# EDGAR Filing Document

**Accession Number:** 0000898745
**File Stem:** 0001752724-23-064777
**Filing Date:** 2023-3
**Character Count:** 736640
**Document Hash:** ab6f20cd01ba22927d27c8553620bd68
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-064777.hdr.sgml**: 20230324

**ACCESSION NUMBER**: 0001752724-23-064777

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230324

**DATE AS OF CHANGE**: 20230324

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PRINCIPAL FUNDS, INC.
- **CENTRAL INDEX KEY:** 0000898745
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07572
- **FILM NUMBER:** 23757933

**BUSINESS ADDRESS:**
- **STREET 1:** 711 HIGH STREET
- **CITY:** DES MOINES
- **STATE:** IA
- **ZIP:** 50392
- **BUSINESS PHONE:** 515-235-1209

**MAIL ADDRESS:**
- **STREET 1:** PRINCIPAL FINANCIAL GROUP
- **CITY:** DES MOINES
- **STATE:** IA
- **ZIP:** 50392

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRINCIPAL FUNDS, INC
- **DATE OF NAME CHANGE:** 20211220

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRINCIPAL FUNDS INC
- **DATE OF NAME CHANGE:** 20080616

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRINCIPAL INVESTORS FUND INC
- **DATE OF NAME CHANGE:** 20001012

## Series and Classes Contracts Data

### Diversified Income Fund (f/k/a Global Diversified Income Fund) (Series ID: S000024296)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000071805 | Institutional Class | PGDIX           |
| C000071807 | Class A             | PGBAX           |
| C000071808 | Class C             | PGDCX           |
| C000190075 | R-6                 | PGBLX           |

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Principal Funds, Inc

- **b. Investment Company Act file number:** 811-07572

- **c. CIK number of Registrant:** 0000898745

- **d. LEI of Registrant:** 549300HZGBXSW6DSXF23

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

  - **Street Address 1:** 801 Grand Ave

  - **City:** Des Moines

  - **State:** IA

  - **Foreign country:** US

  - **Zip / Postal Code:** 50309

  - **Telephone number:** 515-235-1719

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

- **a. Name of Series:** Diversified Income Fund

- **b. EDGAR series identifier (if any):** S000024296

- **c. LEI of Series:** Z3JN35WE26MM2N5JM972

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $3223327084.94

**Total Liabilities:** $57847176.41

**Net Assets:** $3165479908.53

**Delayed Delivery Securities:** $13367931.97

**Cash Not Reported:** $3055332.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -63.28810000 | **1-Year:** -3483.99400000 | **5-Year:** -21393.13630000 | **10-Year:** -24261.98310000 | **30-Year:** -74462.91880000

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

- **3-Month:** -118.15290000 | **1-Year:** -1526.93060000 | **5-Year:** -3318.18150000 | **10-Year:** -4650.78700000 | **30-Year:** -1195.88700000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000071807 | 3.02%                | -0.42%               | 3.49%                |
| Class ID C000190075 | 2.98%                | -0.30%               | 3.45%                |
| Class ID C000071805 | 3.06%                | -0.39%               | 3.45%                |
| Class ID C000071808 | 2.98%                | -0.50%               | 3.44%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-15920190.62            | $97818861.63                               |
| Month 2  | $-28565700.14            | $2694428.51                                |
| Month 3  | $-35097495.57            | $127192182.33                              |

**Designated Index Information**

- **Index Name:** Fund Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                             | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Melco Resorts Finance Ltd                                                        | Melco Resorts Finance Ltd                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |      750000 | PA      | $672416.39    | 0.02%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                                         | Flex Ltd                                                                         | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |      537000 | PA      | $557782.01    | 0.02%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ultra Clean Holdings Inc                                                         | Ultra Clean Holdings Inc                                                         | CUSIP: N/A<br>LEI: 5493007L6LS7QX18PE75       | Long             | LON              | CORP              | US        |      334582 | PA      | $334582.31    | 0.01%             | 2025-08-27      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBK4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     4357000 | PA      | $3972824.44   | 0.13%             | 2026-04-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                              | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2278176.55   | 0.07%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | Parker-Hannifin Corp                                                             | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     1431000 | PA      | $1414745.04   | 0.04%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | Entergy Texas Inc                                                                | CUSIP: 29365TAM6<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |      456000 | PA      | $454899.00    | 0.01%             | 2052-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                        | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     2243000 | PA      | $1594761.96   | 0.05%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432MT9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     1551000 | PA      | $1489281.80   | 0.05%             | 2043-04-30      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                              | Avantor Funding Inc                                                              | CUSIP: N/A<br>LEI: 5493003VM0XB4U8YD238       | Long             | LON              | CORP              | US        |      180268 | PA      | $180066.42    | 0.01%             | 2027-11-08      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                        | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     3038000 | PA      | $2237594.06   | 0.07%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B3 Mortgage Trust                                                 | Benchmark 2018-B3 Mortgage Trust                                                 | CUSIP: 08161BAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5520000 | PA      | $332615.33    | 0.01%             | 2051-04-10      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $10498350.00  | 0.33%             | N/A             | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | British Telecommunications PLC                                                   | CUSIP: 11102AAE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     3100000 | PA      | $2770315.59   | 0.09%             | 2029-11-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Curia Global Inc                                                                 | Curia Global Inc                                                                 | CUSIP: N/A<br>LEI: CHZJRCSC4ACUSUD2MV11       | Long             | LON              | CORP              | US        |      398462 | PA      | $342892.09    | 0.01%             | 2026-08-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                     | Acrisure LLC                                                                     | CUSIP: N/A<br>LEI: 549300R0Z1Q47XRTGO22       | Long             | LON              | CORP              | US        |      718822 | PA      | $691981.07    | 0.02%             | 2027-02-15      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| KKR Apple Bidco LLC                                                              | KKR Apple Bidco LLC                                                              | CUSIP: N/A<br>LEI: 2549001SCJD3WEYJFM53       | Long             | LON              | CORP              | US        |      360000 | PA      | $358426.80    | 0.01%             | 2028-07-14      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | Union Electric Co                                                                | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      888000 | PA      | $765650.55    | 0.02%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | Bank of New York Mellon Corp/The                                                 | CUSIP: 064058AJ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     5588000 | PA      | $5165217.84   | 0.16%             | N/A             | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | ConocoPhillips Co                                                                | CUSIP: 20826FAU0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2488528.30   | 0.08%             | 2025-03-07      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                                                 | IRB Holding Corp                                                                 | CUSIP: 44988MAC9<br>LEI: 549300HVW4WNWYBXN830 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1580638.50   | 0.05%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B10 Mortgage Trust                                                | Benchmark 2019-B10 Mortgage Trust                                                | CUSIP: 08162VAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12985000 | PA      | $1191115.35   | 0.04%             | 2062-03-15      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | Cardinal Health Inc                                                              | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     1706000 | PA      | $1502206.65   | 0.05%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FX Forwards                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13744.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Colbun SA                                                                        | Colbun SA                                                                        | CUSIP: 192714AE3<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |      966000 | PA      | $830760.00    | 0.03%             | 2032-01-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ali Group North America Corp                                                     | Ali Group North America Corp                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      963667 | PA      | $960505.83    | 0.03%             | 2029-07-30      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4338000 | PA      | $4204771.47   | 0.13%             | 2027-01-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TotalEnergies SE                                                                 | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |     1600000 | PA      | $1651278.48   | 0.05%             | N/A             | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                               | CUSIP: 225313AD7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     2000000 | PA      | $1998000.00   | 0.06%             | N/A             | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2005000 | PA      | $1825783.08   | 0.06%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Inc                                                      | Global Medical Response Inc                                                      | CUSIP: N/A<br>LEI: 549300ZFWD4ZFCEJCQ87       | Long             | LON              | CORP              | US        |     1370722 | PA      | $1010907.40   | 0.03%             | 2025-10-02      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp                                                       | Schlumberger Holdings Corp                                                       | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     1129000 | PA      | $1079496.84   | 0.03%             | 2028-05-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | Meta Platforms Inc                                                               | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      811000 | PA      | $708241.97    | 0.02%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | Romanian Government International Bond                                           | CUSIP: 77586RAQ3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3200000 | PA      | $3313600.00   | 0.10%             | 2028-02-17      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK36                                                                  | BANK 2021-BNK36                                                                  | CUSIP: 06540DAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2250000 | PA      | $1209577.73   | 0.04%             | 2064-09-15      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                              | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      400000 | PA      | $523252.95    | 0.02%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | Mercedes-Benz Group AG                                                           | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $998657.16    | 0.03%             | 2033-03-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | Bank of Nova Scotia/The                                                          | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     2641000 | PA      | $2380042.55   | 0.08%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1622000 | PA      | $1592208.08   | 0.05%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Learning Care Group US No 2 Inc                                                  | Learning Care Group US No 2 Inc                                                  | CUSIP: N/A<br>LEI: 5493000VMN44LK8QID23       | Long             | LON              | CORP              | US        |    17700000 | PA      | $15089250.00  | 0.48%             | 2026-03-13      | Floating      | 12.19%                | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C3                                       | Barclays Commercial Mortgage Trust 2019-C3                                       | CUSIP: 05550MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6117000 | PA      | $535717.68    | 0.02%             | 2052-05-15      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     1091000 | PA      | $1052041.21   | 0.03%             | 2025-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Axian Telecom                                                                    | Axian Telecom                                                                    | CUSIP: 05466AAA1<br>LEI: 984500C6FIA50FZSE337 | Long             | DBT              | CORP              | MU        |     1825000 | PA      | $1681281.25   | 0.05%             | 2027-02-16      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | Constellation Brands Inc                                                         | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     3175000 | PA      | $3138504.07   | 0.10%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                 | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                 | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1240000 | PA      | $1171403.20   | 0.04%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Fiserv Inc                                                                       | Fiserv Inc                                                                       | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     1845000 | PA      | $1583635.53   | 0.05%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | Boeing Co/The                                                                    | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      934000 | PA      | $668263.86    | 0.02%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | State Street Corp                                                                | CUSIP: 857477608<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |       63900 | NS      | $1628172.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SandRidge Energy Inc                                                             | SandRidge Energy Inc                                                             | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |         286 | NS      | $4521.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC    | Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC    | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1020000 | PA      | $900994.50    | 0.03%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                        | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      636000 | PA      | $605106.62    | 0.02%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Finance LLC                                                     | Hilton Worldwide Finance LLC                                                     | CUSIP: N/A<br>LEI: 549300406TN7EY0NPH20       | Long             | LON              | CORP              | US        |      500000 | PA      | $499135.00    | 0.02%             | 2026-06-18      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | Vodafone Group PLC                                                               | CUSIP: 92857WBD1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      443000 | PA      | $382247.50    | 0.01%             | 2043-02-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG/New York NY                                                     | Credit Suisse AG/New York NY                                                     | CUSIP: 22550L2M2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |      873000 | PA      | $916017.48    | 0.03%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                                                    | CommScope Inc                                                                    | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | LON              | CORP              | US        |      544228 | PA      | $532118.63    | 0.02%             | 2026-04-06      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM International Inc                                                            | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     1818000 | PA      | $1731175.41   | 0.05%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | Charles Schwab Corp/The                                                          | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     7800000 | PA      | $7186920.00   | 0.23%             | N/A             | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Santos Finance Ltd                                                               | Santos Finance Ltd                                                               | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |      898000 | PA      | $754105.56    | 0.02%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | Swedbank AB                                                                      | CUSIP: 87020PAP2<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |     2405000 | PA      | $2137227.30   | 0.07%             | 2026-11-16      | Fixed         | 1.54%                 | No            |                  2 | On Loan: —       |
| Fortis Inc/Canada                                                                | Fortis Inc/Canada                                                                | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |      964000 | PA      | $905102.27    | 0.03%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                   | Albemarle Corp                                                                   | CUSIP: 012653AF8<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     1113000 | PA      | $1114477.07   | 0.04%             | 2052-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| STERIS Irish FinCo UnLtd Co                                                      | STERIS Irish FinCo UnLtd Co                                                      | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |     2351000 | PA      | $1840334.96   | 0.06%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc                                                             | Crown Finance US Inc                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1606570 | PA      | $1618474.92   | 0.05%             | 2023-09-08      | Floating      | 14.58%                | No            |                  2 | On Loan: No      |
| SRS Distribution Inc                                                             | SRS Distribution Inc                                                             | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1388172.50   | 0.04%             | 2029-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Diamond BC BV                                                                    | Diamond BC BV                                                                    | CUSIP: N/A<br>LEI: 549300SWLHWJF3D4N658       | Long             | LON              | CORP              | NL        |     1079000 | PA      | $1066095.16   | 0.03%             | 2028-09-29      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3033000 | PA      | $2643059.56   | 0.08%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     1457000 | PA      | $1424475.39   | 0.05%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services Inc                                                    | Brand Industrial Services Inc                                                    | CUSIP: N/A<br>LEI: 549300B658W2BPDQMW42       | Long             | LON              | CORP              | US        |     5540364 | PA      | $5161458.29   | 0.16%             | 2024-06-21      | Floating      | 9.06%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | Stryker Corp                                                                     | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $1854040.65   | 0.06%             | 2030-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T Bank Corp                                                                    | CUSIP: 55261FAL8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     2585000 | PA      | $2469805.55   | 0.08%             | N/A             | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ZF Finance GmbH                                                                  | ZF Finance GmbH                                                                  | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1145588.80   | 0.04%             | 2027-05-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                              | CUSIP: 83368JFA3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     2000000 | PA      | $2025000.00   | 0.06%             | N/A             | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Mallinckrodt International Finance SA                                            | Mallinckrodt International Finance SA                                            | CUSIP: N/A<br>LEI: 549300MQQ92LN1A0B514       | Long             | LON              | CORP              | LU        |     1967251 | PA      | $1501366.55   | 0.05%             | 2027-09-30      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| Open Text Corp                                                                   | Open Text Corp                                                                   | CUSIP: N/A<br>LEI: 549300HP7ONDQODZJV16       | Long             | LON              | CORP              | CA        |     2825000 | PA      | $2818643.75   | 0.09%             | 2029-11-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      890000 | PA      | $866809.07    | 0.03%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      838000 | PA      | $652408.80    | 0.02%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | Verizon Communications Inc                                                       | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1253000 | PA      | $1204806.32   | 0.04%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PDW9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     2488000 | PA      | $2291875.79   | 0.07%             | 2026-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                                                  | Trans Union LLC                                                                  | CUSIP: N/A<br>LEI: X8NPN6PWJOM1QCTYFV34       | Long             | LON              | CORP              | US        |      746048 | PA      | $744011.71    | 0.02%             | 2028-11-17      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| SPDR Bloomberg High Yield Bond ETF                                               | SPDR Bloomberg High Yield Bond ETF                                               | CUSIP: 78468R622<br>LEI: 549300NCLW2248PN7J24 | Long             | EC               | RF                | US        |       10000 | NS      | $936300.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Inc                                                                     | US Foods Inc                                                                     | CUSIP: N/A<br>LEI: 5493000JOOFAOUY1JZ87       | Long             | LON              | CORP              | US        |      207044 | PA      | $206410.83    | 0.01%             | 2026-09-14      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK35                                                                  | BANK 2021-BNK35                                                                  | CUSIP: 06540CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3301000 | PA      | $1321556.34   | 0.04%             | 2064-06-15      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund - Institutional Class                                | BlackRock Liquidity FedFund - Institutional Class                                | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |     8024958 | NS      | $8024958.16   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ten-X LLC                                                                        | Ten-X LLC                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2015339 | PA      | $1926321.90   | 0.06%             | 2024-09-29      | Floating      | 10.50%                | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                          | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1736000 | PA      | $1217276.92   | 0.04%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                     | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      825000 | PA      | $788906.25    | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS Energy Corp                                                                  | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1245960.20   | 0.04%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | Wells Fargo & Co                                                                 | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2474000 | PA      | $1928954.42   | 0.06%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                       | Cigna Corp                                                                       | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2447566.40   | 0.08%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | Chevron USA Inc                                                                  | CUSIP: 166756AX4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |      667000 | PA      | $592661.62    | 0.02%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                                                              | SVB Financial Group                                                              | CUSIP: 78486QAJ0<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3202474.16   | 0.10%             | N/A             | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280BH1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1500000 | PA      | $1476615.38   | 0.05%             | 2026-11-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                      | CUSIP: N/A<br>LEI: Y87794H0US1R65VBXU25       | Long             | DBT              | CORP              | US        |      450000 | PA      | $629995.56    | 0.02%             | 2034-03-27      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| High Ridge Brands - Escrow                                                       | High Ridge Brands - Escrow                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    15607000 | PA      | $173237.70    | 0.01%             | 2025-03-15      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2334861 | PA      | $2284521.11   | 0.07%             | 2028-05-01      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | European Bank for Reconstruction & Development                                   | CUSIP: 29874QEE0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | XX        |     2203000 | PA      | $2085153.80   | 0.07%             | 2025-02-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Tunisian Republic                                                                | Tunisian Republic                                                                | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |     1050000 | PA      | $682732.87    | 0.02%             | 2026-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                              | CUSIP: 45905U6L3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | XX        |     1421000 | PA      | $1387677.55   | 0.04%             | 2025-11-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     1758000 | PA      | $1462915.83   | 0.05%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| NFP Corp                                                                         | NFP Corp                                                                         | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    15123000 | PA      | $13076253.18  | 0.41%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                                               | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1990000 | PA      | $1692952.70   | 0.05%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                                | Nexstar Media Inc                                                                | CUSIP: N/A<br>LEI: 5493006PK6I4I2OOT688       | Long             | LON              | CORP              | US        |      429437 | PA      | $429256.25    | 0.01%             | 2026-09-18      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3225000 | PA      | $2955567.38   | 0.09%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | Wells Fargo & Co                                                                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |      500000 | PA      | $493107.15    | 0.02%             | 2031-09-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92740.00     | 0.00%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Bayer Capital Corp BV                                                            | Bayer Capital Corp BV                                                            | CUSIP: N/A<br>LEI: 529900KEOKKPYZLTAU90       | Long             | DBT              | CORP              | NL        |     1300000 | PA      | $1321552.66   | 0.04%             | 2026-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                 | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBF4<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      498000 | PA      | $498989.83    | 0.02%             | 2033-02-02      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | Republic of Uzbekistan International Bond                                        | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |     1200000 | PA      | $1123298.40   | 0.04%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                             | CUSIP: 78016EZU4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $1881662.24   | 0.06%             | 2024-07-29      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1950000 | PA      | $1677186.69   | 0.05%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                              | CUSIP: 316773605<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |       32867 | NS      | $820688.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avaya Holdings Corp                                                              | Avaya Holdings Corp                                                              | CUSIP: N/A<br>LEI: 549300NZS2OZN6Q63A60       | Long             | LON              | CORP              | US        |     1629000 | PA      | $922421.25    | 0.03%             | 2027-12-15      | Floating      | 14.48%                | No            |                  2 | On Loan: No      |
| Prologis Inc                                                                     | Prologis Inc                                                                     | CUSIP: 74340W202<br>LEI: 529900DFH19P073LZ636 | Long             | EP               | CORP              | US        |       78844 | NS      | $4532741.56   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                 | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     5063000 | PA      | $3735743.97   | 0.12%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | Baidu Inc                                                                        | CUSIP: 056752AT5<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |      900000 | PA      | $749439.00    | 0.02%             | 2030-10-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Alliance Resource Operating Partners LP / Alliance Resource Finance Corp         | Alliance Resource Operating Partners LP / Alliance Resource Finance Corp         | CUSIP: 01879NAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      950000 | PA      | $943853.50    | 0.03%             | 2025-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-B2                                      | Citigroup Commercial Mortgage Trust 2018-B2                                      | CUSIP: 17327FBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13246500 | PA      | $770935.70    | 0.02%             | 2051-03-10      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | Permian Resources Operating LLC                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     3125000 | PA      | $2929070.31   | 0.09%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                     | MH Sub I LLC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     7550000 | PA      | $6783222.00   | 0.21%             | 2029-02-12      | Floating      | 10.65%                | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                        | Caesars Entertainment Inc                                                        | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1040375.00   | 0.03%             | 2027-07-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                              | Churchill Downs Inc                                                              | CUSIP: N/A<br>LEI: 529900FODTBQC8MIS994       | Long             | LON              | CORP              | US        |     1847467 | PA      | $1833610.78   | 0.06%             | 2028-03-17      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1128000 | PA      | $1147299.38   | 0.04%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                     | US Foods Inc                                                                     | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89520.64     | 0.00%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT Finance Corp                                                                 | CUSIP: 62954WAK1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      664000 | PA      | $663894.28    | 0.02%             | 2027-07-27      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4911004.30   | 0.16%             | N/A             | Variable      | 5.63%                 | No            |                  2 | On Loan: —       |
| NatWest Group PLC                                                                | NatWest Group PLC                                                                | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      700000 | PA      | $742133.07    | 0.02%             | 2031-11-28      | Variable      | 2.11%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1228000 | PA      | $993432.82    | 0.03%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C49                                   | Wells Fargo Commercial Mortgage Trust 2019-C49                                   | CUSIP: 95001WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $1634995.50   | 0.05%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      973000 | PA      | $950649.52    | 0.03%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      257000 | PA      | $230325.00    | 0.01%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Optiv Security Inc                                                               | Optiv Security Inc                                                               | CUSIP: N/A<br>LEI: 549300VZRXJMEDMZX746       | Long             | LON              | CORP              | US        |      361272 | PA      | $351413.30    | 0.01%             | 2024-02-01      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                 | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      600000 | PA      | $476232.43    | 0.02%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Iraq International Bond                                                          | Iraq International Bond                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IQ        |     3404375 | PA      | $3150476.71   | 0.10%             | 2028-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                                                            | GFL Environmental Inc                                                            | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     5350000 | PA      | $4744487.00   | 0.15%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | Czech Republic Government Bond                                                   | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    34000000 | PA      | $1427017.66   | 0.05%             | 2025-02-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                       | Avis Budget Car Rental LLC                                                       | CUSIP: N/A<br>LEI: XN8R4HH1TVC1XOCL5P21       | Long             | LON              | CORP              | US        |     1115008 | PA      | $1099119.24   | 0.03%             | 2027-08-06      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                                                                | Marathon Oil Corp                                                                | CUSIP: 565849AE6<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |     1336000 | PA      | $1413823.18   | 0.04%             | 2037-10-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | Indonesia Treasury Bond                                                          | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 15000000000 | PA      | $1049439.63   | 0.03%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP9                   | JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP9                   | CUSIP: 46629PAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      566138 | PA      | $537694.83    | 0.02%             | 2047-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment Inc                                                           | Penn Entertainment Inc                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      317556 | PA      | $317114.84    | 0.01%             | 2029-04-21      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B8 Mortgage Trust                                                 | Benchmark 2018-B8 Mortgage Trust                                                 | CUSIP: 08162UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6900000 | PA      | $601644.81    | 0.02%             | 2052-01-15      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                   | Public Storage                                                                   | CUSIP: 74460W461<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |       80000 | NS      | $1534400.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Inc                                                               | AMN Healthcare Inc                                                               | CUSIP: 00175PAB9<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |     1925000 | PA      | $1785591.50   | 0.06%             | 2027-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corp                                                             | Epicor Software Corp                                                             | CUSIP: N/A<br>LEI: JGNXVGGGXR4O1L5I7S73       | Long             | LON              | CORP              | US        |     2079950 | PA      | $2040555.76   | 0.06%             | 2027-07-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $941945.86    | 0.03%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd                                                          | Studio City Finance Ltd                                                          | CUSIP: N/A<br>LEI: 254900D6R731QAUIG324       | Long             | DBT              | CORP              | VG        |      450000 | PA      | $365492.25    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | Ally Financial Inc                                                               | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1480500.00   | 0.05%             | N/A             | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                         | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     3362000 | PA      | $2191867.77   | 0.07%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | Ecolab Inc                                                                       | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     1619000 | PA      | $1682122.45   | 0.05%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      675000 | PA      | $558562.50    | 0.02%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Catalent Pharma Solutions Inc                                                    | Catalent Pharma Solutions Inc                                                    | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |     1012000 | PA      | $836165.00    | 0.03%             | 2030-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                        | Petroleos de Venezuela SA                                                        | CUSIP: P7807HAQ8<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      536000 | PA      | $24120.00     | 0.00%             | 2035-05-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream LLC                                                             | EnLink Midstream LLC                                                             | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1579062.50   | 0.05%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                   | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $1925000.00   | 0.06%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                                                | Transcanada Trust                                                                | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     5800000 | PA      | $5191000.00   | 0.16%             | 2082-03-07      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                        | Mylan Inc                                                                        | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |      200000 | PA      | $164575.69    | 0.01%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Proofpoint Inc                                                                   | Proofpoint Inc                                                                   | CUSIP: N/A<br>LEI: 529900C5FODDK0WSR085       | Long             | LON              | CORP              | US        |      245013 | PA      | $239997.15    | 0.01%             | 2028-08-31      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II Inc                                                            | Scripps Escrow II Inc                                                            | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2490000 | PA      | $2009430.00   | 0.06%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| USI Inc/NY                                                                       | USI Inc/NY                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1411462 | PA      | $1411109.63   | 0.04%             | 2029-11-14      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BN3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      267000 | PA      | $252548.21    | 0.01%             | 2025-02-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Embecta Corp                                                                     | Embecta Corp                                                                     | CUSIP: N/A<br>LEI: 549300RPG8GXVDHNXZ62       | Long             | LON              | CORP              | US        |      204973 | PA      | $200959.47    | 0.01%             | 2029-03-31      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                          | Becton Dickinson and Co                                                          | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      635000 | PA      | $619852.08    | 0.02%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Total Produce USA Holdings Inc                                                   | Total Produce USA Holdings Inc                                                   | CUSIP: N/A<br>LEI: 6354003TAQGTGLQ3AW21       | Long             | LON              | CORP              | US        |      539481 | PA      | $531388.98    | 0.02%             | 2028-08-03      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C4                                       | Barclays Commercial Mortgage Trust 2019-C4                                       | CUSIP: 07335CAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13091000 | PA      | $767352.53    | 0.02%             | 2052-08-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| ZipRecruiter Inc                                                                 | ZipRecruiter Inc                                                                 | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $978750.00    | 0.03%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                              | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      375000 | PA      | $285971.25    | 0.01%             | 2044-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                 | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      825000 | PA      | $692793.75    | 0.02%             | 2032-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corp                                                           | Chesapeake Energy Corp                                                           | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1010701.25   | 0.03%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Shire Acquisitions Investments Ireland DAC                                       | Shire Acquisitions Investments Ireland DAC                                       | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |     1914000 | PA      | $1829256.18   | 0.06%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                   | CUSIP: 05565AAN3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     8000000 | PA      | $8048480.00   | 0.25%             | N/A             | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| MAF Global Securities Ltd                                                        | MAF Global Securities Ltd                                                        | CUSIP: N/A<br>LEI: 54930037VUDNYTS17017       | Long             | DBT              | CORP              | KY        |     3025000 | PA      | $3136374.45   | 0.10%             | N/A             | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                      | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                      | CUSIP: 61766RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    21212500 | PA      | $804927.40    | 0.03%             | 2049-11-15      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| INEOS Finance PLC                                                                | INEOS Finance PLC                                                                | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |     1200000 | PA      | $1173099.67   | 0.04%             | 2026-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CD&R Smokey Buyer Inc                                                            | CD&R Smokey Buyer Inc                                                            | CUSIP: 12510CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1221000 | PA      | $1108057.50   | 0.04%             | 2025-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Istanbul Metropolitan Municipality                                               | Istanbul Metropolitan Municipality                                               | CUSIP: 46522TAB4<br>LEI: 213800T1VDQSNKA2MD76 | Long             | DBT              | NUSS              | TR        |     1925000 | PA      | $1898119.30   | 0.06%             | 2027-04-12      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                    | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      700000 | PA      | $612403.20    | 0.02%             | 2035-06-30      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | Georgia-Pacific LLC                                                              | CUSIP: 37331NAN1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     4385000 | PA      | $3905664.51   | 0.12%             | 2026-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | Hungary Government International Bond                                            | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     2400000 | PA      | $2481398.40   | 0.08%             | 2028-05-22      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | Honeywell International Inc                                                      | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     1379000 | PA      | $1432870.22   | 0.05%             | 2028-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FX Forwards                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16698.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMM 2012-CCRE5 Mortgage Trust                                                   | COMM 2012-CCRE5 Mortgage Trust                                                   | CUSIP: 12623SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7500000 | PA      | $6009241.50   | 0.19%             | 2045-12-10      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                       | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     4788000 | PA      | $3826347.01   | 0.12%             | 2036-11-03      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4354000 | PA      | $4162436.32   | 0.13%             | 2025-10-22      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | Amgen Inc                                                                        | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      672000 | PA      | $525431.47    | 0.02%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties Inc                                                    | Hudson Pacific Properties Inc                                                    | CUSIP: 444097307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       10173 | NS      | $151984.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     2474000 | PA      | $2528857.26   | 0.08%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                        | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: N/A<br>LEI: 549300QTVYRPFHS0J362       | Long             | DBT              | CORP              | MX        |     2000000 | PA      | $1955000.00   | 0.06%             | N/A             | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                  | Madison IAQ LLC                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     2390000 | PA      | $1895843.60   | 0.06%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hertz Corp/The                                                                   | Hertz Corp/The                                                                   | CUSIP: N/A<br>LEI: 549300PD0C69OJ0NLB27       | Long             | LON              | CORP              | US        |      278841 | PA      | $277382.98    | 0.01%             | 2028-06-14      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Magenta Buyer LLC                                                                | Magenta Buyer LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      236878 | PA      | $206548.53    | 0.01%             | 2028-07-27      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                           | Fresenius SE & Co KGaA                                                           | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |     2200000 | PA      | $2057262.13   | 0.06%             | 2028-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Arctic Canadian Diamond Co Ltd                                                   | Arctic Canadian Diamond Co Ltd                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CA        |        6589 | NS      | $1660428.00   | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| Asurion LLC                                                                      | Asurion LLC                                                                      | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |     5746000 | PA      | $4794347.48   | 0.15%             | 2029-01-20      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     6225000 | PA      | $5820873.00   | 0.18%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings Inc                               | Element Materials Technology Group US Holdings Inc                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       63158 | PA      | $62552.84     | 0.00%             | 2029-06-22      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                        | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1072000 | PA      | $959373.25    | 0.03%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | Constellation Brands Inc                                                         | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      650000 | PA      | $525042.95    | 0.02%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Scenery Journey Ltd                                                              | Scenery Journey Ltd                                                              | CUSIP: N/A<br>LEI: 549300Q2FGQXKG7X0I83       | Long             | DBT              | CORP              | VG        |     1200000 | PA      | $82238.10     | 0.00%             | 2022-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ACI Worldwide Inc                                                                | ACI Worldwide Inc                                                                | CUSIP: 004498AB7<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | DBT              | CORP              | US        |      375000 | PA      | $370312.50    | 0.01%             | 2026-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc                                                                 | Cinemark USA Inc                                                                 | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     4675000 | PA      | $3832004.00   | 0.12%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | American Express Co                                                              | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8847997.70   | 0.28%             | N/A             | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                               | CUSIP: 05971KAM1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2400000 | PA      | $2364514.92   | 0.07%             | 2024-05-24      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| USAA Capital Corp                                                                | USAA Capital Corp                                                                | CUSIP: 90327QD89<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |     2113000 | PA      | $2050876.07   | 0.06%             | 2025-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Amentum Government Services Holdings LLC                                         | Amentum Government Services Holdings LLC                                         | CUSIP: N/A<br>LEI: 5493008CT6B5L54YSE94       | Long             | LON              | CORP              | US        |      546225 | PA      | $537348.84    | 0.02%             | 2029-02-15      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| Lions Gate Capital Holdings LLC                                                  | Lions Gate Capital Holdings LLC                                                  | CUSIP: N/A<br>LEI: 549300MWJHNLR35C0837       | Long             | LON              | CORP              | US        |      357624 | PA      | $351068.32    | 0.01%             | 2025-03-24      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                        | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     4235000 | PA      | $4059169.24   | 0.13%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                               | Koninklijke KPN NV                                                               | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |     1400000 | PA      | $1783585.09   | 0.06%             | 2029-09-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EDP Finance BV                                                                   | EDP Finance BV                                                                   | CUSIP: 26835PAJ9<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |      755000 | PA      | $792303.40    | 0.03%             | 2027-10-11      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | CUSIP: 46590XAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     2000000 | PA      | $1716700.00   | 0.05%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                             | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     5775000 | PA      | $4915968.75   | 0.16%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T Bank Corp                                                                    | CUSIP: 55261F872<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |        1324 | NS      | $34450.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                               | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | DBT              | CORP              | CA        |     1625000 | PA      | $1193869.08   | 0.04%             | 2025-05-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | Indonesia Treasury Bond                                                          | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 37000000000 | PA      | $2509508.34   | 0.08%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                                                     | RealPage Inc                                                                     | CUSIP: N/A<br>LEI: 5493001RSFZX4122A604       | Long             | LON              | CORP              | US        |      246247 | PA      | $239814.95    | 0.01%             | 2028-04-24      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Senegal Government International Bond                                            | Senegal Government International Bond                                            | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |     2175000 | PA      | $2089309.01   | 0.07%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Energean PLC                                                                     | Energean PLC                                                                     | CUSIP: N/A<br>LEI: 549300RVMKU0CYUZBB05       | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $935800.00    | 0.03%             | 2027-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      730000 | PA      | $590401.37    | 0.02%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Syniverse Holdings LLC/DE                                                        | Syniverse Holdings LLC/DE                                                        | CUSIP: N/A<br>LEI: 549300CYZBHMZC8VLL59       | Long             | LON              | CORP              | US        |     1359312 | PA      | $1214885.55   | 0.04%             | 2027-05-13      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | Willis North America Inc                                                         | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     2644000 | PA      | $2616648.27   | 0.08%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                                                       | Weber-Stephen Products LLC                                                       | CUSIP: N/A<br>LEI: 549300XU8TJBBGLK8V26       | Long             | LON              | CORP              | US        |      367967 | PA      | $321235.60    | 0.01%             | 2027-10-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                                                                           | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |     2400000 | PA      | $2464759.09   | 0.08%             | 2047-07-06      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | Ameren Illinois Co                                                               | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      266000 | PA      | $309209.06    | 0.01%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                     | CUSIP: 456837AF0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     2500000 | PA      | $2443925.00   | 0.08%             | N/A             | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | Southern California Edison Co                                                    | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1081000 | PA      | $1137881.97   | 0.04%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp                                                           | Credit Acceptance Corp                                                           | CUSIP: 225310AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $823500.00    | 0.03%             | 2026-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1143182.97   | 0.04%             | 2027-03-09      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | Asian Infrastructure Investment Bank/The                                         | CUSIP: 04522KAE6<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | XX        |     1400000 | PA      | $1305328.19   | 0.04%             | 2024-10-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                     | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAH9<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $1903937.50   | 0.06%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SportsNet New York                                                               | SportsNet New York                                                               | CUSIP: 000SNY002<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    20090000 | PA      | $19688200.00  | 0.62%             | 2025-01-15      | Fixed         | 10.25%                | Yes           |                  3 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     1000000 | PA      | $803515.83    | 0.03%             | 2033-03-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Cano Health LLC                                                                  | Cano Health LLC                                                                  | CUSIP: 13782CAA8<br>LEI: 254900OGI2T8V1NXN639 | Long             | DBT              | CORP              | US        |     5910000 | PA      | $3767625.00   | 0.12%             | 2028-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Real Hero Merger Sub 2 Inc                                                       | Real Hero Merger Sub 2 Inc                                                       | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7135000 | PA      | $5297737.50   | 0.17%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FX Forwards                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7541.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                               | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     4054000 | PA      | $3624807.28   | 0.11%             | 2027-01-26      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1488000 | PA      | $1741549.61   | 0.06%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Mirabela Nickel Ltd                                                              | Mirabela Nickel Ltd                                                              | CUSIP: Q6188CAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     6966176 | PA      | $348308.82    | 0.01%             | 2019-06-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                    | Live Nation Entertainment Inc                                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2405000.00   | 0.08%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MLN US Holdco LLC                                                                | MLN US Holdco LLC                                                                | CUSIP: N/A<br>LEI: 549300QKU7NPW6O86862       | Long             | LON              | CORP              | US        |      823548 | PA      | $212409.45    | 0.01%             | 2025-11-30      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556BY7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1076993.81   | 0.03%             | 2047-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C53                                   | Wells Fargo Commercial Mortgage Trust 2019-C53                                   | CUSIP: 95002BBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8777333 | PA      | $664324.74    | 0.02%             | 2052-10-15      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     5600000 | PA      | $5329423.46   | 0.17%             | 2078-03-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1025000 | PA      | $884062.50    | 0.03%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                                             | Tencent Holdings Ltd                                                             | CUSIP: 88032XAH7<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |     1725000 | PA      | $1478436.26   | 0.05%             | 2038-01-19      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Asplundh Tree Expert LLC                                                         | Asplundh Tree Expert LLC                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      660127 | PA      | $659097.67    | 0.02%             | 2027-09-06      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                     | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     2600000 | PA      | $2668148.81   | 0.08%             | 2029-09-26      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     1579000 | PA      | $1558153.16   | 0.05%             | 2028-02-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | Regions Financial Corp                                                           | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     1901000 | PA      | $2228535.55   | 0.07%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                          | UKG Inc                                                                          | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |     2243217 | PA      | $2204251.87   | 0.07%             | 2026-05-04      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| MillerKnoll Inc                                                                  | MillerKnoll Inc                                                                  | CUSIP: N/A<br>LEI: U98HXD3PNK7HYU2MU887       | Long             | LON              | CORP              | US        |      899469 | PA      | $886543.32    | 0.03%             | 2028-07-19      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | Ford Motor Co                                                                    | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     1390000 | PA      | $1490991.84   | 0.05%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: —       |
| Cigna Corp                                                                       | Cigna Corp                                                                       | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      599000 | PA      | $493810.91    | 0.02%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PCI Gaming Authority                                                             | PCI Gaming Authority                                                             | CUSIP: N/A<br>LEI: 549300KPXAJ1LRW5LP59       | Long             | LON              | CORP              | US        |      472000 | PA      | $471410.00    | 0.01%             | 2026-05-29      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Entain Holdings Gibraltar Ltd                                                    | Entain Holdings Gibraltar Ltd                                                    | CUSIP: N/A<br>LEI: 213800ATWJIEYQ8NF838       | Long             | LON              | CORP              | GI        |      660000 | PA      | $660495.00    | 0.02%             | 2029-10-18      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Insurance Co                                                      | Liberty Mutual Insurance Co                                                      | CUSIP: 53079QAD9<br>LEI: CNC20I6IOMGF7KY49D67 | Long             | DBT              | CORP              | US        |      946000 | PA      | $1078072.57   | 0.03%             | 2097-10-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                   | Albemarle Corp                                                                   | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     1548000 | PA      | $1536650.92   | 0.05%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      850000 | PA      | $741045.90    | 0.02%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | Berkshire Hathaway Inc                                                           | CUSIP: N/A<br>LEI: 5493000C01ZX7D35SD85       | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1474895.63   | 0.05%             | 2035-03-16      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C54                                   | Wells Fargo Commercial Mortgage Trust 2019-C54                                   | CUSIP: 95001YAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6363333 | PA      | $463839.89    | 0.01%             | 2052-12-15      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                         | CUSIP: 744320870<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |       18078 | NS      | $460989.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                                                          | Essential Utilities Inc                                                          | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1085209.49   | 0.03%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                         | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1160517.38   | 0.04%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK23                                                                  | BANK 2019-BNK23                                                                  | CUSIP: 06541RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9170166 | PA      | $492406.74    | 0.02%             | 2052-12-15      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                                                              | SVB Financial Group                                                              | CUSIP: 78486QAP6<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1596800.00   | 0.05%             | N/A             | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC40                                           | GS Mortgage Securities Trust 2019-GC40                                           | CUSIP: 36257HAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16500000 | PA      | $965891.85    | 0.03%             | 2052-07-10      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT Finance Corp                                                                 | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     1663000 | PA      | $1492131.41   | 0.05%             | 2026-04-03      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                     | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AC6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $962281.25    | 0.03%             | 2028-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Standard Chartered PLC                                                           | Standard Chartered PLC                                                           | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |     3450000 | PA      | $2957167.50   | 0.09%             | N/A             | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | Verizon Communications Inc                                                       | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      400000 | PA      | $386850.89    | 0.01%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                     | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      400000 | PA      | $361551.00    | 0.01%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1345226.13   | 0.04%             | 2027-10-08      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     1360000 | PA      | $1315249.99   | 0.04%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | Wells Fargo & Co                                                                 | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1237000 | PA      | $1154159.10   | 0.04%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                        | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     2825000 | PA      | $2415375.00   | 0.08%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                       | Cigna Corp                                                                       | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     2554000 | PA      | $1938406.55   | 0.06%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                     | Entegris Inc                                                                     | CUSIP: N/A<br>LEI: IYX6OWO7BT5DKO3BYG52       | Long             | LON              | CORP              | US        |      376000 | PA      | $377176.88    | 0.01%             | 2029-07-06      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                                                            | GFL Environmental Inc                                                            | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $266325.00    | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                     | CUSIP: 456837AU7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     3995000 | PA      | $3639171.94   | 0.11%             | 2026-07-01      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Hayward Industries Inc                                                           | Hayward Industries Inc                                                           | CUSIP: N/A<br>LEI: 549300NV8ZMMEDUHQ091       | Long             | LON              | CORP              | US        |      536703 | PA      | $529323.35    | 0.02%             | 2028-05-28      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | Illinois Tool Works Inc                                                          | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $911440.64    | 0.03%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                              | Sprint Capital Corp                                                              | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      955000 | PA      | $1179425.00   | 0.04%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B11 Mortgage Trust                                                | Benchmark 2019-B11 Mortgage Trust                                                | CUSIP: 08162BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13924000 | PA      | $1018638.07   | 0.03%             | 2052-05-15      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp                                                  | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      252000 | PA      | $227981.88    | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | Citizens Financial Group Inc                                                     | CUSIP: 174610AU9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2073708.13   | 0.07%             | N/A             | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                 | CUSIP: N/A<br>LEI: 3HG2WD2W22M120IUNG49       | Long             | LON              | CORP              | US        |     1426368 | PA      | $1374063.12   | 0.04%             | 2025-07-17      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Angolan Government International Bond                                            | Angolan Government International Bond                                            | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1650000 | PA      | $1529484.00   | 0.05%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NiSource Inc                                                                     | CUSIP: 65473PAG0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $4559269.50   | 0.14%             | N/A             | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                                                            | ClubCorp Holdings Inc                                                            | CUSIP: N/A<br>LEI: 549300XWSO7KBICXNW37       | Long             | LON              | CORP              | US        |     2359469 | PA      | $2174203.92   | 0.07%             | 2024-09-18      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| C&W Senior Financing DAC                                                         | C&W Senior Financing DAC                                                         | CUSIP: 12674TAA4<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | IE        |     3075000 | PA      | $2925186.00   | 0.09%             | 2027-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp                                                  | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2375000 | PA      | $2119218.20   | 0.07%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      759000 | PA      | $662763.28    | 0.02%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                                                            | Gray Oak Pipeline LLC                                                            | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1974000 | PA      | $1776651.48   | 0.06%             | 2027-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                          | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     2600000 | PA      | $2294702.18   | 0.07%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | American Electric Power Co Inc                                                   | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      400000 | PA      | $343055.84    | 0.01%             | 2062-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Vornado Realty Trust                                                             | Vornado Realty Trust                                                             | CUSIP: 929042810<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       83855 | NS      | $1523645.35   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                              | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | XX        |     2772000 | PA      | $2406394.68   | 0.08%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                       | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $3479775.00   | 0.11%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                            | HUB International Ltd                                                            | CUSIP: N/A<br>LEI: 549300JQT6ATTUNS5E06       | Long             | LON              | CORP              | US        |      718899 | PA      | $717935.68    | 0.02%             | 2025-04-25      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa SAPI                                                               | Braskem Idesa SAPI                                                               | CUSIP: N/A<br>LEI: YH0V7ZHY352ITDGEYB83       | Long             | DBT              | CORP              | MX        |     1650000 | PA      | $1360824.14   | 0.04%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                          | Brown Group Holding LLC                                                          | CUSIP: N/A<br>LEI: 25490094PF4HHK9QS109       | Long             | LON              | CORP              | US        |      399000 | PA      | $398724.69    | 0.01%             | 2029-06-08      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B31 Mortgage Trust                                                | Benchmark 2021-B31 Mortgage Trust                                                | CUSIP: 08163MAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $1388214.00   | 0.04%             | 2054-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                               | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1000000 | PA      | $1004001.58   | 0.03%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                                         | Republic of South Africa Government Bond                                         | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    64800000 | PA      | $3216910.34   | 0.10%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     3151000 | PA      | $1863194.18   | 0.06%             | 2030-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co Inc                                                         | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1332517.50   | 0.04%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Newco Inc                                                                | Phoenix Newco Inc                                                                | CUSIP: N/A<br>LEI: 254900PHGVI5379Z9791       | Long             | LON              | CORP              | US        |     2671453 | PA      | $2647462.90   | 0.08%             | 2028-11-15      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     2387000 | PA      | $2365390.16   | 0.07%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                               | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     6800000 | PA      | $7009372.00   | 0.22%             | N/A             | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT International Finance PLC                                                    | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |     2600000 | PA      | $2533818.49   | 0.08%             | 2027-03-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | Suzano Austria GmbH                                                              | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     3050000 | PA      | $2906314.50   | 0.09%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE Electric Co                                                                  | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     1634000 | PA      | $1422247.37   | 0.04%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1962000 | PA      | $1732419.06   | 0.05%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp                                                                | Vertiv Group Corp                                                                | CUSIP: N/A<br>LEI: 549300ZT8RQ5VK10E643       | Long             | LON              | CORP              | US        |      539424 | PA      | $536727.12    | 0.02%             | 2027-03-02      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                               | Voya Financial Inc                                                               | CUSIP: 929089AG5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1495350.00   | 0.05%             | N/A             | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | Equitable Financial Life Global Funding                                          | CUSIP: 29449W7M3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     2312000 | PA      | $2046994.54   | 0.06%             | 2026-07-12      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                                          | Temasek Financial I Ltd                                                          | CUSIP: 87973PBC7<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |     1248000 | PA      | $868233.60    | 0.03%             | 2061-08-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                   | Constellium SE                                                                   | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     1275000 | PA      | $1084323.75   | 0.03%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $2941720.43   | 0.09%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                           | Republic of South Africa Government International Bond                           | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2425000 | PA      | $2208559.05   | 0.07%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE17 Mortgage Trust                                                  | COMM 2014-CCRE17 Mortgage Trust                                                  | CUSIP: 12631DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    44717000 | PA      | $162988.99    | 0.01%             | 2047-05-10      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | Caterpillar Financial Services Corp                                              | CUSIP: 14913R3A3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     1095000 | PA      | $1068061.58   | 0.03%             | 2027-08-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| CHG Healthcare Services Inc                                                      | CHG Healthcare Services Inc                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      359987 | PA      | $357327.16    | 0.01%             | 2028-09-29      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Argentum Netherlands BV for Zurich Insurance Co Ltd                              | Argentum Netherlands BV for Zurich Insurance Co Ltd                              | CUSIP: N/A<br>LEI: 50ZCTKCMUDIABGHX3R52       | Long             | DBT              | CORP              | NL        |     2000000 | PA      | $1892040.00   | 0.06%             | 2048-06-01      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                           | Credit Suisse Group AG                                                           | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      330000 | PA      | $370646.42    | 0.01%             | 2033-11-15      | Variable      | 9.02%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate LLC                                                | CUSIP: N/A<br>LEI: 5493006Q26653NF8SI73       | Long             | LON              | CORP              | US        |      899469 | PA      | $897426.89    | 0.03%             | 2027-11-06      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                  | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1168687.50   | 0.04%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK24                                                                  | BANK 2019-BNK24                                                                  | CUSIP: 06540VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    26932000 | PA      | $1477174.42   | 0.05%             | 2062-11-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | Amcor Flexibles North America Inc                                                | CUSIP: 02343JAA8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     1931000 | PA      | $1890380.57   | 0.06%             | 2025-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Altice Finco SA                                                                  | Altice Finco SA                                                                  | CUSIP: N/A<br>LEI: 549300IGQP5SEZB5Z419       | Long             | DBT              | CORP              | LU        |      400000 | PA      | $333731.95    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK5                                                                   | BANK 2017-BNK5                                                                   | CUSIP: 06541WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    42403000 | PA      | $1788181.15   | 0.06%             | 2060-06-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK14                                                                  | BANK 2018-BNK14                                                                  | CUSIP: 06035RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11466000 | PA      | $815701.56    | 0.03%             | 2060-09-15      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                    | Carnival Corp                                                                    | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     3550000 | PA      | $2946500.00   | 0.09%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | OneMain Finance Corp                                                             | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $4968777.00   | 0.16%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Vanguard Intermediate-Term Corporate Bond ETF                                    | Vanguard Intermediate-Term Corporate Bond ETF                                    | CUSIP: 92206C870<br>LEI: N/A                  | Long             | EC               | RF                | US        |      210950 | NS      | $17042650.50  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Sound Inpatient Physicians Holdings LLC                                          | Sound Inpatient Physicians Holdings LLC                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     5750000 | PA      | $4427500.00   | 0.14%             | 2026-06-26      | Floating      | 11.13%                | No            |                  2 | On Loan: No      |
| Legacy LifePoint Health LLC                                                      | Legacy LifePoint Health LLC                                                      | CUSIP: 53219LAS8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      975000 | PA      | $853125.00    | 0.03%             | 2027-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings Inc                                                   | AMC Entertainment Holdings Inc                                                   | CUSIP: N/A<br>LEI: 549300ZO77UNR6NRBR11       | Long             | LON              | CORP              | US        |     2225236 | PA      | $1312889.45   | 0.04%             | 2026-03-20      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Tengizchevroil Finance Co International Ltd                                      | Tengizchevroil Finance Co International Ltd                                      | CUSIP: N/A<br>LEI: 5493001VEV2XTJIBZH31       | Long             | DBT              | CORP              | BM        |     1075000 | PA      | $959072.00    | 0.03%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B13 Mortgage Trust                                                | Benchmark 2019-B13 Mortgage Trust                                                | CUSIP: 08162DAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $307858.40    | 0.01%             | 2057-08-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | Pacific Gas and Electric Co                                                      | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2761000 | PA      | $2103852.57   | 0.07%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                                                           | Radiology Partners Inc                                                           | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     2810000 | PA      | $1700050.00   | 0.05%             | 2028-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL        | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL        | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     1450000 | PA      | $1392420.50   | 0.04%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-L3                                           | Morgan Stanley Capital I Trust 2019-L3                                           | CUSIP: 61691UAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15090000 | PA      | $906795.83    | 0.03%             | 2052-11-15      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Generation Brands                                                                | Generation Brands                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     4385000 | PA      | $3551850.00   | 0.11%             | 2029-06-29      | Floating      | 11.13%                | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | Anheuser-Busch InBev SA/NV                                                       | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     1600000 | PA      | $1542209.08   | 0.05%             | 2030-04-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Arconic Corp                                                                     | Arconic Corp                                                                     | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $6004959.63   | 0.19%             | 2028-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| South32 Treasury Ltd                                                             | South32 Treasury Ltd                                                             | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |     2489000 | PA      | $2241185.15   | 0.07%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                     | Huntington National Bank/The                                                     | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |     2080000 | PA      | $2049699.97   | 0.06%             | 2028-05-17      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $551901.69    | 0.02%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                               | F&G Global Funding                                                               | CUSIP: 30321L2D3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     1496000 | PA      | $1340487.03   | 0.04%             | 2027-04-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc                                                             | SRS Distribution Inc                                                             | CUSIP: N/A<br>LEI: 549300ZQ3XP75BCYM468       | Long             | LON              | CORP              | US        |      213388 | PA      | $205519.90    | 0.01%             | 2028-06-02      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Bally's Corp                                                                     | Bally's Corp                                                                     | CUSIP: N/A<br>LEI: 549300NS4D5IK406VT62       | Long             | LON              | CORP              | US        |     1245821 | PA      | $1196773.01   | 0.04%             | 2028-08-06      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Ingram Micro Inc                                                                 | Ingram Micro Inc                                                                 | CUSIP: N/A<br>LEI: 549300KJMEWPKRQZHX63       | Long             | LON              | CORP              | US        |      398566 | PA      | $396740.88    | 0.01%             | 2028-06-30      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1456875.00   | 0.05%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE6 Mortgage Trust                                                   | COMM 2013-CCRE6 Mortgage Trust                                                   | CUSIP: 12624XAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6966260 | PA      | $69.66        | 0.00%             | 2046-03-10      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      750000 | PA      | $655342.50    | 0.02%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp                                                 | Algonquin Power & Utilities Corp                                                 | CUSIP: 015857808<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EP               | CORP              | CA        |       50620 | NS      | $1174384.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Specialty Building Products Holdings LLC / SBP Finance Corp                      | Specialty Building Products Holdings LLC / SBP Finance Corp                      | CUSIP: 84749AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3250000 | PA      | $2923635.00   | 0.09%             | 2026-09-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM International Inc                                                            | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |      432000 | PA      | $355844.16    | 0.01%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     5732000 | PA      | $5164503.05   | 0.16%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| OmGrid Funding Ltd                                                               | OmGrid Funding Ltd                                                               | CUSIP: N/A<br>LEI: 549300L1HIVZ83RMAP18       | Long             | DBT              | CORP              | KY        |     1200000 | PA      | $1173000.00   | 0.04%             | 2027-05-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                                   | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VAU3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     2587000 | PA      | $2463748.21   | 0.08%             | 2024-03-25      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | Braskem Netherlands Finance BV                                                   | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      528000 | PA      | $464888.48    | 0.01%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc                                                             | Crown Finance US Inc                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      746176 | PA      | $113045.66    | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | Wells Fargo & Co                                                                 | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1107302.92   | 0.03%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | Procter & Gamble Co/The                                                          | CUSIP: 742718FZ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     2215000 | PA      | $2211384.41   | 0.07%             | 2028-01-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1950000 | PA      | $1520122.50   | 0.05%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                                  | Naked Juice LLC                                                                  | CUSIP: N/A<br>LEI: 549300Y5TU1XQ1KVLJ64       | Long             | LON              | CORP              | US        |     1084500 | PA      | $995223.96    | 0.03%             | 2029-01-24      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B27 Mortgage Trust                                                | Benchmark 2021-B27 Mortgage Trust                                                | CUSIP: 08163HAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $2830834.00   | 0.09%             | 2054-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | General Motors Co                                                                | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     1457000 | PA      | $1447446.35   | 0.05%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4048000 | PA      | $4536460.10   | 0.14%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      545000 | PA      | $501301.88    | 0.02%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                  | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      595000 | PA      | $572801.10    | 0.02%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                          | UKG Inc                                                                          | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |     2325000 | PA      | $2216631.75   | 0.07%             | 2027-05-03      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| AHP Health Partners Inc                                                          | AHP Health Partners Inc                                                          | CUSIP: N/A<br>LEI: 549300QMM8MQ6SM5KX05       | Long             | LON              | CORP              | US        |      239994 | PA      | $237773.99    | 0.01%             | 2028-08-24      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings Inc                                                         | Trident TPI Holdings Inc                                                         | CUSIP: 89616RAA7<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    11674000 | PA      | $10434093.49  | 0.33%             | 2025-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                         | CUSIP: 74977RDJ0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     5262000 | PA      | $4695311.59   | 0.15%             | 2026-09-24      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Sovcombank Via Sovcom Capital DAC - Escrow                                       | Sovcombank Via Sovcom Capital DAC - Escrow                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |      230000 | PA      | $0.00         | 0.00%             | 2049-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B13 Mortgage Trust                                                | Benchmark 2019-B13 Mortgage Trust                                                | CUSIP: 08162DAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6500000 | PA      | $318863.35    | 0.01%             | 2057-08-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | John Deere Capital Corp                                                          | CUSIP: 24422EVW6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     1055000 | PA      | $945725.84    | 0.03%             | 2026-10-13      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-NXS1                                  | Wells Fargo Commercial Mortgage Trust 2015-NXS1                                  | CUSIP: 94989HBC3<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-MBS          | CORP              | US        |    24935790 | PA      | $242986.81    | 0.01%             | 2048-05-15      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| Unifin Financiera SAB de CV                                                      | Unifin Financiera SAB de CV                                                      | CUSIP: 90471MAA0<br>LEI: 5493007GRMPGDJG93Z17 | Long             | DBT              | CORP              | MX        |     1250000 | PA      | $49250.00     | 0.00%             | 2028-01-27      | None          | 8.38%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                                             | Aramark Services Inc                                                             | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     4385000 | PA      | $4132862.50   | 0.13%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                                           | GSK Consumer Healthcare Capital US LLC                                           | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |      460000 | PA      | $421111.44    | 0.01%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | Vale Overseas Ltd                                                                | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     1600000 | PA      | $1431754.40   | 0.05%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      544000 | PA      | $516768.39    | 0.02%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | Westlake Corp                                                                    | CUSIP: 960413AX0<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $936292.45    | 0.03%             | 2024-08-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| H-Food Holdings LLC                                                              | H-Food Holdings LLC                                                              | CUSIP: N/A<br>LEI: 549300JY2LK0EQ95YT44       | Long             | LON              | CORP              | US        |      718637 | PA      | $666406.76    | 0.02%             | 2025-05-23      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS Energy Corp                                                                  | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      898000 | PA      | $732884.74    | 0.02%             | 2050-12-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                            | Ukraine Government International Bond                                            | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     3075000 | PA      | $670436.10    | 0.02%             | 2028-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | Mexico Government International Bond                                             | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      594000 | PA      | $630558.50    | 0.02%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | Bank of Nova Scotia/The                                                          | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     1500000 | PA      | $1597140.05   | 0.05%             | 2082-10-27      | Variable      | 8.63%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                     | Cie Generale des Etablissements Michelin SCA                                     | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1102583.06   | 0.03%             | 2030-09-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                        | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      978000 | PA      | $878278.47    | 0.03%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Artic Canadian Diamond Co Ltd                                                    | Artic Canadian Diamond Co Ltd                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |     7102561 | PA      | $7102561.38   | 0.22%             | 2027-12-31      | Floating      | 5.00%                 | No            |                  3 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                          | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     1100000 | PA      | $1029081.39   | 0.03%             | 2029-04-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                                                        | Gainwell Acquisition Corp                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1078222 | PA      | $1051180.16   | 0.03%             | 2027-10-01      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4189000 | PA      | $3886606.56   | 0.12%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DN5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     1619000 | PA      | $1469088.21   | 0.05%             | 2025-11-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG/New York NY                                                     | Credit Suisse AG/New York NY                                                     | CUSIP: 22550L2C4<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |     1350000 | PA      | $1246511.42   | 0.04%             | 2025-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR Grace Holdings LLC                                                            | CUSIP: N/A<br>LEI: 549300WNOVFRGYOAEB12       | Long             | LON              | CORP              | US        |      240652 | PA      | $238933.46    | 0.01%             | 2028-09-22      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      425000 | PA      | $337042.00    | 0.01%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK36                                                                  | BANK 2021-BNK36                                                                  | CUSIP: 06540DAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2600000 | PA      | $1532714.82   | 0.05%             | 2064-09-15      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                                                              | CNT Holdings I Corp                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      806934 | PA      | $795709.71    | 0.03%             | 2027-11-08      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK12                                                                  | BANK 2018-BNK12                                                                  | CUSIP: 06541KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18728000 | PA      | $1143623.45   | 0.04%             | 2061-05-15      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                               | Sonoco Products Co                                                               | CUSIP: 835495AM4<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     4690000 | PA      | $4394535.25   | 0.14%             | 2025-02-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-C7                                      | Citigroup Commercial Mortgage Trust 2019-C7                                      | CUSIP: 17328CAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15766000 | PA      | $1014491.65   | 0.03%             | 2072-12-15      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| CHG PPC Parent LLC                                                               | CHG PPC Parent LLC                                                               | CUSIP: N/A<br>LEI: 54930019XJQNJAGXQ664       | Long             | LON              | CORP              | US        |      360250 | PA      | $357548.13    | 0.01%             | 2028-12-08      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                             | CUSIP: 29364D100<br>LEI: 549300A0I5ONUIFMLP35 | Long             | EP               | CORP              | US        |        1961 | NS      | $46024.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                               | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1265088.45   | 0.04%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp                                                                 | Boyd Gaming Corp                                                                 | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $1979582.00   | 0.06%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $983745.25    | 0.03%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                    | Carnival Corp                                                                    | CUSIP: N/A<br>LEI: F1OF2ZSX47CR0BCWA982       | Long             | LON              | CORP              | PA        |      458342 | PA      | $446883.54    | 0.01%             | 2028-10-18      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                   | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     4223000 | PA      | $3228915.34   | 0.10%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Holly Energy Partners LP / Holly Energy Finance Corp                             | Holly Energy Partners LP / Holly Energy Finance Corp                             | CUSIP: 435765AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2625000 | PA      | $2444531.25   | 0.08%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                                                    | Affiliated Managers Group Inc                                                    | CUSIP: 008252843<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |        2874 | NS      | $57480.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                 | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1634116.82   | 0.05%             | 2082-01-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | Wells Fargo & Co                                                                 | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1157000 | PA      | $1200771.24   | 0.04%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                            | SS&C Technologies Inc                                                            | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     3350000 | PA      | $3221843.07   | 0.10%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1188500.48   | 0.04%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                         | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1913000 | PA      | $1763284.83   | 0.06%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Finastra USA Inc                                                                 | Finastra USA Inc                                                                 | CUSIP: N/A<br>LEI: 549300ZB2RO6QC7YTK71       | Long             | LON              | CORP              | US        |     2874835 | PA      | $2695158.26   | 0.09%             | 2024-06-13      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2908000 | PA      | $3041436.95   | 0.10%             | 2033-02-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Montenegro Government International Bond                                         | Montenegro Government International Bond                                         | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |     1725000 | PA      | $1483851.81   | 0.05%             | 2027-12-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| International Game Technology PLC                                                | International Game Technology PLC                                                | CUSIP: 460599AC7<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |     1015000 | PA      | $1025637.20   | 0.03%             | 2025-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |       59100 | NS      | $1486365.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zayo Group Holdings Inc                                                          | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1192650.00   | 0.04%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Xplornet Communications Inc                                                      | Xplornet Communications Inc                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |     5510000 | PA      | $3250900.00   | 0.10%             | 2029-09-30      | Floating      | 11.38%                | No            |                  2 | On Loan: No      |
| Total Play Telecomunicaciones SA de CV                                           | Total Play Telecomunicaciones SA de CV                                           | CUSIP: N/A<br>LEI: 4469000001BSAPAMOQ06       | Long             | DBT              | CORP              | MX        |     1500000 | PA      | $1399050.00   | 0.04%             | 2025-11-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                                                 | IRB Holding Corp                                                                 | CUSIP: N/A<br>LEI: 549300HVW4WNWYBXN830       | Long             | LON              | CORP              | US        |      997807 | PA      | $986581.19    | 0.03%             | 2027-12-15      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                            | Dominican Republic International Bond                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     2725000 | PA      | $2481710.96   | 0.08%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | Newell Brands Inc                                                                | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1046807.50   | 0.03%             | 2036-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Jo-Ann Stores LLC                                                                | Jo-Ann Stores LLC                                                                | CUSIP: N/A<br>LEI: 549300GM65RR2EMGLI48       | Long             | LON              | CORP              | US        |      971900 | PA      | $553983.22    | 0.02%             | 2028-07-07      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                              | CUSIP: 83368RBB7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $495682.15    | 0.02%             | 2041-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AS9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1296425.77   | 0.04%             | 2040-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ineos Petro                                                                      | Ineos Petro                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      247487 | PA      | $246683.11    | 0.01%             | 2026-01-29      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                                | ITC Holdings Corp                                                                | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     1764000 | PA      | $1782732.75   | 0.06%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AY2<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      752000 | PA      | $780476.09    | 0.02%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | Capital One Financial Corp                                                       | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      500000 | PA      | $433969.33    | 0.01%             | N/A             | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C49                                   | Wells Fargo Commercial Mortgage Trust 2019-C49                                   | CUSIP: 95001WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4335668 | PA      | $437883.39    | 0.01%             | 2052-03-15      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4764000 | PA      | $4650051.74   | 0.15%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      350000 | PA      | $343164.06    | 0.01%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM Inc                                                                     | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      621000 | PA      | $712327.23    | 0.02%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Covanta Holding Corp                                                             | Covanta Holding Corp                                                             | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |      175000 | PA      | $148891.69    | 0.00%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1989800.00   | 0.06%             | N/A             | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                 | Zions Bancorp NA                                                                 | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |     4002000 | PA      | $3396507.28   | 0.11%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2000000 | PA      | $1865546.88   | 0.06%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CH5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     1986000 | PA      | $1975703.23   | 0.06%             | 2025-07-18      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     1084000 | PA      | $877063.65    | 0.03%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2013-GCJ14                                          | GS Mortgage Securities Trust 2013-GCJ14                                          | CUSIP: 36198FAZ5<br>LEI: 549300ITVQSU1IHX4H03 | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $1807072.25   | 0.06%             | 2046-08-10      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2971000 | PA      | $2650811.53   | 0.08%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      526000 | PA      | $459166.97    | 0.01%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                         | Liberty Mutual Group Inc                                                         | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     7361000 | PA      | $8196013.44   | 0.26%             | 2087-03-07      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                   | Var Energi ASA                                                                   | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     1498000 | PA      | $1563577.90   | 0.05%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FedEx Corp                                                                       | CUSIP: 31428XCA2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      550000 | PA      | $539106.73    | 0.02%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                   | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     3179000 | PA      | $2660981.95   | 0.08%             | 2032-04-19      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Home Point Capital Inc                                                           | Home Point Capital Inc                                                           | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1080576.75   | 0.03%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | Humana Inc                                                                       | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      540000 | PA      | $577896.53    | 0.02%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd/Digicel international Holdings Ltd             | Digicel International Finance Ltd/Digicel international Holdings Ltd             | CUSIP: G2763RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     3475000 | PA      | $2988553.52   | 0.09%             | 2024-05-25      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                                                      | Trimble Inc                                                                      | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |      746000 | PA      | $736013.57    | 0.02%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1250000 | PA      | $1209027.71   | 0.04%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Swiss Insured Brazil Power Finance Sarl                                          | Swiss Insured Brazil Power Finance Sarl                                          | CUSIP: 870880AA9<br>LEI: 254900OBFHBLNHXH1Z48 | Long             | DBT              | CORP              | LU        |    12338333 | PA      | $2090295.33   | 0.07%             | 2032-07-16      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1044249.50   | 0.03%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I PLC                                                       | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     3450000 | PA      | $2880750.00   | 0.09%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSAIL 2018-CX12 Commercial Mortgage Trust                                        | CSAIL 2018-CX12 Commercial Mortgage Trust                                        | CUSIP: 12595XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8985000 | PA      | $573471.22    | 0.02%             | 2051-08-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | Halliburton Co                                                                   | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     1037000 | PA      | $1014995.08   | 0.03%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      868000 | PA      | $769025.41    | 0.02%             | 2027-05-24      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK9                                                                   | BANK 2017-BNK9                                                                   | CUSIP: 06540RAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15200000 | PA      | $890995.12    | 0.03%             | 2054-11-15      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                   | CUSIP: 05565AHN6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $394500.00    | 0.01%             | N/A             | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                         | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      900000 | PA      | $1076062.42   | 0.03%             | 2029-09-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                                                      | Surgery Center Holdings Inc                                                      | CUSIP: 86881WAD4<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     2183000 | PA      | $2226624.07   | 0.07%             | 2027-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1277646.21   | 0.04%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares Inc                                                     | Texas Capital Bancshares Inc                                                     | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |     1741000 | PA      | $1585036.85   | 0.05%             | 2031-05-06      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE6 Mortgage Trust                                                   | COMM 2013-CCRE6 Mortgage Trust                                                   | CUSIP: 12624XAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13750000 | PA      | $9487500.00   | 0.30%             | 2046-03-10      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                                  | ABG Intermediate Holdings 2 LLC                                                  | CUSIP: N/A<br>LEI: 54930020NXD0RJB64985       | Long             | LON              | CORP              | US        |      542250 | PA      | $537505.31    | 0.02%             | 2028-12-21      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Power Finance Corp Ltd                                                           | Power Finance Corp Ltd                                                           | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | DBT              | CORP              | IN        |     1825000 | PA      | $1696647.75   | 0.05%             | 2029-06-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                          | CUSIP: 05578QAG8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $850435.82    | 0.03%             | 2042-10-19      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Traverse Midstream Partners LLC                                                  | Traverse Midstream Partners LLC                                                  | CUSIP: N/A<br>LEI: 549300DHTM8B2X5QMJ22       | Long             | LON              | CORP              | US        |      651982 | PA      | $651492.79    | 0.02%             | 2024-09-21      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| ASGN Inc                                                                         | ASGN Inc                                                                         | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |     2075000 | PA      | $1893032.67   | 0.06%             | 2028-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Grifols Worldwide Operations USA Inc                                             | Grifols Worldwide Operations USA Inc                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      908000 | PA      | $891102.12    | 0.03%             | 2027-11-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                  | Dollar Tree Inc                                                                  | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2752666.64   | 0.09%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                     | CUSIP: 25470DBG3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     1985000 | PA      | $1678942.02   | 0.05%             | 2049-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FX Forwards                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $37466.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738EBG9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     9500000 | PA      | $9464375.00   | 0.30%             | N/A             | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      750000 | PA      | $729990.23    | 0.02%             | 2029-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Synaptics Inc                                                                    | Synaptics Inc                                                                    | CUSIP: N/A<br>LEI: 549300AJ3LI4FWNRQX29       | Long             | LON              | CORP              | US        |      358987 | PA      | $354589.88    | 0.01%             | 2028-10-20      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Stars Group Holdings BV                                                          | Stars Group Holdings BV                                                          | CUSIP: N/A<br>LEI: 549300RNFXC8F8RT6R13       | Long             | LON              | CORP              | NL        |     2966097 | PA      | $2959364.00   | 0.09%             | 2026-07-21      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                                    | Schaeffler AG                                                                    | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1174725.17   | 0.04%             | 2028-10-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                       | Leidos Inc                                                                       | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     1408000 | PA      | $1329281.20   | 0.04%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Discover Financial Services                                                      | Discover Financial Services                                                      | CUSIP: 254709AQ1<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2974050.60   | 0.09%             | N/A             | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     1102000 | PA      | $1061879.86   | 0.03%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3630400.00   | 0.11%             | N/A             | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2048186.71   | 0.06%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                 | CUSIP: 26441CBG9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    11350000 | PA      | $10935547.71  | 0.35%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Co Ltd                                                   | Country Garden Holdings Co Ltd                                                   | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |      700000 | PA      | $479500.00    | 0.02%             | 2025-10-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FX Forwards                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-15092.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                  | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     1818000 | PA      | $1489793.70   | 0.05%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS Energy Corp                                                                  | CUSIP: 125896837<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |        5253 | NS      | $104377.11    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Intercontinental Exchange Inc                                                    | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     1210000 | PA      | $1191415.85   | 0.04%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                           | First Brands Group LLC                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2631371 | PA      | $2569533.39   | 0.08%             | 2027-03-24      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| KKR Apple Bidco LLC                                                              | KKR Apple Bidco LLC                                                              | CUSIP: N/A<br>LEI: 2549001SCJD3WEYJFM53       | Long             | LON              | CORP              | US        |      360000 | PA      | $360111.60    | 0.01%             | 2028-09-22      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                        | Petroleos de Venezuela SA                                                        | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | VE        |    17250000 | PA      | $776250.00    | 0.02%             | 2021-11-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B34 Mortgage Trust                                                | Benchmark 2022-B34 Mortgage Trust                                                | CUSIP: 08161YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7270000 | PA      | $874310.56    | 0.03%             | 2055-04-15      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | Exxon Mobil Corp                                                                 | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      500000 | PA      | $477739.13    | 0.02%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                        | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     2918000 | PA      | $2530351.37   | 0.08%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | Siemens Financieringsmaatschappij NV                                             | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1045855.80   | 0.03%             | 2024-06-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| New York Community Bancorp Inc                                                   | New York Community Bancorp Inc                                                   | CUSIP: 649445AC7<br>LEI: 529900HVXOTLY61GL030 | Long             | DBT              | CORP              | US        |     2607000 | PA      | $2567282.46   | 0.08%             | 2028-11-06      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Renault SA                                                                       | Renault SA                                                                       | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $451915.55    | 0.01%             | 2027-10-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| LSF9 Atlantis Holdings LLC / Victra Finance Corp                                 | LSF9 Atlantis Holdings LLC / Victra Finance Corp                                 | CUSIP: 50220MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5075000 | PA      | $4630937.50   | 0.15%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      622000 | PA      | $616801.48    | 0.02%             | 2026-07-17      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HealthCare Technologies Inc                                                   | CUSIP: 36267VAE3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     3679000 | PA      | $3811821.98   | 0.12%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     3400000 | PA      | $3230647.50   | 0.10%             | 2077-01-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      700000 | PA      | $647759.00    | 0.02%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     4913000 | PA      | $3663715.78   | 0.12%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                          | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      611000 | PA      | $692257.86    | 0.02%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2097000 | PA      | $1954152.59   | 0.06%             | 2025-10-21      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                                | Nexstar Media Inc                                                                | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     3375000 | PA      | $3214923.75   | 0.10%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Avaya Inc                                                                        | Avaya Inc                                                                        | CUSIP: N/A<br>LEI: J6LB5QIFSP2MFEFG4U76       | Long             | LON              | CORP              | US        |     1673000 | PA      | $422432.50    | 0.01%             | 2027-12-15      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC / Radiate Finance Inc                                         | Radiate Holdco LLC / Radiate Finance Inc                                         | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1945000 | PA      | $1013325.55   | 0.03%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      944000 | PA      | $675711.41    | 0.02%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | Boardwalk Pipelines LP                                                           | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |      862000 | PA      | $749481.39    | 0.02%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AgriBank FCB                                                                     | AgriBank FCB                                                                     | CUSIP: 00850L203<br>LEI: I0JS1G88CFNZT8P31C22 | Long             | EP               | CORP              | US        |       33000 | NS      | $3300000.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1131000 | PA      | $1323138.80   | 0.04%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1903000 | PA      | $1370219.85   | 0.04%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp               | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp               | CUSIP: 226373AT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $251562.50    | 0.01%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFC1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      455000 | PA      | $430641.53    | 0.01%             | 2025-02-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Pactiv Evergreen Group Holdings Inc                                              | Pactiv Evergreen Group Holdings Inc                                              | CUSIP: N/A<br>LEI: 5493002QNV81KCX40V06       | Long             | LON              | CORP              | US        |      190198 | PA      | $189781.01    | 0.01%             | 2026-02-05      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2020-GC46                                    | Citigroup Commercial Mortgage Trust 2020-GC46                                    | CUSIP: 17328RAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    21133200 | PA      | $1248486.06   | 0.04%             | 2053-02-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     3212000 | PA      | $2415570.79   | 0.08%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                                    | Banco BPM SpA                                                                    | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |      750000 | PA      | $764004.61    | 0.02%             | 2025-02-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                                        | Cablevision Lightpath LLC                                                        | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     2475000 | PA      | $2103700.03   | 0.07%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | Southern Co/The                                                                  | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3046211.56   | 0.10%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                  | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     2000000 | PA      | $1940120.00   | 0.06%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4014000 | PA      | $2755234.69   | 0.09%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                             | Telefonica Europe BV                                                             | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      700000 | PA      | $661089.97    | 0.02%             | N/A             | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     2259000 | PA      | $1964424.34   | 0.06%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                       | Air Canada                                                                       | CUSIP: N/A<br>LEI: 4B4HI3CGXMBDC0G6BM51       | Long             | LON              | CORP              | CA        |      723000 | PA      | $721835.97    | 0.02%             | 2028-08-11      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                 | CUSIP: 126307AH0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      800000 | PA      | $783076.00    | 0.02%             | 2024-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc                                                                 | Cinemark USA Inc                                                                 | CUSIP: 172441BD8<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2244937.50   | 0.07%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Everi Holdings Inc                                                               | Everi Holdings Inc                                                               | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |     2725000 | PA      | $2465716.25   | 0.08%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B7 Mortgage Trust                                                 | Benchmark 2018-B7 Mortgage Trust                                                 | CUSIP: 08162TAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $3532290.50   | 0.11%             | 2053-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | Toronto-Dominion Bank/The                                                        | CUSIP: 891160QY2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     3400000 | PA      | $2476578.86   | 0.08%             | 2029-07-25      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon AS                                                         | Turk Telekomunikasyon AS                                                         | CUSIP: N/A<br>LEI: 789000A2TXOI10JZLF90       | Long             | DBT              | CORP              | TR        |     1050000 | PA      | $989415.00    | 0.03%             | 2024-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                                                              | CNT Holdings I Corp                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     8700834 | PA      | $8316518.09   | 0.26%             | 2028-11-06      | Floating      | 11.38%                | No            |                  2 | On Loan: No      |
| Kloeckner Pentaplast of America Inc                                              | Kloeckner Pentaplast of America Inc                                              | CUSIP: N/A<br>LEI: 5299004QDA11QZOG5N31       | Long             | LON              | CORP              | US        |      536644 | PA      | $474929.96    | 0.02%             | 2026-02-12      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Komatsu Finance America Inc                                                      | Komatsu Finance America Inc                                                      | CUSIP: 50048WAA6<br>LEI: 549300SRAAFEEQ8Z4D68 | Long             | DBT              | CORP              | US        |     1174000 | PA      | $1220501.02   | 0.04%             | 2027-10-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2270000 | PA      | $2342033.64   | 0.07%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                              | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     3000000 | PA      | $2658525.12   | 0.08%             | 2027-06-09      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38144GAB7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    13020000 | PA      | $12493426.02  | 0.39%             | N/A             | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1653000 | PA      | $1353472.90   | 0.04%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| DBGS 2018-C1 Mortgage Trust                                                      | DBGS 2018-C1 Mortgage Trust                                                      | CUSIP: 23307DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9495500 | PA      | $703837.80    | 0.02%             | 2051-10-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      132000 | PA      | $128824.90    | 0.00%             | 2027-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11                      | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11                      | CUSIP: 61762TAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2600000 | PA      | $2441646.48   | 0.08%             | 2046-08-15      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Innophos Holdings Inc                                                            | Innophos Holdings Inc                                                            | CUSIP: N/A<br>LEI: XQ0331QX53IRX25OY417       | Long             | LON              | CORP              | US        |      359911 | PA      | $358410.13    | 0.01%             | 2027-02-05      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                | CF Industries Inc                                                                | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     1985000 | PA      | $1905558.24   | 0.06%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      722000 | PA      | $599331.69    | 0.02%             | 2032-11-08      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                          | Brown Group Holding LLC                                                          | CUSIP: N/A<br>LEI: 25490094PF4HHK9QS109       | Long             | LON              | CORP              | US        |      352943 | PA      | $350902.77    | 0.01%             | 2028-06-07      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | Conagra Brands Inc                                                               | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     1312000 | PA      | $1432875.31   | 0.05%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                          | Talen Energy Supply LLC                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      853000 | PA      | $858971.00    | 0.03%             | 2023-11-10      | Floating      | 9.06%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | Public Service Co of Colorado                                                    | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     2717000 | PA      | $1881021.02   | 0.06%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                   | Public Storage                                                                   | CUSIP: 74460W552<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |       15000 | NS      | $321150.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pakistan Government International Bond                                           | Pakistan Government International Bond                                           | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |      950000 | PA      | $395010.00    | 0.01%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | Wells Fargo & Co                                                                 | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      198000 | PA      | $179441.77    | 0.01%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK22                                                                  | BANK 2019-BNK22                                                                  | CUSIP: 06540XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18082333 | PA      | $933355.78    | 0.03%             | 2062-11-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Centuri Group Inc                                                                | Centuri Group Inc                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      490177 | PA      | $486500.75    | 0.02%             | 2028-08-18      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                                     | Scientific Games Holdings LP                                                     | CUSIP: N/A<br>LEI: 549300W5GPFXXB6TQ330       | Long             | LON              | CORP              | US        |      228428 | PA      | $224404.89    | 0.01%             | 2029-02-04      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Energo-Pro AS                                                                    | Energo-Pro AS                                                                    | CUSIP: N/A<br>LEI: 315700IQCL9IX158RO36       | Long             | DBT              | CORP              | CZ        |     2500000 | PA      | $2375000.00   | 0.08%             | 2027-02-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                   | CUSIP: 09659T2B6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $707225.97    | 0.02%             | 2035-08-12      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     2773000 | PA      | $2434249.29   | 0.08%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                                         | Nippon Life Insurance Co                                                         | CUSIP: 654579AD3<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     5000000 | PA      | $4945155.80   | 0.16%             | 2044-10-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137B4H25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    43000000 | PA      | $284823.40    | 0.01%             | 2041-10-25      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      200000 | PA      | $192500.00    | 0.01%             | 2027-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Angolan Government International Bond                                            | Angolan Government International Bond                                            | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     1500000 | PA      | $1390440.00   | 0.04%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF2                                   | Cantor Commercial Real Estate Lending 2019-CF2                                   | CUSIP: 12528YAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10105250 | PA      | $735618.75    | 0.02%             | 2052-11-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| ASP Unifrax Holdings Inc                                                         | ASP Unifrax Holdings Inc                                                         | CUSIP: N/A<br>LEI: 549300RRU6BWJLD0YT71       | Long             | LON              | CORP              | US        |      899113 | PA      | $809768.50    | 0.03%             | 2025-12-12      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                                  | Naked Juice LLC                                                                  | CUSIP: N/A<br>LEI: 549300Y5TU1XQ1KVLJ64       | Long             | LON              | CORP              | US        |      135000 | PA      | $110868.75    | 0.00%             | 2030-01-24      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1192000 | PA      | $1139014.07   | 0.04%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MLN US Holdco LLC                                                                | MLN US Holdco LLC                                                                | CUSIP: N/A<br>LEI: 549300QKU7NPW6O86862       | Long             | LON              | CORP              | US        |      537371 | PA      | $376159.80    | 0.01%             | 2027-10-17      | Floating      | 11.15%                | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                              | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     7703000 | PA      | $7495738.69   | 0.24%             | 2025-07-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NatWest Group PLC                                                                | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     4411000 | PA      | $3507538.98   | 0.11%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc/NJ                                                       | Standard Industries Inc/NJ                                                       | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     1015000 | PA      | $951207.25    | 0.03%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FX Forwards                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2109.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | Sysco Corp                                                                       | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     1732000 | PA      | $1544717.42   | 0.05%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | Norfolk Southern Corp                                                            | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1070944.55   | 0.03%             | 2053-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | Siemens Financieringsmaatschappij NV                                             | CUSIP: 82620KAE3<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |     3549000 | PA      | $3450652.56   | 0.11%             | 2025-05-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                              | Avantor Funding Inc                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      750000 | PA      | $706942.50    | 0.02%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Covanta Holding Corp                                                             | Covanta Holding Corp                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     4125000 | PA      | $3604218.75   | 0.11%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp                                                               | Bausch + Lomb Corp                                                               | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |     3095136 | PA      | $3009524.31   | 0.10%             | 2027-05-10      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1825000 | PA      | $1486407.75   | 0.05%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAL8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |      327000 | PA      | $302715.25    | 0.01%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                              | Churchill Downs Inc                                                              | CUSIP: N/A<br>LEI: 529900FODTBQC8MIS994       | Long             | LON              | CORP              | US        |      233110 | PA      | $232599.88    | 0.01%             | 2024-12-27      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Everi Holdings Inc                                                               | Everi Holdings Inc                                                               | CUSIP: N/A<br>LEI: 5299006DK5S7BG10K532       | Long             | LON              | CORP              | US        |     1617822 | PA      | $1613777.23   | 0.05%             | 2028-06-30      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Tunisian Republic                                                                | Tunisian Republic                                                                | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |     2350000 | PA      | $1526372.00   | 0.05%             | 2025-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | Suzano Austria GmbH                                                              | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      650000 | PA      | $555907.46    | 0.02%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR Financial Corp                                                            | CUSIP: 69371RS23<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |      762000 | PA      | $771595.51    | 0.02%             | 2025-10-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Senegal Government International Bond                                            | Senegal Government International Bond                                            | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |      700000 | PA      | $532133.63    | 0.02%             | 2037-06-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                       | CD 2018-CD7 Mortgage Trust                                                       | CUSIP: 12512JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20444000 | PA      | $1550634.47   | 0.05%             | 2051-08-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| SunCoke Energy Inc                                                               | SunCoke Energy Inc                                                               | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |     2275000 | PA      | $2002000.00   | 0.06%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      513000 | PA      | $384074.25    | 0.01%             | 2042-11-03      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | Amcor Flexibles North America Inc                                                | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     1885000 | PA      | $1593740.17   | 0.05%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                         | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2176735.08   | 0.07%             | 2035-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd                                               | Triton Container International Ltd                                               | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |     3964000 | PA      | $3513168.69   | 0.11%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                        | EQM Midstream Partners LP                                                        | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1374461.56   | 0.04%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NatWest Group PLC                                                                | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      900000 | PA      | $1042583.31   | 0.03%             | 2030-08-14      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | John Deere Capital Corp                                                          | CUSIP: 24422EWF2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     3345000 | PA      | $3265156.76   | 0.10%             | 2025-06-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems US Holdings Inc                                           | Axalta Coating Systems US Holdings Inc                                           | CUSIP: N/A<br>LEI: 549300NZ43V4QV4UGN28       | Long             | LON              | CORP              | US        |      650000 | PA      | $652437.50    | 0.02%             | 2029-12-07      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| WEX Inc                                                                          | WEX Inc                                                                          | CUSIP: N/A<br>LEI: T9M5IGROL1TL1G5OV478       | Long             | LON              | CORP              | US        |      359962 | PA      | $358749.13    | 0.01%             | 2028-03-31      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Nexus Buyer LLC                                                                  | Nexus Buyer LLC                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     6600000 | PA      | $6083022.00   | 0.19%             | 2029-11-05      | Floating      | 10.63%                | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NatWest Group PLC                                                                | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     1419000 | PA      | $1261334.57   | 0.04%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco Inc                                                         | TK Elevator US Newco Inc                                                         | CUSIP: N/A<br>LEI: 549300C2AFWPAYWS5574       | Long             | LON              | CORP              | US        |      177365 | PA      | $174014.10    | 0.01%             | 2027-07-30      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | Public Service Co of Colorado                                                    | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     1157000 | PA      | $1123789.32   | 0.04%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC                                                        | Mileage Plus Holdings LLC                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      365100 | PA      | $380251.65    | 0.01%             | 2027-06-21      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |     1700000 | PA      | $1811942.92   | 0.06%             | 2029-02-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | Manufacturers & Traders Trust Co                                                 | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |      555000 | PA      | $553807.38    | 0.02%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      661000 | PA      | $549000.50    | 0.02%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Real Alloy Holding Inc                                                           | Real Alloy Holding Inc                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         362 | NS      | $29066250.73  | 0.92%             |  |  |  | No            |                  3 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |  2575000000 | PA      | $3161418.73   | 0.10%             | 2024-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Froneri US Inc                                                                   | Froneri US Inc                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      359924 | PA      | $356083.47    | 0.01%             | 2027-01-31      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                                 | Bank Hapoalim BM                                                                 | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | DBT              | CORP              | IL        |     1725000 | PA      | $1518997.05   | 0.05%             | 2032-01-21      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance Inc                                              | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $747000.00    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                      | Asurion LLC                                                                      | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |     1647764 | PA      | $1628963.19   | 0.05%             | 2024-11-03      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp                                                  | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1158105.00   | 0.04%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | Georgia Power Co                                                                 | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     1767000 | PA      | $1301678.63   | 0.04%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FX Forwards                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5504.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                    | Carnival Corp                                                                    | CUSIP: N/A<br>LEI: F1OF2ZSX47CR0BCWA982       | Long             | LON              | CORP              | PA        |      719388 | PA      | $707057.84    | 0.02%             | 2025-06-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Engie Energia Chile SA                                                           | Engie Energia Chile SA                                                           | CUSIP: 29287TAA7<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |     1248000 | PA      | $1045200.00   | 0.03%             | 2030-01-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                         | Enel SpA                                                                         | CUSIP: 29265WAA6<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |     2500000 | PA      | $2517394.08   | 0.08%             | 2073-09-24      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     2443000 | PA      | $1955898.32   | 0.06%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Specialty Steel Holdings, Inc.                                                   | Specialty Steel Holdings, Inc.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          87 | NS      | $12741514.24  | 0.40%             |  |  |  | Yes           |                  3 | On Loan: No      |
| General Dynamics Corp                                                            | General Dynamics Corp                                                            | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1453482.14   | 0.05%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | Hess Corp                                                                        | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |      608000 | PA      | $634665.37    | 0.02%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | Agilent Technologies Inc                                                         | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     1854000 | PA      | $1555287.14   | 0.05%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Formula One                                                                      | Formula One                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      710000 | PA      | $711625.90    | 0.02%             | 2030-01-15      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Altice France SA/France                                                          | Altice France SA/France                                                          | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |      247389 | PA      | $237493.48    | 0.01%             | 2026-01-31      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      800000 | PA      | $698628.50    | 0.02%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | Wells Fargo & Co                                                                 | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     6800000 | PA      | $6268750.00   | 0.20%             | N/A             | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | Citizens Financial Group Inc                                                     | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     4534000 | PA      | $3528045.41   | 0.11%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc                                                     | Bread Financial Holdings Inc                                                     | CUSIP: 018581AL2<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $988730.18    | 0.03%             | 2026-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Material Sciences Corp                                                           | Material Sciences Corp                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    18905088 | PA      | $18905087.53  | 0.60%             | 2024-01-09      | Variable      | 10.93%                | Yes           |                  3 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280DE6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1993000 | PA      | $1953837.55   | 0.06%             | 2025-12-09      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                  | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | XX        |     3400000 | PA      | $2956123.64   | 0.09%             | 2028-07-20      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection LLC                                                    | Caesars Resort Collection LLC                                                    | CUSIP: N/A<br>LEI: 549300V3UCT773B1KR38       | Long             | LON              | CORP              | US        |      615321 | PA      | $614840.80    | 0.02%             | 2025-07-20      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     2700000 | PA      | $2204569.63   | 0.07%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Covanta Holding Corp                                                             | Covanta Holding Corp                                                             | CUSIP: N/A<br>LEI: 40XIFLS8XDQGGHGPGC04       | Long             | LON              | CORP              | US        |      383493 | PA      | $383630.83    | 0.01%             | 2028-11-17      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                     | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     3000000 | PA      | $2975400.00   | 0.09%             | N/A             | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                     | Univision Communications Inc                                                     | CUSIP: N/A<br>LEI: 549300YQDE2JSGTL8V47       | Long             | LON              | CORP              | US        |      285671 | PA      | $285210.90    | 0.01%             | 2024-03-15      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                               | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1402000 | PA      | $1383730.45   | 0.04%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | Valero Energy Corp                                                               | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |      200000 | PA      | $223007.78    | 0.01%             | 2037-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners LP/Suburban Energy Finance Corp                        | Suburban Propane Partners LP/Suburban Energy Finance Corp                        | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      800000 | PA      | $695980.98    | 0.02%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1300000 | PA      | $1111246.10   | 0.04%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1985000 | PA      | $1585541.00   | 0.05%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | Interstate Power and Light Co                                                    | CUSIP: 461070AR5<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     1182000 | PA      | $905425.01    | 0.03%             | 2049-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      489000 | PA      | $567635.93    | 0.02%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                            | HUB International Ltd                                                            | CUSIP: N/A<br>LEI: 549300JQT6ATTUNS5E06       | Long             | LON              | CORP              | US        |      190000 | PA      | $189773.90    | 0.01%             | 2029-10-30      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                                                            | Gray Oak Pipeline LLC                                                            | CUSIP: 38937LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1226000 | PA      | $1197864.55   | 0.04%             | 2023-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C28                              | JPMBB Commercial Mortgage Securities Trust 2015-C28                              | CUSIP: 46644FAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    54005000 | PA      | $495620.09    | 0.02%             | 2048-10-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      825000 | PA      | $771626.50    | 0.02%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                             | Brighthouse Financial Global Funding                                             | CUSIP: 10921U2D9<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |     1502000 | PA      | $1474812.57   | 0.05%             | 2023-06-28      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B33 Mortgage Trust                                                | Benchmark 2022-B33 Mortgage Trust                                                | CUSIP: 08163PAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10959500 | PA      | $1136834.41   | 0.04%             | 2055-03-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| COMM 2019-GC44 Mortgage Trust                                                    | COMM 2019-GC44 Mortgage Trust                                                    | CUSIP: 12655TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5500000 | PA      | $308842.60    | 0.01%             | 2057-08-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     6050000 | PA      | $5002503.00   | 0.16%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                              | Cushman & Wakefield US Borrower LLC                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      703533 | PA      | $700015.55    | 0.02%             | 2025-08-21      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc                                                               | Roche Holdings Inc                                                               | CUSIP: 771196BT8<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     4357000 | PA      | $4160238.27   | 0.13%             | 2025-03-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | Swedbank AB                                                                      | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |     1000000 | PA      | $970000.00    | 0.03%             | N/A             | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| PROG Holdings Inc                                                                | PROG Holdings Inc                                                                | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $3813750.00   | 0.12%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mitchell International Inc                                                       | Mitchell International Inc                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     3060000 | PA      | $2606752.80   | 0.08%             | 2029-10-15      | Floating      | 11.23%                | No            |                  2 | On Loan: No      |
| Triton Container International Ltd                                               | Triton Container International Ltd                                               | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |     2415000 | PA      | $1941587.84   | 0.06%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd                                                               | Leviathan Bond Ltd                                                               | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |     3650000 | PA      | $3590687.50   | 0.11%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448BZ0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      437000 | PA      | $406579.16    | 0.01%             | 2042-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                    | JDE Peet's NV                                                                    | CUSIP: 47216QAA1<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |     2400000 | PA      | $2216981.64   | 0.07%             | 2024-09-24      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1146000 | PA      | $923743.32    | 0.03%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2020-L4                                           | Morgan Stanley Capital I Trust 2020-L4                                           | CUSIP: 61770KAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13625665 | PA      | $878920.80    | 0.03%             | 2053-02-15      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT Corp                                                                         | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     3541000 | PA      | $3099366.48   | 0.10%             | 2031-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1559000 | PA      | $1508040.53   | 0.05%             | 2026-04-02      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| COMM 2012-CCRE1 Mortgage Trust                                                   | COMM 2012-CCRE1 Mortgage Trust                                                   | CUSIP: 12624BAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5889000 | PA      | $4311657.26   | 0.14%             | 2045-05-15      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                                                              | SVB Financial Group                                                              | CUSIP: 78486QAR2<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     2645000 | PA      | $2544492.57   | 0.08%             | 2028-04-29      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | Public Service Co of Colorado                                                    | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     1464000 | PA      | $1294748.50   | 0.04%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | Fidelity National Information Services Inc                                       | CUSIP: 31620MBZ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      968000 | PA      | $974692.50    | 0.03%             | 2052-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| William Morris Endeavor Entertainment LLC                                        | William Morris Endeavor Entertainment LLC                                        | CUSIP: N/A<br>LEI: 5493008R7J9HEQ30DZ33       | Long             | LON              | CORP              | US        |     1346643 | PA      | $1337027.62   | 0.04%             | 2025-05-16      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                                                     | Cloudera Inc                                                                     | CUSIP: N/A<br>LEI: 549300PGONC4JOI0RG62       | Long             | LON              | CORP              | US        |     1660000 | PA      | $1456650.00   | 0.05%             | 2029-10-08      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $332179.28    | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SASU                                                               | Iliad Holding SASU                                                               | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $939180.00    | 0.03%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | OneMain Finance Corp                                                             | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $1674624.00   | 0.05%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432ND3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     3224000 | PA      | $3108706.76   | 0.10%             | 2025-01-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | Boeing Co/The                                                                    | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $2958489.57   | 0.09%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| iShares Broad USD Investment Grade Corporate Bond ETF                            | iShares Broad USD Investment Grade Corporate Bond ETF                            | CUSIP: 464288620<br>LEI: 5493004QFMCNV0WLX398 | Long             | EC               | RF                | US        |     1826575 | NS      | $93593703.00  | 2.96%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Capital Funding Dollar 1 LP                                                 | HSBC Capital Funding Dollar 1 LP                                                 | CUSIP: G4637HAB4<br>LEI: 213800HMY2DB765NHE46 | Long             | DBT              | CORP              | JE        |     5300000 | PA      | $6651500.00   | 0.21%             | N/A             | Variable      | 10.18%                | No            |                  2 | On Loan: No      |
| Cincinnati Bell Inc                                                              | Cincinnati Bell Inc                                                              | CUSIP: N/A<br>LEI: 549300JYVZOCUJOHL272       | Long             | LON              | CORP              | US        |     1013560 | PA      | $1007651.08   | 0.03%             | 2028-11-23      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      461000 | PA      | $357350.95    | 0.01%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Comstock Resources Inc                                                           | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      525000 | PA      | $484312.50    | 0.02%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                  | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     3000000 | PA      | $2636250.00   | 0.08%             | N/A             | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | General Mills Inc                                                                | CUSIP: 370334CS1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      752000 | PA      | $755939.07    | 0.02%             | 2025-11-18      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Bright Bidco                                                                     | Bright Bidco                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NL        |       25267 | NS      | $415111.54    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                 | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     5275000 | PA      | $4627040.73   | 0.15%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc                                                              | Sirius XM Radio Inc                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      500000 | PA      | $428815.00    | 0.01%             | 2030-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-C5                                      | Citigroup Commercial Mortgage Trust 2018-C5                                      | CUSIP: 17291DAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $696852.20    | 0.02%             | 2051-06-10      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      908000 | PA      | $720168.00    | 0.02%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBS4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2775000 | PA      | $2697016.42   | 0.09%             | 2024-09-16      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1427000 | PA      | $1279059.88   | 0.04%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aruba Investments Holdings LLC                                                   | Aruba Investments Holdings LLC                                                   | CUSIP: N/A<br>LEI: 254900GMIYFF4FZ0A357       | Long             | LON              | CORP              | US        |     8680000 | PA      | $7797504.40   | 0.25%             | 2028-10-27      | Floating      | 12.46%                | No            |                  2 | On Loan: No      |
| Dawn Acquisitions LLC                                                            | Dawn Acquisitions LLC                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2248272 | PA      | $1441996.79   | 0.05%             | 2025-12-31      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Verscend Holding Corp                                                            | Verscend Holding Corp                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      899331 | PA      | $896759.07    | 0.03%             | 2025-08-27      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust                                                    | CUSIP: 90278MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12767000 | PA      | $1159008.69   | 0.04%             | 2052-10-15      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                 | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      625000 | PA      | $457037.50    | 0.01%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                      | United States Treasury Bill                                                      | CUSIP: 912796YA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2225000 | PA      | $2221015.85   | 0.07%             | 2023-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $991060.57    | 0.03%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOCAR Turkey Enerji AS via Steas Funding 1 DAC                                   | SOCAR Turkey Enerji AS via Steas Funding 1 DAC                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |     1800000 | PA      | $1759500.00   | 0.06%             | 2026-03-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| KKR Apple Bidco LLC                                                              | KKR Apple Bidco LLC                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     5392120 | PA      | $5284277.74   | 0.17%             | 2029-09-23      | Floating      | 10.13%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | FX Forwards                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3034.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core U.S. Aggregate Bond ETF                                             | iShares Core U.S. Aggregate Bond ETF                                             | CUSIP: 464287226<br>LEI: 549300F7VSXTKBGHJE47 | Long             | EC               | RF                | US        |      136500 | NS      | $13680030.00  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Inc                                                              | United Airlines Inc                                                              | CUSIP: N/A<br>LEI: K1OQBWM7XEOO08LDNP29       | Long             | LON              | CORP              | US        |      718924 | PA      | $717313.94    | 0.02%             | 2028-04-21      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                | Clarios Global LP                                                                | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | CA        |     1635000 | PA      | $1627119.30   | 0.05%             | 2026-04-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Cpc Acquisition Corp                                                             | Cpc Acquisition Corp                                                             | CUSIP: N/A<br>LEI: 254900UFA4AMH3PZZW32       | Long             | LON              | CORP              | US        |     5350000 | PA      | $3236750.00   | 0.10%             | 2029-01-12      | Floating      | 12.48%                | No            |                  2 | On Loan: No      |
| Gaci First Investment Co                                                         | Gaci First Investment Co                                                         | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |     1725000 | PA      | $1652329.20   | 0.05%             | 2122-10-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | Truist Financial Corp                                                            | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    12275000 | PA      | $11762089.62  | 0.37%             | N/A             | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | Toyota Motor Credit Corp                                                         | CUSIP: 89236TKL8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     1131000 | PA      | $1179961.53   | 0.04%             | 2027-11-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | Crown Castle Inc                                                                 | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $1092734.22   | 0.03%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp                                                 | Algonquin Power & Utilities Corp                                                 | CUSIP: 015857709<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EP               | CORP              | CA        |         974 | NS      | $24301.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexican Bonos                                                                    | Mexican Bonos                                                                    | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    87000000 | PA      | $4305992.94   | 0.14%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                      | Viatris Inc                                                                      | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     1418000 | PA      | $1035000.17   | 0.03%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                                  | ABG Intermediate Holdings 2 LLC                                                  | CUSIP: N/A<br>LEI: 54930020NXD0RJB64985       | Long             | LON              | CORP              | US        |     2210000 | PA      | $2023542.30   | 0.06%             | 2029-12-20      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Speedway Motorsports LLC / Speedway Funding II Inc                               | Speedway Motorsports LLC / Speedway Funding II Inc                               | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2925000 | PA      | $2730812.67   | 0.09%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2425000 | PA      | $2020146.25   | 0.06%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                                                               | Radiate Holdco LLC                                                               | CUSIP: N/A<br>LEI: 5493000GQJ5RDX9DNJ71       | Long             | LON              | CORP              | US        |      360000 | PA      | $299610.00    | 0.01%             | 2026-09-25      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      575000 | PA      | $385328.95    | 0.01%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |     2600000 | PA      | $2655250.00   | 0.08%             | 2042-05-23      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | Alphabet Inc                                                                     | CUSIP: 02079KAC1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      900000 | PA      | $837504.49    | 0.03%             | 2026-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | Zoetis Inc                                                                       | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      541000 | PA      | $553079.63    | 0.02%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Americo Life Inc                                                                 | Americo Life Inc                                                                 | CUSIP: 03060NAD2<br>LEI: 549300B5C1FRFHBYW144 | Long             | DBT              | CORP              | US        |      768000 | PA      | $605786.57    | 0.02%             | 2031-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Loyalty Ventures Inc                                                             | Loyalty Ventures Inc                                                             | CUSIP: N/A<br>LEI: 549300Q3YKVWNY6JIJ44       | Long             | LON              | CORP              | US        |     1705064 | PA      | $660712.18    | 0.02%             | 2027-11-03      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd/Digicel international Holdings Ltd             | Digicel International Finance Ltd/Digicel international Holdings Ltd             | CUSIP: 25381VAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      450000 | PA      | $387006.93    | 0.01%             | 2024-05-25      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      401000 | PA      | $318284.62    | 0.01%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                                                    | CommScope Inc                                                                    | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      525000 | PA      | $446538.75    | 0.01%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CT Trust                                                                         | CT Trust                                                                         | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |     1200000 | PA      | $1046153.71   | 0.03%             | 2032-02-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | Mastercard Inc                                                                   | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1300567.48   | 0.04%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TransDigm Inc                                                                    | CUSIP: N/A<br>LEI: 88Q84GB3X55CF5OC7582       | Long             | LON              | CORP              | US        |      442308 | PA      | $441118.41    | 0.01%             | 2025-05-30      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    10200000 | PA      | $10319340.00  | 0.33%             | N/A             | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3042592.96   | 0.10%             | 2027-05-04      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-H6                                           | Morgan Stanley Capital I Trust 2019-H6                                           | CUSIP: 61769JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2122000 | PA      | $1458424.50   | 0.05%             | 2052-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Inc                                                      | Global Medical Response Inc                                                      | CUSIP: N/A<br>LEI: 549300ZFWD4ZFCEJCQ87       | Long             | LON              | CORP              | US        |      494842 | PA      | $362471.50    | 0.01%             | 2025-03-14      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                          | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      690000 | PA      | $702361.32    | 0.02%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sotheby's                                                                        | Sotheby's                                                                        | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |     6650000 | PA      | $6387143.79   | 0.20%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Genesys Cloud Services Holdings II LLC                                           | Genesys Cloud Services Holdings II LLC                                           | CUSIP: N/A<br>LEI: 549300CVRD4OUCPHWQ42       | Long             | LON              | CORP              | US        |     2219813 | PA      | $2176815.38   | 0.07%             | 2027-12-01      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                               | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      800000 | PA      | $825032.26    | 0.03%             | 2032-10-04      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | Williams Cos Inc/The                                                             | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     2229000 | PA      | $2273746.68   | 0.07%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | Ecolab Inc                                                                       | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     1849000 | PA      | $1252156.32   | 0.04%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK38                                                                  | BANK 2021-BNK38                                                                  | CUSIP: 06540EBH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10388000 | PA      | $492686.22    | 0.02%             | 2064-12-15      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| 8th Avenue Food & Provisions Inc                                                 | 8th Avenue Food & Provisions Inc                                                 | CUSIP: N/A<br>LEI: 549300PBCACU45IZ2V05       | Long             | LON              | CORP              | US        |      327665 | PA      | $282961.60    | 0.01%             | 2025-09-19      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                                   | Wells Fargo Commercial Mortgage Trust 2017-C40                                   | CUSIP: 95000YBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4346568.00   | 0.14%             | 2050-10-15      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Gulf Finance LLC                                                                 | Gulf Finance LLC                                                                 | CUSIP: N/A<br>LEI: 549300GL13V5C6ULWJ40       | Long             | LON              | CORP              | US        |     1535985 | PA      | $1493745.37   | 0.05%             | 2026-08-25      | Floating      | 11.22%                | No            |                  2 | On Loan: No      |
| Viant Medical Holdings Inc                                                       | Viant Medical Holdings Inc                                                       | CUSIP: N/A<br>LEI: 549300E68YOWU15QSF58       | Long             | LON              | CORP              | US        |      741607 | PA      | $669033.42    | 0.02%             | 2025-07-02      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Crown UK Holdco Ltd                                                              | Crown UK Holdco Ltd                                                              | CUSIP: N/A<br>LEI: 2138005YBTL32WI3LH04       | Long             | LON              | CORP              | GB        |      563699 | PA      | $81736.36     | 0.00%             | 2023-02-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                              | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1109250.00   | 0.04%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                 | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     1652000 | PA      | $1684687.56   | 0.05%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Physician Partners LLC                                                           | Physician Partners LLC                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      182045 | PA      | $173579.51    | 0.01%             | 2028-12-26      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| JPW Industries Holding Corp                                                      | JPW Industries Holding Corp                                                      | CUSIP: 48128TAA0<br>LEI: 2549006C25X8KUBSYI24 | Long             | DBT              | CORP              | US        |     5220000 | PA      | $4658850.00   | 0.15%             | 2024-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Tencent Holdings Ltd                                                             | Tencent Holdings Ltd                                                             | CUSIP: 88032XAN4<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |      700000 | PA      | $663052.76    | 0.02%             | 2029-04-11      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Co Ltd                                                   | Country Garden Holdings Co Ltd                                                   | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |     1400000 | PA      | $959346.07    | 0.03%             | 2026-02-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings PLC                                                   | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     1153000 | PA      | $1036190.98   | 0.03%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                    | Carnival Corp                                                                    | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      600000 | PA      | $546000.00    | 0.02%             | 2026-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| BroadStreet Partners Inc                                                         | BroadStreet Partners Inc                                                         | CUSIP: N/A<br>LEI: 549300BS9N54G8DD0R75       | Long             | LON              | CORP              | US        |      359987 | PA      | $354137.68    | 0.01%             | 2027-01-27      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bond                                            | Ecuador Government International Bond                                            | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     3975000 | PA      | $1927208.75   | 0.06%             | 2035-07-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111GA5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2562891.03   | 0.08%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      793000 | PA      | $750781.73    | 0.02%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                  | CUSIP: 23636AAV3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     1899000 | PA      | $1805746.17   | 0.06%             | 2025-12-20      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC43                                    | Citigroup Commercial Mortgage Trust 2019-GC43                                    | CUSIP: 17328HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1750000 | PA      | $56130.38     | 0.00%             | 2052-11-10      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      256000 | PA      | $226520.00    | 0.01%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |       32261 | NS      | $840076.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Merlin Entertainment                                                             | Merlin Entertainment                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       27965 | PA      | $27533.69     | 0.00%             | 2026-11-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan Inc                                                    | Development Bank of Japan Inc                                                    | CUSIP: 25159MBF3<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | CORP              | JP        |     1920000 | PA      | $1818508.80   | 0.06%             | 2025-02-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339K860<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |      107004 | NS      | $2756423.04   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| John Deere Capital Corp                                                          | John Deere Capital Corp                                                          | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     1619000 | PA      | $1653295.13   | 0.05%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NFP Corp                                                                         | NFP Corp                                                                         | CUSIP: 65342RAE0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1483641.00   | 0.05%             | 2028-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare LLC                                                           | Aveanna Healthcare LLC                                                           | CUSIP: N/A<br>LEI: 5493006D6JRLPIY8YV18       | Long             | LON              | CORP              | US        |     7640000 | PA      | $4889600.00   | 0.15%             | 2029-12-09      | Floating      | 11.71%                | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                           | AmerisourceBergen Corp                                                           | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      540000 | PA      | $516144.19    | 0.02%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Principal Government Money Market Fund - Class R-6                               | Principal Government Money Market Fund - Class R-6                               | CUSIP: 74257B639<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   141849191 | NS      | $141849190.89 | 4.48%             |  |  |  | No            |                  1 | On Loan: No      |
| NAI Entertainment Holdings LLC                                                   | NAI Entertainment Holdings LLC                                                   | CUSIP: N/A<br>LEI: GZUKC3HJWQRZFI3N4M23       | Long             | LON              | CORP              | US        |     3052713 | PA      | $2900077.54   | 0.09%             | 2025-05-08      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | Diamondback Energy Inc                                                           | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     1653000 | PA      | $1371164.87   | 0.04%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                       | Avis Budget Car Rental LLC                                                       | CUSIP: N/A<br>LEI: XN8R4HH1TVC1XOCL5P21       | Long             | LON              | CORP              | US        |      443674 | PA      | $442564.39    | 0.01%             | 2029-03-16      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc                                                                 | Arches Buyer Inc                                                                 | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     2038000 | PA      | $1716525.88   | 0.05%             | 2028-12-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     2408000 | PA      | $1976696.28   | 0.06%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co Inc                                                       | Allegion US Holding Co Inc                                                       | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |      867000 | PA      | $881999.56    | 0.03%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C43                                   | Wells Fargo Commercial Mortgage Trust 2018-C43                                   | CUSIP: 95001LAA0<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |     6613750 | PA      | $433449.96    | 0.01%             | 2051-03-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| RH                                                                               | RH                                                                               | CUSIP: N/A<br>LEI: 5493008MTS3OGGMHGK69       | Long             | LON              | CORP              | US        |      393485 | PA      | $377828.26    | 0.01%             | 2028-10-20      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Freeport LNG Investments LLLP                                                    | Freeport LNG Investments LLLP                                                    | CUSIP: N/A<br>LEI: 549300LR5YVRZH4YPQ33       | Long             | LON              | CORP              | US        |     1277548 | PA      | $1238685.27   | 0.04%             | 2026-11-17      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications / Midcontinent Finance Corp                          | Midcontinent Communications / Midcontinent Finance Corp                          | CUSIP: 59565XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      414000 | PA      | $390000.63    | 0.01%             | 2027-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                                                       | Mattel Inc                                                                       | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1167920.00   | 0.04%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Viasat Inc                                                                       | Viasat Inc                                                                       | CUSIP: N/A<br>LEI: UFC8NYMNFSYIHNSM2I38       | Long             | LON              | CORP              | US        |      248750 | PA      | $248205.24    | 0.01%             | 2029-02-23      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                                | Hormel Foods Corp                                                                | CUSIP: 440452AG5<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     1913000 | PA      | $1814122.21   | 0.06%             | 2024-06-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | Hungary Government Bond                                                          | CUSIP: ZP3151286<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   600000000 | PA      | $1681482.78   | 0.05%             | 2027-04-22      | Floating      | 16.03%                | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | Merck & Co Inc                                                                   | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1128869.61   | 0.04%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| 1MDB Global Investments Ltd                                                      | 1MDB Global Investments Ltd                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | VG        |      400000 | PA      | $392702.25    | 0.01%             | 2023-03-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | Pfizer Inc                                                                       | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3078128.40   | 0.10%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                  | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     3700000 | PA      | $3743297.53   | 0.12%             | 2030-02-12      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B14 Mortgage Trust                                                | Benchmark 2019-B14 Mortgage Trust                                                | CUSIP: 08162YAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14907500 | PA      | $1017341.47   | 0.03%             | 2062-12-15      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| Infinite Bidco LLC                                                               | Infinite Bidco LLC                                                               | CUSIP: N/A<br>LEI: 549300GLV0VRADA9LI65       | Long             | LON              | CORP              | US        |     4850000 | PA      | $4340750.00   | 0.14%             | 2029-02-24      | Floating      | 11.73%                | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                               | CUSIP: 22534PAC7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     2481000 | PA      | $2532956.36   | 0.08%             | 2028-07-12      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Open Text Corp                                                                   | Open Text Corp                                                                   | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     1300000 | PA      | $1129648.00   | 0.04%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | Caterpillar Financial Services Corp                                              | CUSIP: 14913R2U0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     1676000 | PA      | $1538290.79   | 0.05%             | 2027-01-08      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| Elevance Health Inc                                                              | Elevance Health Inc                                                              | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      626000 | PA      | $712520.11    | 0.02%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2425000 | PA      | $2238378.06   | 0.07%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                              | NuStar Logistics LP                                                              | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1204062.50   | 0.04%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | Halliburton Co                                                                   | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     1256000 | PA      | $1162657.36   | 0.04%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Argentum Netherlands BV for Swiss Re Ltd                                         | Argentum Netherlands BV for Swiss Re Ltd                                         | CUSIP: N/A<br>LEI: 724500RPEZI5VVQQWE89       | Long             | DBT              | CORP              | NL        |     3000000 | PA      | $2940000.00   | 0.09%             | 2050-08-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                             | LXP Industrial Trust                                                             | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |      828000 | PA      | $651572.59    | 0.02%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | Canadian National Railway Co                                                     | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      883000 | PA      | $838901.08    | 0.03%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | Wells Fargo Bank NA                                                              | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |      600000 | PA      | $692086.16    | 0.02%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Viasat Inc                                                                       | Viasat Inc                                                                       | CUSIP: 92552VAK6<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     4550000 | PA      | $4277000.00   | 0.14%             | 2025-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK Partners LP                                                                | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     3238000 | PA      | $3430257.38   | 0.11%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | Telefonica Emisiones SA                                                          | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     1757000 | PA      | $1488648.31   | 0.05%             | 2048-03-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | Caterpillar Financial Services Corp                                              | CUSIP: 14913R3B1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     1295000 | PA      | $1312297.79   | 0.04%             | 2026-01-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                     | Hess Midstream Operations LP                                                     | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1050000 | PA      | $979240.50    | 0.03%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                                                                          | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      800000 | PA      | $769730.39    | 0.02%             | 2027-09-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C45                                   | Wells Fargo Commercial Mortgage Trust 2018-C45                                   | CUSIP: 95001NAA6<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |     2646750 | PA      | $221603.64    | 0.01%             | 2051-06-15      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                               | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1482000 | PA      | $1350161.43   | 0.04%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B5 Mortgage Trust                                                 | Benchmark 2018-B5 Mortgage Trust                                                 | CUSIP: 08160BAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4500000 | PA      | $3227851.35   | 0.10%             | 2051-07-15      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3055000 | PA      | $2767613.71   | 0.09%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Intrado Corp                                                                     | Intrado Corp                                                                     | CUSIP: N/A<br>LEI: 5493005Z5DB0O5S30R71       | Long             | LON              | CORP              | US        |      769088 | PA      | $720058.30    | 0.02%             | 2024-10-10      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Pactiv Evergreen Group Holdings Inc                                              | Pactiv Evergreen Group Holdings Inc                                              | CUSIP: N/A<br>LEI: 5493002QNV81KCX40V06       | Long             | LON              | CORP              | US        |      359987 | PA      | $358187.51    | 0.01%             | 2028-09-22      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      756000 | PA      | $762310.51    | 0.02%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                             | Prime Security Services Borrower LLC                                             | CUSIP: N/A<br>LEI: 549300O6QPZVWXV2DC15       | Long             | LON              | CORP              | US        |     3774591 | PA      | $3769495.06   | 0.12%             | 2026-09-23      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                        | CUSIP: 037833BK5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      850000 | PA      | $961075.43    | 0.03%             | 2042-07-31      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Zurn LLC                                                                         | Zurn LLC                                                                         | CUSIP: N/A<br>LEI: 549300XLZXRC2KJ6VK87       | Long             | LON              | CORP              | US        |      591636 | PA      | $590748.23    | 0.02%             | 2028-10-04      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| COMM 2012-CCRE1 Mortgage Trust                                                   | COMM 2012-CCRE1 Mortgage Trust                                                   | CUSIP: 12624BAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13993000 | PA      | $8791752.92   | 0.28%             | 2045-05-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | Booking Holdings Inc                                                             | CUSIP: 741503AZ9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1166450.71   | 0.04%             | 2026-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | Marriott International Inc/MD                                                    | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     2766000 | PA      | $2443913.49   | 0.08%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     6050000 | PA      | $5282497.00   | 0.17%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                         | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     3360000 | PA      | $3258367.26   | 0.10%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                      | Asurion LLC                                                                      | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |      579815 | PA      | $546777.47    | 0.02%             | 2027-07-31      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2032000 | PA      | $1428074.14   | 0.05%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP Capital Markets America Inc                                                   | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     3951000 | PA      | $3836350.91   | 0.12%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                     | CUSIP: 64952WEG4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2461755.00   | 0.08%             | 2031-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      842000 | PA      | $813599.05    | 0.03%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Loxam SAS                                                                        | Loxam SAS                                                                        | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |      249547 | PA      | $257512.30    | 0.01%             | 2025-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2020-L4                                           | Morgan Stanley Capital I Trust 2020-L4                                           | CUSIP: 61770KAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $1912754.10   | 0.06%             | 2053-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings Inc                               | Element Materials Technology Group US Holdings Inc                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      136842 | PA      | $135531.16    | 0.00%             | 2029-04-12      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                  | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1057576.47   | 0.03%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                 | CUSIP: N/A<br>LEI: XSGZFLO9YTNO9VCQV219       | Long             | DBT              | CORP              | US        |      500000 | PA      | $459666.90    | 0.01%             | 2031-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Seattle SpinCo Inc                                                               | Seattle SpinCo Inc                                                               | CUSIP: N/A<br>LEI: 213800AAQDP1DDU8BK05       | Long             | LON              | CORP              | US        |      343269 | PA      | $341982.20    | 0.01%             | 2027-02-28      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| State Agency of Roads of Ukraine                                                 | State Agency of Roads of Ukraine                                                 | CUSIP: N/A<br>LEI: 254900FGEO8P5USHG994       | Long             | DBT              | NUSS              | UA        |     2600000 | PA      | $464568.00    | 0.01%             | 2030-06-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7007000.00   | 0.22%             | N/A             | Variable      | 6.13%                 | No            |                  2 | On Loan: —       |
| Benchmark 2019-B12 Mortgage Trust                                                | Benchmark 2019-B12 Mortgage Trust                                                | CUSIP: 08162FAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13870000 | PA      | $771209.45    | 0.02%             | 2052-08-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | International Business Machines Corp                                             | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      800000 | PA      | $854459.09    | 0.03%             | 2039-11-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX Corp                                                                        | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     1416000 | PA      | $1337620.24   | 0.04%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd                                                                  | SkyMiles IP Ltd                                                                  | CUSIP: N/A<br>LEI: 2549008L7P4I8VB90936       | Long             | LON              | CORP              | KY        |     1753700 | PA      | $1811800.08   | 0.06%             | 2027-09-16      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| Altice France SA/France                                                          | Altice France SA/France                                                          | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |     1428935 | PA      | $1375350.23   | 0.04%             | 2026-08-14      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | Home Depot Inc/The                                                               | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      900000 | PA      | $867624.71    | 0.03%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | Regions Financial Corp                                                           | CUSIP: 7591EPAR1<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     2425000 | PA      | $2408720.90   | 0.08%             | N/A             | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Evergy Missouri West Inc                                                         | Evergy Missouri West Inc                                                         | CUSIP: 30037FAA8<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |      544000 | PA      | $552975.43    | 0.02%             | 2027-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C5                                       | Barclays Commercial Mortgage Trust 2019-C5                                       | CUSIP: 05492JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14866000 | PA      | $1008719.05   | 0.03%             | 2052-11-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $992255.44    | 0.03%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                                    | UBS AG/London                                                                    | CUSIP: 902674YU8<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     2000000 | PA      | $1875618.70   | 0.06%             | 2025-01-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc                                                               | Central Parent Inc                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      738000 | PA      | $735926.22    | 0.02%             | 2029-06-07      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                            | CUSIP: 04685A3D1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     2671000 | PA      | $2332988.48   | 0.07%             | 2026-10-02      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC17                 | JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC17                 | CUSIP: 46630EAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4018919 | PA      | $2889263.62   | 0.09%             | 2043-12-12      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | Verizon Communications Inc                                                       | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1761000 | PA      | $1147647.80   | 0.04%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB Bank ASA                                                                     | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |     5000000 | PA      | $4743750.00   | 0.15%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                     | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     1214000 | PA      | $1098670.00   | 0.03%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2162000 | PA      | $2015931.02   | 0.06%             | 2025-09-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2018-GS9                                            | GS Mortgage Securities Trust 2018-GS9                                            | CUSIP: 36255NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8353000 | PA      | $473300.19    | 0.01%             | 2051-03-10      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                         | iHeartCommunications Inc                                                         | CUSIP: N/A<br>LEI: 54930076J6KDZL504O62       | Long             | LON              | CORP              | US        |     1907000 | PA      | $1875210.31   | 0.06%             | 2026-05-01      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                                                  | Trans Union LLC                                                                  | CUSIP: N/A<br>LEI: X8NPN6PWJOM1QCTYFV34       | Long             | LON              | CORP              | US        |      538287 | PA      | $534922.59    | 0.02%             | 2026-11-13      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                                                   | Core & Main LP                                                                   | CUSIP: N/A<br>LEI: 549300ZSLF8Q660SCD17       | Long             | LON              | CORP              | US        |      898672 | PA      | $894457.26    | 0.03%             | 2028-07-27      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3421000 | PA      | $2570293.50   | 0.08%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $448590.00    | 0.01%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TransDigm Inc                                                                    | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1082592.00   | 0.03%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc                                                           | AI Aqua Merger Sub Inc                                                           | CUSIP: N/A<br>LEI: 5493005QMH1D47U26R45       | Long             | LON              | CORP              | US        |       84129 | PA      | $82341.47     | 0.00%             | 2028-07-31      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                      | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $9660000.00   | 0.31%             | 2068-04-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co JSC                                                      | KazMunayGas National Co JSC                                                      | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |     2550000 | PA      | $2351874.69   | 0.07%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                   | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      632000 | PA      | $566720.39    | 0.02%             | 2027-01-13      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 2                                                            | Scentre Group Trust 2                                                            | CUSIP: 76025LAA2<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              | CORP              | AU        |     1400000 | PA      | $1306372.66   | 0.04%             | 2080-09-24      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Dexko Global Inc                                                                 | Dexko Global Inc                                                                 | CUSIP: N/A<br>LEI: 549300SMZ4OV1KBH1M19       | Long             | LON              | CORP              | US        |      360250 | PA      | $332017.21    | 0.01%             | 2028-10-04      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corp/The                                                        | Dun & Bradstreet Corp/The                                                        | CUSIP: N/A<br>LEI: RI37BMPWE56BCJ747E14       | Long             | LON              | CORP              | US        |      874686 | PA      | $872341.86    | 0.03%             | 2026-02-06      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TransDigm Inc                                                                    | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     7105000 | PA      | $6785103.34   | 0.21%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Perrigo Investments LLC                                                          | Perrigo Investments LLC                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |      389045 | PA      | $389531.31    | 0.01%             | 2029-04-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1124229.70   | 0.04%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | Apple Inc                                                                        | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1143000 | PA      | $811969.37    | 0.03%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3130000 | PA      | $3070884.03   | 0.10%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions Inc                                                    | CCC Intelligent Solutions Inc                                                    | CUSIP: N/A<br>LEI: 5493006JEEL9RIWY5T17       | Long             | LON              | CORP              | US        |      360000 | PA      | $358740.00    | 0.01%             | 2028-09-21      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9392600 | PA      | $8093779.53   | 0.26%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK40                                                                  | BANK 2022-BNK40                                                                  | CUSIP: 06541LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7663000 | PA      | $454674.14    | 0.01%             | 2064-03-15      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE Energy Co                                                                    | CUSIP: 233331818<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |        6005 | NS      | $123042.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benin Government International Bond                                              | Benin Government International Bond                                              | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |     1525000 | PA      | $1301449.17   | 0.04%             | 2032-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | Southern California Edison Co                                                    | CUSIP: 842400HB2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     4559000 | PA      | $4354915.32   | 0.14%             | 2024-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                 | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      441000 | PA      | $392390.98    | 0.01%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DTI Holdco Inc                                                                   | DTI Holdco Inc                                                                   | CUSIP: N/A<br>LEI: 549300QQVMUL3P8XVJ27       | Long             | LON              | CORP              | US        |      905875 | PA      | $860581.25    | 0.03%             | 2029-04-26      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital UK PLC                                           | GSK Consumer Healthcare Capital UK PLC                                           | CUSIP: 36264NAB0<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |     1160000 | PA      | $1115775.23   | 0.04%             | 2025-03-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC / Prime Finance Inc                         | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1240000 | PA      | $1176016.00   | 0.04%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Silgan Holdings Inc                                                              | Silgan Holdings Inc                                                              | CUSIP: N/A<br>LEI: KAF673KJXD92C8KSLU49       | Long             | DBT              | CORP              | US        |      600000 | PA      | $637390.36    | 0.02%             | 2025-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B1 Mortgage Trust                                                 | Benchmark 2018-B1 Mortgage Trust                                                 | CUSIP: 08162PAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12667000 | PA      | $633267.66    | 0.02%             | 2051-01-15      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                              | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3650000 | PA      | $2865395.27   | 0.09%             | 2035-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                       | DaVita Inc                                                                       | CUSIP: N/A<br>LEI: M2XHYMU3TZNEZURC6H66       | Long             | LON              | CORP              | US        |      184051 | PA      | $181750.64    | 0.01%             | 2026-08-12      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Klabin Austria GmbH                                                              | Klabin Austria GmbH                                                              | CUSIP: N/A<br>LEI: 984500578YEA8DD41B09       | Long             | DBT              | CORP              | AT        |      750000 | PA      | $759000.00    | 0.02%             | 2049-04-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      941000 | PA      | $957607.67    | 0.03%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | Berkshire Hathaway Finance Corp                                                  | CUSIP: N/A<br>LEI: 549300RLHFT5RU20WM87       | Long             | DBT              | CORP              | US        |      700000 | PA      | $580991.46    | 0.02%             | 2059-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | Nucor Corp                                                                       | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |      693000 | PA      | $616824.09    | 0.02%             | 2032-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P Global Inc                                                                   | CUSIP: 78409VBB9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     1874000 | PA      | $1698536.87   | 0.05%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Adani Electricity Mumbai Ltd                                                     | Adani Electricity Mumbai Ltd                                                     | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |     3388000 | PA      | $2527564.85   | 0.08%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                               | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     1300000 | PA      | $1275589.67   | 0.04%             | 2028-02-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                   | CUSIP: 09659W2Q6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $622259.86    | 0.02%             | 2027-06-30      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer Inc                                                         | Zelis Payments Buyer Inc                                                         | CUSIP: N/A<br>LEI: 549300U8NGLZN5R1Y309       | Long             | LON              | CORP              | US        |      711204 | PA      | $708949.04    | 0.02%             | 2026-09-30      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| ASP Unifrax Holdings Inc                                                         | ASP Unifrax Holdings Inc                                                         | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |      875000 | PA      | $749681.92    | 0.02%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                    | CUSIP: 29278GAC2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      683000 | PA      | $582205.13    | 0.02%             | 2047-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co                                           | Massachusetts Mutual Life Insurance Co                                           | CUSIP: 575767AQ1<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |      650000 | PA      | $497610.36    | 0.02%             | 2050-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Select Medical Corp                                                              | Select Medical Corp                                                              | CUSIP: N/A<br>LEI: 549300X05KS0JKR8CB50       | Long             | LON              | CORP              | US        |     2809000 | PA      | $2790263.97   | 0.09%             | 2025-03-06      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3303000 | PA      | $2862058.29   | 0.09%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                              | Nestle Holdings Inc                                                              | CUSIP: 641062AE4<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     2519000 | PA      | $2467159.63   | 0.08%             | 2025-09-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Specialty Steel                                                                  | Specialty Steel                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    41564000 | PA      | $41564000.00  | 1.31%             | 2026-11-15      | Fixed         | 15.14%                | Yes           |                  3 | On Loan: No      |
| Ziggo Bond Co BV                                                                 | Ziggo Bond Co BV                                                                 | CUSIP: 98954UAB9<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |      850000 | PA      | $803913.00    | 0.03%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA Corp                                                                         | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     1210000 | PA      | $1214733.36   | 0.04%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| XPO Inc                                                                          | XPO Inc                                                                          | CUSIP: N/A<br>LEI: 54930096DB9LCLPN7H13       | Long             | LON              | CORP              | US        |      250000 | PA      | $249022.50    | 0.01%             | 2025-02-24      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| KBR Inc                                                                          | KBR Inc                                                                          | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |     2125000 | PA      | $1918539.17   | 0.06%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | Progressive Corp/The                                                             | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2708573.10   | 0.09%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gogo Intermediate Holdings LLC                                                   | Gogo Intermediate Holdings LLC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      718950 | PA      | $717792.25    | 0.02%             | 2028-04-28      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Transnet SOC Ltd                                                                 | Transnet SOC Ltd                                                                 | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |     1500000 | PA      | $1503750.00   | 0.05%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bond                                        | El Salvador Government International Bond                                        | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |     3938000 | PA      | $1895538.19   | 0.06%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                | CUSIP: N/A<br>LEI: 549300G0CFPGEF6X2043       | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1394068.53   | 0.04%             | 2035-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Michaels Cos Inc/The                                                             | Michaels Cos Inc/The                                                             | CUSIP: N/A<br>LEI: 549300H9LWMBP7HYLR98       | Long             | LON              | CORP              | US        |      233813 | PA      | $214378.59    | 0.01%             | 2028-04-15      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Viasat Inc                                                                       | Viasat Inc                                                                       | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     2330000 | PA      | $1869871.60   | 0.06%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CoBank ACB                                                                       | CoBank ACB                                                                       | CUSIP: 19075Q862<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | USGSE             | US        |        7000 | NS      | $693000.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwestern Energy Co                                                           | Southwestern Energy Co                                                           | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |      700000 | PA      | $617064.00    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                                  | Gen Digital Inc                                                                  | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1319890.00   | 0.04%             | 2030-09-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Kohl's Corp                                                                      | Kohl's Corp                                                                      | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |      957000 | PA      | $629206.57    | 0.02%             | 2045-07-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                                 | Enstar Group Ltd                                                                 | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     1732000 | PA      | $1338141.61   | 0.04%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Altar Bidco Inc                                                                  | Altar Bidco Inc                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     3570000 | PA      | $3132675.00   | 0.10%             | 2030-02-01      | Floating      | 10.51%                | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                         | CUSIP: 539439AG4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     2533000 | PA      | $2514230.47   | 0.08%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | Visa Inc                                                                         | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1162737.64   | 0.04%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     1360000 | PA      | $1367811.13   | 0.04%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B17 Mortgage Trust                                                | Benchmark 2020-B17 Mortgage Trust                                                | CUSIP: 08162MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12580000 | PA      | $934668.84    | 0.03%             | 2053-03-15      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                                | Kimco Realty Corp                                                                | CUSIP: 49446R711<br>LEI: 549300EA7I6T15IBYS12 | Long             | EP               | CORP              | US        |        6409 | NS      | $151508.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | Mizuho Financial Group Inc                                                       | CUSIP: 60687YAZ2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      930000 | PA      | $886247.58    | 0.03%             | 2025-09-13      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | Pacific Gas and Electric Co                                                      | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      554000 | PA      | $401815.47    | 0.01%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                                               | Clear Channel Outdoor Holdings Inc                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     3411398 | PA      | $3239224.80   | 0.10%             | 2026-08-07      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3428000 | PA      | $3497497.35   | 0.11%             | 2027-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp                                                            | Playtika Holding Corp                                                            | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $4314726.00   | 0.14%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp                                                               | Alcon Finance Corp                                                               | CUSIP: 01400EAF0<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |      801000 | PA      | $866530.05    | 0.03%             | 2052-12-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| McAfee Corp                                                                      | McAfee Corp                                                                      | CUSIP: N/A<br>LEI: 2549009UKR8UEZYVCR93       | Long             | LON              | CORP              | US        |      939896 | PA      | $885269.53    | 0.03%             | 2029-03-01      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | Verizon Communications Inc                                                       | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     2318000 | PA      | $1716397.71   | 0.05%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | Ally Financial Inc                                                               | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     1165000 | PA      | $1157839.15   | 0.04%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banco do Brasil SA/Cayman                                                        | Banco do Brasil SA/Cayman                                                        | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | DBT              | CORP              | BR        |     3075000 | PA      | $2789361.99   | 0.09%             | N/A             | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2019-COR5                             | JPMCC Commercial Mortgage Securities Trust 2019-COR5                             | CUSIP: 46591EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8500000 | PA      | $747225.65    | 0.02%             | 2052-06-13      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| Cabot Corp                                                                       | Cabot Corp                                                                       | CUSIP: 127055AM3<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |     1104000 | PA      | $1076215.39   | 0.03%             | 2032-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TransDigm Inc                                                                    | CUSIP: N/A<br>LEI: 88Q84GB3X55CF5OC7582       | Long             | LON              | CORP              | US        |      495929 | PA      | $494634.35    | 0.02%             | 2025-12-09      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      573000 | PA      | $486254.85    | 0.02%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc                                                  | Kronos Acquisition Holdings Inc                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      440000 | PA      | $427055.20    | 0.01%             | 2026-12-22      | Floating      | 9.40%                 | No            |                  2 | On Loan: No      |
| Wheel Pros Inc                                                                   | Wheel Pros Inc                                                                   | CUSIP: 96289WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3470000 | PA      | $1387164.60   | 0.04%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      805000 | PA      | $622703.94    | 0.02%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bright Bidco BV                                                                  | Bright Bidco BV                                                                  | CUSIP: N/A<br>LEI: 549300IL6Q1JWU688H15       | Long             | LON              | CORP              | NL        |      736788 | PA      | $637550.12    | 0.02%             | 2027-10-31      | Floating      | 12.09%                | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | Verizon Communications Inc                                                       | CUSIP: 92343VFG4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $657630.30    | 0.02%             | 2030-05-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | Nutrien Ltd                                                                      | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      788000 | PA      | $811639.64    | 0.03%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc                                                           | AI Aqua Merger Sub Inc                                                           | CUSIP: N/A<br>LEI: 5493005QMH1D47U26R45       | Long             | LON              | CORP              | US        |      975945 | PA      | $955206.02    | 0.03%             | 2028-07-31      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                | Expedia Group Inc                                                                | CUSIP: 30212PBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      712000 | PA      | $599494.92    | 0.02%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                                           | GSK Consumer Healthcare Capital US LLC                                           | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     1595000 | PA      | $1333609.10   | 0.04%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                             | LifePoint Health Inc                                                             | CUSIP: N/A<br>LEI: 549300G8ZVHRTBBBSZ90       | Long             | LON              | CORP              | US        |     2113990 | PA      | $2051162.04   | 0.06%             | 2025-11-17      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Belron Finance                                                                   | Belron Finance                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      539347 | PA      | $538446.21    | 0.02%             | 2026-10-30      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Transocean Inc                                                                   | Transocean Inc                                                                   | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      825000 | PA      | $850575.00    | 0.03%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| ProGroup AG                                                                      | ProGroup AG                                                                      | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |     1150000 | PA      | $1167415.53   | 0.04%             | 2026-03-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Cameroon International Bond                                          | Republic of Cameroon International Bond                                          | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |     1800000 | PA      | $1490518.35   | 0.05%             | 2032-07-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Group LLC                                                         | Diamond Sports Group LLC                                                         | CUSIP: N/A<br>LEI: 5493002K6DHWNZH8YA34       | Long             | LON              | CORP              | US        |     2475000 | PA      | $186664.50    | 0.01%             | 2026-08-24      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                              | Altice Financing SA                                                              | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |      900000 | PA      | $765261.00    | 0.02%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668BS0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     1616000 | PA      | $1577342.68   | 0.05%             | 2027-06-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                         | Virgin Media Bristol LLC                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      545000 | PA      | $541664.60    | 0.02%             | 2028-01-31      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Hertz Corp/The                                                                   | Hertz Corp/The                                                                   | CUSIP: N/A<br>LEI: 549300PD0C69OJ0NLB27       | Long             | LON              | CORP              | US        |     1464661 | PA      | $1457001.04   | 0.05%             | 2028-06-14      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1252000 | PA      | $1247414.52   | 0.04%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4262500.00   | 0.13%             | N/A             | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| ASP LS Acquisition Corp                                                          | ASP LS Acquisition Corp                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     6650000 | PA      | $4123000.00   | 0.13%             | 2029-04-30      | Floating      | 12.23%                | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust Inc                                                    | Blackstone Mortgage Trust Inc                                                    | CUSIP: N/A<br>LEI: 549300OLDJ20R2Y2UW20       | Long             | LON              | CORP              | US        |      718770 | PA      | $708886.75    | 0.02%             | 2026-04-23      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO Bank NV                                                                 | CUSIP: 00084DAL4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     2800000 | PA      | $2728460.00   | 0.09%             | 2026-04-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                     | AES Corp/The                                                                     | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      829000 | PA      | $685381.03    | 0.02%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | Union Pacific Corp                                                               | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1616703.50   | 0.05%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      563000 | PA      | $575056.54    | 0.02%             | 2025-11-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                                    | United Wholesale Mortgage LLC                                                    | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2291590.57   | 0.07%             | 2025-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C15 Commercial Mortgage Trust                                         | CSAIL 2019-C15 Commercial Mortgage Trust                                         | CUSIP: 22945DAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3980500 | PA      | $373349.01    | 0.01%             | 2052-03-15      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | Corning Inc                                                                      | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2254800.70   | 0.07%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc                                                             | Crown Finance US Inc                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1490667 | PA      | $245781.25    | 0.01%             | 2025-02-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                              | Delta Air Lines Inc                                                              | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $884900.00    | 0.03%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Tecta America Corp                                                               | Tecta America Corp                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2100000 | PA      | $1942500.00   | 0.06%             | 2029-04-09      | Floating      | 12.94%                | No            |                  2 | On Loan: No      |
| Gates Global LLC                                                                 | Gates Global LLC                                                                 | CUSIP: N/A<br>LEI: 549300XI79MQJV13DW27       | Long             | LON              | CORP              | US        |     1796232 | PA      | $1787933.24   | 0.06%             | 2027-03-31      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | Verizon Communications Inc                                                       | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     2007000 | PA      | $1615492.83   | 0.05%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading SARL                                                | MC Brazil Downstream Trading SARL                                                | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |       33746 | PA      | $29435.94     | 0.00%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WestJet Airlines Ltd                                                             | WestJet Airlines Ltd                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |     3468626 | PA      | $3323603.03   | 0.10%             | 2026-12-11      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Venezuela Government International Bond                                          | Venezuela Government International Bond                                          | CUSIP: P97475AN0<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    15700600 | PA      | $942036.00    | 0.03%             | 2019-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                    | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     1147000 | PA      | $1050191.97   | 0.03%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC43                                    | Citigroup Commercial Mortgage Trust 2019-GC43                                    | CUSIP: 17328HAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $3266405.50   | 0.10%             | 2052-11-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dornoch Debt Merger Sub Inc                                                      | Dornoch Debt Merger Sub Inc                                                      | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5530000 | PA      | $4152138.95   | 0.13%             | 2029-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano                                                        | Telecom Italia SpA/Milano                                                        | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |      300000 | PA      | $254092.02    | 0.01%             | 2055-03-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bond                                            | Nigeria Government International Bond                                            | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     1725000 | PA      | $1434144.30   | 0.05%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                     | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2000000 | PA      | $1797800.00   | 0.06%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     1064000 | PA      | $908478.82    | 0.03%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                        | Ivory Coast Government International Bond                                        | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |     1750000 | PA      | $1605333.54   | 0.05%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                    | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1552134.00   | 0.05%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                                | Benchmark 2020-B16 Mortgage Trust                                                | CUSIP: 08161NAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7615000 | PA      | $454942.95    | 0.01%             | 2053-02-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| PDC Energy Inc                                                                   | PDC Energy Inc                                                                   | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1160556.00   | 0.04%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                     | US Foods Inc                                                                     | CUSIP: N/A<br>LEI: 5493000JOOFAOUY1JZ87       | Long             | LON              | CORP              | US        |      798060 | PA      | $798395.63    | 0.03%             | 2028-11-22      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | Netflix Inc                                                                      | CUSIP: 64110LAN6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1151450.80   | 0.04%             | 2026-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP Capital Markets America Inc                                                   | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     2340000 | PA      | $1708439.80   | 0.05%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC/NV                                                    | Fertitta Entertainment LLC/NV                                                    | CUSIP: N/A<br>LEI: 984500A0805D8V551D35       | Long             | LON              | CORP              | US        |     3131413 | PA      | $3091832.12   | 0.10%             | 2029-01-13      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                          | Sasol Financing USA LLC                                                          | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     2475000 | PA      | $2159437.50   | 0.07%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                       | Air Canada                                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     2425000 | PA      | $2243118.11   | 0.07%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Security Benefit Global Funding                                                  | Security Benefit Global Funding                                                  | CUSIP: 81412DAA1<br>LEI: 5493003C0JW6BY7YFF93 | Long             | DBT              | CORP              | US        |     1343000 | PA      | $1269464.87   | 0.04%             | 2024-05-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC26                                           | GS Mortgage Securities Trust 2014-GC26                                           | CUSIP: 36250HAN3<br>LEI: 549300V3F4KBEWHAZP46 | Long             | ABS-MBS          | CORP              | US        |    29811000 | PA      | $556869.48    | 0.02%             | 2047-11-10      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| FleetCor Technologies Operating Co LLC                                           | FleetCor Technologies Operating Co LLC                                           | CUSIP: N/A<br>LEI: 549300FKKKZCXLK48427       | Long             | LON              | CORP              | US        |      898827 | PA      | $895312.45    | 0.03%             | 2028-04-28      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Virgin Media Finance PLC                                                         | Virgin Media Finance PLC                                                         | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |     3825000 | PA      | $3210666.75   | 0.10%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                          | CUSIP: 233853AH3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      260000 | PA      | $212687.69    | 0.01%             | 2031-12-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                                | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      400000 | PA      | $352000.00    | 0.01%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | Weyerhaeuser Co                                                                  | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     1111000 | PA      | $924526.12    | 0.03%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | Czech Republic Government Bond                                                   | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    36100000 | PA      | $1445003.56   | 0.05%             | 2026-06-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Talanx AG                                                                        | Talanx AG                                                                        | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | DBT              | CORP              | DE        |     2000000 | PA      | $1908157.94   | 0.06%             | 2047-12-05      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Insulet Corp                                                                     | Insulet Corp                                                                     | CUSIP: N/A<br>LEI: 549300TZTYD2PYN92D43       | Long             | LON              | CORP              | US        |      718950 | PA      | $717605.32    | 0.02%             | 2028-05-04      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                              | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $935566.46    | 0.03%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-H3                                           | Morgan Stanley Capital I Trust 2018-H3                                           | CUSIP: 61767YAA8<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     7681750 | PA      | $601000.15    | 0.02%             | 2051-07-15      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Co Ltd                                                   | Country Garden Holdings Co Ltd                                                   | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |      200000 | PA      | $129832.34    | 0.00%             | 2026-07-12      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FX Forwards                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-14839.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                     | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     5825000 | PA      | $5591650.50   | 0.18%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Co Ltd                                                   | Country Garden Holdings Co Ltd                                                   | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |      300000 | PA      | $227957.88    | 0.01%             | 2025-05-27      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| iShares iBoxx High Yield Corporate Bond ETF                                      | iShares iBoxx High Yield Corporate Bond ETF                                      | CUSIP: 464288513<br>LEI: N/A                  | Long             | EC               | RF                | US        |      212925 | NS      | $16252565.25  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Bank                                                               | First Horizon Bank                                                               | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |     3825000 | PA      | $3875077.55   | 0.12%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                              | CUSIP: 83367TBV0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1750000 | PA      | $1740567.50   | 0.05%             | N/A             | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Valley National Bancorp                                                          | Valley National Bancorp                                                          | CUSIP: 919794206<br>LEI: 549300ET52S1UBIB9762 | Long             | EP               | CORP              | US        |      119410 | NS      | $2972114.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1162000 | PA      | $1206784.14   | 0.04%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| BankUnited Inc                                                                   | BankUnited Inc                                                                   | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |     2049000 | PA      | $1988210.58   | 0.06%             | 2030-06-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46625HJQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6158000 | PA      | $6220072.64   | 0.20%             | N/A             | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                              | LBM Acquisition LLC                                                              | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     2125000 | PA      | $1615000.00   | 0.05%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1500000 | PA      | $1437304.68   | 0.05%             | 2027-05-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     3300000 | PA      | $3360390.83   | 0.11%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      856000 | PA      | $836445.87    | 0.03%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | Capital One Financial Corp                                                       | CUSIP: 14040H782<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |       18347 | NS      | $381617.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                                                        | Occidental Petroleum Corp                                                        | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1130502.25   | 0.04%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Ceridian HCM Holding Inc                                                         | Ceridian HCM Holding Inc                                                         | CUSIP: N/A<br>LEI: 549300T64GVCHFJ8L449       | Long             | LON              | CORP              | US        |     1795586 | PA      | $1785261.67   | 0.06%             | 2025-04-04      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance PLC / XO Management Holding Inc                           | VistaJet Malta Finance PLC / XO Management Holding Inc                           | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      900000 | PA      | $793710.00    | 0.03%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                    | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BF7<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      500000 | PA      | $483745.00    | 0.02%             | 2026-05-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Dell International LLC / EMC Corp                                                | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2119948.17   | 0.07%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                               | Voya Financial Inc                                                               | CUSIP: 929089209<br>LEI: 549300T065Z4KJ686G75 | Long             | EP               | CORP              | US        |       77215 | NS      | $1945818.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| CSX Corp                                                                         | CSX Corp                                                                         | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     1009000 | PA      | $936525.09    | 0.03%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                      | Viatris Inc                                                                      | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     3638000 | PA      | $2521667.00   | 0.08%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | Sysco Corp                                                                       | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     3133000 | PA      | $2776224.33   | 0.09%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Astra Acquisition Corp                                                           | Astra Acquisition Corp                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      597199 | PA      | $525535.45    | 0.02%             | 2028-10-25      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1699000 | PA      | $1723902.02   | 0.05%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SBL Holdings Inc                                                                 | SBL Holdings Inc                                                                 | CUSIP: 78397DAB4<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1268322.35   | 0.04%             | 2031-02-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                     | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     5000000 | PA      | $5036500.00   | 0.16%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | Occidental Petroleum Corp                                                        | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $3301097.00   | 0.10%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Bahamas Government International Bond                                            | Bahamas Government International Bond                                            | CUSIP: 056732AM2<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      500000 | PA      | $451609.62    | 0.01%             | 2029-06-16      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education Inc                                                        | McGraw-Hill Education Inc                                                        | CUSIP: N/A<br>LEI: 254900U6YJ9QZ4IQOR26       | Long             | LON              | CORP              | US        |      947340 | PA      | $904709.30    | 0.03%             | 2028-07-28      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                                                    | CommScope Inc                                                                    | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      350000 | PA      | $274172.94    | 0.01%             | 2028-07-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                   | Constellium SE                                                                   | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |      775000 | PA      | $734700.00    | 0.02%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Iridium Satellite LLC                                                            | Iridium Satellite LLC                                                            | CUSIP: N/A<br>LEI: 254900615BJ7139TFM33       | Long             | LON              | CORP              | US        |      842578 | PA      | $841954.99    | 0.03%             | 2026-11-06      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Provident Funding Associates LP / PFG Finance Corp                               | Provident Funding Associates LP / PFG Finance Corp                               | CUSIP: 74387UAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2855000 | PA      | $2676248.45   | 0.08%             | 2025-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                 | CUSIP: 42217KBF2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1368768.79   | 0.04%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                            | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      455000 | PA      | $438709.90    | 0.01%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LS Group OpCo Acquistion LLC                                                     | LS Group OpCo Acquistion LLC                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      201598 | PA      | $200841.71    | 0.01%             | 2027-11-02      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                           | AthenaHealth Group Inc                                                           | CUSIP: N/A<br>LEI: 254900AA3KZN4Q7A5Z33       | Long             | LON              | CORP              | US        |      240571 | PA      | $227539.69    | 0.01%             | 2029-02-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                               | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $526890.83    | 0.02%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                     | Chevron Corp                                                                     | CUSIP: 166764BW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1538000 | PA      | $1447638.10   | 0.05%             | 2025-05-11      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | Williams Cos Inc/The                                                             | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      900000 | PA      | $975482.93    | 0.03%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | OneMain Finance Corp                                                             | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1195000 | PA      | $1191247.70   | 0.04%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TransMontaigne Operating Co LP                                                   | TransMontaigne Operating Co LP                                                   | CUSIP: N/A<br>LEI: 549300V4T155OZCUJ734       | Long             | LON              | CORP              | US        |      539500 | PA      | $537223.31    | 0.02%             | 2028-11-03      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      449000 | PA      | $493582.67    | 0.02%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                                                        | PG&E Corp                                                                        | CUSIP: N/A<br>LEI: 8YQ2GSDWYZXO2EDN3511       | Long             | LON              | CORP              | US        |      899310 | PA      | $897511.02    | 0.03%             | 2025-06-23      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | Entergy Texas Inc                                                                | CUSIP: 29365TAH7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     2707000 | PA      | $2513741.94   | 0.08%             | 2039-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                                                      | Ziggo Financing Partnership                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      908000 | PA      | $899773.52    | 0.03%             | 2028-04-28      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| BankUnited Inc                                                                   | BankUnited Inc                                                                   | CUSIP: 06652KAA1<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |     1910000 | PA      | $1893917.38   | 0.06%             | 2025-11-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | Essential Utilities Inc                                                          | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |      774000 | PA      | $569860.90    | 0.02%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Twilio Inc                                                                       | Twilio Inc                                                                       | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1444594.57   | 0.05%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Embarq Corp                                                                      | Embarq Corp                                                                      | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      755000 | PA      | $364325.25    | 0.01%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Rackspace Technology Global Inc                                                  | Rackspace Technology Global Inc                                                  | CUSIP: N/A<br>LEI: 549300QTYCKLMFSE8I97       | Long             | LON              | CORP              | US        |     2200486 | PA      | $1376447.78   | 0.04%             | 2028-02-15      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | Waste Connections Inc                                                            | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     2264000 | PA      | $1876785.02   | 0.06%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                        | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAA6<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      275000 | PA      | $268812.50    | 0.01%             | N/A             | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC43                                    | Citigroup Commercial Mortgage Trust 2019-GC43                                    | CUSIP: 17328HAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1750000 | PA      | $808267.25    | 0.03%             | 2052-11-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sanofi                                                                           | Sanofi                                                                           | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |     1700000 | PA      | $1569347.06   | 0.05%             | 2038-03-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2900353.10   | 0.09%             | 2027-03-11      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | Vodafone Group PLC                                                               | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      825000 | PA      | $814526.66    | 0.03%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                                 | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1616363.50   | 0.05%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                          | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1800000 | PA      | $1431295.24   | 0.05%             | 2032-10-19      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS Energy Corp                                                                  | CUSIP: 125896845<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |      190058 | NS      | $4779958.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448EQ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     1681000 | PA      | $1610796.09   | 0.05%             | 2025-03-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Park River Holdings Inc                                                          | Park River Holdings Inc                                                          | CUSIP: 70082LAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1275000 | PA      | $905250.00    | 0.03%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                               | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    10000000 | PA      | $8676682.90   | 0.27%             | N/A             | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CSN Inova Ventures                                                               | CSN Inova Ventures                                                               | CUSIP: N/A<br>LEI: 222100R8R68DM7VM3661       | Long             | DBT              | CORP              | KY        |     1725000 | PA      | $1722638.63   | 0.05%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | Southern Co/The                                                                  | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     1032000 | PA      | $1021086.57   | 0.03%             | 2024-08-01      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Electricidad Firme de Mexico Holdings SA de CV                                   | Electricidad Firme de Mexico Holdings SA de CV                                   | CUSIP: 28504MAA1<br>LEI: 549300B9KK10OSYRIY06 | Long             | DBT              | CORP              | MX        |     1725000 | PA      | $1550700.45   | 0.05%             | 2026-11-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                      | CUSIP: 718546AV6<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2066644.42   | 0.07%             | 2025-04-09      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | Bank of New York Mellon Corp/The                                                 | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     6100000 | PA      | $5962581.27   | 0.19%             | N/A             | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                    | CUSIP: 29278GBB3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     1120000 | PA      | $1333283.00   | 0.04%             | 2052-10-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | Nordea Bank Abp                                                                  | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     1170000 | PA      | $1196120.96   | 0.04%             | 2027-09-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Target Corp                                                                      | Target Corp                                                                      | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     1044000 | PA      | $1054817.24   | 0.03%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc/NJ                                                       | Standard Industries Inc/NJ                                                       | CUSIP: N/A<br>LEI: 54930064UHXCIUWVI755       | Long             | LON              | CORP              | US        |      715381 | PA      | $714486.89    | 0.02%             | 2028-08-06      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2019-C18                                           | UBS Commercial Mortgage Trust 2019-C18                                           | CUSIP: 90278PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11574000 | PA      | $876347.40    | 0.03%             | 2052-12-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc                                                                 | Cinemark USA Inc                                                                 | CUSIP: 172441BC0<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      250000 | PA      | $254613.27    | 0.01%             | 2025-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| City Brewing Co LLC                                                              | City Brewing Co LLC                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      536641 | PA      | $238805.43    | 0.01%             | 2028-04-05      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| SRAM LLC                                                                         | SRAM LLC                                                                         | CUSIP: N/A<br>LEI: 5493005GYDYQG38FCT53       | Long             | LON              | CORP              | US        |      581995 | PA      | $574720.08    | 0.02%             | 2028-05-18      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| FedEx Corp 2020-1 Class AA Pass Through Trust                                    | FedEx Corp 2020-1 Class AA Pass Through Trust                                    | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3033707 | PA      | $2509655.07   | 0.08%             | 2035-08-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Coherent Corp                                                                    | Coherent Corp                                                                    | CUSIP: N/A<br>LEI: 549300O5C25A0MMHHU33       | Long             | LON              | CORP              | US        |      355821 | PA      | $354152.63    | 0.01%             | 2029-07-01      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                                 | Enstar Group Ltd                                                                 | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     2764000 | PA      | $2601244.04   | 0.08%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | Royalty Pharma PLC                                                               | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     2016000 | PA      | $1602253.15   | 0.05%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd                                                      | Energean Israel Finance Ltd                                                      | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |     3075000 | PA      | $2775187.50   | 0.09%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK10                                                                  | BANK 2018-BNK10                                                                  | CUSIP: 065404AN5<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |    31334000 | PA      | $2305790.73   | 0.07%             | 2061-02-15      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B9 Mortgage Trust                                                 | Benchmark 2019-B9 Mortgage Trust                                                 | CUSIP: 08160JAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11550000 | PA      | $1088497.41   | 0.03%             | 2052-03-15      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| iShares iBoxx $ Investment Grade Corporate Bond ETF                              | iShares iBoxx $ Investment Grade Corporate Bond ETF                              | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Long             | EC               | RF                | US        |       20000 | NS      | $2217400.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AthenaHealth Group Inc                                                           | AthenaHealth Group Inc                                                           | CUSIP: N/A<br>LEI: 254900AA3KZN4Q7A5Z33       | Long             | LON              | CORP              | US        |       10245 | PA      | $9689.96      | 0.00%             | 2029-02-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | AstraZeneca PLC                                                                  | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     1150000 | PA      | $1138303.11   | 0.04%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATD New Holdings Inc                                                             | ATD New Holdings Inc                                                             | CUSIP: 04683P100<br>LEI: 5493001F45YR8KICVO87 | Long             | EC               | CORP              | US        |      385347 | NS      | $23583236.40  | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | Stellantis NV                                                                    | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      500000 | PA      | $450652.29    | 0.01%             | 2029-01-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart Inc                                                                      | CUSIP: 931142EL3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     4437000 | PA      | $4342446.91   | 0.14%             | 2024-07-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | National Bank of Canada                                                          | CUSIP: 63307A2M6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |     1887000 | PA      | $1818659.43   | 0.06%             | 2024-11-15      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| Sabert Corp                                                                      | Sabert Corp                                                                      | CUSIP: N/A<br>LEI: 54930029JPYBTHDWT603       | Long             | LON              | CORP              | US        |      371709 | PA      | $369850.73    | 0.01%             | 2026-12-10      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance Inc                                              | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9082000 | PA      | $8640342.34   | 0.27%             | 2025-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                  | CUSIP: 23636ABA8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      930000 | PA      | $856607.96    | 0.03%             | 2025-09-10      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| TricorBraun Holdings Inc                                                         | TricorBraun Holdings Inc                                                         | CUSIP: N/A<br>LEI: 2549009AB5YVVW5J1U62       | Long             | LON              | CORP              | US        |      359975 | PA      | $349463.61    | 0.01%             | 2028-03-03      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Sumitomo Life Insurance Co                                                       | Sumitomo Life Insurance Co                                                       | CUSIP: 86564CAA8<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |     6985000 | PA      | $6988717.21   | 0.22%             | 2073-09-20      | Variable      | 6.50%                 | No            |                  2 | On Loan: —       |
| Oncor Electric Delivery Co LLC                                                   | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     1295000 | PA      | $1266911.33   | 0.04%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | Constellation Brands Inc                                                         | CUSIP: 21036PBN7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      433000 | PA      | $433425.40    | 0.01%             | 2026-02-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                 | CUSIP: 06368D3S1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     1582000 | PA      | $1544649.50   | 0.05%             | 2025-06-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings Inc                                                        | Triton Water Holdings Inc                                                        | CUSIP: N/A<br>LEI: 5493005IYCEL7QJFZZ63       | Long             | LON              | CORP              | US        |     2058191 | PA      | $1956578.45   | 0.06%             | 2028-03-31      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Zurich Finance Ireland Designated Activity Co                                    | Zurich Finance Ireland Designated Activity Co                                    | CUSIP: N/A<br>LEI: 549300E0FVHYR37EGX65       | Long             | DBT              | CORP              | IE        |    10000000 | PA      | $7925000.00   | 0.25%             | 2051-04-19      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1690000 | PA      | $1717132.92   | 0.05%             | 2026-09-29      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc                                                     | Bread Financial Holdings Inc                                                     | CUSIP: 018581AK4<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     4625000 | PA      | $4197187.50   | 0.13%             | 2024-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     1168000 | PA      | $1000165.29   | 0.03%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                    | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     1100000 | PA      | $1084875.00   | 0.03%             | N/A             | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | Sysco Corp                                                                       | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      816000 | PA      | $946058.00    | 0.03%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ArcelorMittal SA                                                                 | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     1846000 | PA      | $1928270.59   | 0.06%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | American Water Capital Corp                                                      | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      800000 | PA      | $715428.87    | 0.02%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AssuredPartners Inc                                                              | AssuredPartners Inc                                                              | CUSIP: 04624VAA7<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |     9612000 | PA      | $9451960.20   | 0.30%             | 2025-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | Verizon Communications Inc                                                       | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      550000 | PA      | $531147.27    | 0.02%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Informatica LLC                                                                  | Informatica LLC                                                                  | CUSIP: N/A<br>LEI: 5493007SV33RZV7RPS40       | Long             | LON              | CORP              | US        |     1261253 | PA      | $1256914.43   | 0.04%             | 2028-10-27      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp                                                  | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $73500.00     | 0.00%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                          | KeyBank NA/Cleveland OH                                                          | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1210368.66   | 0.04%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BHD20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    79054170 | PA      | $1861393.68   | 0.06%             | 2043-01-25      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1460000 | PA      | $1144724.48   | 0.04%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GSA1                                           | GS Mortgage Securities Trust 2019-GSA1                                           | CUSIP: 36261PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    21600000 | PA      | $1164220.56   | 0.04%             | 2052-11-10      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1397071.39   | 0.04%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                             | Ontario Teachers' Cadillac Fairview Properties Trust                             | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      830000 | PA      | $651660.98    | 0.02%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1039535.57   | 0.03%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | Host Hotels & Resorts LP                                                         | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     2374000 | PA      | $2030607.67   | 0.06%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      700000 | PA      | $665502.29    | 0.02%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      400000 | PA      | $295178.24    | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Staples Inc                                                                      | Staples Inc                                                                      | CUSIP: N/A<br>LEI: XQM2JINI1UL7642TU573       | Long             | LON              | CORP              | US        |      718744 | PA      | $671608.39    | 0.02%             | 2026-04-09      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                                     | PetSmart LLC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     3041406 | PA      | $3016709.31   | 0.10%             | 2028-02-11      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                                            | DuPont de Nemours Inc                                                            | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |      500000 | PA      | $517160.70    | 0.02%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Ford Foundation/The                                                              | Ford Foundation/The                                                              | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |     1905000 | PA      | $1243492.67   | 0.04%             | 2070-06-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment Inc                                               | SeaWorld Parks & Entertainment Inc                                               | CUSIP: N/A<br>LEI: 549300UZV72O3371JJ53       | Long             | LON              | CORP              | US        |      539481 | PA      | $537458.15    | 0.02%             | 2028-08-25      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc / Taylor Morrison Holdings II Inc                | Taylor Morrison Communities Inc / Taylor Morrison Holdings II Inc                | CUSIP: 877249AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1150000 | PA      | $1145676.00   | 0.04%             | 2024-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2423000 | PA      | $2480182.80   | 0.08%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                              | Station Casinos LLC                                                              | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     6150000 | PA      | $5183933.40   | 0.16%             | 2031-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | Athene Holding Ltd                                                               | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |     1383000 | PA      | $930170.28    | 0.03%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                                          | Jazz Financing Lux Sarl                                                          | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |     3245863 | PA      | $3241286.35   | 0.10%             | 2028-05-05      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                             | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      475000 | PA      | $437098.62    | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Baffinland Iron Mines Corp / Baffinland Iron Mines LP                            | Baffinland Iron Mines Corp / Baffinland Iron Mines LP                            | CUSIP: 056623AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    13822000 | PA      | $13422721.26  | 0.42%             | 2026-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38148BAE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $990000.00    | 0.03%             | N/A             | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                     | CUSIP: 64952WEY5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     1079000 | PA      | $1098661.08   | 0.03%             | 2028-01-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | Truist Financial Corp                                                            | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $990000.00    | 0.03%             | N/A             | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Prudential PLC                                                                   | Prudential PLC                                                                   | CUSIP: 74435KAA3<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | DBT              | CORP              | GB        |      657000 | PA      | $595751.38    | 0.02%             | 2030-04-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Covanta Holding Corp                                                             | Covanta Holding Corp                                                             | CUSIP: N/A<br>LEI: 40XIFLS8XDQGGHGPGC04       | Long             | LON              | CORP              | US        |       29019 | PA      | $29029.01     | 0.00%             | 2028-11-17      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Sophia LP                                                                        | Sophia LP                                                                        | CUSIP: N/A<br>LEI: 549300RP8NIJ7FY7OS79       | Long             | LON              | CORP              | US        |      898847 | PA      | $885274.23    | 0.03%             | 2027-10-07      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      790000 | PA      | $655751.70    | 0.02%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Corporate Office Properties LP                                                   | Corporate Office Properties LP                                                   | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      563000 | PA      | $412978.77    | 0.01%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                                                | Clean Harbors Inc                                                                | CUSIP: N/A<br>LEI: 5493000SJVZVZJKHJF48       | Long             | LON              | CORP              | US        |      360000 | PA      | $360360.00    | 0.01%             | 2028-10-09      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                                                     | Calpine Corp                                                                     | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     1380000 | PA      | $1182534.42   | 0.04%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1036000 | PA      | $915638.61    | 0.03%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| AVSC Holding Corp                                                                | AVSC Holding Corp                                                                | CUSIP: N/A<br>LEI: 549300CLJBQ9YSR4U689       | Long             | LON              | CORP              | US        |      316000 | PA      | $331209.08    | 0.01%             | 2026-10-15      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                              | Fifth Third Bank NA                                                              | CUSIP: 31677QBT5<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |      768000 | PA      | $780066.83    | 0.02%             | 2025-10-27      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5374000 | PA      | $5117895.31   | 0.16%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280CU1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1767000 | PA      | $1719652.70   | 0.05%             | 2024-08-17      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | Nucor Corp                                                                       | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     1217000 | PA      | $1205435.85   | 0.04%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FX Forwards                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-20921.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                                             | Flutter Financing BV                                                             | CUSIP: N/A<br>LEI: 635400VFWPBIKJK6GN11       | Long             | LON              | CORP              | NL        |      688275 | PA      | $689224.82    | 0.02%             | 2028-09-16      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| AssuredPartners Inc                                                              | AssuredPartners Inc                                                              | CUSIP: N/A<br>LEI: 549300HNDSDQWQ3L2P80       | Long             | LON              | CORP              | US        |      721500 | PA      | $712704.92    | 0.02%             | 2027-02-12      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Co                                                              | Alterra Mountain Co                                                              | CUSIP: N/A<br>LEI: 549300C5O4FSVNUEI843       | Long             | LON              | CORP              | US        |      718975 | PA      | $716278.76    | 0.02%             | 2028-08-17      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS Corp                                                                       | CUSIP: N/A<br>LEI: L2TEUTQ8OSHMJWVLCE40       | Long             | DBT              | CORP              | CA        |     3400000 | PA      | $2387167.71   | 0.08%             | 2029-05-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC43                                    | Citigroup Commercial Mortgage Trust 2019-GC43                                    | CUSIP: 17328HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2528000 | PA      | $81733.02     | 0.00%             | 2052-11-10      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| Gazprom PJSC via Gaz Finance PLC                                                 | Gazprom PJSC via Gaz Finance PLC                                                 | CUSIP: N/A<br>LEI: 213800UNP9N6BPNYMQ45       | Long             | DBT              | CORP              | GB        |     2825000 | PA      | $1594182.81   | 0.05%             | N/A             | None          | 4.60%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | Northern Trust Corp                                                              | CUSIP: 665859856<br>LEI: 549300GLF98S992BC502 | Long             | EP               | CORP              | US        |        6727 | NS      | $153711.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CWT Travel Group Inc                                                             | CWT Travel Group Inc                                                             | CUSIP: 12670RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7000000 | PA      | $5897500.00   | 0.19%             | 2026-11-19      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | Carrier Global Corp                                                              | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     1761000 | PA      | $1418841.08   | 0.04%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1580000 | PA      | $1244175.71   | 0.04%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Nascar Holdings LLC                                                              | Nascar Holdings LLC                                                              | CUSIP: N/A<br>LEI: 254900HRWKQR5V0WN013       | Long             | LON              | CORP              | US        |     1439597 | PA      | $1438992.83   | 0.05%             | 2026-10-19      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     2411000 | PA      | $2265696.29   | 0.07%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group LLC                                                         | Ryan Specialty Group LLC                                                         | CUSIP: N/A<br>LEI: 549300K52N7QBO3PYY45       | Long             | LON              | CORP              | US        |     1078807 | PA      | $1075441.05   | 0.03%             | 2027-09-01      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                 | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      750000 | PA      | $554452.50    | 0.02%             | 2030-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Reverb Buyer Inc                                                                 | Reverb Buyer Inc                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      360630 | PA      | $347878.54    | 0.01%             | 2028-10-06      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Skillsoft Corp                                                                   | Skillsoft Corp                                                                   | CUSIP: 83066P200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      230831 | NS      | $443195.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | Bank of Nova Scotia/The                                                          | CUSIP: 0641598N9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     1500000 | PA      | $1185719.76   | 0.04%             | 2081-10-27      | Variable      | 3.63%                 | No            |                  2 | On Loan: —       |
| GFL Environmental Inc                                                            | GFL Environmental Inc                                                            | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     2375000 | PA      | $2143532.50   | 0.07%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Grinding Media Inc                                                               | Grinding Media Inc                                                               | CUSIP: N/A<br>LEI: 254900IYFJ03EGFQ8C34       | Long             | LON              | CORP              | US        |      359987 | PA      | $350987.75    | 0.01%             | 2028-10-12      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | Texas Instruments Inc                                                            | CUSIP: 882508BQ6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      459000 | PA      | $437113.57    | 0.01%             | 2052-08-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/United Kingdom                         | Australia & New Zealand Banking Group Ltd/United Kingdom                         | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     2600000 | PA      | $2622100.00   | 0.08%             | N/A             | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                 | HF Sinclair Corp                                                                 | CUSIP: 403949AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3085000 | PA      | $3112357.41   | 0.10%             | 2026-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                              | CUSIP: N/A<br>LEI: 549300C1PQJLVEIUBK50       | Long             | LON              | CORP              | US        |      539424 | PA      | $539257.02    | 0.02%             | 2026-11-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                                              | Gray Television Inc                                                              | CUSIP: N/A<br>LEI: 529900TM5726KDN7UU35       | Long             | LON              | CORP              | US        |      363000 | PA      | $361108.77    | 0.01%             | 2026-01-02      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri AS                                                  | Turkcell Iletisim Hizmetleri AS                                                  | CUSIP: N/A<br>LEI: 7890003EX1LTLS2FFL84       | Long             | DBT              | CORP              | TR        |      600000 | PA      | $522000.00    | 0.02%             | 2028-04-11      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     2840000 | PA      | $2619275.20   | 0.08%             | 2027-08-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Washington Federal Inc                                                           | Washington Federal Inc                                                           | CUSIP: 938824307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        1677 | NS      | $34026.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc                                                            | Waste Connections Inc                                                            | CUSIP: 941053AH3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |      803000 | PA      | $790472.23    | 0.02%             | 2028-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Co                                                           | Southwestern Energy Co                                                           | CUSIP: 845467AN9<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |      530000 | PA      | $552726.40    | 0.02%             | 2027-10-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA Inc                                                                          | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1932000 | PA      | $1629588.52   | 0.05%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                              | Emera US Finance LP                                                              | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3185000 | PA      | $2677424.42   | 0.08%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      441000 | PA      | $300948.80    | 0.01%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE Energy Co                                                                    | CUSIP: 233331859<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |       35000 | NS      | $868000.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Prosus NV                                                                        | Prosus NV                                                                        | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |     2600000 | PA      | $2244833.27   | 0.07%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FX Forwards                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $40862.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Benchmark 2021-B23 Mortgage Trust                                                | Benchmark 2021-B23 Mortgage Trust                                                | CUSIP: 08162RAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $1729078.80   | 0.05%             | 2054-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1038208.50   | 0.03%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                                        | Cablevision Lightpath LLC                                                        | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1304750.00   | 0.04%             | 2028-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | Ecolab Inc                                                                       | CUSIP: 278865BL3<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1128477.16   | 0.04%             | 2027-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                                                            | GFL Environmental Inc                                                            | CUSIP: N/A<br>LEI: 549300FYK4MBXWIVZU26       | Long             | LON              | CORP              | CA        |     3216545 | PA      | $3221916.82   | 0.10%             | 2025-05-30      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1053000 | PA      | $1034635.68   | 0.03%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP Transmission Co LLC                                                          | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      393000 | PA      | $322741.16    | 0.01%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                     | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1223750.00   | 0.04%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                           | AmerisourceBergen Corp                                                           | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     1180000 | PA      | $1056824.96   | 0.03%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP Capital Markets America Inc                                                   | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1310969.46   | 0.04%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Mallinckrodt International Finance SA                                            | Mallinckrodt International Finance SA                                            | CUSIP: N/A<br>LEI: 549300MQQ92LN1A0B514       | Long             | LON              | CORP              | LU        |      983976 | PA      | $751020.00    | 0.02%             | 2027-09-30      | Floating      | 10.24%                | No            |                  2 | On Loan: No      |
| Cengage Learning Inc                                                             | Cengage Learning Inc                                                             | CUSIP: N/A<br>LEI: 549300BYGM0FWUSVXJ88       | Long             | LON              | CORP              | US        |     1617822 | PA      | $1539357.41   | 0.05%             | 2026-07-14      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK17                                                                  | BANK 2019-BNK17                                                                  | CUSIP: 065403AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11541000 | PA      | $897684.37    | 0.03%             | 2052-04-15      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                 | Virgin Media Secured Finance PLC                                                 | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |      500000 | PA      | $498378.80    | 0.02%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                         | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      457000 | PA      | $444432.50    | 0.01%             | 2048-09-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| PRA Health Sciences Inc                                                          | PRA Health Sciences Inc                                                          | CUSIP: N/A<br>LEI: 549300R1HR1VWWHIAK47       | Long             | LON              | CORP              | US        |      196276 | PA      | $196203.72    | 0.01%             | 2028-07-03      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Kronos International Inc                                                         | Kronos International Inc                                                         | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |      500000 | PA      | $489328.58    | 0.02%             | 2025-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1985000 | PA      | $1597322.02   | 0.05%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Intrado Corp                                                                     | Intrado Corp                                                                     | CUSIP: N/A<br>LEI: 5493005Z5DB0O5S30R71       | Long             | LON              | CORP              | US        |     3924245 | PA      | $3662615.58   | 0.12%             | 2024-10-10      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1126000 | PA      | $1173886.98   | 0.04%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                       | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1106000 | PA      | $1010929.72   | 0.03%             | 2028-01-27      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                     | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1785000 | PA      | $1571821.14   | 0.05%             | 2027-08-10      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1239000 | PA      | $1421344.32   | 0.04%             | 2033-11-03      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| ICU Medical Inc                                                                  | ICU Medical Inc                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      360250 | PA      | $358337.07    | 0.01%             | 2028-12-15      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-H6                                           | Morgan Stanley Capital I Trust 2019-H6                                           | CUSIP: 61769JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4693400 | PA      | $378523.18    | 0.01%             | 2052-06-15      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| iShares Preferred & Income Securities ETF                                        | iShares Preferred & Income Securities ETF                                        | CUSIP: 464288687<br>LEI: 549300YX74JNY54XCY80 | Long             | EC               | RF                | US        |        1500 | NS      | $50400.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wand NewCo 3 Inc                                                                 | Wand NewCo 3 Inc                                                                 | CUSIP: N/A<br>LEI: 549300Y3VZEWMSQW8494       | Long             | LON              | CORP              | US        |      899245 | PA      | $875019.22    | 0.03%             | 2026-02-05      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | Uber Technologies Inc                                                            | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1126004.00   | 0.04%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Utex Industries                                                                  | Utex Industries                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      120675 | NS      | $7723200.00   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Topco Inc                                                                  | Delta Topco Inc                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      752447 | PA      | $696818.22    | 0.02%             | 2027-12-01      | Floating      | 8.87%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      500000 | PA      | $500150.00    | 0.02%             | N/A             | Variable      | 6.20%                 | No            |                  2 | On Loan: —       |
| Liquid Telecommunications Financing Plc                                          | Liquid Telecommunications Financing Plc                                          | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |     1825000 | PA      | $1392073.50   | 0.04%             | 2026-09-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | Boeing Co/The                                                                    | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1878000 | PA      | $1919072.67   | 0.06%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bond                                           | Pakistan Government International Bond                                           | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |      975000 | PA      | $409500.00    | 0.01%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | Newmont Corp                                                                     | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |      650000 | PA      | $640212.56    | 0.02%             | 2042-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     2193000 | PA      | $1676869.58   | 0.05%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                  | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                  | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2075000 | PA      | $1789687.50   | 0.06%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | McDonald's Corp                                                                  | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     1153000 | PA      | $1115061.07   | 0.04%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Garden Spinco Corp                                                               | Garden Spinco Corp                                                               | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2360000 | PA      | $2525205.95   | 0.08%             | 2030-07-20      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| KeyCorp Capital III                                                              | KeyCorp Capital III                                                              | CUSIP: 49326QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      795000 | PA      | $861035.63    | 0.03%             | 2029-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M Co                                                                            | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $838086.82    | 0.03%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Transcanada Trust                                                                | Transcanada Trust                                                                | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     4230000 | PA      | $4112829.00   | 0.13%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      526000 | PA      | $495427.47    | 0.02%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Camelot Finance SA                                                               | Camelot Finance SA                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |     1125816 | PA      | $1123001.67   | 0.04%             | 2026-10-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                                | Post Holdings Inc                                                                | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $973742.12    | 0.03%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Diamond BC BV                                                                    | Diamond BC BV                                                                    | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |     1325000 | PA      | $1114576.75   | 0.04%             | 2029-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2287667.56   | 0.07%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Trinseo Materials Operating SCA                                                  | Trinseo Materials Operating SCA                                                  | CUSIP: N/A<br>LEI: 549300WNMXD3KV7LO256       | Long             | LON              | CORP              | LU        |      529552 | PA      | $515984.76    | 0.02%             | 2024-09-06      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      900000 | PA      | $856063.99    | 0.03%             | 2025-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Enviva Partners LP / Enviva Partners Finance Corp                                | Enviva Partners LP / Enviva Partners Finance Corp                                | CUSIP: 29413XAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1950000 | PA      | $1820149.50   | 0.06%             | 2026-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25                                                                  | BANK 2020-BNK25                                                                  | CUSIP: 06539WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1550000 | PA      | $989299.90    | 0.03%             | 2063-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | Marriott International Inc/MD                                                    | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     3238000 | PA      | $2755930.45   | 0.09%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                            | Bath & Body Works Inc                                                            | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     1095000 | PA      | $990350.85    | 0.03%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      905000 | PA      | $651296.35    | 0.02%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137B2HQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    17291621 | PA      | $52165.36     | 0.00%             | 2041-06-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                     | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      700000 | PA      | $663327.00    | 0.02%             | N/A             | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                      | Asurion LLC                                                                      | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |     7350000 | PA      | $6104175.00   | 0.19%             | 2028-01-31      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | Philip Morris International Inc                                                  | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      600000 | PA      | $667979.88    | 0.02%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                    | Live Nation Entertainment Inc                                                    | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3821044.40   | 0.12%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                              | Quanta Services Inc                                                              | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      993000 | PA      | $706177.40    | 0.02%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Cengage Learning Holdings II Inc                                                 | Cengage Learning Holdings II Inc                                                 | CUSIP: 15136X102<br>LEI: 5493003VGPEJMW28UG24 | Long             | EC               | CORP              | US        |       34465 | NS      | $385594.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE6 Mortgage Trust                                                   | COMM 2013-CCRE6 Mortgage Trust                                                   | CUSIP: 12624XAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10215000 | PA      | $7661250.00   | 0.24%             | 2046-03-10      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | Stanley Black & Decker Inc                                                       | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     2863000 | PA      | $2522775.40   | 0.08%             | 2060-03-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      190000 | PA      | $199924.51    | 0.01%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Skopima Consilio Parent LLC                                                      | Skopima Consilio Parent LLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     4760000 | PA      | $4236400.00   | 0.13%             | 2029-05-14      | Floating      | 11.88%                | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc                                                              | Sirius XM Radio Inc                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $968646.50    | 0.03%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Phoenix Guarantor Inc                                                            | Phoenix Guarantor Inc                                                            | CUSIP: N/A<br>LEI: 254900JIOIDL3GSUFE55       | Long             | LON              | CORP              | US        |      357081 | PA      | $351203.71    | 0.01%             | 2026-03-05      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFG2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     1259000 | PA      | $1270782.14   | 0.04%             | 2028-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | Wells Fargo & Co                                                                 | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     6962000 | PA      | $6884212.53   | 0.22%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Perforce Software Inc                                                            | Perforce Software Inc                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      246180 | PA      | $228331.97    | 0.01%             | 2026-07-01      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings Inc                                                | Engineered Machinery Holdings Inc                                                | CUSIP: N/A<br>LEI: 5493008AR0NPSLW8EW07       | Long             | LON              | CORP              | US        |    19333267 | PA      | $17496606.29  | 0.55%             | 2029-05-21      | Floating      | 10.73%                | No            |                  2 | On Loan: No      |
| iShares MBS ETF                                                                  | iShares MBS ETF                                                                  | CUSIP: 464288588<br>LEI: 549300M0TH0IE2E6RP07 | Long             | EC               | RF                | US        |      695950 | NS      | $66727686.00  | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Inc                                                            | SS&C Technologies Inc                                                            | CUSIP: N/A<br>LEI: 549300KY09TR3J12JU49       | Long             | LON              | CORP              | US        |     1393841 | PA      | $1390356.23   | 0.04%             | 2025-04-16      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Moss Creek Resources Holdings Inc                                                | Moss Creek Resources Holdings Inc                                                | CUSIP: 61965RAA3<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |      700000 | PA      | $646380.00    | 0.02%             | 2026-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COMM 2012-CCRE4 Mortgage Trust                                                   | COMM 2012-CCRE4 Mortgage Trust                                                   | CUSIP: 12624QAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1535806 | PA      | $109147.11    | 0.00%             | 2045-10-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                  | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3905000 | PA      | $3855016.00   | 0.12%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Pegasus Bidco BV                                                                 | Pegasus Bidco BV                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |      454000 | PA      | $449460.00    | 0.01%             | 2029-05-05      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2019-COR4                             | JPMCC Commercial Mortgage Securities Trust 2019-COR4                             | CUSIP: 48128YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18869000 | PA      | $1804219.82   | 0.06%             | 2052-03-10      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAP9<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |      544000 | PA      | $552923.96    | 0.02%             | 2025-10-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Chemours Co/The                                                                  | Chemours Co/The                                                                  | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1184625.00   | 0.04%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                           | Credit Suisse Group AG                                                           | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | DBT              | CORP              | CH        |     3000000 | PA      | $2842500.00   | 0.09%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | Honeywell International Inc                                                      | CUSIP: 438516CA2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1238177.70   | 0.04%             | 2050-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| Wells Fargo Commercial Mortgage Trust 2021-C61                                   | Wells Fargo Commercial Mortgage Trust 2021-C61                                   | CUSIP: 95003QCN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9132000 | PA      | $820971.37    | 0.03%             | 2054-11-15      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C6                                                     | BBCMS Mortgage Trust 2020-C6                                                     | CUSIP: 05492TAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7424000 | PA      | $495521.56    | 0.02%             | 2053-02-15      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      600000 | PA      | $412027.88    | 0.01%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                     | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1913000 | PA      | $1880565.81   | 0.06%             | 2028-05-12      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | Verizon Communications Inc                                                       | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      772000 | PA      | $633587.43    | 0.02%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25                                                                  | BANK 2020-BNK25                                                                  | CUSIP: 06539WAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10561000 | PA      | $778766.03    | 0.02%             | 2063-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Tutor Perini Corp                                                                | Tutor Perini Corp                                                                | CUSIP: 901109AF5<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |     1240000 | PA      | $1104716.00   | 0.03%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20                      | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20                      | CUSIP: 61764RAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    41500000 | PA      | $923736.05    | 0.03%             | 2048-02-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp                                                               | CNX Resources Corp                                                               | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1507359.50   | 0.05%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Toronto-Dominion Bank/The                                                        | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     4519000 | PA      | $4110397.71   | 0.13%             | 2027-01-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co Inc                                                              | Boxer Parent Co Inc                                                              | CUSIP: N/A<br>LEI: 5493006T045HLTF7YX04       | Long             | LON              | CORP              | US        |      494213 | PA      | $485010.32    | 0.02%             | 2025-10-02      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                                     | Scientific Games Holdings LP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1183815 | PA      | $1179375.69   | 0.04%             | 2029-04-14      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Staples Inc                                                                      | Staples Inc                                                                      | CUSIP: 855030AP7<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1136250.00   | 0.04%             | 2027-04-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Eco Material Technologies Inc                                                    | Eco Material Technologies Inc                                                    | CUSIP: 27900QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3650000 | PA      | $3510606.50   | 0.11%             | 2027-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Dotdash Meredith                                                                 | Dotdash Meredith                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      994588 | PA      | $842087.77    | 0.03%             | 2028-12-01      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection LLC                                                    | Caesars Resort Collection LLC                                                    | CUSIP: N/A<br>LEI: 549300V3UCT773B1KR38       | Long             | LON              | CORP              | US        |     1115893 | PA      | $1114419.72   | 0.04%             | 2024-12-22      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | Westlake Corp                                                                    | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $666394.97    | 0.02%             | 2051-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5982000 | PA      | $4288641.28   | 0.14%             | 2041-11-19      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     3722000 | PA      | $3562692.48   | 0.11%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                              | CUSIP: 25746UDD8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    15974000 | PA      | $14902144.60  | 0.47%             | N/A             | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B32 Mortgage Trust                                                | Benchmark 2022-B32 Mortgage Trust                                                | CUSIP: 08163NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13067000 | PA      | $1236693.55   | 0.04%             | 2055-01-15      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                           | Credit Suisse Group AG                                                           | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     3000000 | PA      | $2460000.00   | 0.08%             | N/A             | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                                                      | Surgery Center Holdings Inc                                                      | CUSIP: N/A<br>LEI: 54930054EVI5HWPPW113       | Long             | LON              | CORP              | US        |     1534816 | PA      | $1530594.79   | 0.05%             | 2026-09-03      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                    | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     2700000 | PA      | $2747434.34   | 0.09%             | 2026-01-20      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                 | Berry Global Inc                                                                 | CUSIP: N/A<br>LEI: 549300AP2Q7ERHX6RI89       | Long             | LON              | CORP              | US        |      492467 | PA      | $491068.09    | 0.02%             | 2026-07-01      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| ICON Luxembourg Sarl                                                             | ICON Luxembourg Sarl                                                             | CUSIP: N/A<br>LEI: 635400PUWMHSPI2DDA35       | Long             | LON              | CORP              | LU        |      787782 | PA      | $787490.37    | 0.02%             | 2028-07-03      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1045757.59   | 0.03%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Callon Petroleum Co                                                              | Callon Petroleum Co                                                              | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1064250.00   | 0.03%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| National Rural Utilities Cooperative Finance Corp                                | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       13000 | PA      | $12455.17     | 0.00%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1144000 | PA      | $1081616.25   | 0.03%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1198000 | PA      | $1204537.69   | 0.04%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2048000 | PA      | $1932507.34   | 0.06%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| British Airways 2021-1 Class A Pass Through Trust                                | British Airways 2021-1 Class A Pass Through Trust                                | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1063727 | PA      | $874938.08    | 0.03%             | 2036-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                           | Credit Suisse Group AG                                                           | CUSIP: 225436AA2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     3000000 | PA      | $2632800.00   | 0.08%             | N/A             | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                            | Deutsche Lufthansa AG                                                            | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |     1100000 | PA      | $1083501.91   | 0.03%             | 2028-02-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | Dominion Energy South Carolina Inc                                               | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |      950000 | PA      | $958347.86    | 0.03%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BroadStreet Partners Inc                                                         | BroadStreet Partners Inc                                                         | CUSIP: N/A<br>LEI: 549300BS9N54G8DD0R75       | Long             | LON              | CORP              | US        |      413719 | PA      | $407169.48    | 0.01%             | 2027-01-27      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                         | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      661000 | PA      | $501505.29    | 0.02%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CNX Midstream Partners LP                                                        | CNX Midstream Partners LP                                                        | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1501880.75   | 0.05%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vontier Corp                                                                     | Vontier Corp                                                                     | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     1956000 | PA      | $1515019.80   | 0.05%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | Romania Government Bond                                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     8000000 | PA      | $1763633.75   | 0.06%             | 2023-04-26      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC45                                           | GS Mortgage Securities Trust 2020-GC45                                           | CUSIP: 36258YAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    25009000 | PA      | $930792.46    | 0.03%             | 2053-02-13      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| EOS US Finco LLC                                                                 | EOS US Finco LLC                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      300000 | PA      | $293250.00    | 0.01%             | 2029-08-03      | Floating      | 10.60%                | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                                                | Iron Mountain Inc                                                                | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1141080.00   | 0.04%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kansas City Southern/Old                                                         | Kansas City Southern/Old                                                         | CUSIP: 485170BB9<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |      957000 | PA      | $895807.31    | 0.03%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                     | US Foods Inc                                                                     | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     2493000 | PA      | $2280582.29   | 0.07%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                          | CUSIP: 233853AN0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      833000 | PA      | $837303.10    | 0.03%             | 2025-01-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                            | Directv Financing LLC                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1625683 | PA      | $1596388.28   | 0.05%             | 2027-08-02      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | Enbridge Inc                                                                     | CUSIP: 29250N477<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EP               | CORP              | CA        |       37405 | NS      | $935873.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                               | Meta Platforms Inc                                                               | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      848000 | PA      | $743161.77    | 0.02%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Invesco Preferred ETF                                                            | Invesco Preferred ETF                                                            | CUSIP: 46138E511<br>LEI: 549300J11Q08WEERN210 | Long             | EC               | RF                | US        |      263867 | NS      | $3337917.55   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport LNG Investments LLLP                                                    | Freeport LNG Investments LLLP                                                    | CUSIP: N/A<br>LEI: 549300LR5YVRZH4YPQ33       | Long             | LON              | CORP              | US        |      540836 | PA      | $523935.20    | 0.02%             | 2028-12-21      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                         | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4225000 | PA      | $3886420.75   | 0.12%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                           | Equitable Holdings Inc                                                           | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |       22899 | NS      | $517975.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Diamondback Energy Inc                                                           | Diamondback Energy Inc                                                           | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     1789000 | PA      | $1870799.70   | 0.06%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2127000 | PA      | $1348935.66   | 0.04%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | Vodafone Group PLC                                                               | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      791000 | PA      | $751717.41    | 0.02%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Dutch Holding B BV                                        | Axalta Coating Systems Dutch Holding B BV                                        | CUSIP: N/A<br>LEI: 5493007DMEBZH3CQ5E51       | Long             | DBT              | CORP              | NL        |      400000 | PA      | $423986.78    | 0.01%             | 2025-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA                                                     | Intelsat Jackson Holdings SA                                                     | CUSIP: N/A<br>LEI: 8XJ8KF85PBKK1TLMFN29       | Long             | LON              | CORP              | LU        |     1400120 | PA      | $1376975.71   | 0.04%             | 2029-01-26      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd                                                        | AAdvantage Loyalty IP Ltd                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | KY        |     1870000 | PA      | $1918788.30   | 0.06%             | 2028-03-10      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| Crown Americas LLC / Crown Americas Capital Corp VI                              | Crown Americas LLC / Crown Americas Capital Corp VI                              | CUSIP: 228187AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      325000 | PA      | $317505.50    | 0.01%             | 2026-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                              | Altice Financing SA                                                              | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | LON              | CORP              | LU        |     1236938 | PA      | $1216318.51   | 0.04%             | 2027-10-31      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Israel Discount Bank Ltd                                                         | Israel Discount Bank Ltd                                                         | CUSIP: N/A<br>LEI: 549300XWZ7BG5G23OF51       | Long             | DBT              | CORP              | IL        |     2500000 | PA      | $2493750.00   | 0.08%             | 2028-01-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC41                                    | Citigroup Commercial Mortgage Trust 2019-GC41                                    | CUSIP: 17328FAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13007000 | PA      | $574162.80    | 0.02%             | 2056-08-10      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                         | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     1893000 | PA      | $1883535.00   | 0.06%             | 2043-06-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | Republic of Italy Government International Bond                                  | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1013000 | PA      | $722686.36    | 0.02%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     2716000 | PA      | $2371596.83   | 0.07%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C44                                   | Wells Fargo Commercial Mortgage Trust 2018-C44                                   | CUSIP: 95001JAA5<br>LEI: 549300AGZIS1CJS4RM30 | Long             | ABS-MBS          | CORP              | US        |     8021500 | PA      | $608436.39    | 0.02%             | 2051-05-15      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| MEG Energy Corp                                                                  | MEG Energy Corp                                                                  | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |     1125000 | PA      | $1074375.00   | 0.03%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1410167.50   | 0.04%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                                                    | Affiliated Managers Group Inc                                                    | CUSIP: 008252850<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |        7463 | NS      | $188813.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Westpac Banking Corp                                                             | Westpac Banking Corp                                                             | CUSIP: 961214EM1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     3197000 | PA      | $2983943.22   | 0.09%             | 2030-02-04      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B6 Mortgage Trust                                                 | Benchmark 2018-B6 Mortgage Trust                                                 | CUSIP: 08162CAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    37790000 | PA      | $2504006.97   | 0.08%             | 2051-10-10      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     4385000 | PA      | $4474207.52   | 0.14%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| KUEHG Corp                                                                       | KUEHG Corp                                                                       | CUSIP: N/A<br>LEI: 549300YNT566T1NYJX62       | Long             | LON              | CORP              | US        |    16360000 | PA      | $15470506.80  | 0.49%             | 2025-08-22      | Floating      | 12.98%                | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | Elevance Health Inc                                                              | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1214000 | PA      | $1096330.59   | 0.03%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | Regions Financial Corp                                                           | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |       37100 | NS      | $922677.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Vornado Realty LP                                                                | Vornado Realty LP                                                                | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |      892000 | PA      | $770451.40    | 0.02%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                              | CUSIP: 25746UBY4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      591000 | PA      | $570460.00    | 0.02%             | 2054-10-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Real Alloy Holding Inc                                                           | Real Alloy Holding Inc                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    17944387 | PA      | $17944387.05  | 0.57%             | 2025-05-31      | Variable      | 14.73%                | Yes           |                  3 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      993000 | PA      | $940559.91    | 0.03%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| New York Community Bancorp Inc                                                   | New York Community Bancorp Inc                                                   | CUSIP: 649445202<br>LEI: 529900HVXOTLY61GL030 | Long             | EP               | CORP              | US        |        1363 | NS      | $33652.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK 2019-BNK16                                                                  | BANK 2019-BNK16                                                                  | CUSIP: 065405AY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13119665 | PA      | $1143891.78   | 0.04%             | 2052-02-15      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings Inc                                                         | Trident TPI Holdings Inc                                                         | CUSIP: 89616RAB5<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |     5210000 | PA      | $5085308.91   | 0.16%             | 2024-08-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1953000 | PA      | $1741540.37   | 0.06%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                         | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2250000 | PA      | $1932547.50   | 0.06%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Zest Acquisition Corp                                                            | Zest Acquisition Corp                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    11260000 | PA      | $11189625.00  | 0.35%             | 2026-03-06      | Floating      | 11.73%                | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C31                              | JPMBB Commercial Mortgage Securities Trust 2015-C31                              | CUSIP: 46644YAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    42377000 | PA      | $429147.64    | 0.01%             | 2048-08-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                                    | Teva Pharmaceutical Finance Netherlands II BV                                    | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |      800000 | PA      | $728074.45    | 0.02%             | 2027-03-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                                   | 1011778 BC ULC                                                                   | CUSIP: N/A<br>LEI: 549300RHSHNRWI5LLA86       | Long             | LON              | CORP              | CA        |     1702356 | PA      | $1681689.55   | 0.05%             | 2026-11-19      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Titan Acquisition Ltd / Titan Co-Borrower LLC                                    | Titan Acquisition Ltd / Titan Co-Borrower LLC                                    | CUSIP: 88827AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    10900000 | PA      | $10310310.00  | 0.33%             | 2026-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                          | Talen Energy Supply LLC                                                          | CUSIP: N/A<br>LEI: K5K33XN0PQAU1XF7NN66       | Long             | LON              | CORP              | US        |     1553000 | PA      | $1572412.50   | 0.05%             | 2026-07-08      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | Mexico Government International Bond                                             | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3161000 | PA      | $2591601.80   | 0.08%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK35                                                                  | BANK 2021-BNK35                                                                  | CUSIP: 06540CCC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7000000 | PA      | $626542.00    | 0.02%             | 2064-06-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Avaya Inc                                                                        | Avaya Inc                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     3466000 | PA      | $875165.00    | 0.03%             | 2027-12-15      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                        | Ivory Coast Government International Bond                                        | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |     1850529 | PA      | $1700451.55   | 0.05%             | 2032-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Caisse Nationale de Reassurance Mutuelle Agricole Groupama                       | Caisse Nationale de Reassurance Mutuelle Agricole Groupama                       | CUSIP: N/A<br>LEI: 969500P4HYOPYINEPE06       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $441381.11    | 0.01%             | N/A             | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Synovus Financial Corp                                                           | Synovus Financial Corp                                                           | CUSIP: 87161C709<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EP               | CORP              | US        |        6591 | NS      | $163259.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo LLC                                                                     | ZoomInfo LLC                                                                     | CUSIP: N/A<br>LEI: 549300XF0FRWD2286I33       | Long             | LON              | CORP              | US        |      545000 | PA      | $546362.50    | 0.02%             | 2026-02-01      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                     | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     1000000 | PA      | $1012457.86   | 0.03%             | 2030-04-17      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Oscar AcquisitionCo LLC / Oscar Finance Inc                                      | Oscar AcquisitionCo LLC / Oscar Finance Inc                                      | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3510000 | PA      | $3141450.00   | 0.10%             | 2030-04-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B15 Mortgage Trust                                                | Benchmark 2019-B15 Mortgage Trust                                                | CUSIP: 08160KAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    24552000 | PA      | $1268100.98   | 0.04%             | 2072-12-15      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower LP                                                              | CUSIP: N/A<br>LEI: 254900QT3R363TVK6F09       | Long             | LON              | CORP              | US        |     2681104 | PA      | $2600295.35   | 0.08%             | 2028-10-23      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1879000 | PA      | $1822291.69   | 0.06%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings Inc                                                     | National Mentor Holdings Inc                                                     | CUSIP: N/A<br>LEI: 5493004QULJVJP3CNZ62       | Long             | LON              | CORP              | US        |      725000 | PA      | $467625.00    | 0.01%             | 2029-03-02      | Floating      | 11.98%                | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1999812.98   | 0.06%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | Occidental Petroleum Corp                                                        | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      700000 | PA      | $707321.78    | 0.02%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      500000 | PA      | $451250.00    | 0.01%             | 2027-11-02      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                                | Chariot Buyer LLC                                                                | CUSIP: N/A<br>LEI: 25490092IFNOZBRVE539       | Long             | LON              | CORP              | US        |     1074152 | PA      | $1035664.85   | 0.03%             | 2028-10-22      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                 | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | CORP              | MX        |     1496000 | PA      | $1277086.49   | 0.04%             | 2036-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | Truist Financial Corp                                                            | CUSIP: 89788MAH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     1236000 | PA      | $1222230.47   | 0.04%             | 2026-07-28      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1697000 | PA      | $1582862.65   | 0.05%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      525000 | PA      | $503165.40    | 0.02%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $10639125.41  | 0.34%             | N/A             | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | Westlake Corp                                                                    | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     1559000 | PA      | $1011736.19   | 0.03%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                            | HUB International Ltd                                                            | CUSIP: N/A<br>LEI: 549300JQT6ATTUNS5E06       | Long             | LON              | CORP              | US        |      899047 | PA      | $897482.30    | 0.03%             | 2025-04-25      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                        | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4578750.00   | 0.14%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | Entergy Mississippi LLC                                                          | CUSIP: 29366WAB2<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |      611000 | PA      | $472744.01    | 0.01%             | 2051-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                                             | Chart Industries Inc                                                             | CUSIP: N/A<br>LEI: EM7QGKC1GYOF3LSZSL80       | Long             | LON              | CORP              | US        |      330000 | PA      | $330138.60    | 0.01%             | 2029-12-07      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP Capital Markets PLC                                                           | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    10960000 | PA      | $10233900.00  | 0.32%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate LLC                                                | CUSIP: N/A<br>LEI: 5493006Q26653NF8SI73       | Long             | LON              | CORP              | US        |      718637 | PA      | $717588.11    | 0.02%             | 2025-05-09      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | Elevance Health Inc                                                              | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1350274.38   | 0.04%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                   | Public Storage                                                                   | CUSIP: 74460W537<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |       80000 | NS      | $1540800.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Corp II                                                   | GS Mortgage Securities Corp II                                                   | CUSIP: 36250SAP4<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |     8016500 | PA      | $529997.27    | 0.02%             | 2051-07-10      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                     | Novelis Corp                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      425000 | PA      | $358700.00    | 0.01%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bancolombia SA                                                                   | Bancolombia SA                                                                   | CUSIP: 05968LAL6<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |     3231000 | PA      | $2944087.20   | 0.09%             | 2029-12-18      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      811000 | PA      | $684667.08    | 0.02%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     1400000 | PA      | $1297992.09   | 0.04%             | 2028-11-03      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      612000 | PA      | $615670.49    | 0.02%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp                                                  | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3725000 | PA      | $3277720.63   | 0.10%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc                                                             | Crown Finance US Inc                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      117373 | PA      | $118242.26    | 0.00%             | 2023-09-07      | Floating      | 14.46%                | No            |                  2 | On Loan: No      |
| Constellium SE                                                                   | Constellium SE                                                                   | CUSIP: 210383AG0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |      275000 | PA      | $271997.00    | 0.01%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | Occidental Petroleum Corp                                                        | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $2001750.00   | 0.06%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                         | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $297075.00    | 0.01%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                        | Petroleos de Venezuela SA                                                        | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | VE        |      425000 | PA      | $19125.00     | 0.00%             | 2027-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | Air Lease Corp                                                                   | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     3884000 | PA      | $3644046.67   | 0.12%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                        | Serbia International Bond                                                        | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     1700000 | PA      | $1725500.00   | 0.05%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                                                    | CommScope Inc                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     2575000 | PA      | $2143327.00   | 0.07%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMM 2018-COR3 Mortgage Trust                                                    | COMM 2018-COR3 Mortgage Trust                                                    | CUSIP: 12595VAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15800000 | PA      | $1109017.80   | 0.04%             | 2051-05-10      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Birkenstock US BidCo Inc                                                         | Birkenstock US BidCo Inc                                                         | CUSIP: N/A<br>LEI: 5299000ZMFOERHT5OW39       | Long             | LON              | CORP              | US        |      899437 | PA      | $896343.13    | 0.03%             | 2028-04-28      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                                         | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    14400000 | PA      | $2599337.21   | 0.08%             | 2027-01-01      | Fixed         | 9.76%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     2809000 | PA      | $2657379.76   | 0.08%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Vision Solutions Inc                                                             | Vision Solutions Inc                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      534625 | PA      | $468599.04    | 0.01%             | 2028-04-23      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | Suzano Austria GmbH                                                              | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     1323000 | PA      | $1051699.16   | 0.03%             | 2032-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Bahamas Government International Bond                                            | Bahamas Government International Bond                                            | CUSIP: N/A<br>LEI: 549300W13SXC7EKNJC20       | Long             | DBT              | NUSS              | BS        |     1550000 | PA      | $1258877.31   | 0.04%             | 2028-11-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T Bank Corp                                                                    | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2520000.00   | 0.08%             | N/A             | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                                                     | Avangrid Inc                                                                     | CUSIP: 05351WAC7<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |     4387000 | PA      | $4218261.11   | 0.13%             | 2025-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | Pacific Gas and Electric Co                                                      | CUSIP: 694308KE6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1123000 | PA      | $1111688.36   | 0.04%             | 2025-06-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cyxtera DC Holdings Inc                                                          | Cyxtera DC Holdings Inc                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1308079 | PA      | $1062578.69   | 0.03%             | 2024-05-01      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     5085000 | PA      | $4765505.28   | 0.15%             | N/A             | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd             | Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd             | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1800000 | PA      | $1718982.00   | 0.05%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                                | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     3150000 | PA      | $2716875.00   | 0.09%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | Sysco Corp                                                                       | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      198000 | PA      | $212528.24    | 0.01%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | Toyota Motor Credit Corp                                                         | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     2597000 | PA      | $2311210.95   | 0.07%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| National Health Investors Inc                                                    | National Health Investors Inc                                                    | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |     1492000 | PA      | $1132851.50   | 0.04%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1300000 | PA      | $1379625.00   | 0.04%             | 2082-10-31      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T Inc                                                                         | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     3566000 | PA      | $3389398.27   | 0.11%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C47                                   | Wells Fargo Commercial Mortgage Trust 2018-C47                                   | CUSIP: 95002DAA7<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |    14133000 | PA      | $1231907.18   | 0.04%             | 2061-09-15      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                                                              | Applied Systems Inc                                                              | CUSIP: N/A<br>LEI: 549300NSKGF0SY5SWQ62       | Long             | LON              | CORP              | US        |     2678596 | PA      | $2671899.83   | 0.08%             | 2027-09-19      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| B Riley Financial Inc                                                            | B Riley Financial Inc                                                            | CUSIP: 05580M702<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        2384 | NS      | $59194.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rakuten Group Inc                                                                | Rakuten Group Inc                                                                | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |      700000 | PA      | $537533.70    | 0.02%             | N/A             | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Equinox Holdings Inc                                                             | Equinox Holdings Inc                                                             | CUSIP: N/A<br>LEI: 549300W05QKLNGQIIA73       | Long             | LON              | CORP              | US        |     1236945 | PA      | $955540.14    | 0.03%             | 2024-03-08      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AutoZone Inc                                                                     | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |      531000 | PA      | $528024.50    | 0.02%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | Duke Energy Corp                                                                 | CUSIP: 26441C501<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EP               | CORP              | US        |        6332 | NS      | $163238.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IGT Holding IV AB                                                                | IGT Holding IV AB                                                                | CUSIP: N/A<br>LEI: 549300S0NZ6VQU5JU607       | Long             | LON              | CORP              | SE        |      537937 | PA      | $536592.36    | 0.02%             | 2028-03-31      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     4229000 | PA      | $3776684.47   | 0.12%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2312000 | PA      | $2220675.75   | 0.07%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stillwater Mining Co                                                             | Stillwater Mining Co                                                             | CUSIP: N/A<br>LEI: 6354007DPCY4ZN2MRR73       | Long             | DBT              | CORP              | US        |     2250000 | PA      | $1927980.00   | 0.06%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2971000 | PA      | $2917378.77   | 0.09%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | National Australia Bank Ltd/New York                                             | CUSIP: 63254AAS7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |     1450000 | PA      | $1352547.75   | 0.04%             | 2026-07-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      550000 | PA      | $671971.20    | 0.02%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NCR Corp                                                                         | NCR Corp                                                                         | CUSIP: N/A<br>LEI: 549300YKTY8JX1DV2R67       | Long             | LON              | CORP              | US        |      535150 | PA      | $531805.17    | 0.02%             | 2026-08-28      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co Inc                                                         | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     1580000 | PA      | $1522140.40   | 0.05%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                          | UKG Inc                                                                          | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |      718770 | PA      | $711086.19    | 0.02%             | 2026-05-04      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                           | First Brands Group LLC                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1475000 | PA      | $1326585.50   | 0.04%             | 2028-03-24      | Floating      | 11.87%                | No            |                  2 | On Loan: No      |
| RP Escrow Issuer LLC                                                             | RP Escrow Issuer LLC                                                             | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2100000 | PA      | $1713600.00   | 0.05%             | 2025-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK38                                                                  | BANK 2021-BNK38                                                                  | CUSIP: 06540EBT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2750000 | PA      | $1615930.25   | 0.05%             | 2064-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Altice France SA/France                                                          | Altice France SA/France                                                          | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |      600000 | PA      | $502261.26    | 0.02%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNSF Funding Trust I                                                             | BNSF Funding Trust I                                                             | CUSIP: 05567SAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4510000 | PA      | $4329600.00   | 0.14%             | 2055-12-15      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      759000 | PA      | $780024.30    | 0.02%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Travelport Finance Luxembourg Sarl                                               | Travelport Finance Luxembourg Sarl                                               | CUSIP: N/A<br>LEI: 2221005SGFWYZHL40F77       | Long             | LON              | CORP              | LU        |     1817805 | PA      | $1863249.98   | 0.06%             | 2025-02-28      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25                                                                  | BANK 2020-BNK25                                                                  | CUSIP: 06539WAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5561000 | PA      | $2513053.16   | 0.08%             | 2063-01-15      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Merlin Entertainment                                                             | Merlin Entertainment                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      196473 | PA      | $193442.98    | 0.01%             | 2026-11-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBH8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5866000 | PA      | $5518252.32   | 0.17%             | 2026-03-13      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TransDigm Inc                                                                    | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1875000 | PA      | $1889596.88   | 0.06%             | 2027-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Driven Brands Holdings Inc                                                       | Driven Brands Holdings Inc                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1081750 | PA      | $1056512.77   | 0.03%             | 2028-12-17      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                      | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      900000 | PA      | $1237590.00   | 0.04%             | 2069-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                        | Petroleos de Venezuela SA                                                        | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | VE        |    38002286 | PA      | $1852611.44   | 0.06%             | 2024-05-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd                                                        | Melco Resorts Finance Ltd                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |      800000 | PA      | $728136.86    | 0.02%             | 2027-07-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP / USA Compression Finance Corp                       | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1180000 | PA      | $1158111.00   | 0.04%             | 2026-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | Texas Instruments Inc                                                            | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     1074000 | PA      | $1095310.31   | 0.03%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                  | CSL Finance PLC                                                                  | CUSIP: 12661PAE9<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |      801000 | PA      | $780310.71    | 0.02%             | 2052-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $9568125.00   | 0.30%             | N/A             | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | Nordea Bank Abp                                                                  | CUSIP: 65559D2A6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     1000000 | PA      | $986250.00    | 0.03%             | N/A             | Variable      | 6.63%                 | No            |                  2 | On Loan: —       |
| Century Aluminum Co                                                              | Century Aluminum Co                                                              | CUSIP: 156431AN8<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |     9530000 | PA      | $8395726.44   | 0.27%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc                                                          | New Fortress Energy Inc                                                          | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1315374.24   | 0.04%             | 2025-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2079000 | PA      | $2131565.81   | 0.07%             | 2028-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Northwest Acquisitions ULC / Dominion Finco Inc                                  | Northwest Acquisitions ULC / Dominion Finco Inc                                  | CUSIP: 66727WAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    19888000 | PA      | $198.88       | 0.00%             | 2022-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $995974.50    | 0.03%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2800000 | PA      | $2667218.74   | 0.08%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life Inc                                                         | F&G Annuities & Life Inc                                                         | CUSIP: 30190AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1653000 | PA      | $1694172.20   | 0.05%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | Nordea Bank Abp                                                                  | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |     1000000 | PA      | $967842.23    | 0.03%             | 2027-05-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Liberty Utilities Finance GP 1                                                   | Liberty Utilities Finance GP 1                                                   | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      829000 | PA      | $655693.14    | 0.02%             | 2030-09-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                               | F&G Global Funding                                                               | CUSIP: 30321L2B7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     1772000 | PA      | $1638224.70   | 0.05%             | 2024-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Georgian Railway JSC                                                             | Georgian Railway JSC                                                             | CUSIP: 37363BAB4<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | CORP              | GE        |     1100000 | PA      | $967736.00    | 0.03%             | 2028-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Discovery Purchaser Corp                                                         | Discovery Purchaser Corp                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      240000 | PA      | $229250.40    | 0.01%             | 2029-08-04      | Floating      | 8.96%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | Capital One Financial Corp                                                       | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      800000 | PA      | $765297.00    | 0.02%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B31 Mortgage Trust                                                | Benchmark 2021-B31 Mortgage Trust                                                | CUSIP: 08163MAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15995000 | PA      | $1200656.68   | 0.04%             | 2054-12-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                    | Public Service Co of Oklahoma                                                    | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1189502.48   | 0.04%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                            | Level 3 Financing Inc                                                            | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      125000 | PA      | $105888.44    | 0.00%             | 2027-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                         | Utah Acquisition Sub Inc                                                         | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1215647.08   | 0.04%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK19                                                                  | BANK 2019-BNK19                                                                  | CUSIP: 06540WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17013666 | PA      | $868949.17    | 0.03%             | 2061-08-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                              | Clydesdale Acquisition Holdings Inc                                              | CUSIP: N/A<br>LEI: 254900QKSDYFR3K5YD98       | Long             | LON              | CORP              | US        |      179100 | PA      | $175711.43    | 0.01%             | 2029-04-13      | Floating      | 8.60%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B7 Mortgage Trust                                                 | Benchmark 2018-B7 Mortgage Trust                                                 | CUSIP: 08162TAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16962000 | PA      | $1495101.92   | 0.05%             | 2053-05-15      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC43                                    | Citigroup Commercial Mortgage Trust 2019-GC43                                    | CUSIP: 17328HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11280000 | PA      | $380618.78    | 0.01%             | 2052-11-10      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | Southern Co/The                                                                  | CUSIP: 842587404<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |       30863 | NS      | $759538.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                                                  | Gen Digital Inc                                                                  | CUSIP: N/A<br>LEI: YF6ZV0M6AU4FY94MK914       | Long             | LON              | CORP              | US        |     2710049 | PA      | $2702135.44   | 0.09%             | 2029-09-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | Atmos Energy Corp                                                                | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     1320000 | PA      | $1483587.88   | 0.05%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | Capital One Financial Corp                                                       | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      700000 | PA      | $684957.08    | 0.02%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B1 Mortgage Trust                                                 | Benchmark 2018-B1 Mortgage Trust                                                 | CUSIP: 08162PAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    30260000 | PA      | $1723458.30   | 0.05%             | 2051-01-15      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                     | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     1725000 | PA      | $1616721.75   | 0.05%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2381000 | PA      | $1960997.53   | 0.06%             | 2035-09-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                          | CUSIP: 233853AQ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      756000 | PA      | $763317.64    | 0.02%             | 2028-01-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | Home Depot Inc/The                                                               | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      800000 | PA      | $747460.90    | 0.02%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dairy Farmers of America Inc                                                     | Dairy Farmers of America Inc                                                     | CUSIP: 23385H406<br>LEI: 1LTUIZEFFT7MUIERI838 | Long             | EP               | CORP              | US        |       10000 | NS      | $900000.00    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Public Storage                                                                   | Public Storage                                                                   | CUSIP: 74460W644<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |       38030 | NS      | $969384.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos de Venezuela SA                                                        | Petroleos de Venezuela SA                                                        | CUSIP: P7807HAR6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    12044915 | PA      | $542021.18    | 0.02%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | Humana Inc                                                                       | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     4666000 | PA      | $4108420.37   | 0.13%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | Target Corp                                                                      | CUSIP: 87612EBM7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     4049000 | PA      | $3735870.42   | 0.12%             | 2027-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| Comstock Resources Inc                                                           | Comstock Resources Inc                                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     5125000 | PA      | $4394687.50   | 0.14%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                       | Performance Food Group Inc                                                       | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     4950000 | PA      | $4764351.09   | 0.15%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      350000 | PA      | $357314.46    | 0.01%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | Valero Energy Corp                                                               | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $854232.92    | 0.03%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     4850000 | PA      | $4353308.64   | 0.14%             | 2027-11-22      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JAB3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     1634000 | PA      | $1659467.47   | 0.05%             | 2025-11-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | American Electric Power Co Inc                                                   | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      627000 | PA      | $654400.80    | 0.02%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming Inc                                                            | Genesee & Wyoming Inc                                                            | CUSIP: N/A<br>LEI: G617XSG94Z7G0RMW3L02       | Long             | LON              | CORP              | US        |      359911 | PA      | $359122.75    | 0.01%             | 2026-12-30      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25                                                                  | BANK 2020-BNK25                                                                  | CUSIP: 06539WAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9703500 | PA      | $481539.10    | 0.02%             | 2063-01-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Riverbed Technology Inc                                                          | Riverbed Technology Inc                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1273429 | PA      | $548211.22    | 0.02%             | 2026-12-08      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| WideOpenWest Finance LLC                                                         | WideOpenWest Finance LLC                                                         | CUSIP: N/A<br>LEI: 54930045JY28O5B5WE54       | Long             | LON              | CORP              | US        |      360000 | PA      | $357030.00    | 0.01%             | 2028-12-20      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PEN8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1471000 | PA      | $1499675.88   | 0.05%             | 2025-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     1100000 | PA      | $1129741.04   | 0.04%             | 2028-06-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Stifel Financial Corp                                                            | Stifel Financial Corp                                                            | CUSIP: 860630862<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |        2339 | NS      | $44978.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eyecare Partners LLC                                                             | Eyecare Partners LLC                                                             | CUSIP: N/A<br>LEI: 254900ZAACWK09RJ8W93       | Long             | LON              | CORP              | US        |     6544038 | PA      | $5286338.93   | 0.17%             | 2029-10-14      | Floating      | 11.48%                | No            |                  2 | On Loan: No      |
| Yara International ASA                                                           | Yara International ASA                                                           | CUSIP: 984851AH8<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |     1245000 | PA      | $1370804.41   | 0.04%             | 2032-11-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| M6 ETX Holdings II Midco LLC                                                     | M6 ETX Holdings II Midco LLC                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      413962 | PA      | $413271.18    | 0.01%             | 2029-08-10      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     3070000 | PA      | $2748152.87   | 0.09%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| nVent Finance Sarl                                                               | nVent Finance Sarl                                                               | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |      939000 | PA      | $766438.42    | 0.02%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife Inc                                                                      | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     5900000 | PA      | $5615096.26   | 0.18%             | N/A             | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK35                                                                  | BANK 2021-BNK35                                                                  | CUSIP: 06540CAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3707000 | PA      | $1586521.12   | 0.05%             | 2064-06-15      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Futures                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          20 | NC      | $71672.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | Stanley Black & Decker Inc                                                       | CUSIP: 854502AP6<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2237535.60   | 0.07%             | 2025-02-24      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                       | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     2297000 | PA      | $2194172.25   | 0.07%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Kosmos Energy Ltd                                                                | Kosmos Energy Ltd                                                                | CUSIP: N/A<br>LEI: 213800YDFJ3OT9B5P157       | Long             | DBT              | CORP              | US        |     2075000 | PA      | $1876298.00   | 0.06%             | 2026-04-04      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | Intel Corp                                                                       | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      441000 | PA      | $416130.86    | 0.01%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                      | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |     2700000 | PA      | $2804292.72   | 0.09%             | 2029-07-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Rent-A-Center Inc/TX                                                             | Rent-A-Center Inc/TX                                                             | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |     4575000 | PA      | $3888750.00   | 0.12%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| American Tower Corp                                                              | American Tower Corp                                                              | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $707970.87    | 0.02%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF3                                   | Cantor Commercial Real Estate Lending 2019-CF3                                   | CUSIP: 12529TAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11514000 | PA      | $687035.77    | 0.02%             | 2053-01-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                            | Level 3 Financing Inc                                                            | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1287796.25   | 0.04%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oxford Finance LLC / Oxford Finance Co-Issuer II Inc                             | Oxford Finance LLC / Oxford Finance Co-Issuer II Inc                             | CUSIP: 69145LAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4100000 | PA      | $3921363.00   | 0.12%             | 2027-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB Holdings BV                                                                  | CUSIP: 46653KAC2<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      820000 | PA      | $610936.46    | 0.02%             | 2052-04-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | Caterpillar Financial Services Corp                                              | CUSIP: 14913R2C0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     2677000 | PA      | $2503217.70   | 0.08%             | 2025-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | Czech Republic Government Bond                                                   | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    34000000 | PA      | $1437563.89   | 0.05%             | 2025-09-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                          | CUSIP: 493267702<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |       33040 | NS      | $860031.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C42                                   | Wells Fargo Commercial Mortgage Trust 2017-C42                                   | CUSIP: 95001GAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20342500 | PA      | $1264845.79   | 0.04%             | 2050-12-15      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| Utex Industries - Warrants                                                       | Utex Industries - Warrants                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       53725 | NS      | $5372.50      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Viasat Inc                                                                       | Viasat Inc                                                                       | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      725000 | PA      | $676236.50    | 0.02%             | 2027-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CommScope Technologies LLC                                                       | CommScope Technologies LLC                                                       | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |     2793000 | PA      | $2645054.79   | 0.08%             | 2025-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                     | Hess Midstream Operations LP                                                     | CUSIP: 428102AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1135000 | PA      | $1123786.20   | 0.04%             | 2026-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      828000 | PA      | $827560.08    | 0.03%             | 2045-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | Occidental Petroleum Corp                                                        | CUSIP: 674599EE1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1208088.00   | 0.04%             | 2025-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                       | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    26700000 | PA      | $23329125.00  | 0.74%             | N/A             | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | Vodafone Group PLC                                                               | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     8100000 | PA      | $6226875.00   | 0.20%             | 2081-06-04      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Levi Strauss & Co                                                                | Levi Strauss & Co                                                                | CUSIP: N/A<br>LEI: MB0UERO0RDFKU8258G77       | Long             | DBT              | CORP              | US        |      200000 | PA      | $205893.63    | 0.01%             | 2027-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Office Properties Income Trust                                                   | Office Properties Income Trust                                                   | CUSIP: 67623CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      677000 | PA      | $474922.78    | 0.02%             | 2031-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | United Parcel Service Inc                                                        | CUSIP: 911312BT2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     4911000 | PA      | $4729341.62   | 0.15%             | 2024-09-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                                                     | Organon & Co                                                                     | CUSIP: N/A<br>LEI: 549300AMCKY57OK2CO56       | Long             | LON              | CORP              | US        |     2396283 | PA      | $2388998.79   | 0.08%             | 2028-06-02      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Powerlong Real Estate Holdings Ltd                                               | Powerlong Real Estate Holdings Ltd                                               | CUSIP: N/A<br>LEI: 549300R3K12EPXCGDP22       | Long             | DBT              | CORP              | KY        |      350000 | PA      | $118405.00    | 0.00%             | 2023-07-23      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Co Ltd                                                   | Country Garden Holdings Co Ltd                                                   | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |      200000 | PA      | $152000.00    | 0.00%             | 2026-04-08      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** Principal Funds, Inc

**Signature:** Megan Hoffmann

**Name of Signer:** /s/ Megan Hoffmann

**Title:** Vice President and Controller