PA      | $2419890.48   | 0.20%             | 2029-12-26      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| VOLT CII LLC                                                                      | VOLT CII, LLC                                                                                  | CUSIP: 92873HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1372534 | PA      | $1372073.86   | 0.11%             | 2051-08-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                             | Becton, Dickinson and Company                                                                  | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2274069.13   | 0.18%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                            | CenterPoint Energy, Inc.                                                                       | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1230169.83   | 0.10%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                  | Welltower OP, LLC                                                                              | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2249188.44   | 0.18%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMSR 2025-SFR1 TR                                                                 | AMSR Trust                                                                                     | CUSIP: 00182MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1927323.40   | 0.16%             | 2042-06-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PPTYS L P                                                        | COPT Defense Properties, LP                                                                    | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    550000 | PA      | $544506.19    | 0.04%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HLDGS FDG LTD                                                              | Avolon Holdings Funding, Ltd.                                                                  | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    601000 | PA      | $596614.48    | 0.05%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HSBC HLDGS PLC                                                                    | HSBC Holdings plc                                                                              | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1267197.40   | 0.10%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINL GROUP INC                                                     | Mitsubishi UFJ Financial Group, Inc.                                                           | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1925000 | PA      | $1933179.17   | 0.16%             | 2031-09-12      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP DESIGNATED ACTIVITY CO / AERCAP GLOBAL AVIATION TR             | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                        | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1800000 | PA      | $1788688.44   | 0.15%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ASSOCIATED BANC-CORP                                                              | Associated Banc-Corp                                                                           | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1348259.21   | 0.11%             | 2030-08-29      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                         | Boeing Company                                                                                 | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1130335.88   | 0.09%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP MEDIUM TERM NTS BOOK ENTRY                                         | McDonald's Corporation                                                                         | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1325203.53   | 0.11%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHNGE MTG TR 2022-2                                                               | CHNGE Mortgage Trust                                                                           | CUSIP: 12546YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4610222 | PA      | $4531768.78   | 0.37%             | 2067-03-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| SIEMENS FDG B V                                                                   | Siemens Funding BV                                                                             | CUSIP: 82622RAA4<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    950000 | PA      | $959306.05    | 0.08%             | 2028-05-26      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                | Credit Agricole SA                                                                             | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1221704.14   | 0.10%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM8 TR                                                                 | Credit Suisse Mortgage Capital Certificates                                                    | CUSIP: 12659FAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3985360 | PA      | $3531143.69   | 0.29%             | 2066-10-25      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                          | U.S. Treasury Notes                                                                            | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44960000 | PA      | $45518487.72  | 3.69%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHNGE MTG TR 2022-1                                                               | CHNGE Mortgage Trust                                                                           | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3374679 | PA      | $3258233.73   | 0.26%             | 2067-01-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| M&T BK AUTO RECEIVABLES TR 2025-1                                                 | M&T Bank Auto Receivables Trust                                                                | CUSIP: 55287XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1782399.15   | 0.14%             | 2032-07-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE CAP US LLC                                                | GSK Consumer Healthcare Capital US, LLC                                                        | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1883136.53   | 0.15%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FIN TR 2021-1                                                          | Foundation Finance Trust                                                                       | CUSIP: 35041LAA8<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |    808567 | PA      | $767874.03    | 0.06%             | 2041-05-15      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                    | Wells Fargo & Company                                                                          | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3054591.69   | 0.25%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| TOYOTA MTR CR CORP MEDIUM TERM NTS BOOK ENTRY                                     | Toyota Motor Credit Corporation                                                                | CUSIP: 89236TNA9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1401728.42   | 0.11%             | 2030-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS RLTY LTD PARTNERSHIP                                                    | Highwoods Realty, LP                                                                           | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1736761.40   | 0.14%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAP AMER MEDIUM TERM NTS BOOK ENTRY 144A                                  | Hyundai Capital America                                                                        | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1925663.70   | 0.16%             | 2027-03-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                     | Volkswagen Group of America Finance, LLC                                                       | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2254555.26   | 0.18%             | 2027-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Gmacm Home Equity Loan Tr                                                         | GMAC Mortgage Corporation Loan Trust                                                           | CUSIP: 361856EB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12609 | PA      | $5928.90      | 0.00%             | 2035-08-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAP SVCS INC                                                              | Hyundai Capital Services, Inc.                                                                 | CUSIP: 44920UAP3<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |   1250000 | PA      | $1239523.51   | 0.10%             | 2026-02-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3138EKPQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37500 | PA      | $38178.40     | 0.00%             | 2043-01-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HLDG CO LLC                                                    | Columbia Pipelines Holding Company, LLC                                                        | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1592752.53   | 0.13%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER L P                                                               | Energy Transfer, LP                                                                            | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1271302.61   | 0.10%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                                      | Veralto Corporation                                                                            | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1920704.36   | 0.16%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD MEDIUM TERM NTS BOOK ENTRY 144A                           | Westpac New Zealand, Ltd.                                                                      | CUSIP: 96122FAA5<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |   1900000 | PA      | $1932551.52   | 0.16%             | 2028-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK N A SALT LAKE CITY UTAH                                         | Morgan Stanley Bank NA                                                                         | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1854453.21   | 0.15%             | 2027-10-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BK USA                                                              | Goldman Sachs Bank USA/New York, NY                                                            | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1907045.24   | 0.15%             | 2027-03-18      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| ROC MTG TR 2025-RTL1                                                              | Roc Mortgage Trust                                                                             | CUSIP: 77119RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2700000 | PA      | $2709585.54   | 0.22%             | 2040-02-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| NEWFIELD EXPL CO                                                                  | Ovintiv, Inc.                                                                                  | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2547485.88   | 0.21%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLDGS LTD                                                    | Macquarie AirFinance Holdings, Ltd.                                                            | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   1829000 | PA      | $1922521.85   | 0.16%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FDG MEDIUM TERM NTS BOOK ENTRY 144A                                    | F&G Global Funding                                                                             | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1304203.69   | 0.11%             | 2028-09-08      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NEVADA PWR CO                                                                     | Nevada Power Company                                                                           | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1298489.33   | 0.11%             | 2055-05-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECD LENDING FD                                                        | Blackstone Secured Lending Fund                                                                | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2122617.34   | 0.17%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                  | Williams Companies, Inc.                                                                       | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1914138.20   | 0.16%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                                | Ingersoll Rand, Inc.                                                                           | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516377.17    | 0.04%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FORD MTR CR CO LLC                                                                | Ford Motor Credit Company, LLC                                                                 | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1399440.67   | 0.11%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BK CDA MED TERM NTS BOOK ENTRY                                              | Royal Bank of Canada                                                                           | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2050000 | PA      | $2045097.73   | 0.17%             | 2028-11-03      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                         | Boeing Company                                                                                 | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2486615.08   | 0.20%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FORD MTR CR CO LLC                                                                | Ford Motor Credit Company, LLC                                                                 | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2489652.13   | 0.20%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB PUBL                                             | Skandinaviska Enskilda Banken AB                                                               | CUSIP: 830505BK8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   3250000 | PA      | $3255829.98   | 0.26%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOORAK MTG TR 2024-RTL1                                                           | Toorak Mortgage Trust                                                                          | CUSIP: 89054YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4750000 | PA      | $4768126.00   | 0.39%             | 2039-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                                                             | Thrivent Cash Management Trust                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  10385916 | NS      | $10385916.00  | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINL CORP SR MED TERM NTS BOOK ENTRY                                       | Truist Financial Corporation                                                                   | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1880917.24   | 0.15%             | 2027-03-02      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                              | Las Vegas Sands Corporation                                                                    | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1594467.04   | 0.13%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                              | Las Vegas Sands Corporation                                                                    | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1636051.30   | 0.13%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HLDGS LLC                                                         | Fortitude Group Holdings, LLC                                                                  | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2596181.10   | 0.21%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO III LTD / CARVAL CLO III LLC                                           | CarVal CLO III, Ltd.                                                                           | CUSIP: 14686WAY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   5500000 | PA      | $5483736.50   | 0.44%             | 2032-07-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FIN CORP MED TERM NTS BOOK ENTRY                                   | American Honda Finance Corporation                                                             | CUSIP: 02665WFK2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2025309.84   | 0.16%             | 2027-07-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER LLC / CHARTER COMMUNICATIONS OPER CAP CORP            | Charter Communications Operating, LLC/Charter Communications Operating Capital Corporation     | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2734543.35   | 0.22%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVAB                                                    | GreatAmerica Leasing Receivables Funding, LLC                                                  | CUSIP: 39154GAH9<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1103074.39   | 0.09%             | 2027-10-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TR 2024-2PL                                                              | ACHV ABS Trust                                                                                 | CUSIP: 00092HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1117341 | PA      | $1122344.94   | 0.09%             | 2031-10-27      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                           | Santander Holdings USA, Inc.                                                                   | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1708810.23   | 0.14%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                                                               | American Express Company                                                                       | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    635000 | PA      | $654355.23    | 0.05%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                            | Spirit AeroSystems, Inc.                                                                       | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   3575000 | PA      | $3601236.93   | 0.29%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| U S BANCORP MEDIUM TERM NTS- BOOK ENTRY                                           | U.S. Bancorp                                                                                   | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1024771.28   | 0.08%             | 2027-10-26      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RES INC                                                               | Continental Resources, Inc.                                                                    | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $4728071.44   | 0.38%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                  | Centene Corporation                                                                            | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2956781.40   | 0.24%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                            | Philip Morris International, Inc.                                                              | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2504733.55   | 0.20%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                                    | Pagaya AI Debt Grantor Trust                                                                   | CUSIP: 69549BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3200000 | PA      | $3197391.04   | 0.26%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                                       | Lennar Corporation                                                                             | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2262848.37   | 0.18%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP CAP XIII                                                                | Citigroup Capital XIII, 10.470%                                                                | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     54000 | NS      | $1621620.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TR 2024-6                                                  | Pagaya AI Debt Grantor Trust and Pagaya AI Debt Trust                                          | CUSIP: 69548KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2909187 | PA      | $2926722.66   | 0.24%             | 2031-11-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| J P Morgan AlternatIVe Loan Tr                                                    | J.P. Morgan Alternative Loan Trust                                                             | CUSIP: 46627MCU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    223633 | PA      | $166995.31    | 0.01%             | 2036-03-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                            | Philip Morris International, Inc.                                                              | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    625000 | PA      | $638158.08    | 0.05%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PNC BK N A PITTSBURGH PA MEDIUM TERM SR BK NTS BOOK ENTRY                         | PNC Bank NA                                                                                    | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1909408.63   | 0.15%             | 2028-07-21      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| ARCHWEST MTG TR 2025-RTL1                                                         | Archwest Mortgage Trust                                                                        | CUSIP: 039966AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2999829.60   | 0.24%             | 2040-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| ROYAL BK CDA                                                                      | Royal Bank of Canada                                                                           | CUSIP: 78017FZQ9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3009874.17   | 0.24%             | 2027-10-18      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| ONEOK INC NEW                                                                     | ONEOK, Inc.                                                                                    | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012005.68   | 0.08%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| A&D MTG TR 2023-NQM3                                                              | A&D Mortgage Trust                                                                             | CUSIP: 00249FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2488541 | PA      | $2507300.81   | 0.20%             | 2068-07-25      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TR 2024-1PL                                                              | ACHV ABS Trust                                                                                 | CUSIP: 00092BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    698599 | PA      | $704287.88    | 0.06%             | 2031-04-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FIN CORP MED TERM NTS BOOK ENTRY                                   | American Honda Finance Corporation                                                             | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2138064.80   | 0.17%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP INC                                                           | American International Group, Inc.                                                             | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1278702.85   | 0.10%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR6 TR                                                 | Progress Residential Trust                                                                     | CUSIP: 74333HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4049433 | PA      | $3986170.65   | 0.32%             | 2038-07-17      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                | Royalty Pharma plc                                                                             | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2051212.62   | 0.17%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                   | Xcel Energy, Inc.                                                                              | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1924691.36   | 0.16%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                           | Santander Holdings USA, Inc.                                                                   | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1271514.68   | 0.10%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                  | Centene Corporation                                                                            | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1746114.84   | 0.14%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                            | Federal Home Loan Mortgage Corporation Multifamily Structured Pass Through Certificates        | CUSIP: 3137HH6C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2052327.00   | 0.17%             | 2029-09-25      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                    | Morgan Stanley                                                                                 | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1913781.49   | 0.16%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2024-2 LTD / PALMER SQUARE LN FDG 2024-2 LLC                 | Palmer Square Loan Funding, Ltd.                                                               | CUSIP: 69703RAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   5000000 | PA      | $4988230.00   | 0.40%             | 2033-01-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                            | International Flavors & Fragrances, Inc.                                                       | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    326000 | PA      | $310738.16    | 0.03%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP MEDIUM TERM SR NT BOOK ENTRY                            | Bank of New York Mellon Corporation                                                            | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1329023.83   | 0.11%             | 2029-10-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                      | SK Hynix, Inc.                                                                                 | CUSIP: 78392BAG2<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   1250000 | PA      | $1267980.00   | 0.10%             | 2027-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL2 TR                                                                 | PRET Trust                                                                                     | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2812548 | PA      | $2742650.88   | 0.22%             | 2064-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                      | Broadcom, Inc.                                                                                 | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2345579.65   | 0.19%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NOMURA HLDGS INC                                                                  | Nomura Holdings, Inc.                                                                          | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1465883.82   | 0.12%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| EPR PPTYS                                                                         | EPR Properties                                                                                 | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3154165.09   | 0.26%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                                    | CFMT Issuer Trust                                                                              | CUSIP: 12529KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65955 | PA      | $65729.27     | 0.01%             | 2041-03-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2021-8                                                    | Verus Securitization Trust                                                                     | CUSIP: 92538GAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1392244 | PA      | $1250650.93   | 0.10%             | 2066-11-25      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                 | Hyatt Hotels Corporation                                                                       | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2898921.96   | 0.24%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                             | Kinder Morgan, Inc.                                                                            | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1804529.58   | 0.15%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINL SVC US CORP                                                       | Stellantis Financial Services US Corporation                                                   | CUSIP: 85855FAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    825000 | PA      | $830559.55    | 0.07%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                         | Jabil, Inc.                                                                                    | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1500226.85   | 0.12%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COUSINS PPTYS LP                                                                  | Cousins Properties, LP                                                                         | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1788144.37   | 0.15%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG MEDIUM TERM NTS BOOK ENTRY 144A                          | New York Life Global Funding                                                                   | CUSIP: 64952WFD0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1941948.60   | 0.16%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DENSO CORP                                                                        | Denso Corporation                                                                              | CUSIP: 24872BAC4<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |   2250000 | PA      | $2251515.96   | 0.18%             | 2030-09-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR CORP                                                     | Goldman Sachs Private Credit Corporation                                                       | CUSIP: 38152BAA9<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    750000 | PA      | $761226.12    | 0.06%             | 2028-05-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| CAFL 2021-RTL1 ISSUER LLC                                                         | CAFL Issuer, LLC                                                                               | CUSIP: 12468RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2346123 | PA      | $2346122.79   | 0.19%             | 2029-03-28      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| ALLY FINL INC                                                                     | Ally Financial, Inc.                                                                           | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4749077.12   | 0.39%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                      | Stryker Corporation                                                                            | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1926320.81   | 0.16%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FD                                                          | Ares Strategic Income Fund                                                                     | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1416566.51   | 0.11%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                       | Southern Company                                                                               | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1233585.13   | 0.10%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                     | Volkswagen Group of America Finance, LLC                                                       | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1923287.50   | 0.16%             | 2027-03-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| REGIONS FINL CORP NEW                                                             | Regions Financial Corporation                                                                  | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1247258.39   | 0.10%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK MONTREAL QUE                                                                 | Bank of Montreal                                                                               | CUSIP: 06368LC53<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1885000 | PA      | $1909494.18   | 0.15%             | 2026-12-11      | Fixed         | 5.27%                 | No            |                  2 | On Loan: —       |
| NOMURA HLDGS INC                                                                  | Nomura Holdings, Inc.                                                                          | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   2700000 | PA      | $2758003.53   | 0.22%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                         | GATX Corporation                                                                               | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1267634.84   | 0.10%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EAGLE FDG LUXCO S A R L ACTING IN RELATION TO ITS EFL COMPARTMENT I               | Eagle Funding Luxco SARL                                                                       | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   1575000 | PA      | $1600042.50   | 0.13%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK MONTREAL QUE                                                                 | Bank of Montreal                                                                               | CUSIP: 06368L3K0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3061973.70   | 0.25%             | 2027-06-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: —       |
| PNC FINL SVCS GROUP INC                                                           | PNC Financial Services Group, Inc.                                                             | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1629826.65   | 0.13%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| TRUIST FINL CORP                                                                  | Truist Financial Corporation                                                                   | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    825000 | PA      | $824159.24    | 0.07%             | 2025-11-13      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                            | Standard Chartered plc                                                                         | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2100000 | PA      | $2059151.60   | 0.17%             | 2028-01-12      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG XXIV LTD / MADISON PK FDG XXIV LLC                                 | Madison Park Funding XXIV, Ltd.                                                                | CUSIP: 55820NAY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    187303 | PA      | $187424.22    | 0.02%             | 2029-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NORTH AMER LLC                                                  | Mercedes-Benz Finance North America, LLC                                                       | CUSIP: 58769JAK3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1588555.76   | 0.13%             | 2026-08-03      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                  | Crown Castle, Inc.                                                                             | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1275245.50   | 0.10%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CAIXABANK S A                                                                     | CaixaBank SA                                                                                   | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1900000 | PA      | $1913618.90   | 0.16%             | 2029-07-03      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2025-1 LTD / PALMER SQUARE LN FDG 2025-1 LLC                 | Palmer Square Loan Funding, Ltd.                                                               | CUSIP: 69704CAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3000000 | PA      | $2970747.00   | 0.24%             | 2033-02-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Gs Mortgage Secs Corp                                                             | GSAA Home Equity Trust                                                                         | CUSIP: 36228F4K9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     98983 | PA      | $172433.59    | 0.01%             | 2034-05-25      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELEC PWR CO INC                                                          | American Electric Power Company, Inc.                                                          | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1953521.70   | 0.16%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                    | Phillips 66 Company                                                                            | CUSIP: 718547AT9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1219227.50   | 0.10%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM6 TR                                                                 | GCAT Trust                                                                                     | CUSIP: 36167KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3736339 | PA      | $3421537.14   | 0.28%             | 2066-08-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| BANK NOVA SCOTIA B C                                                              | Bank of Nova Scotia                                                                            | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2011023.16   | 0.16%             | 2028-09-08      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                                         | Sanofi SA                                                                                      | CUSIP: 801060AG9<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |   2750000 | PA      | $2744964.09   | 0.22%             | 2028-11-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                  | Glencore Funding, LLC                                                                          | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2537647.60   | 0.21%             | 2027-04-04      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MTG LN TR 2025-NQM6                                    | Morgan Stanley Residential Mortgage Loan Trust                                                 | CUSIP: 617948AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3722380 | PA      | $3730789.62   | 0.30%             | 2070-07-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                       | Hertz Vehicle Financing III, LLC                                                               | CUSIP: 42806MCK3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   2533000 | PA      | $2583727.63   | 0.21%             | 2029-01-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FD                                                          | HPS Corporate Lending Fund                                                                     | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1786865.22   | 0.14%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS INC                                                         | Universal Health Services, Inc.                                                                | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2545089.17   | 0.21%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                          | Lloyds Banking Group plc                                                                       | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $350058.11    | 0.03%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| OZLM XIV LTD / OZLM XIV LLC                                                       | OZLM XIV, Ltd.                                                                                 | CUSIP: 67110HCC0<br>LEI: 549300Y1XB6AVMQY8652 | Long             | ABS-O            | CORP              | KY        |   3600000 | PA      | $3605446.80   | 0.29%             | 2038-01-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| CFMT 2023-HB12 LLC                                                                | CFMT, LLC                                                                                      | CUSIP: 12530QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16649 | PA      | $16636.75     | 0.00%             | 2033-04-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FDG 2024-1 LLC                                                      | Auxilior Term Funding, LLC                                                                     | CUSIP: 05335FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1246431 | PA      | $1250850.44   | 0.10%             | 2027-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVS INC                                                         | Omega Healthcare Investors, Inc.                                                               | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1268375.88   | 0.10%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK MONTREAL QUE                                                                 | Bank of Montreal                                                                               | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2250000 | PA      | $2256532.63   | 0.18%             | 2027-09-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                      | Barclays plc                                                                                   | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $1920011.03   | 0.16%             | 2028-09-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| NYMT LN TR 2025-INV2                                                              | NYMT Loan Trust                                                                                | CUSIP: 62957JAF8<br>LEI: 254900EYRFLK2LMLVT67 | Long             | ABS-CBDO         | CORP              | US        |   2744524 | PA      | $2743879.59   | 0.22%             | 2060-10-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                  | Altria Group, Inc.                                                                             | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $2003253.87   | 0.16%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                               | Constellation Energy Generation, LLC                                                           | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1963364.39   | 0.16%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                    | Var Energi ASA                                                                                 | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    800000 | PA      | $832463.53    | 0.07%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                              | Howmet Aerospace, Inc.                                                                         | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1835617.32   | 0.15%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                       | Southern Company                                                                               | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1095479.66   | 0.09%             | 2051-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAP AMER MEDIUM TERM NTS BOOK ENTRY 144A                                  | Hyundai Capital America                                                                        | CUSIP: 44891ACQ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1250000.00   | 0.10%             | 2025-11-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NORTH HAVEN PRIVATE INCOME FD LLC                                                 | North Haven Private Income Fund, LLC                                                           | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |    800000 | PA      | $794539.46    | 0.06%             | 2028-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| BLUE OWL CAP CORP II                                                              | Blue Owl Capital Corporation II                                                                | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1290995.61   | 0.10%             | 2026-11-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                       | Oracle Corporation                                                                             | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1611803.54   | 0.13%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINL CORP                                                             | Capital One Financial Corporation                                                              | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1935807.22   | 0.16%             | 2031-09-11      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| FS KKR CAP CORP                                                                   | FS KKR Capital Corporation                                                                     | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2990871.06   | 0.24%             | 2026-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE MEDIUM TERM NTS BOOK ENTRY 144A                                  | Societe Generale SA                                                                            | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $1992842.00   | 0.16%             | 2026-12-14      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS L P                                                      | Cheniere Energy Partners, LP                                                                   | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4001348.76   | 0.32%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                           | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1135195.64   | 0.09%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| CFST MTG TR 2025-RTL1                                                             | CFST Mortgage Trust                                                                            | CUSIP: 12532GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1525000 | PA      | $1519693.46   | 0.12%             | 2030-10-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| J P Morgan Mortgage Tr                                                            | J.P. Morgan Mortgage Trust                                                                     | CUSIP: 466247E74<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    117861 | PA      | $81312.80     | 0.01%             | 2036-02-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                          | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    950000 | PA      | $965220.04    | 0.08%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                           | Arthur J. Gallagher & Company                                                                  | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1059793.35   | 0.09%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                           | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $2018900.46   | 0.16%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| REPSOL E P CAP MKTS US LLC                                                        | Repsol E&P Capital Markets US, LLC                                                             | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    975000 | PA      | $977320.92    | 0.08%             | 2028-09-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| U S BANCORP MEDIUM TERM NTS- BOOK ENTRY                                           | U.S. Bancorp                                                                                   | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2056004.82   | 0.17%             | 2030-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                      | Qualcomm, Inc.                                                                                 | CUSIP: 747525BU6<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1445850.69   | 0.12%             | 2030-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HLDGS INC                                                             | WarnerMedia Holdings, Inc.                                                                     | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1011000 | PA      | $1000829.34   | 0.08%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                      | Illumina, Inc.                                                                                 | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002651.82   | 0.08%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR2 TR                                                 | Progress Residential Trust                                                                     | CUSIP: 74334GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1596577 | PA      | $1517991.84   | 0.12%             | 2042-04-17      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                                          | Coty, Inc./HFC Prestige Products, Inc./HFC Prestige International US, LLC                      | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $501683.00    | 0.04%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Cwalt Inc                                                                         | Countrywide Alternative Loan Trust                                                             | CUSIP: 12668BEG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     83334 | PA      | $66463.15     | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                                                    | Wheels Fleet Lease Funding 1, LLC                                                              | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   2570360 | PA      | $2592921.71   | 0.21%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LN PROGRAM 2025-4 TR                                                | SoFi Consumer Loan Program Trust                                                               | CUSIP: 83405UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $999512.60    | 0.08%             | 2035-08-25      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                           | Imperial Brands Finance plc                                                                    | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1425000 | PA      | $1434685.95   | 0.12%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                                    | Avis Budget Rental Car Funding AESOP, LLC                                                      | CUSIP: 05377RGC2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   7050000 | PA      | $7191565.41   | 0.58%             | 2029-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                        | Fiserv, Inc.                                                                                   | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1936148.93   | 0.16%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LN MGMT US CLO 11 LTD / GOLDENTREE LN MGMT US CLO 11 LLC               | GoldenTree Loan Management US CLO 11, Ltd.                                                     | CUSIP: 38138KAL4<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $1998550.00   | 0.16%             | 2034-10-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAP AMER MEDIUM TERM NTS BOOK ENTRY 144A                                  | Hyundai Capital America                                                                        | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2245293.91   | 0.18%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LPL HLDGS INC                                                                     | LPL Holdings, Inc.                                                                             | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1634398.83   | 0.13%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2025-V17 MTG TR                                                         | Benchmark Mortgage Trust                                                                       | CUSIP: 081934AR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3225000 | PA      | $3306963.05   | 0.27%             | 2058-09-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FDG MEDIUM TERM NTS BOOK ENTRY 144A                              | Met Tower Global Funding                                                                       | CUSIP: 58989V2J2<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1999252.86   | 0.16%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| STATE STR CORP                                                                    | State Street Corporation                                                                       | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000080.90   | 0.16%             | 2026-11-04      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BK AG N Y BRANCH                                                         | Deutsche Bank AG/New York, NY                                                                  | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1300000 | PA      | $1316970.19   | 0.11%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TR 2024-8                                                  | Pagaya AI Debt Grantor Trust                                                                   | CUSIP: 69544QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1064490 | PA      | $1068172.42   | 0.09%             | 2032-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                              | Keurig Dr Pepper, Inc.                                                                         | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2524106.53   | 0.20%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SR NON PFD 144A MED TERM NT PROGRAM BOOK ENTRY                        | BNP Paribas SA                                                                                 | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1425000 | PA      | $1437557.26   | 0.12%             | 2029-05-09      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                     | Citigroup, Inc.                                                                                | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998020.80    | 0.08%             | 2025-12-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SR NON PFD 144A MED TERM NT PROGRAM BOOK ENTRY                        | BNP Paribas SA                                                                                 | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2200000 | PA      | $2185894.99   | 0.18%             | 2027-01-13      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK17                                                                   | BANK 2019-BNK17                                                                                | CUSIP: 065403BA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2154574 | PA      | $2135229.85   | 0.17%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITADEL LTD PARTNERSHIP                                                           | Citadel, LP                                                                                    | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2646642.73   | 0.21%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                 | Brown & Brown, Inc.                                                                            | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1280234.36   | 0.10%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US                                                     | State Street Institutional U.S. Government Money Market Fund                                   | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  15273500 | NS      | $15273499.59  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES INC DEL                                                           | Delta Air Lines, Inc.                                                                          | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1926075.35   | 0.16%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON BK MEMPHIS TENN                                                     | First Horizon Bank                                                                             | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |   2499000 | PA      | $2583978.59   | 0.21%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SVC INC                                                             | United Parcel Service, Inc.                                                                    | CUSIP: 911312CH7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1049935.68   | 0.09%             | 2030-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| OWL ROCK TECHNOLOGY FIN CORP                                                      | Blue Owl Technology Finance Corporation                                                        | CUSIP: 691205AC2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1999163.54   | 0.16%             | 2025-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GS MTG BACKED SECS TR 2025-DSC2                                                   | GS Mortgage-Backed Securities Trust                                                            | CUSIP: 36275JAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3250000 | PA      | $3241456.08   | 0.26%             | 2066-01-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| RADNOR RE 2024-1 LTD                                                              | Radnor Re, Ltd.                                                                                | CUSIP: 75049AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    552785 | PA      | $553100.25    | 0.04%             | 2034-09-25      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| OWL ROCK TECHNOLOGY FIN CORP                                                      | Blue Owl Technology Finance Corporation                                                        | CUSIP: 691205AE8<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   3080000 | PA      | $3054707.32   | 0.25%             | 2026-06-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTYS LTD PARTNERSHIP                                                      | Boston Properties, LP                                                                          | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2494888.08   | 0.20%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER LLC / CHARTER COMMUNICATIONS OPER CAP CORP            | Charter Communications Operating, LLC/Charter Communications Operating Capital Corporation     | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1803260.70   | 0.15%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BANK AMER CORP                                                                    | Bank of America Corporation                                                                    | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3438136.49   | 0.28%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| ARES CAP CORP                                                                     | Ares Capital Corporation                                                                       | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1998017.74   | 0.16%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SILVER HILL TR 2019-SBC1                                                          | Silver Hill Trust                                                                              | CUSIP: 82773XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325658 | PA      | $323430.47    | 0.03%             | 2049-11-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| MFA 2024-NPL1 LLC                                                                 | MFA Trust                                                                                      | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1948287 | PA      | $1950541.42   | 0.16%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                           | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1909788.86   | 0.15%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| FRANKLIN BSP CAP CORP                                                             | Franklin BSP Capital Corporation                                                               | CUSIP: 35250VAC8<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1962090.72   | 0.16%             | 2030-10-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| A&D MTG TR 2024-NQM4                                                              | A&D Mortgage Trust                                                                             | CUSIP: 002939AC0<br>LEI: 98450000E04EA82B8915 | Long             | ABS-CBDO         | CORP              | US        |   2947118 | PA      | $2952549.66   | 0.24%             | 2069-08-25      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| AVOLON HLDGS FDG LTD                                                              | Avolon Holdings Funding, Ltd.                                                                  | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $1211873.42   | 0.10%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                     | Hewlett Packard Enterprise Company                                                             | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2579542.89   | 0.21%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP MEDIUM TERM NTS BOOK ENTRY                                         | McDonald's Corporation                                                                         | CUSIP: 58013MFX7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1927855.99   | 0.16%             | 2029-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                               | JPMorgan Chase & Company                                                                       | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3495068.96   | 0.28%             | 2026-11-19      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| STATE STR CORP                                                                    | State Street Corporation                                                                       | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2303376.92   | 0.19%             | 2029-11-21      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2020-SFR2                                                          | FirstKey Homes Trust                                                                           | CUSIP: 33767JAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1550000 | PA      | $1546424.46   | 0.13%             | 2037-10-19      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                      | NextEra Energy Capital Holdings, Inc.                                                          | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1288767.79   | 0.10%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATL BK COLUMBUS OH                                                    | Huntington Bank Auto Credit-Linked Notes                                                       | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    457759 | PA      | $462389.02    | 0.04%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TR                                                                  | Affirm Master Trust                                                                            | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4531355.55   | 0.37%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                 | Brown & Brown, Inc.                                                                            | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    950000 | PA      | $963023.02    | 0.08%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BPCE SR NON PFD MED TERM NTS BOOK ENTRY 144A                                      | BPCE SA                                                                                        | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1750000 | PA      | $1754645.53   | 0.14%             | 2027-01-18      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                          | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2604435.08   | 0.21%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CHNGE MTG TR 2023-1                                                               | CHNGE Mortgage Trust                                                                           | CUSIP: 12547QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2015880 | PA      | $2019144.03   | 0.16%             | 2058-03-25      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| TRK 2021-INV2 TR                                                                  | TRK Trust                                                                                      | CUSIP: 87267TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3838659 | PA      | $3479131.27   | 0.28%             | 2056-11-25      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATL ASSN CLEVELAND OHIO GLOBAL BK NTS BOOK ENTRY 3/A2                    | KeyBank NA/Cleveland, OH                                                                       | CUSIP: 49327M3G7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1500730.50   | 0.12%             | 2026-01-26      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| U S BANCORP MEDIUM TERM NTS- BOOK ENTRY                                           | U.S. Bancorp                                                                                   | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1761623.52   | 0.14%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CR INCOME CORP                                                           | Blue Owl Credit Income Corporation                                                             | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1963893.31   | 0.16%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                              | WEC Energy Group, Inc.                                                                         | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    794000 | PA      | $803000.70    | 0.07%             | 2026-09-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CAPITAL PWR US HLDGS INC                                                          | Capital Power US Holdings, Inc.                                                                | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1273853.75   | 0.10%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                        | VMware, LLC                                                                                    | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    650000 | PA      | $636592.14    | 0.05%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| GENERAL ELEC CO                                                                   | General Electric Company                                                                       | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1284614.81   | 0.10%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MARATHON CLO 2021-16 LTD / MARATHON CLO 2021-16 LLC                               | Marathon CLO, Ltd.                                                                             | CUSIP: 56580KAW5<br>LEI: 549300VP041FQCCCOP44 | Long             | ABS-O            | CORP              | KY        |   3750000 | PA      | $3750915.00   | 0.30%             | 2034-04-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance                                         | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385QQ2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    200000 | PA      | $199007.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FIFTH THIRD BK CINCINNATI OHIO MEDIUM TERM SUB BK NTS BOOK ENTRY                  | Fifth Third Bank NA                                                                            | CUSIP: 31677AAB0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1397168.01   | 0.11%             | 2026-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTRALIA NY BRH MEDIUM TERM SR BK NTS BOOK ENTRY                 | Commonwealth Bank of Australia/New York, NY                                                    | CUSIP: 20271RAW0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1950000 | PA      | $1955144.45   | 0.16%             | 2030-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC MEDIUM TERM NTS BOOK ENTRY 144A                            | Standard Chartered plc                                                                         | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1639380.98   | 0.13%             | 2029-01-21      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| DRAWBRIDGE SPL OPPORTUNITIES FD LP / DRAWBRIDGE SPL OPPORTUNITIES FIN CORP        | Drawbridge Special Opportunities Fund, LP/Drawbridge Special Opportunities Finance Corporation | CUSIP: 26150TAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2713171.86   | 0.22%             | 2030-09-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AGCO CORP DEL                                                                     | AGCO Corporation                                                                               | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1926230.24   | 0.16%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                               | JPMorgan Chase & Company                                                                       | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1887626.34   | 0.15%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP NEW                                                           | American Tower Corporation                                                                     | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2108763.35   | 0.17%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITADEL SECS GLOBAL HLDGS LLC                                                     | Citadel Securities Global Holdings, LLC                                                        | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    635000 | PA      | $649860.00    | 0.05%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANNISA CLO LTD / ANNISA CLO LLC                                                   | Annisa CLO, Ltd.                                                                               | CUSIP: 036011AS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3500000 | PA      | $3502520.00   | 0.28%             | 2031-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR7 TR                                                 | Progress Residential Trust                                                                     | CUSIP: 74333PAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3489696.38   | 0.28%             | 2040-08-17      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| BP CAP MKTS AMER INC                                                              | BP Capital Markets America, Inc.                                                               | CUSIP: 10373QBX7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    950000 | PA      | $966901.25    | 0.08%             | 2029-04-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG MEDIUM TERM NTS BOOK ENTRY 144A                          | New York Life Global Funding                                                                   | CUSIP: 64952WFG3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2563981.65   | 0.21%             | 2029-06-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                          | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1932188.11   | 0.16%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP DESIGNATED ACTIVITY CO / AERCAP GLOBAL AVIATION TR             | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                        | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1550000 | PA      | $1581457.96   | 0.13%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HSBC HLDGS PLC                                                                    | HSBC Holdings plc                                                                              | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2150000 | PA      | $2186851.28   | 0.18%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                 | NatWest Group plc                                                                              | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1255855.49   | 0.10%             | 2027-03-02      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2021-SFR1 TR                                                       | FirstKey Homes Trust                                                                           | CUSIP: 33767WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $440149.91    | 0.04%             | 2038-08-17      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK N A SALT LAKE CITY UTAH                                         | Morgan Stanley Bank NA                                                                         | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1932527.35   | 0.16%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Banc America Funding Corp                                                         | Banc of America Funding Trust                                                                  | CUSIP: 05946XND1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    188388 | PA      | $190933.79    | 0.02%             | 2035-01-25      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                           | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1970586.80   | 0.16%             | 2026-05-10      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| MFA 2022-CHM1 TR                                                                  | MFA Trust                                                                                      | CUSIP: 552758AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3841544 | PA      | $3788070.53   | 0.31%             | 2056-09-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                  | Glencore Funding, LLC                                                                          | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2651380.24   | 0.22%             | 2028-10-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLDGS LTD                                                    | Macquarie AirFinance Holdings, Ltd.                                                            | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1315411.81   | 0.11%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                           | Flagstar Mortgage Trust                                                                        | CUSIP: 33851MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1985887 | PA      | $1802522.23   | 0.15%             | 2041-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORPORATION NATL ASSN GLOBAL BK NT PROGRAM                               | Zions Bancorp NA                                                                               | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2099139.50   | 0.17%             | 2028-08-18      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                      | UBS Group AG                                                                                   | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2200000 | PA      | $2276469.89   | 0.18%             | 2030-02-08      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                                | Bunge, Ltd. Finance Corporation                                                                | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2112288.68   | 0.17%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO 2015-5 Ltd                                   | Carlyle Global Market Strategies CLO, Ltd.                                                     | CUSIP: 14312JBQ4<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-O            | CORP              | KY        |   3900000 | PA      | $3901068.60   | 0.32%             | 2032-01-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S A LONDON BRH SR NON-PFD MED TERM NTS BOOK ENTRY 144A            | Credit Agricole SA                                                                             | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2010913.48   | 0.16%             | 2028-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                                             | Helmerich & Payne, Inc.                                                                        | CUSIP: 423452AL5<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2711931.33   | 0.22%             | 2027-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| NYMT LN TR SER 2024-BPL2                                                          | NYMT Loan Trust                                                                                | CUSIP: 67120TAA8<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2521812.50   | 0.20%             | 2039-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BK COMM TORONTO BRH FOR FUTURE ISSUES SEE 13607G                | Canadian Imperial Bank of Commerce                                                             | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2039142.04   | 0.17%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| AVOLON HLDGS FDG LTD                                                              | Avolon Holdings Funding, Ltd.                                                                  | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2150000 | PA      | $2152334.81   | 0.17%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| U S BANCORP MEDIUM TERM NTS- BOOK ENTRY                                           | U.S. Bancorp                                                                                   | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1281815.45   | 0.10%             | 2031-02-12      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BK COLUMBUS GA                                                            | Synovus Bank                                                                                   | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $3220166.59   | 0.26%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                               | JPMorgan Chase & Company                                                                       | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2690578.59   | 0.22%             | 2031-10-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                        | Mattel, Inc.                                                                                   | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3479619.47   | 0.28%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| B A T INTL FIN PLC                                                                | BAT International Finance plc                                                                  | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $1993783.96   | 0.16%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP DESIGNATED ACTIVITY CO / AERCAP GLOBAL AVIATION TR             | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    750000 | PA      | $738441.73    | 0.06%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ING GROEP N V                                                                     | ING Groep NV                                                                                   | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1979076.28   | 0.16%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LN ADVISERS CLO 35 LTD / NEUBERGER BERMAN LN ADVISERS CLO 35 LLC | Neuberger Berman Loan Advisers CLO 35, Ltd.                                                    | CUSIP: 64133CAS8<br>LEI: 549300MYVO80EQUJK294 | Long             | ABS-O            | CORP              | KY        |   2521492 | PA      | $2516090.68   | 0.20%             | 2033-01-19      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                | Banco Santander SA                                                                             | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $2037739.00   | 0.17%             | 2028-07-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| PNC FINL SVCS GROUP INC                                                           | PNC Financial Services Group, Inc.                                                             | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1278164.15   | 0.10%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| GS MTG-BACKED SECS TR 2020-NQM1                                                   | GS Mortgage-Backed Securities Trust                                                            | CUSIP: 36259WAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    235055 | PA      | $221801.09    | 0.02%             | 2060-09-27      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| MARS INC DEL                                                                      | Mars, Inc.                                                                                     | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1517662.76   | 0.12%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                               | JPMorgan Chase & Company                                                                       | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1721614.99   | 0.14%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| GEORGIA PWR CO                                                                    | Georgia Power Company                                                                          | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1623801.01   | 0.13%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIR CDA                                                                           | Air Canada                                                                                     | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   3125000 | PA      | $3100903.44   | 0.25%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COLT 2024-INV3 MTG LN TR                                                          | COLT Mortgage Loan Trust                                                                       | CUSIP: 196919AA2<br>LEI: 2138006GN5HS2TH8G784 | Long             | ABS-CBDO         | CORP              | US        |   3497071 | PA      | $3509235.79   | 0.28%             | 2069-09-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                      | Citibank NA                                                                                    | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2164978.47   | 0.18%             | 2027-11-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CAP CORP                                                                   | Sprint Capital Corporation                                                                     | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   4730000 | PA      | $5081772.65   | 0.41%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                                | Conagra Brands, Inc.                                                                           | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2780312.32   | 0.23%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO MEDIUM TERM SR NTS BOOK ENTRY                                    | Wells Fargo & Company                                                                          | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1944622.62   | 0.16%             | 2029-09-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                             | Kinder Morgan, Inc.                                                                            | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1335119.10   | 0.11%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                     | Citigroup, Inc.                                                                                | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1129010.78   | 0.09%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| BANK NOVA SCOTIA B C                                                              | Bank of Nova Scotia                                                                            | CUSIP: 06418GAU1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1950000 | PA      | $1945810.48   | 0.16%             | 2028-09-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| NTT FIN CORP                                                                      | NTT Finance Corporation                                                                        | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1011063.80   | 0.08%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BK SR MEDIUM TERM BK NTS BOOK ENTRY                              | Toronto-Dominion Bank                                                                          | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $999289.64    | 0.08%             | 2028-10-13      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury                                          | U.S. Treasury Notes                                                                            | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30500000 | PA      | $30712070.16  | 2.49%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cwalt Inc                                                                         | Countrywide Alternative Loan Trust                                                             | CUSIP: 12668AMF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     86511 | PA      | $55296.26     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S A LONDON BRH SR NON-PFD MED TERM NTS BOOK ENTRY 144A            | Credit Agricole SA                                                                             | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1275000 | PA      | $1342076.62   | 0.11%             | 2029-10-03      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FIN CORP II                                                   | Blue Owl Technology Finance Corporation                                                        | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1763547.64   | 0.14%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL BK CDA MEDIUM TERM NTS BOOK ENTRY                                        | National Bank of Canada                                                                        | CUSIP: 63307A3A1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   2700000 | PA      | $2723520.02   | 0.22%             | 2027-07-02      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-26

**Name of Applicant:** Thrivent Mutual Funds

**Signature:** Sarah L. Bergstrom

**Name of Signer:** Sarah L. Bergstrom

**Title:** Treasurer and Principal Accounting Officer